RSPC Options History — November 2024 In November 2024, RSPC traded between $33.13 and $35.80. ATM implied volatility averaged 28.6%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 16.1% (HV 20d: 12.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 75.8% change2024-11-12 : Highest IV Rank — 97.8%2024-11-01 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $34.62 $33.13 $35.80 $33.28 $35.80 ATM IV 28.6% 15.8% 65.1% 26.3% 18.5% Expected Move 6.1% 4.4% 7.6% 7.6% 5.3% HV 20d 12.4% 7.6% 14.0% 8.0% 14.0% HV 60d 11.7% 10.5% 12.3% 10.5% 11.3% IV Rank 29.1% 5.4% 97.8% 25.2% 9.7% IV Percentile 49.8% 4.4% 99.6% 57.5% 7.9% Term Structure -1.5% -11.4% 8.2% -11.4% 7.8% Skew 25d 0.9% -6.6% 10.0% 0.0% 0.5% Skew 10d 2.5% -6.2% 10.9% 1.8% 2.1% Call IV 25d 21.2% 14.5% 38.6% 38.6% 18.8% Put IV 25d 22.1% 14.8% 38.7% 38.7% 19.3% Bid-Ask Spread % 139.70 135.81 143.56 141.20 135.81 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2024-11-01 $33.28 $0.00 26.3% 7.6% 8.0% 25.2% 0.0% 0.0% -11.4% 0 0 0 0.00 141.20 N/A N/A 0 0 0 0 2024-11-04 $33.13 $0.00 37.6% 6.6% 7.6% 46.3% 0.0% 0.1% -3.2% 0 0 0 0.00 137.07 N/A N/A 0 0 0 0 2024-11-05 $33.41 $0.00 31.0% 6.0% 7.8% 34.0% 0.0% 1.3% -4.1% 0 0 0 0.00 136.82 N/A N/A 0 0 0 0 2024-11-06 $34.43 $0.00 38.8% 6.5% 12.8% 48.6% 0.0% 2.0% -3.8% 0 0 0 0.00 143.56 N/A N/A 0 0 0 0 2024-11-07 $34.37 $0.00 41.3% 5.9% 12.3% 53.2% 0.0% -3.9% 0.9% 0 0 0 0.00 142.15 N/A N/A 0 0 0 0 2024-11-08 $34.21 $0.00 31.0% 5.9% 12.5% 34.0% 0.0% 0.3% -0.2% 0 0 0 0.00 135.97 N/A N/A 0 0 0 0 2024-11-11 $34.36 $0.00 43.4% 4.4% 12.5% 57.2% 0.0% 0.3% 2.2% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0 2024-11-12 $34.46 $0.00 65.1% 6.0% 12.5% 97.8% 0.0% 1.6% 1.9% 0 0 0 0.00 142.05 N/A N/A 0 0 0 0 2024-11-13 $34.67 $0.00 15.8% 4.5% 12.5% 5.4% 0.0% 0.3% 8.2% 0 0 0 0.00 137.47 N/A N/A 0 0 0 0 2024-11-14 $34.74 $0.00 22.3% 6.4% 12.2% 17.6% 0.0% 10.0% -3.1% 0 0 0 0.00 141.15 N/A N/A 0 0 0 0 2024-11-15 $34.19 $0.00 19.4% 5.6% 13.8% 12.2% 0.0% 1.0% -2.9% 0 0 0 0.00 136.58 N/A N/A 0 0 0 0 2024-11-18 $34.50 $0.00 20.9% 6.0% 13.6% 15.1% 0.0% -6.6% -4.8% 0 0 0 0.00 138.43 N/A N/A 0 0 0 0 2024-11-19 $34.54 $0.00 22.2% 6.4% 13.5% 17.5% 0.0% 2.6% -3.4% 0 0 0 0.00 140.77 N/A N/A 0 0 0 0 2024-11-20 $34.86 $0.00 23.4% 6.7% 13.5% 19.1% 0.0% 0.6% -4.3% 0 0 0 0.00 140.52 N/A N/A 0 0 0 0 2024-11-21 $35.34 $0.00 24.2% 6.9% 13.9% 20.6% 0.0% 0.6% -7.1% 0 0 0 0.00 139.64 N/A N/A 0 0 0 0 2024-11-22 $35.41 $0.00 23.6% 6.8% 13.9% 19.4% 0.0% 3.1% -0.6% 0 0 0 0.00 139.75 N/A N/A 0 0 0 0 2024-11-25 $35.56 $0.00 23.7% 6.8% 13.9% 19.6% 0.0% 1.9% -4.2% 0 0 0 0.00 142.23 N/A N/A 0 0 0 0 2024-11-26 $35.52 $0.00 24.2% 6.9% 14.0% 20.5% 0.0% 1.8% -5.3% 0 0 0 0.00 143.20 N/A N/A 0 0 0 0 2024-11-27 $35.64 $0.00 18.4% 5.3% 14.0% 9.5% 0.0% 0.6% 7.7% 0 0 0 0.00 140.68 N/A N/A 0 0 0 0 2024-11-29 $35.80 $0.00 18.5% 5.3% 14.0% 9.7% 0.0% 0.5% 7.8% 0 0 0 0.00 135.81 N/A N/A 0 0 0 0
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