RSPS Options History — February 2024 In February 2024, RSPS traded between $30.70 and $31.77. ATM implied volatility averaged 37.6%, placing in the 37.8% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 24.5% (HV 20d: 13.1%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-02-26 : Largest IV spike — 56.6% change2024-02-26 : Highest IV Rank — 57.7%2024-02-26 : Largest Expected Move — 15.3%Monthly Statistics Metric Avg Min Max Open Close Price $31.31 $30.70 $31.77 $31.70 $31.77 ATM IV 37.6% 29.1% 53.3% 41.2% 41.2% Expected Move 9.7% 7.6% 15.3% 7.9% 11.8% HV 20d 13.1% 12.0% 14.4% 12.2% 12.9% HV 60d 12.6% 12.2% 12.9% 12.3% 12.4% IV Rank 37.8% 27.1% 57.7% 42.4% 42.4% IV Percentile 58.1% 24.4% 93.5% 77.3% 76.3% Term Structure -9.4% -40.1% -2.9% -3.6% -14.0% Skew 25d 0.9% 0.0% 1.8% 1.8% 0.0% Skew 10d 3.5% 2.7% 4.5% 3.8% 3.1% Call IV 25d 42.2% 33.7% 54.3% 33.7% 54.3% Put IV 25d 43.0% 35.0% 54.3% 35.5% 54.3% Bid-Ask Spread % 150.46 148.46 152.04 152.04 151.29 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 (20 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 2024-02-01 $31.70 $0.00 41.2% 7.9% 12.2% 42.4% 0.0% 1.8% -3.6% 0 0 0 0.00 152.04 N/A N/A 0 0 0 0 2024-02-02 $31.70 $0.00 42.6% 7.6% 12.1% 44.2% 0.0% 1.2% -2.9% 0 0 0 0.00 150.69 N/A N/A 0 0 0 0 2024-02-05 $31.41 $0.00 50.1% 8.4% 12.4% 53.7% 0.0% 1.0% -5.2% 0 0 0 0.00 150.59 N/A N/A 0 0 0 0 2024-02-06 $31.38 $0.00 52.6% 8.5% 12.1% 56.9% 0.0% 1.1% -4.8% 0 0 0 0.00 150.62 N/A N/A 0 0 0 0 2024-02-07 $31.21 $0.00 29.7% 8.5% 12.2% 27.8% 0.0% 0.9% -5.7% 0 0 0 0.00 150.94 N/A N/A 0 0 0 0 2024-02-08 $31.13 $0.00 29.2% 8.4% 12.0% 27.2% 0.0% 0.8% -4.7% 0 0 0 0.00 150.84 N/A N/A 0 0 0 0 2024-02-09 $30.82 $0.00 29.1% 8.4% 12.5% 27.1% 0.0% 0.8% -5.5% 0 0 0 0.00 151.14 N/A N/A 0 0 0 0 2024-02-12 $31.20 $0.00 30.3% 8.7% 13.3% 28.5% 0.0% 1.1% -4.5% 0 0 0 0.00 149.74 N/A N/A 0 0 0 0 2024-02-13 $30.76 $0.00 31.0% 8.9% 14.0% 29.4% 0.0% 0.9% -6.9% 0 0 0 0.00 148.46 N/A N/A 0 0 0 0 2024-02-14 $30.70 $0.00 31.9% 9.1% 14.0% 30.6% 0.0% 1.6% -6.9% 0 0 0 0.00 150.97 N/A N/A 0 0 0 0 2024-02-15 $30.98 $0.00 32.0% 9.2% 14.4% 30.7% 0.0% 1.5% -6.3% 0 0 0 0.00 151.64 N/A N/A 0 0 0 0 2024-02-16 $31.06 $0.00 31.0% 8.9% 14.4% 29.4% 0.0% 0.9% -5.4% 0 0 0 0.00 149.48 N/A N/A 0 0 0 0 2024-02-20 $31.38 $0.00 36.4% 10.4% 14.4% 36.2% 0.0% 1.2% -11.7% 0 0 0 0.00 149.98 N/A N/A 0 0 0 0 2024-02-21 $31.41 $0.00 36.7% 10.5% 13.9% 36.7% 0.0% 0.9% -11.1% 0 0 0 0.00 150.19 N/A N/A 0 0 0 0 2024-02-22 $31.55 $0.00 35.3% 10.1% 13.1% 34.9% 0.0% 0.9% -8.5% 0 0 0 0.00 149.27 N/A N/A 0 0 0 0 2024-02-23 $31.66 $0.00 34.1% 9.8% 12.9% 33.3% 0.0% 0.7% -10.0% 0 0 0 0.00 149.39 N/A N/A 0 0 0 0 2024-02-26 $31.48 $0.00 53.3% 15.3% 13.0% 57.7% 0.0% 0.3% -40.1% 0 0 0 0.00 150.35 N/A N/A 0 0 0 0 2024-02-27 $31.47 $0.00 41.3% 11.8% 12.9% 42.4% 0.0% 0.1% -15.2% 0 0 0 0.00 150.70 N/A N/A 0 0 0 0 2024-02-28 $31.46 $0.00 42.5% 12.2% 12.8% 44.1% 0.0% 0.1% -15.8% 0 0 0 0.00 150.82 N/A N/A 0 0 0 0 2024-02-29 $31.77 $0.00 41.2% 11.8% 12.9% 42.4% 0.0% 0.0% -14.0% 0 0 0 0.00 151.29 N/A N/A 0 0 0 0
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