RSPC Options History — September 2024 In September 2024, RSPC traded between $31.01 and $32.70. ATM implied volatility averaged 26.6%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 13.7% (HV 20d: 12.9%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-09-24 : Largest IV spike — 57.8% change2024-09-26 : Highest IV Rank — 51.5%2024-09-26 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $31.84 $31.01 $32.70 $31.10 $32.67 Max Pain $32.00 $32.00 $32.00 $32.00 $32.00 ATM IV 26.6% 14.4% 40.4% 24.7% 30.9% Expected Move 7.5% 4.1% 11.6% 7.1% 8.8% HV 20d 12.9% 12.2% 13.5% 12.4% 13.1% HV 60d 14.1% 13.6% 14.3% 13.6% 14.2% IV Rank 25.7% 2.8% 51.5% 22.2% 33.7% IV Percentile 55.3% 2.8% 93.3% 47.6% 75.0% Term Structure -5.6% -10.3% 9.6% -8.6% -7.3% Skew 25d 3.9% -5.0% 10.9% 2.6% 8.1% Skew 10d 6.8% -2.9% 15.3% 7.3% 7.2% Call IV 25d 26.3% 15.9% 48.7% 23.8% 29.7% Put IV 25d 30.2% 17.8% 51.4% 26.4% 37.8% Bid-Ask Spread % 141.02 132.68 152.89 139.63 141.18 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 329 200 592 270 289 Net DEX -3.2K -4.1K -2.2K -2.5K -4.1K Net VEX -7 -9 -6 -8 -6 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 (20 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 2024-09-03 $31.10 $0.00 24.7% 7.1% 12.4% 22.2% 0.0% 2.6% -8.6% 270 -2.5K -8 0.00 139.63 N/A N/A 0 0 2 0 2024-09-04 $31.61 $0.00 33.3% 9.6% 12.2% 38.3% 0.0% 4.8% -9.9% 230 -3.1K -9 0.00 143.75 N/A N/A 0 0 2 0 2024-09-05 $31.37 $32.00 27.0% 7.4% 12.6% 26.5% 0.0% 4.2% -4.1% 236 -2.9K -9 0.00 143.87 N/A N/A 0 0 2 0 2024-09-06 $31.07 $32.00 27.3% 7.4% 13.2% 27.0% 0.0% 4.0% -6.0% 378 -2.2K -8 0.00 138.97 N/A N/A 0 0 2 0 2024-09-09 $31.22 $32.00 31.2% 7.6% 13.0% 34.3% 0.0% 4.1% -5.4% 239 -2.7K -8 0.00 142.99 N/A N/A 0 0 2 0 2024-09-10 $31.12 $32.00 29.8% 7.4% 12.7% 31.7% 0.0% -5.0% -5.4% 256 -2.6K -8 0.00 141.29 N/A N/A 0 0 2 0 2024-09-11 $31.01 $32.00 25.8% 7.4% 12.5% 24.2% 0.0% 3.5% -4.3% 284 -2.3K -8 0.00 141.60 N/A N/A 0 0 2 0 2024-09-12 $31.38 $32.00 21.6% 6.2% 13.0% 16.3% 0.0% 9.6% -3.4% 412 -2.5K -8 0.00 137.39 N/A N/A 0 0 2 0 2024-09-13 $31.82 $32.00 25.1% 7.2% 13.3% 22.9% 0.0% 3.9% -5.8% 253 -3.2K -8 0.00 143.54 N/A N/A 0 0 2 0 2024-09-16 $32.05 $32.00 27.1% 7.8% 13.5% 26.6% 0.0% 10.9% -10.3% 311 -3.4K -8 0.00 138.33 N/A N/A 0 0 2 0 2024-09-17 $32.08 $32.00 25.6% 7.3% 13.0% 23.8% 0.0% 9.1% -6.6% 431 -3.5K -7 0.00 140.39 N/A N/A 0 0 2 0 2024-09-18 $32.13 $32.00 25.9% 7.4% 13.0% 24.5% 0.0% 3.3% -7.8% 268 -3.5K -7 0.00 144.64 N/A N/A 0 0 2 0 2024-09-19 $32.28 $32.00 23.3% 6.7% 13.0% 19.6% 0.0% 1.9% -6.8% 543 -3.8K -7 0.00 140.34 N/A N/A 0 0 2 0 2024-09-20 $32.09 $32.00 20.1% 5.8% 13.1% 13.6% 0.0% -1.0% 9.6% 315 -3.4K -7 0.00 139.86 N/A N/A 0 0 2 0 2024-09-23 $32.12 $32.00 14.4% 4.1% 12.6% 2.8% 0.0% 1.8% 4.4% 592 -3.7K -7 0.00 132.68 N/A N/A 0 0 2 0 2024-09-24 $32.36 $32.00 22.7% 6.5% 12.7% 18.4% 0.0% 2.6% -9.2% 514 -4.1K -6 0.00 137.66 N/A N/A 0 0 2 0 2024-09-25 $32.16 $32.00 28.3% 8.1% 12.8% 29.0% 0.0% 3.4% -10.2% 291 -3.6K -6 0.00 136.98 N/A N/A 0 0 2 0 2024-09-26 $32.38 $32.00 40.4% 11.6% 12.9% 51.5% 0.0% 2.7% -8.7% 200 -3.7K -6 0.00 152.89 N/A N/A 0 0 2 0 2024-09-27 $32.70 $32.00 27.4% 7.8% 13.1% 27.2% 0.0% 2.8% -6.0% 271 -4.1K -6 0.00 142.47 N/A N/A 0 0 2 0 2024-09-30 $32.67 $32.00 30.9% 8.8% 13.1% 33.7% 0.0% 8.1% -7.3% 289 -4.1K -6 0.00 141.18 N/A N/A 0 0 2 0
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