RSPS Options History — June 2023

In June 2023, RSPS traded between $33.17 and $33.64. ATM implied volatility averaged 8.6%. The 30-day expected move averaged 2.5%. Max pain ranged from $32.00 to $32.00. Net GEX was positive for 4 of 7 trading days. Term structure was in contango for 7 of 7 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-06-28: Highest Volume — 5 contracts
  • 2023-06-29: Largest IV spike — 10.5% change
  • 2023-06-29: Largest Expected Move — 2.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.43$33.17$33.64$33.64$33.49
Max Pain$32.00$32.00$32.00$32.00$32.00
ATM IV8.6%8.0%9.6%8.0%8.8%
Expected Move2.5%2.3%2.7%2.3%2.5%
Term Structure1.4%0.9%2.2%2.2%1.1%
VWIV8.2%8.2%8.2%8.2%8.2%
Skew 25d0.9%0.5%1.3%1.1%0.8%
Skew 10d1.5%1.1%2.1%2.1%1.1%
Call IV 25d7.8%7.3%8.3%7.3%7.8%
Put IV 25d8.7%8.0%9.2%8.4%8.6%
Bid-Ask Spread %123.05118.70124.57123.47124.09
Gamma HHI0.400.300.570.300.34
Net GEX-1.7K-7.4K1.4K1.3K169
Net DEX-2.7K-9.0K9.7K-9.0K-6.2K
Net VEX-82-112-62-78-62
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.7140500
Total OI8585858585

Daily Data (7 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-22$33.64$32.008.0%2.3%0.0%0.0%0.0%1.1%2.2%1.3K-9.0K-780.00123.47N/AN/A002065
2023-06-23$33.51$32.008.0%2.3%0.0%0.0%0.0%0.5%1.6%1.4K-9.0K-670.00122.02N/AN/A002065
2023-06-26$33.47$32.008.6%2.5%0.0%0.0%0.0%1.3%2.2%-1.7K-2.9K-940.00124.35N/AN/A002065
2023-06-27$33.54$32.008.2%2.4%0.0%0.0%0.0%0.9%1.0%620-7.5K-680.00124.57N/AN/A002065
2023-06-28$33.18$32.008.6%2.5%0.0%0.0%8.2%1.0%0.9%-7.4K9.7K-1120.00124.11N/AN/A502065
2023-06-29$33.17$32.009.6%2.7%0.0%0.0%0.0%0.9%1.0%-6.3K5.9K-950.00118.70N/AN/A002065
2023-06-30$33.49$32.008.8%2.5%0.0%0.0%0.0%0.8%1.1%169-6.2K-620.00124.09N/AN/A002065