RSPS Options History — December 2023

In December 2023, RSPS traded between $30.63 and $31.69. ATM implied volatility averaged 43.2%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 30.5% (HV 20d: 12.6%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.

Notable Days

  • 2023-12-13: Largest IV drop — 67.2% change
  • 2023-12-29: Highest IV Rank — 36.7%
  • 2023-12-01: Largest Expected Move — 12.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.03$30.63$31.69$30.70$31.41
Max Pain$31.00$31.00$31.00$31.00$31.00
ATM IV43.2%27.7%84.6%43.5%36.7%
Expected Move9.4%8.0%12.5%12.5%10.5%
HV 20d12.6%10.5%14.6%10.5%13.8%
HV 60d13.4%12.9%13.9%13.1%13.4%
IV Rank34.9%32.8%36.7%34.1%36.7%
IV Percentile58.1%50.8%62.9%54.8%62.9%
Term Structure-8.3%-12.4%-2.4%-11.4%-6.6%
Skew 25d1.0%-2.0%1.8%0.2%1.0%
Skew 10d3.6%2.8%4.4%3.5%3.4%
Call IV 25d40.5%34.3%56.5%56.5%47.0%
Put IV 25d41.5%36.1%56.7%56.7%48.0%
Bid-Ask Spread %157.41151.10161.30151.10160.27
Gamma HHI1.001.001.001.001.00
Net GEX-184-2.4K0-1220
Net DEX77901.6K1.6K0
Net VEX-1-20-20
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI0.550110

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$30.70$31.0043.5%12.5%10.5%0.0%0.0%0.2%-11.4%-1221.6K-20.00151.10N/AN/A0001
2023-12-04$30.87$0.0038.5%8.5%10.5%0.0%0.0%1.8%-11.6%-1601.5K-20.00157.89N/AN/A0001
2023-12-05$30.66$0.0052.7%8.5%10.9%0.0%0.0%1.7%-11.2%-1141.6K-20.00156.49N/AN/A0001
2023-12-06$30.63$0.0054.3%8.7%10.9%0.0%0.0%1.8%-11.9%-1151.6K-20.00156.46N/AN/A0001
2023-12-07$30.94$0.0052.6%8.5%11.0%0.0%0.0%1.7%-7.3%-1221.5K-20.00158.62N/AN/A0001
2023-12-08$30.74$0.0062.2%8.7%11.3%0.0%0.0%1.2%-12.4%-1141.6K-20.00156.68N/AN/A0001
2023-12-11$30.93$0.0075.3%8.9%11.4%0.0%0.0%1.3%-9.5%-1211.5K-10.00157.94N/AN/A0001
2023-12-12$31.02$0.0084.6%9.0%11.4%0.0%0.0%1.4%-9.3%-1241.5K-10.00158.04N/AN/A0001
2023-12-13$31.69$0.0027.7%8.0%12.3%0.0%0.0%1.5%-8.7%-1261.2K-10.00161.30N/AN/A0001
2023-12-14$31.38$0.0030.1%8.6%12.9%0.0%0.0%0.9%-2.4%-1231.4K-10.00160.83N/AN/A0001
2023-12-15$31.09$0.0031.1%8.9%13.0%0.0%0.0%1.0%-6.2%-2.4K69300.00158.77N/AN/A0001
2023-12-18$31.02$0.0031.5%9.0%13.0%0.0%0.0%0.7%-5.2%0000.00155.39N/AN/A0000
2023-12-19$31.19$0.0032.0%9.2%13.1%0.0%0.0%-2.0%-4.5%0000.00158.25N/AN/A0000
2023-12-20$30.69$0.0034.7%9.9%14.6%34.1%0.0%0.7%-11.6%0000.00155.15N/AN/A0000
2023-12-21$30.79$0.0034.7%10.0%14.4%34.2%0.0%0.8%-9.6%0000.00154.03N/AN/A0000
2023-12-22$31.02$0.0033.7%9.6%14.6%32.8%0.0%1.3%-7.4%0000.00156.78N/AN/A0000
2023-12-26$31.23$0.0035.2%10.1%14.5%34.8%0.0%1.1%-6.1%0000.00156.42N/AN/A0000
2023-12-27$31.21$0.0036.0%10.3%14.5%35.7%0.0%1.2%-6.3%0000.00158.74N/AN/A0000
2023-12-28$31.39$0.0036.3%10.4%14.0%36.2%0.0%0.8%-6.4%0000.00159.11N/AN/A0000
2023-12-29$31.41$0.0036.7%10.5%13.8%36.7%0.0%1.0%-6.6%0000.00160.27N/AN/A0000