RSPS Options History — March 2024 In March 2024, RSPS traded between $31.51 and $32.97. ATM implied volatility averaged 41.7%, placing in the 42.4% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 31.9% (HV 20d: 9.7%). Max pain ranged from $31.00 to $31.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 0 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-12 : Highest Volume — 10 contracts2024-03-13 : Largest IV drop — 67.1% change2024-03-12 : Highest IV Rank — 100.0%2024-03-01 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $32.21 $31.51 $32.97 $31.68 $32.97 Max Pain $31.00 $31.00 $31.00 $31.00 $31.00 ATM IV 41.7% 28.5% 88.6% 41.7% 31.4% Expected Move 8.7% 7.6% 12.0% 12.0% 9.0% HV 20d 9.7% 7.5% 11.3% 11.2% 9.1% HV 60d 11.6% 10.9% 12.4% 12.4% 10.9% IV Rank 42.4% 25.7% 100.0% 43.0% 29.1% IV Percentile 57.1% 19.1% 100.0% 78.7% 35.8% Term Structure -8.1% -13.5% -5.3% -13.5% -7.6% VWIV 23.2% 23.2% 23.2% 23.2% 23.2% Skew 25d 1.1% -0.1% 4.6% 0.1% -0.1% Skew 10d 2.9% 2.1% 3.6% 3.2% 2.6% Call IV 25d 38.0% 33.0% 55.8% 55.8% 43.3% Put IV 25d 39.0% 34.3% 56.0% 56.0% 43.3% Bid-Ask Spread % 151.44 149.39 152.42 149.39 151.26 Gamma HHI 0.93 0.81 1.00 1.00 0.81 Net GEX 662 0 1.2K 0 1.1K Net DEX -13.6K -26.2K 0 0 -26.2K Net VEX -21 -38 0 0 -31 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.55 0 10 0 0 Total OI 6.25 0 11 0 11
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 2024-03-01 $31.68 $0.00 41.7% 12.0% 11.2% 43.0% 0.0% 0.1% -13.5% 0 0 0 0.00 149.39 N/A N/A 0 0 0 0 2024-03-04 $31.51 $0.00 49.4% 7.9% 11.3% 52.8% 0.0% 1.7% -7.4% 0 0 0 0.00 152.20 N/A N/A 0 0 0 0 2024-03-05 $31.70 $0.00 46.4% 7.8% 11.0% 48.9% 0.0% 1.3% -8.0% 0 0 0 0.00 151.99 N/A N/A 0 0 0 0 2024-03-06 $31.87 $0.00 50.1% 7.6% 11.2% 53.6% 0.0% 1.4% -7.8% 0 0 0 0.00 152.35 N/A N/A 0 0 0 0 2024-03-07 $32.03 $0.00 53.0% 7.6% 11.0% 57.4% 0.0% 1.4% -8.2% 0 0 0 0.00 152.42 N/A N/A 0 0 0 0 2024-03-08 $32.14 $0.00 54.4% 7.7% 10.9% 59.1% 0.0% 1.5% -9.0% 0 0 0 0.00 152.17 N/A N/A 0 0 0 0 2024-03-11 $32.39 $0.00 76.8% 8.2% 10.2% 87.6% 0.0% 0.9% -9.5% 0 0 0 0.00 151.98 N/A N/A 0 0 0 0 2024-03-12 $32.45 $0.00 88.6% 8.5% 9.5% 100.0% 23.2% 1.0% -10.8% 0 0 0 0.00 152.03 N/A N/A 10 0 0 0 2024-03-13 $32.41 $31.00 29.1% 8.4% 7.5% 26.4% 0.0% 0.9% -10.1% 1.0K -21.5K -38 0.00 152.25 N/A N/A 0 0 10 0 2024-03-14 $31.94 $31.00 28.5% 8.2% 9.6% 25.7% 0.0% 0.9% -5.3% 1.1K -19.7K -38 0.00 152.22 N/A N/A 0 0 10 0 2024-03-15 $32.13 $31.00 28.9% 8.3% 9.3% 26.1% 0.0% 0.9% -5.5% 1.1K -20.4K -37 0.00 152.41 N/A N/A 0 0 10 0 2024-03-18 $32.16 $31.00 29.0% 8.3% 9.4% 26.2% 0.0% 0.3% -5.8% 1.1K -21.5K -34 0.00 149.67 N/A N/A 0 0 10 0 2024-03-19 $32.34 $31.00 31.0% 8.9% 8.9% 28.7% 0.0% 0.3% -6.9% 1.0K -22.1K -34 0.00 151.23 N/A N/A 0 0 10 0 2024-03-20 $32.34 $31.00 31.8% 9.1% 8.9% 29.7% 0.0% 0.8% -7.4% 1.0K -22.1K -33 0.00 151.06 N/A N/A 0 0 10 0 2024-03-21 $32.47 $31.00 31.9% 9.2% 8.9% 29.8% 0.0% 4.6% -6.9% 1.1K -22.8K -32 0.00 149.75 N/A N/A 1 0 10 0 2024-03-22 $32.33 $31.00 31.6% 9.0% 9.1% 29.4% 0.0% 0.8% -7.7% 1.2K -23.3K -37 0.00 151.27 N/A N/A 0 0 11 0 2024-03-25 $32.25 $31.00 32.7% 9.4% 8.9% 30.8% 0.0% 0.9% -7.6% 1.2K -23.0K -35 0.00 150.49 N/A N/A 0 0 11 0 2024-03-26 $32.41 $31.00 34.0% 9.8% 8.9% 32.4% 0.0% 0.9% -8.7% 1.2K -23.6K -34 0.00 150.42 N/A N/A 0 0 11 0 2024-03-27 $32.73 $31.00 33.0% 9.5% 9.4% 31.2% 0.0% 0.6% -8.2% 1.2K -25.1K -32 0.00 152.27 N/A N/A 0 0 11 0 2024-03-28 $32.97 $31.00 31.4% 9.0% 9.1% 29.1% 0.0% -0.1% -7.6% 1.1K -26.2K -31 0.00 151.26 N/A N/A 0 0 11 0
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