RSPC Options History — August 2024 In August 2024, RSPC traded between $29.66 and $31.83. ATM implied volatility averaged 31.7%, placing in the 36.6% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 13.7% (HV 20d: 18.0%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days.
Notable Days 2024-08-08 : Largest IV spike — 65.9% change2024-08-12 : Highest IV Rank — 100.0%2024-08-05 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $30.93 $29.66 $31.83 $30.93 $31.56 ATM IV 31.7% 14.0% 66.3% 34.4% 22.5% Expected Move 6.9% 4.0% 10.5% 9.9% 6.4% HV 20d 18.0% 13.8% 19.1% 13.8% 15.0% HV 60d 13.0% 10.9% 13.7% 10.9% 13.2% IV Rank 36.6% 2.2% 100.0% 43.7% 18.0% IV Percentile 52.3% 2.4% 100.0% 86.5% 35.7% Term Structure -1.1% -18.7% 12.1% -11.6% -4.3% Skew 25d 2.5% 0.2% 18.1% 1.5% 1.8% Skew 10d 3.0% -11.4% 10.5% 4.8% 5.8% Call IV 25d 20.9% 15.9% 37.9% 26.4% 21.2% Put IV 25d 23.4% 16.5% 45.9% 28.0% 23.0% Bid-Ask Spread % 140.35 131.00 151.55 138.01 137.70 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 242 139 387 204 307 Net DEX -2.6K -3.3K -1.8K -2.7K -3.0K Net VEX -10 -11 -9 -11 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-08-01 $30.93 $0.00 34.4% 9.9% 13.8% 43.7% 0.0% 1.5% -11.6% 204 -2.7K -11 0.00 138.01 N/A N/A 0 0 2 0 2024-08-02 $30.45 $0.00 32.5% 9.3% 15.2% 39.7% 0.0% 1.9% -18.7% 214 -2.3K -11 0.00 137.66 N/A N/A 0 0 2 0 2024-08-05 $29.66 $0.00 51.3% 10.5% 17.9% 77.9% 0.0% 8.1% -4.6% 175 -1.8K -9 0.00 151.55 N/A N/A 0 0 2 0 2024-08-06 $30.19 $0.00 50.2% 10.2% 18.8% 75.7% 0.0% 18.1% 2.2% 139 -2.5K -11 0.00 150.94 N/A N/A 0 0 2 0 2024-08-07 $30.09 $0.00 33.8% 7.7% 18.9% 42.4% 0.0% 4.8% -4.0% 192 -2.0K -10 0.00 140.32 N/A N/A 0 0 2 0 2024-08-08 $30.26 $0.00 56.1% 6.9% 18.9% 87.5% 0.0% 7.1% 9.4% 150 -2.5K -10 0.00 148.61 N/A N/A 0 0 2 0 2024-08-09 $30.51 $0.00 40.0% 5.7% 18.9% 55.0% 0.0% 1.0% 9.1% 202 -2.3K -10 0.00 138.84 N/A N/A 0 0 2 0 2024-08-12 $30.29 $0.00 66.3% 8.2% 19.1% 100.0% 0.0% 2.3% -5.7% 197 -2.2K -10 0.00 143.71 N/A N/A 0 0 2 0 2024-08-13 $30.57 $0.00 61.2% 5.6% 18.6% 90.5% 0.0% 0.6% 12.1% 225 -2.0K -9 0.00 137.54 N/A N/A 0 0 2 0 2024-08-14 $30.50 $0.00 24.5% 7.0% 18.6% 21.8% 0.0% 0.7% 4.0% 204 -2.3K -10 0.00 143.43 N/A N/A 0 0 2 0 2024-08-15 $30.84 $0.00 19.3% 5.5% 19.0% 12.1% 0.0% 0.2% -6.6% 230 -2.5K -10 0.00 139.08 N/A N/A 0 0 2 0 2024-08-16 $30.96 $0.00 19.4% 5.6% 18.7% 12.2% 0.0% 0.3% -4.2% 264 -2.5K -10 0.00 132.04 N/A N/A 0 0 2 0 2024-08-19 $31.31 $0.00 19.2% 5.5% 19.0% 11.8% 0.0% 0.2% -7.3% 322 -2.7K -10 0.00 137.78 N/A N/A 0 0 2 0 2024-08-20 $31.38 $0.00 18.7% 5.4% 19.0% 10.9% 0.0% 0.4% -0.7% 387 -2.7K -10 0.00 141.12 N/A N/A 0 0 2 0 2024-08-21 $31.46 $0.00 25.3% 7.3% 18.6% 23.4% 0.0% 0.5% -0.2% 273 -2.9K -10 0.00 143.41 N/A N/A 0 0 2 0 2024-08-22 $31.29 $0.00 19.4% 5.6% 18.7% 12.3% 0.0% 0.3% -3.4% 285 -2.7K -10 0.00 138.83 N/A N/A 0 0 2 0 2024-08-23 $31.61 $0.00 19.5% 5.6% 18.5% 12.4% 0.0% 0.4% 8.4% 286 -3.1K -10 0.00 139.20 N/A N/A 0 0 2 0 2024-08-26 $31.83 $0.00 20.6% 5.9% 18.3% 14.5% 0.0% 0.6% -7.4% 258 -3.3K -10 0.00 134.64 N/A N/A 0 0 2 0 2024-08-27 $31.74 $0.00 14.0% 4.0% 18.3% 2.2% 0.0% 0.8% 9.9% 273 -3.2K -10 0.00 131.00 N/A N/A 0 0 2 0 2024-08-28 $31.59 $0.00 22.3% 6.4% 17.4% 17.6% 0.0% 1.8% 8.0% 271 -3.0K -9 0.00 141.67 N/A N/A 0 0 2 0 2024-08-29 $31.50 $0.00 25.8% 7.4% 16.2% 24.2% 0.0% 1.8% -9.2% 258 -3.0K -9 0.00 140.59 N/A N/A 0 0 2 0 2024-08-30 $31.56 $0.00 22.5% 6.4% 15.0% 18.0% 0.0% 1.8% -4.3% 307 -3.0K -9 0.00 137.70 N/A N/A 0 0 2 0
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