RSPS Options History — January 2024 In January 2024, RSPS traded between $30.66 and $31.81. ATM implied volatility averaged 35.8%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 23.8% (HV 20d: 12.0%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 0 of 21 days.
Notable Days 2024-01-17 : Highest Volume — 1 contracts2024-01-10 : Largest IV drop — 34.3% change2024-01-08 : Highest IV Rank — 50.8%2024-01-31 : Largest Expected Move — 11.3%Monthly Statistics Metric Avg Min Max Open Close Price $31.22 $30.66 $31.81 $31.81 $31.12 ATM IV 35.8% 30.2% 47.8% 37.0% 39.5% Expected Move 9.4% 8.0% 11.3% 10.6% 11.3% HV 20d 12.0% 9.5% 14.3% 13.8% 10.5% HV 60d 12.4% 11.8% 13.3% 13.2% 11.8% IV Rank 35.5% 28.4% 50.8% 37.0% 40.2% IV Percentile 56.4% 33.1% 89.1% 64.7% 73.9% Term Structure -8.7% -12.3% -6.2% -11.2% -12.3% Skew 25d 0.8% 0.2% 1.3% 1.1% 0.2% Skew 10d 3.2% 2.7% 3.8% 3.2% 3.6% Call IV 25d 42.6% 33.8% 53.5% 50.3% 53.5% Put IV 25d 43.4% 34.9% 53.7% 51.4% 53.7% Bid-Ask Spread % 151.22 148.54 159.63 158.52 150.24 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -5 -106 0 0 0 Net DEX 230 0 3.1K 0 0 Net VEX -0 -1 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.048 0 1 0 0 Total OI 0.095 0 1 0 0
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $31.81 $0.00 37.0% 10.6% 13.8% 37.0% 0.0% 1.1% -11.2% 0 0 0 0.00 158.52 N/A N/A 0 0 0 0 2024-01-03 $31.53 $0.00 38.2% 11.0% 14.3% 38.6% 0.0% 0.5% -11.6% 0 0 0 0.00 159.63 N/A N/A 0 0 0 0 2024-01-04 $31.43 $0.00 40.0% 8.3% 14.1% 40.9% 0.0% 1.1% -7.2% 0 0 0 0.00 150.59 N/A N/A 0 0 0 0 2024-01-05 $31.26 $0.00 43.0% 8.0% 14.2% 44.6% 0.0% 1.1% -6.2% 0 0 0 0.00 148.54 N/A N/A 0 0 0 0 2024-01-08 $31.49 $0.00 47.8% 8.3% 14.0% 50.8% 0.0% 1.2% -6.2% 0 0 0 0.00 149.84 N/A N/A 0 0 0 0 2024-01-09 $31.59 $0.00 45.9% 8.1% 13.8% 48.4% 0.0% 1.3% -6.3% 0 0 0 0.00 149.52 N/A N/A 0 0 0 0 2024-01-10 $31.38 $0.00 30.2% 8.7% 13.9% 28.4% 0.0% 1.1% -7.7% 0 0 0 0.00 150.85 N/A N/A 0 0 0 0 2024-01-11 $31.34 $0.00 30.6% 8.8% 13.9% 29.0% 0.0% 0.9% -9.1% 0 0 0 0.00 151.41 N/A N/A 0 0 0 0 2024-01-12 $31.39 $0.00 30.7% 8.8% 11.6% 29.0% 0.0% 0.4% -10.0% 0 0 0 0.00 150.01 N/A N/A 0 0 0 0 2024-01-16 $31.18 $0.00 30.4% 8.7% 11.3% 28.6% 0.0% 0.3% -9.1% 0 0 0 0.00 150.06 N/A N/A 0 0 0 0 2024-01-17 $31.19 $0.00 32.6% 9.4% 10.8% 31.5% 0.0% 1.0% -11.9% 0 0 0 0.00 150.97 N/A N/A 0 1 0 0 2024-01-18 $31.07 $0.00 31.2% 8.9% 10.8% 29.6% 0.0% 0.8% -6.7% -106 1.7K -1 0.00 151.18 N/A N/A 0 0 0 1 2024-01-19 $30.94 $0.00 31.1% 8.9% 10.7% 29.5% 0.0% 0.7% -6.3% 0 3.1K 0 0.00 150.57 N/A N/A 0 0 0 1 2024-01-22 $30.70 $0.00 33.4% 9.6% 9.5% 32.4% 0.0% 0.8% -8.9% 0 0 0 0.00 151.19 N/A N/A 0 0 0 0 2024-01-23 $31.05 $0.00 33.1% 9.5% 10.2% 32.1% 0.0% 0.9% -7.6% 0 0 0 0.00 150.45 N/A N/A 0 0 0 0 2024-01-24 $30.66 $0.00 33.2% 9.5% 10.9% 32.2% 0.0% 0.6% -9.7% 0 0 0 0.00 150.41 N/A N/A 0 0 0 0 2024-01-25 $30.91 $0.00 33.8% 9.7% 11.0% 33.0% 0.0% 0.8% -9.0% 0 0 0 0.00 150.16 N/A N/A 0 0 0 0 2024-01-26 $31.09 $0.00 35.3% 10.1% 11.2% 34.9% 0.0% 0.9% -9.0% 0 0 0 0.00 151.10 N/A N/A 0 0 0 0 2024-01-29 $31.20 $0.00 37.6% 10.8% 11.1% 37.8% 0.0% 0.3% -8.6% 0 0 0 0.00 150.63 N/A N/A 0 0 0 0 2024-01-30 $31.36 $0.00 37.6% 10.8% 11.3% 37.8% 0.0% 0.6% -8.8% 0 0 0 0.00 149.68 N/A N/A 0 0 0 0 2024-01-31 $31.12 $0.00 39.5% 11.3% 10.5% 40.2% 0.0% 0.2% -12.3% 0 0 0 0.00 150.24 N/A N/A 0 0 0 0
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