RSPC Options History — October 2024 In October 2024, RSPC traded between $32.25 and $33.13. ATM implied volatility averaged 26.5%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 7.2%. IV traded above realized volatility by 16.5% (HV 20d: 10.0%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.00.
Notable Days 2024-10-18 : Highest Volume — 2 contracts2024-10-29 : Largest IV spike — 88.8% change2024-10-07 : Highest IV Rank — 49.3%2024-10-30 : Largest Expected Move — 9.8%Monthly Statistics Metric Avg Min Max Open Close Price $32.70 $32.25 $33.13 $32.62 $33.13 Max Pain $32.00 $32.00 $32.00 $32.00 $32.00 ATM IV 26.5% 16.5% 39.2% 24.2% 34.0% Expected Move 7.2% 4.7% 9.8% 6.9% 9.8% HV 20d 10.0% 8.4% 11.7% 11.7% 8.4% HV 60d 13.6% 10.6% 14.5% 14.2% 10.6% IV Rank 25.5% 6.8% 49.3% 21.2% 39.6% IV Percentile 54.2% 6.3% 92.5% 42.9% 84.5% Term Structure -5.0% -18.1% 7.1% -3.9% -14.9% Skew 25d 2.8% -3.9% 14.9% 2.3% -3.9% Skew 10d 4.2% -3.3% 12.0% 7.2% 12.0% Call IV 25d 22.9% 14.3% 37.0% 22.8% 37.0% Put IV 25d 25.7% 16.9% 39.9% 25.1% 33.1% Bid-Ask Spread % 137.48 130.30 143.94 138.73 141.00 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 217 0 401 351 0 Net DEX -2.5K -4.7K 0 -4.1K 0 Net VEX -2 -5 0 -5 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.087 0 2 0 0 Total OI 1.217 0 2 2 0
Daily Data (23 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 2024-10-01 $32.62 $32.00 24.2% 6.9% 11.7% 21.2% 0.0% 2.3% -3.9% 351 -4.1K -5 0.00 138.73 N/A N/A 0 0 2 0 2024-10-02 $32.56 $32.00 24.9% 7.1% 10.6% 22.6% 0.0% 2.3% -0.5% 351 -4.1K -5 0.00 134.53 N/A N/A 0 0 2 0 2024-10-03 $32.25 $0.00 27.3% 7.2% 10.8% 27.0% 0.0% 5.3% -4.7% 352 -3.7K -5 0.00 136.40 N/A N/A 0 0 2 0 2024-10-04 $32.53 $0.00 26.6% 4.7% 10.3% 25.8% 0.0% 3.2% 7.1% 357 -4.0K -5 0.00 135.78 N/A N/A 0 0 2 0 2024-10-07 $32.28 $0.00 39.2% 7.4% 10.8% 49.3% 0.0% 2.8% -5.1% 306 -3.6K -4 0.00 139.16 N/A N/A 0 0 2 0 2024-10-08 $32.51 $0.00 31.5% 6.7% 10.8% 34.8% 0.0% 1.2% -6.1% 375 -4.0K -4 0.00 136.64 N/A N/A 0 0 2 0 2024-10-09 $32.59 $0.00 24.9% 7.1% 10.6% 22.5% 0.0% 1.3% -6.2% 382 -4.1K -4 0.00 141.77 N/A N/A 0 0 2 0 2024-10-10 $32.34 $0.00 27.8% 8.0% 10.6% 28.0% 0.0% 1.3% -5.5% 389 -3.8K -4 0.00 139.19 N/A N/A 0 0 2 0 2024-10-11 $32.59 $0.00 24.9% 7.1% 9.8% 22.6% 0.0% 3.4% -5.5% 312 -4.0K -3 0.00 143.94 N/A N/A 0 0 2 0 2024-10-14 $32.70 $0.00 18.3% 5.2% 9.6% 10.2% 0.0% 3.2% 7.1% 394 -4.3K -3 0.00 135.55 N/A N/A 0 0 2 0 2024-10-15 $32.80 $0.00 24.8% 7.1% 9.6% 22.3% 0.0% 2.7% -5.6% 339 -4.3K -2 0.00 135.83 N/A N/A 0 0 2 0 2024-10-16 $32.98 $0.00 21.8% 6.2% 9.8% 16.7% 0.0% 1.3% -2.3% 401 -4.7K -2 0.00 135.07 N/A N/A 0 0 2 0 2024-10-17 $32.81 $0.00 26.3% 7.5% 9.9% 25.2% 0.0% 12.4% -4.6% 319 -4.2K -1 0.00 143.66 N/A N/A 0 0 2 0 2024-10-18 $33.06 $0.00 26.0% 7.5% 9.9% 24.6% 0.0% 3.0% -8.3% 366 -4.7K 0 0.00 135.67 N/A N/A 2 0 2 0 2024-10-21 $32.84 $0.00 21.4% 6.1% 10.3% 16.0% 0.0% 0.6% 2.8% 0 0 0 0.00 136.33 N/A N/A 0 0 0 0 2024-10-22 $32.78 $0.00 16.5% 4.7% 10.1% 6.8% 0.0% 0.6% -2.7% 0 0 0 0.00 130.30 N/A N/A 0 0 0 0 2024-10-23 $32.66 $0.00 28.4% 8.2% 9.9% 29.2% 0.0% 2.2% -6.2% 0 0 0 0.00 138.32 N/A N/A 0 0 0 0 2024-10-24 $32.64 $0.00 28.7% 8.2% 9.6% 29.6% 0.0% 2.2% -8.5% 0 0 0 0.00 141.43 N/A N/A 0 0 0 0 2024-10-25 $32.64 $0.00 29.0% 8.3% 8.9% 30.1% 0.0% 0.8% -18.1% 0 0 0 0.00 137.36 N/A N/A 0 0 0 0 2024-10-28 $32.80 $0.00 16.5% 4.7% 9.1% 6.9% 0.0% -0.3% 3.1% 0 0 0 0.00 131.72 N/A N/A 0 0 0 0 2024-10-29 $32.92 $0.00 31.2% 9.0% 9.2% 34.4% 0.0% 14.9% -11.4% 0 0 0 0.00 138.54 N/A N/A 0 0 0 0 2024-10-30 $33.05 $0.00 34.3% 9.8% 9.2% 40.2% 0.0% 0.8% -15.3% 0 0 0 0.00 135.22 N/A N/A 0 0 0 0 2024-10-31 $33.13 $0.00 34.0% 9.8% 8.4% 39.6% 0.0% -3.9% -14.9% 0 0 0 0.00 141.00 N/A N/A 0 0 0 0
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