RSPS Options History — October 2023 In October 2023, RSPS traded between $28.38 and $29.64. ATM implied volatility averaged 38.1%. The 30-day expected move averaged 9.9%. IV traded above realized volatility by 25.0% (HV 20d: 13.1%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2023-10-17 : Largest IV spike — 63.0% change2023-10-04 : Largest Expected Move — 13.2%Monthly Statistics Metric Avg Min Max Open Close Price $29.01 $28.38 $29.64 $29.64 $29.01 ATM IV 38.1% 20.4% 54.5% 44.5% 43.0% Expected Move 9.9% 5.8% 13.2% 12.7% 12.3% HV 20d 13.1% 10.4% 15.6% 10.5% 15.5% HV 60d 10.8% 9.7% 12.0% 9.7% 12.0% Term Structure -10.5% -18.2% -3.3% -18.2% -13.3% Skew 25d -0.9% -13.5% 2.3% 0.5% 1.1% Skew 10d 2.0% -12.9% 4.5% 4.0% 4.1% Call IV 25d 43.4% 22.6% 58.7% 54.5% 55.9% Put IV 25d 42.5% 22.8% 59.6% 55.0% 57.0% Bid-Ask Spread % 147.47 138.22 151.85 151.83 148.25 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-10-02 $29.64 $0.00 44.5% 12.7% 10.5% 0.0% 0.0% 0.5% -18.2% 0 0 0 0.00 151.83 N/A N/A 0 0 0 0 2023-10-03 $29.45 $0.00 46.1% 13.2% 10.4% 0.0% 0.0% 0.9% -16.3% 0 0 0 0.00 151.85 N/A N/A 0 0 0 0 2023-10-04 $29.61 $0.00 46.2% 13.2% 10.8% 0.0% 0.0% 0.9% -18.1% 0 0 0 0.00 150.13 N/A N/A 0 0 0 0 2023-10-05 $29.13 $0.00 45.7% 6.9% 11.6% 0.0% 0.0% -1.0% -3.3% 0 0 0 0.00 142.17 N/A N/A 0 0 0 0 2023-10-06 $28.93 $0.00 45.9% 8.5% 11.4% 0.0% 0.0% 2.1% -7.5% 0 0 0 0.00 145.77 N/A N/A 0 0 0 0 2023-10-09 $28.94 $0.00 52.4% 9.0% 11.0% 0.0% 0.0% 1.5% -8.3% 0 0 0 0.00 149.01 N/A N/A 0 0 0 0 2023-10-10 $29.23 $0.00 54.5% 9.2% 12.1% 0.0% 0.0% 1.9% -8.4% 0 0 0 0.00 149.39 N/A N/A 0 0 0 0 2023-10-11 $28.96 $0.00 29.9% 8.6% 12.2% 0.0% 0.0% 2.3% -9.2% 0 0 0 0.00 149.96 N/A N/A 0 0 0 0 2023-10-12 $28.38 $0.00 22.4% 6.4% 11.9% 0.0% 0.0% -1.8% -7.4% 0 0 0 0.00 146.90 N/A N/A 0 0 0 0 2023-10-13 $28.59 $0.00 25.6% 7.3% 12.8% 0.0% 0.0% -13.5% -7.4% 0 0 0 0.00 146.88 N/A N/A 0 0 0 0 2023-10-16 $28.96 $0.00 20.4% 5.8% 14.1% 0.0% 0.0% 0.9% -4.2% 0 0 0 0.00 138.22 N/A N/A 0 0 0 0 2023-10-17 $29.13 $0.00 33.3% 9.5% 14.5% 0.0% 0.0% 1.2% -10.1% 0 0 0 0.00 149.11 N/A N/A 0 0 0 0 2023-10-18 $29.09 $0.00 34.2% 9.8% 14.4% 0.0% 0.0% 1.7% -11.4% 0 0 0 0.00 149.03 N/A N/A 0 0 0 0 2023-10-19 $28.91 $0.00 34.9% 10.0% 14.2% 0.0% 0.0% 1.4% -8.9% 0 0 0 0.00 148.76 N/A N/A 0 0 0 0 2023-10-20 $28.84 $0.00 36.0% 10.3% 14.1% 0.0% 0.0% 1.3% -9.3% 0 0 0 0.00 149.27 N/A N/A 0 0 0 0 2023-10-23 $28.76 $0.00 27.7% 7.9% 14.0% 0.0% 0.0% -13.0% -17.7% 0 0 0 0.00 138.93 N/A N/A 0 0 0 0 2023-10-24 $28.94 $0.00 37.5% 10.8% 14.3% 0.0% 0.0% 1.4% -9.0% 0 0 0 0.00 150.55 N/A N/A 0 0 0 0 2023-10-25 $29.12 $0.00 37.8% 10.8% 14.0% 0.0% 0.0% -12.2% -9.8% 0 0 0 0.00 144.26 N/A N/A 0 0 0 0 2023-10-26 $29.02 $0.00 38.7% 11.1% 13.9% 0.0% 0.0% 1.0% -10.4% 0 0 0 0.00 149.12 N/A N/A 0 0 0 0 2023-10-27 $28.54 $0.00 39.0% 11.2% 14.9% 0.0% 0.0% 1.1% -11.4% 0 0 0 0.00 145.99 N/A N/A 0 0 0 0 2023-10-30 $28.95 $0.00 42.4% 12.1% 15.6% 0.0% 0.0% 0.9% -12.6% 0 0 0 0.00 149.01 N/A N/A 0 0 0 0 2023-10-31 $29.01 $0.00 43.0% 12.3% 15.5% 0.0% 0.0% 1.1% -13.3% 0 0 0 0.00 148.25 N/A N/A 0 0 0 0
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