RSPC Options History — February 2025

In February 2025, RSPC traded between $35.38 and $36.75. ATM implied volatility averaged 25.8%, placing in the 25.5% IV rank vs the trailing year. The 30-day expected move averaged 7.0%. IV traded above realized volatility by 15.6% (HV 20d: 10.2%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 4 of 19 days.

Notable Days

  • 2025-02-28: Largest IV spike — 172.2% change
  • 2025-02-28: Highest IV Rank — 100.0%
  • 2025-02-28: Largest Expected Move — 20.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.05$35.38$36.75$35.52$35.89
ATM IV25.8%16.0%71.7%21.5%71.7%
Expected Move7.0%4.5%20.5%6.2%20.5%
HV 20d10.2%8.4%12.6%12.0%11.2%
HV 60d12.1%11.4%13.4%13.4%12.2%
IV Rank25.5%8.0%100.0%18.1%100.0%
IV Percentile41.5%4.8%100.0%25.8%100.0%
Term Structure-2.6%-24.3%8.9%5.4%-24.3%
Skew 25d0.9%-4.5%4.1%2.2%2.0%
Skew 10d3.3%0.4%21.9%4.4%21.9%
Call IV 25d23.8%13.3%100.2%21.1%100.2%
Put IV 25d24.7%15.0%102.2%23.3%102.2%
Bid-Ask Spread %140.66135.31156.17140.66156.17
Gamma HHI1.001.001.001.001.00
Net GEX143114167128138
Net DEX-1.3K-1.6K-911-1.1K-1.2K
Net VEX-9-9-8-9-8
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI11111

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-02-03$35.52$0.0021.5%6.2%12.0%18.1%0.0%2.2%5.4%128-1.1K-90.00140.66N/AN/A0010
2025-02-04$35.73$0.0028.7%8.2%11.9%31.3%0.0%1.3%-7.9%139-1.1K-90.00137.52N/AN/A0010
2025-02-05$35.38$0.0023.2%6.6%12.6%21.1%0.0%1.2%-6.3%136-911-80.00140.64N/AN/A0010
2025-02-06$35.53$0.0023.6%6.0%11.9%21.9%0.0%2.3%-3.4%142-959-80.00137.88N/AN/A0010
2025-02-07$35.72$0.0022.2%5.9%11.7%19.4%0.0%0.7%-2.2%143-1.1K-80.00141.25N/AN/A0010
2025-02-10$35.86$0.0024.6%4.5%8.8%23.7%0.0%0.3%8.2%148-1.1K-90.00139.89N/AN/A0010
2025-02-11$35.95$0.0033.1%6.0%8.8%39.4%0.0%-1.4%-1.9%153-1.2K-80.00139.56N/AN/A0010
2025-02-12$36.02$0.0020.8%6.0%8.8%16.8%0.0%-0.1%-2.4%151-1.2K-80.00142.62N/AN/A0010
2025-02-13$36.36$0.0020.8%6.0%8.7%16.9%0.0%-0.2%-1.3%158-1.4K-90.00141.88N/AN/A0010
2025-02-14$36.63$0.0020.8%6.0%8.5%16.9%0.0%2.5%-2.8%166-1.5K-90.00135.31N/AN/A0010
2025-02-18$36.65$0.0016.0%4.6%8.6%8.0%0.0%4.1%8.9%138-1.6K-90.00138.10N/AN/A0010
2025-02-19$36.75$0.0022.2%6.4%8.4%19.4%0.0%-0.2%-3.1%132-1.6K-90.00141.93N/AN/A0010
2025-02-20$36.53$0.0016.5%4.7%8.9%9.0%0.0%2.5%7.8%167-1.4K-90.00140.06N/AN/A0010
2025-02-21$36.23$0.0023.1%6.6%9.7%21.1%0.0%0.7%-3.3%139-1.4K-90.00140.68N/AN/A0010
2025-02-24$36.62$0.0024.0%6.9%10.0%22.7%0.0%1.8%-4.6%146-1.5K-90.00142.16N/AN/A0010
2025-02-25$36.03$0.0026.1%7.5%11.1%26.6%0.0%-4.5%-5.0%137-1.3K-80.00136.67N/AN/A0010
2025-02-26$35.92$0.0025.4%7.3%11.1%25.2%0.0%-0.2%-5.2%139-1.2K-80.00140.41N/AN/A0010
2025-02-27$35.66$0.0026.3%7.5%11.4%26.9%0.0%1.6%-5.2%114-1.2K-80.00139.18N/AN/A0010
2025-02-28$35.89$0.0071.7%20.5%11.2%100.0%0.0%2.0%-24.3%138-1.2K-80.00156.17N/AN/A0010