RSPS Options History — August 2023

In August 2023, RSPS traded between $32.14 and $34.10. ATM implied volatility averaged 33.3%. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 24.7% (HV 20d: 8.6%). Net GEX was positive for 5 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-14: Highest Volume — 1 contracts
  • 2023-08-14: Largest IV spike — 73.1% change
  • 2023-08-31: Largest Expected Move — 11.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.02$32.14$34.10$33.89$32.34
ATM IV33.3%16.7%44.5%35.1%41.7%
Expected Move8.7%4.8%11.9%10.1%11.9%
HV 20d8.6%7.8%9.9%7.8%8.8%
HV 60d8.9%8.8%9.0%9.0%8.9%
Term Structure-4.7%-17.1%12.6%-10.7%-14.9%
Skew 25d1.0%-1.3%2.1%0.9%0.5%
Skew 10d3.1%-13.1%14.4%12.0%3.4%
Call IV 25d39.4%20.7%53.0%45.7%53.0%
Put IV 25d40.3%19.4%53.5%46.6%53.5%
Bid-Ask Spread %150.35134.82188.29188.29149.50
Gamma HHI1.001.001.001.001.00
Net GEX28016400
Net DEX-210-1.1K000
Net VEX-1-5000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0870100
Total OI0.2170100

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$33.89$0.0035.1%10.1%7.8%0.0%0.0%0.9%-10.7%0000.00188.29N/AN/A0000
2023-08-02$34.10$0.0036.9%10.6%8.1%0.0%0.0%2.1%-11.7%0000.00186.00N/AN/A0000
2023-08-03$34.02$0.0037.7%7.2%8.1%0.0%0.0%1.4%-2.0%0000.00147.16N/AN/A0000
2023-08-04$33.77$0.0039.3%7.1%8.2%0.0%0.0%0.9%-1.5%0000.00145.25N/AN/A0000
2023-08-07$33.80$0.0044.3%7.5%8.0%0.0%0.0%1.4%-2.5%0000.00146.65N/AN/A0000
2023-08-08$33.53$0.0044.5%7.4%8.6%0.0%0.0%1.3%-2.6%0000.00144.39N/AN/A0000
2023-08-09$33.59$0.0026.2%7.5%8.5%0.0%0.0%1.3%-2.2%0000.00146.41N/AN/A0000
2023-08-10$33.42$0.0028.4%8.1%8.6%0.0%0.0%1.0%-4.6%0000.00145.30N/AN/A0000
2023-08-11$33.50$0.0016.7%4.8%8.7%0.0%0.0%0.7%8.3%0000.00143.62N/AN/A0000
2023-08-14$33.38$0.0028.9%8.3%8.7%0.0%0.0%0.6%-4.6%0000.00145.70N/AN/A1000
2023-08-15$32.95$0.0028.7%8.2%9.9%0.0%0.0%0.8%-3.9%127-1.1K-50.00145.23N/AN/A0010
2023-08-16$32.84$0.0022.9%6.6%8.8%0.0%0.0%-1.3%-4.1%164-783-40.00134.82N/AN/A0010
2023-08-17$32.55$0.0029.8%8.5%8.4%0.0%0.0%1.3%-4.3%116-966-50.00144.91N/AN/A0010
2023-08-18$32.72$0.0030.3%8.7%8.7%0.0%0.0%1.4%-3.7%119-1.0K-50.00145.54N/AN/A0010
2023-08-21$32.50$0.0034.7%10.0%8.4%0.0%0.0%1.2%-17.1%118-911-40.00149.26N/AN/A1010
2023-08-22$32.23$0.0035.3%10.1%8.6%0.0%0.0%1.0%-9.0%0000.00150.88N/AN/A0000
2023-08-23$32.34$0.0035.6%10.2%8.8%0.0%0.0%1.1%-8.6%0000.00150.29N/AN/A0000
2023-08-24$32.14$0.0034.2%9.8%8.9%0.0%0.0%1.1%-6.3%0000.00148.50N/AN/A0000
2023-08-25$32.28$0.0035.3%10.1%8.6%0.0%0.0%1.2%-7.3%0000.00149.06N/AN/A0000
2023-08-28$32.39$0.0039.8%11.4%8.8%0.0%0.0%0.4%-13.8%0000.00150.58N/AN/A0000
2023-08-29$32.56$0.0027.7%8.0%9.2%0.0%0.0%1.0%12.6%0000.00149.97N/AN/A0000
2023-08-30$32.55$0.0031.4%9.0%8.7%0.0%0.0%0.9%6.1%0000.00150.79N/AN/A0000
2023-08-31$32.34$0.0041.7%11.9%8.8%0.0%0.0%0.5%-14.9%0000.00149.50N/AN/A0000