RSPS Options History — July 2023

In July 2023, RSPS traded between $33.28 and $34.28. ATM implied volatility averaged 19.6%. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 11.0% (HV 20d: 8.6%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-07-11: Highest Volume — 5 contracts
  • 2023-07-17: Largest IV spike — 120.9% change
  • 2023-07-31: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.77$33.28$34.28$33.77$34.05
Max Pain$32.00$32.00$32.00$32.00$32.00
ATM IV19.6%7.8%34.8%7.8%34.8%
Expected Move5.7%2.2%10.0%2.2%10.0%
HV 20d8.6%7.9%9.1%8.4%8.1%
Term Structure-3.4%-10.8%1.9%0.8%-10.8%
Skew 25d1.8%0.1%3.2%0.9%1.8%
Skew 10d6.9%0.5%14.7%1.0%13.5%
Call IV 25d22.2%7.2%43.5%7.8%43.5%
Put IV 25d24.0%8.5%45.3%8.7%45.3%
Bid-Ask Spread %152.73110.83188.52122.92187.05
Gamma HHI0.430.250.620.350.62
Net GEX-13-7.1K6.9K6.9K0
Net DEX-2.1K-17.0K19.1K-15.8K0
Net VEX-24-680-270
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.250500
Total OI55.25085850

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-07-03$33.77$32.007.8%2.2%0.0%0.0%0.0%0.9%0.8%6.9K-15.8K-270.00122.92N/AN/A002065
2023-07-05$33.72$32.007.9%2.3%0.0%0.0%0.0%1.0%1.9%4.7K-14.6K-390.00122.25N/AN/A002065
2023-07-06$33.63$0.009.0%2.9%0.0%0.0%0.0%1.8%0.5%4.4K-12.6K-210.00111.11N/AN/A002065
2023-07-07$33.41$0.009.6%2.9%0.0%0.0%0.0%1.5%0.3%-2.1K-2.3K-600.00112.75N/AN/A002065
2023-07-10$33.28$0.0010.1%3.4%0.0%0.0%0.0%0.4%-0.7%-5.0K3.4K-570.00110.83N/AN/A002065
2023-07-11$33.32$0.009.6%2.9%0.0%0.0%0.0%1.4%0.4%-1.1K-3.3K-360.00112.06N/AN/A502065
2023-07-12$33.44$0.009.9%2.8%0.0%0.0%0.0%2.0%0.5%1.4K-7.3K-260.00114.89N/AN/A002065
2023-07-13$33.54$0.0010.0%2.9%0.0%0.0%0.0%1.2%1.4%3.6K-10.4K-210.00115.34N/AN/A002065
2023-07-14$33.52$0.009.4%2.7%8.4%0.0%0.0%1.4%0.3%3.3K-9.8K-170.00118.43N/AN/A002065
2023-07-17$33.45$0.0020.8%6.0%8.1%0.0%0.0%1.3%-3.0%0000.00176.35N/AN/A0000
2023-07-18$33.39$0.0018.6%5.3%7.9%0.0%0.0%0.1%-2.2%-7.1K19.1K-680.00163.09N/AN/A002065
2023-07-19$33.78$0.0020.7%5.9%8.9%0.0%0.0%1.8%-3.5%-5.0K12.2K-630.00175.72N/AN/A002065
2023-07-20$34.06$0.0028.7%8.2%9.1%0.0%0.0%3.0%-6.8%-4.3K16.2K-480.00187.40N/AN/A002065
2023-07-21$34.09$0.0029.2%8.4%8.9%0.0%0.0%2.8%-7.0%5-17.0K00.00188.52N/AN/A002065
2023-07-24$34.28$0.0029.3%8.4%8.9%0.0%0.0%3.2%-6.8%0000.00187.68N/AN/A0000
2023-07-25$34.20$0.0030.7%8.8%8.9%0.0%0.0%2.9%-7.6%0000.00187.99N/AN/A0000
2023-07-26$34.20$0.0031.4%9.0%8.9%0.0%0.0%2.8%-8.0%0000.00187.24N/AN/A0000
2023-07-27$34.00$0.0031.9%9.2%8.2%0.0%0.0%1.9%-8.5%0000.00185.56N/AN/A0000
2023-07-28$34.22$0.0032.5%9.3%8.4%0.0%0.0%2.9%-9.5%0000.00187.35N/AN/A0000
2023-07-31$34.05$0.0034.8%10.0%8.1%0.0%0.0%1.8%-10.8%0000.00187.05N/AN/A0000