RSPS Options History — September 2023

In September 2023, RSPS traded between $29.89 and $31.98. ATM implied volatility averaged 42.7%. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 32.8% (HV 20d: 9.9%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2023-09-13: Largest IV drop — 68.6% change
  • 2023-09-27: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.15$29.89$31.98$31.98$29.99
ATM IV42.7%27.1%86.6%39.0%39.2%
Expected Move9.0%7.5%12.0%11.2%11.2%
HV 20d9.9%9.1%10.5%9.2%10.5%
HV 60d9.3%9.0%9.6%9.1%9.5%
Term Structure-8.4%-21.5%-3.1%-9.6%-21.5%
Skew 25d-3.5%-9.3%1.3%0.1%1.1%
Skew 10d-6.1%-17.2%4.3%3.4%3.5%
Call IV 25d39.7%32.5%54.6%54.6%48.2%
Put IV 25d36.2%24.6%54.7%54.7%49.4%
Bid-Ask Spread %170.04147.85183.40147.85154.47
Net GEX00000
Net DEX00000
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI00000

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$31.98$0.0039.0%11.2%9.2%0.0%0.0%0.1%-9.6%0000.00147.85N/AN/A0000
2023-09-05$31.71$0.0051.0%7.5%9.3%0.0%0.0%-6.9%-6.9%0000.00183.40N/AN/A0000
2023-09-06$31.49$0.0056.6%7.8%9.3%0.0%0.0%-8.5%-8.2%0000.00181.56N/AN/A0000
2023-09-07$31.55$0.0057.1%7.7%9.3%0.0%0.0%-8.1%-6.9%0000.00181.60N/AN/A0000
2023-09-08$31.64$0.0060.3%7.8%9.5%0.0%0.0%-7.5%-7.3%0000.00181.40N/AN/A0000
2023-09-11$31.80$0.0075.8%7.8%9.7%0.0%0.0%-7.2%-7.5%0000.00183.33N/AN/A0000
2023-09-12$31.55$0.0086.6%7.8%9.9%0.0%0.0%-9.3%-8.8%0000.00181.03N/AN/A0000
2023-09-13$31.52$0.0027.2%7.8%9.1%0.0%0.0%-9.3%-8.7%0000.00180.21N/AN/A0000
2023-09-14$31.89$0.0027.1%7.8%10.4%0.0%0.0%-7.4%-5.1%0000.00181.78N/AN/A0000
2023-09-15$31.68$0.0027.6%7.9%10.2%0.0%0.0%-8.8%-6.4%0000.00182.23N/AN/A0000
2023-09-18$31.34$0.0029.7%8.5%10.4%0.0%0.0%-6.3%-4.5%0000.00177.94N/AN/A0000
2023-09-19$31.23$0.0029.6%8.5%10.3%0.0%0.0%0.6%-3.1%0000.00165.07N/AN/A0000
2023-09-20$31.29$0.0031.5%9.0%10.1%0.0%0.0%1.3%-6.3%0000.00165.38N/AN/A0000
2023-09-21$30.99$0.0031.2%9.0%10.3%0.0%0.0%1.0%-7.3%0000.00162.78N/AN/A0000
2023-09-22$30.70$0.0032.4%9.3%10.5%0.0%0.0%0.9%-8.3%0000.00160.37N/AN/A0000
2023-09-25$30.46$0.0034.4%9.9%10.4%0.0%0.0%1.2%-6.4%0000.00160.10N/AN/A0000
2023-09-26$30.27$0.0036.8%10.5%10.2%0.0%0.0%1.1%-6.7%0000.00158.94N/AN/A0000
2023-09-27$29.89$0.0041.9%12.0%10.1%0.0%0.0%0.9%-16.9%0000.00154.51N/AN/A0000
2023-09-28$29.99$0.0039.6%11.4%10.4%0.0%0.0%0.8%-11.4%0000.00156.82N/AN/A0000
2023-09-29$29.99$0.0039.2%11.2%10.5%0.0%0.0%1.1%-21.5%0000.00154.47N/AN/A0000