RSPS Options History — November 2023

Name: RSPS Options Analytics - November 2023
Creator: Options Analysis Suite

In November 2023, RSPS traded between $28.99 and $30.38. ATM implied volatility averaged 36.5%. The 30-day expected move averaged 9.5%. IV traded above realized volatility by 23.7% (HV 20d: 12.8%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.

Notable Days

2023-11-22: Highest Volume — 1 contracts
2023-11-07: Largest IV spike — 91.5% change
2023-11-28: Largest Expected Move — 12.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$29.84	$28.99	$30.38	$28.99	$30.34
Max Pain	$31.00	$31.00	$31.00	$31.00	$31.00
ATM IV	36.5%	27.5%	53.9%	41.3%	41.4%
Expected Move	9.5%	4.9%	12.0%	11.8%	11.9%
HV 20d	12.8%	9.9%	15.3%	15.3%	11.0%
HV 60d	12.6%	12.0%	12.9%	12.0%	12.8%
Term Structure	-9.5%	-16.9%	-2.8%	-16.9%	-11.8%
VWIV	38.9%	38.9%	38.9%	38.9%	38.9%
Skew 25d	2.8%	0.1%	40.3%	40.3%	0.7%
Skew 10d	2.4%	-15.5%	4.2%	-15.5%	3.9%
Call IV 25d	43.8%	18.9%	66.5%	66.5%	56.2%
Put IV 25d	46.6%	19.9%	106.8%	106.8%	56.9%
Bid-Ask Spread %	149.82	135.57	153.83	153.83	149.20
Gamma HHI	1.00	1.00	1.00	1.00	1.00
Net GEX	-26	-112	0	0	-112
Net DEX	399	0	1.7K	0	1.7K
Net VEX	-1	-3	0	0	-2
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0.048	0	1	0	0
Total OI	0.238	0	1	0	1

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Put OI
2023-11-01	$28.99	$0.00	41.3%	11.8%	15.3%	0.0%	0.0%	40.3%	-16.9%	0	0	0	153.83	N/A	N/A	0	0
2023-11-02	$29.43	$0.00	43.1%	8.3%	15.2%	0.0%	0.0%	1.9%	-4.2%	0	0	0	149.14	N/A	N/A	0	0
2023-11-03	$29.59	$0.00	47.1%	8.3%	15.1%	0.0%	0.0%	1.3%	-4.7%	0	0	0	151.43	N/A	N/A	0	0
2023-11-06	$29.52	$0.00	28.1%	4.9%	15.1%	0.0%	0.0%	1.0%	-2.8%	0	0	0	135.57	N/A	N/A	0	0
2023-11-07	$29.59	$0.00	53.9%	8.4%	14.7%	0.0%	0.0%	1.3%	-5.7%	0	0	0	149.95	N/A	N/A	0	0
2023-11-08	$29.45	$0.00	32.5%	9.3%	14.4%	0.0%	0.0%	1.0%	-7.5%	0	0	0	149.50	N/A	N/A	0	0
2023-11-09	$29.34	$0.00	32.8%	9.4%	12.3%	0.0%	0.0%	1.4%	-7.1%	0	0	0	151.13	N/A	N/A	0	0
2023-11-10	$29.41	$0.00	32.8%	9.4%	12.1%	0.0%	0.0%	0.8%	-7.1%	0	0	0	150.08	N/A	N/A	0	0
2023-11-13	$29.48	$0.00	34.6%	9.9%	11.3%	0.0%	0.0%	0.5%	-8.3%	0	0	0	150.25	N/A	N/A	0	0
2023-11-14	$29.96	$0.00	31.2%	9.0%	12.4%	0.0%	0.0%	0.7%	-7.0%	0	0	0	149.86	N/A	N/A	0	0
2023-11-15	$30.20	$0.00	33.0%	9.5%	12.6%	0.0%	0.0%	1.0%	-9.9%	0	0	0	150.41	N/A	N/A	0	0
2023-11-16	$29.93	$0.00	27.5%	7.9%	12.9%	0.0%	0.0%	0.8%	-7.0%	0	0	0	151.07	N/A	N/A	0	0
2023-11-17	$29.98	$0.00	27.9%	8.0%	12.8%	0.0%	0.0%	0.8%	-8.3%	0	0	0	150.90	N/A	N/A	0	0
2023-11-20	$30.02	$0.00	29.1%	8.3%	12.7%	0.0%	0.0%	1.0%	-9.2%	0	0	0	150.96	N/A	N/A	0	0
2023-11-21	$30.05	$0.00	30.5%	8.7%	12.6%	0.0%	0.0%	1.0%	-10.2%	0	0	0	150.10	N/A	N/A	0	0
2023-11-22	$30.30	$0.00	37.2%	10.7%	12.7%	0.0%	38.9%	0.9%	-13.6%	0	0	0	150.97	N/A	N/A	1	0
2023-11-24	$30.38	$31.00	38.7%	11.1%	12.5%	0.0%	0.0%	1.0%	-12.7%	-107	1.6K	-3	150.49	N/A	N/A	0	1
2023-11-27	$30.23	$31.00	41.2%	11.8%	10.7%	0.0%	0.0%	0.3%	-16.9%	-107	1.7K	-3	150.28	N/A	N/A	0	1
2023-11-28	$30.34	$31.00	41.8%	12.0%	9.9%	0.0%	0.0%	0.5%	-14.7%	-109	1.7K	-3	150.40	N/A	N/A	0	1
2023-11-29	$30.06	$31.00	40.4%	11.6%	10.7%	0.0%	0.0%	0.1%	-14.4%	-106	1.7K	-2	150.72	N/A	N/A	0	1
2023-11-30	$30.34	$31.00	41.4%	11.9%	11.0%	0.0%	0.0%	0.7%	-11.8%	-112	1.7K	-2	149.20	N/A	N/A	0	1