RSPC Options History — December 2024 In December 2024, RSPC traded between $34.27 and $36.11. ATM implied volatility averaged 22.3%, placing in the 19.2% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 9.9% (HV 20d: 12.4%). Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-05 : Highest Volume — 20 contracts2024-12-06 : Largest IV spike — 137.1% change2024-12-27 : Highest IV Rank — 35.0%2024-12-27 : Largest Expected Move — 8.8%Monthly Statistics Metric Avg Min Max Open Close Price $35.27 $34.27 $36.11 $35.77 $34.27 ATM IV 22.3% 11.6% 30.7% 20.0% 24.5% Expected Move 6.3% 3.3% 8.8% 5.7% 7.0% HV 20d 12.4% 9.3% 14.1% 14.1% 13.2% HV 60d 11.7% 10.7% 12.6% 11.0% 12.4% IV Rank 19.2% 0.0% 35.0% 12.6% 23.6% IV Percentile 34.5% 0.0% 75.8% 15.9% 44.0% Term Structure -2.8% -11.2% 8.6% 6.9% -11.2% VWIV 10.9% 10.9% 10.9% 10.9% 10.9% Skew 25d 0.4% -7.9% 4.2% 1.5% -6.9% Skew 10d 2.7% -7.7% 7.2% 4.4% 5.2% Call IV 25d 23.8% 15.4% 34.6% 20.0% 32.6% Put IV 25d 24.2% 8.8% 37.7% 21.5% 25.7% Bid-Ask Spread % 138.34 134.06 143.26 137.58 138.01 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 6.0K 0 13.5K 0 0 Net DEX -30.3K -76.3K 0 0 0 Net VEX -34 -92 0 0 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 2.524 0 20 0 0 Total OI 22.476 0 53 0 0
Daily Data (21 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 2024-12-02 $35.77 $0.00 20.0% 5.7% 14.1% 12.6% 0.0% 1.5% 6.9% 0 0 0 0.00 137.58 N/A N/A 0 0 0 0 2024-12-03 $35.86 $0.00 27.0% 7.8% 13.8% 25.9% 0.0% 1.1% -7.1% 0 0 0 0.00 143.26 N/A N/A 0 0 0 0 2024-12-04 $35.92 $0.00 11.6% 3.3% 13.7% 0.0% 10.9% -7.6% 8.6% 0 0 0 0.00 134.47 N/A N/A 10 0 0 0 2024-12-05 $36.02 $0.00 12.3% 5.9% 9.4% 1.3% 0.0% 2.0% -3.4% 6.4K -19.7K -29 0.00 140.34 N/A N/A 20 0 10 0 2024-12-06 $36.11 $0.00 29.2% 5.9% 9.3% 32.2% 0.0% 3.9% -2.8% 7.7K -59.1K -84 0.00 139.74 N/A N/A 0 0 30 0 2024-12-09 $35.47 $0.00 22.2% 6.4% 11.6% 19.4% 0.0% 0.7% -5.0% 8.9K -41.9K -71 0.00 134.59 N/A N/A 10 0 30 0 2024-12-10 $35.59 $0.00 25.1% 5.9% 11.6% 24.8% 0.0% -7.9% -4.2% 12.4K -59.6K -92 0.00 138.84 N/A N/A 0 0 40 0 2024-12-11 $35.72 $0.00 21.7% 6.2% 11.6% 18.4% 0.0% 1.9% -4.1% 12.0K -64.8K -89 0.00 140.67 N/A N/A 0 0 40 0 2024-12-12 $36.06 $0.00 21.4% 6.1% 11.8% 17.8% 0.0% 0.6% -3.2% 9.2K -76.3K -85 0.00 139.10 N/A N/A 0 0 40 0 2024-12-13 $35.72 $0.00 16.6% 4.8% 12.5% 9.2% 0.0% 0.5% 6.3% 10.4K -65.8K -79 0.00 137.62 N/A N/A 1 0 40 0 2024-12-16 $35.76 $0.00 22.1% 6.3% 10.7% 19.2% 0.0% 1.8% -4.7% 13.5K -66.2K -61 0.00 138.98 N/A N/A 1 0 41 0 2024-12-17 $35.41 $0.00 25.6% 7.3% 11.2% 25.6% 0.0% 1.7% -7.0% 10.4K -58.7K -51 0.00 139.61 N/A N/A 11 0 42 0 2024-12-18 $34.63 $0.00 22.6% 6.5% 14.0% 20.1% 0.0% 1.6% -6.4% 10.5K -47.0K -45 0.00 134.06 N/A N/A 0 0 53 0 2024-12-19 $34.63 $0.00 24.6% 7.0% 13.5% 23.7% 0.0% 2.3% -3.6% 11.2K -40.6K -30 0.00 138.94 N/A N/A 0 0 53 0 2024-12-20 $34.77 $0.00 25.3% 7.3% 12.6% 25.1% 0.0% 1.2% -4.2% 12.8K -37.1K -6 0.00 139.79 N/A N/A 0 0 53 0 2024-12-23 $34.52 $0.00 19.1% 5.5% 12.8% 13.8% 0.0% 0.8% -2.7% 0 0 0 0.00 135.97 N/A N/A 0 0 0 0 2024-12-24 $34.77 $0.00 18.5% 5.3% 13.0% 12.5% 0.0% 0.8% -1.6% 0 0 0 0.00 136.71 N/A N/A 0 0 0 0 2024-12-26 $34.84 $0.00 18.6% 5.3% 13.0% 12.8% 0.0% 0.8% 6.4% 0 0 0 0.00 136.96 N/A N/A 0 0 0 0 2024-12-27 $34.49 $0.00 30.7% 8.8% 13.3% 35.0% 0.0% 4.2% -7.9% 0 0 0 0.00 141.04 N/A N/A 0 0 0 0 2024-12-30 $34.30 $0.00 28.8% 8.3% 13.2% 31.4% 0.0% 3.1% -7.6% 0 0 0 0.00 138.96 N/A N/A 0 0 0 0 2024-12-31 $34.27 $0.00 24.5% 7.0% 13.2% 23.6% 0.0% -6.9% -11.2% 0 0 0 0.00 138.01 N/A N/A 0 0 0 0
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