RSPC Options History — January 2025

In January 2025, RSPC traded between $33.41 and $35.60. ATM implied volatility averaged 27.1%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 6.2%. IV traded above realized volatility by 14.4% (HV 20d: 12.7%). Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 7 of 20 days.

Notable Days

  • 2025-01-27: Largest IV spike — 118.4% change
  • 2025-01-14: Highest IV Rank — 67.7%
  • 2025-01-02: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.49$33.41$35.60$34.25$35.38
ATM IV27.1%11.6%48.6%32.5%28.4%
Expected Move6.2%3.3%9.3%9.3%8.2%
HV 20d12.7%11.6%13.5%13.1%12.0%
HV 60d12.9%12.3%13.5%12.3%13.4%
IV Rank28.4%0.0%67.7%38.2%30.8%
IV Percentile50.2%0.0%96.0%82.5%68.7%
Term Structure0.1%-9.0%19.6%-9.0%-6.7%
Skew 25d1.3%-7.8%9.8%2.0%2.3%
Skew 10d3.2%1.5%5.8%5.8%5.3%
Call IV 25d20.3%15.0%37.9%37.9%31.5%
Put IV 25d21.7%15.5%39.8%39.8%33.8%
Bid-Ask Spread %138.98133.87144.42138.27142.24
Gamma HHI1.001.001.001.001.00
Net GEX3701300124
Net DEX-300-1.1K00-1.0K
Net VEX-2-900-8
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI0.30101

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$34.25$0.0032.5%9.3%13.1%38.2%0.0%2.0%-9.0%0000.00138.27N/AN/A0000
2025-01-03$34.51$0.0025.1%7.2%13.5%24.6%0.0%0.9%-6.8%0000.00135.88N/AN/A0000
2025-01-06$34.53$0.0035.6%4.7%13.4%43.9%0.0%1.6%-2.9%0000.00137.30N/AN/A0000
2025-01-07$34.19$0.0030.4%7.0%13.5%34.4%0.0%0.5%-5.1%0000.00144.42N/AN/A0000
2025-01-08$34.03$0.0038.7%6.5%12.3%49.6%0.0%4.2%-3.7%0000.00142.22N/AN/A0000
2025-01-10$33.41$0.0037.1%7.4%13.4%46.7%0.0%0.5%-4.3%0000.00137.31N/AN/A0000
2025-01-13$33.53$0.0048.2%7.0%13.4%67.0%0.0%0.7%-4.8%0000.00138.25N/AN/A0000
2025-01-14$33.65$0.0048.6%5.2%12.8%67.7%0.0%0.5%-3.9%0000.00133.87N/AN/A0000
2025-01-15$34.00$0.0018.8%5.4%13.5%13.1%0.0%0.7%6.1%0000.00137.16N/AN/A0000
2025-01-16$33.91$0.0023.5%6.7%13.5%21.7%0.0%0.8%19.6%0000.00138.59N/AN/A0000
2025-01-17$34.08$0.0011.8%3.4%13.4%0.3%0.0%0.5%9.5%0000.00135.98N/AN/A0000
2025-01-21$34.37$0.0017.4%5.0%11.6%10.6%0.0%-7.8%0.8%0000.00138.27N/AN/A0000
2025-01-22$34.59$0.0017.5%5.0%11.8%10.7%0.0%0.7%-1.5%0000.00137.47N/AN/A0000
2025-01-23$34.66$0.0017.5%5.0%11.7%10.7%0.0%4.1%12.8%0000.00142.02N/AN/A0000
2025-01-24$34.93$0.0011.6%3.3%11.7%0.0%0.0%0.7%6.9%121-765-70.00134.31N/AN/A0010
2025-01-27$35.42$0.0025.3%7.3%12.5%25.2%0.0%9.8%-0.4%130-1.0K-80.00142.30N/AN/A0010
2025-01-28$35.53$0.0018.6%5.3%12.5%12.9%0.0%1.0%7.2%116-1.1K-80.00138.84N/AN/A0010
2025-01-29$35.60$0.0026.4%7.6%11.8%27.1%0.0%1.0%-4.9%127-1.1K-90.00142.91N/AN/A0010
2025-01-30$35.31$0.0028.9%8.3%12.0%31.7%0.0%2.0%-7.6%128-956-80.00142.06N/AN/A0010
2025-01-31$35.38$0.0028.4%8.2%12.0%30.8%0.0%2.3%-6.7%124-1.0K-80.00142.24N/AN/A0010