RSPS Options History — April 2024 In April 2024, RSPS traded between $31.13 and $32.78. ATM implied volatility averaged 35.4%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 9.3%. IV traded above realized volatility by 24.9% (HV 20d: 10.5%). Max pain ranged from $31.00 to $34.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-08 : Highest Volume — 1 contracts2024-04-10 : Largest IV drop — 41.3% change2024-04-09 : Highest IV Rank — 49.5%2024-04-03 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $31.97 $31.13 $32.78 $32.78 $32.03 Max Pain $32.50 $31.00 $34.00 $31.00 $34.00 ATM IV 35.4% 28.0% 47.8% 35.1% 37.6% Expected Move 9.3% 7.6% 11.6% 10.1% 10.8% HV 20d 10.5% 9.4% 11.7% 9.4% 10.9% HV 60d 11.1% 10.5% 11.6% 10.9% 10.5% IV Rank 34.2% 25.0% 49.5% 33.8% 36.9% IV Percentile 52.3% 16.4% 87.5% 55.2% 66.0% Term Structure -8.6% -14.0% 17.3% -11.3% -14.0% VWIV 31.0% 31.0% 31.0% 31.0% 31.0% Skew 25d 0.8% 0.1% 1.4% 0.8% 0.1% Skew 10d 3.4% 2.7% 4.1% 2.7% 3.2% Call IV 25d 41.2% 32.8% 51.6% 47.8% 50.3% Put IV 25d 42.0% 33.8% 52.1% 48.7% 50.4% Bid-Ask Spread % 169.71 150.28 174.35 150.30 173.35 Gamma HHI 0.93 0.82 1.00 0.82 1.00 Net GEX 762 0 1.3K 1.2K 0 Net DEX -14.5K -31.8K 0 -25.4K 0 Net VEX -13 -29 0 -28 0 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 0.045 0 1 0 0 Total OI 7.091 0 11 11 0
Daily Data (22 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 2024-04-01 $32.78 $31.00 35.1% 10.1% 9.4% 33.8% 0.0% 0.8% -11.3% 1.2K -25.4K -28 0.00 150.30 N/A N/A 0 0 11 0 2024-04-02 $32.61 $31.00 39.3% 11.3% 9.4% 39.0% 0.0% 0.7% -12.6% 1.2K -24.5K -29 0.00 150.61 N/A N/A 0 0 11 0 2024-04-03 $32.31 $31.00 40.4% 11.6% 10.0% 40.3% 0.0% 0.5% -14.0% 1.2K -23.2K -29 0.00 150.28 N/A N/A 0 0 11 0 2024-04-04 $32.09 $34.00 40.0% 7.6% 10.2% 39.9% 0.0% 0.9% -6.1% 1.2K -22.2K -28 0.00 171.26 N/A N/A 0 0 11 0 2024-04-05 $32.04 $34.00 41.0% 7.6% 10.1% 41.1% 0.0% 0.9% -6.6% 1.3K -22.0K -27 0.00 172.94 N/A N/A 0 0 11 0 2024-04-08 $32.00 $34.00 45.7% 8.0% 10.0% 46.9% 31.0% 0.9% -7.6% 1.3K -21.7K -24 0.00 173.64 N/A N/A 1 0 11 0 2024-04-09 $32.14 $0.00 47.8% 7.9% 9.7% 49.5% 0.0% 1.0% -7.0% 1.2K -21.3K -20 0.00 172.72 N/A N/A 0 0 10 0 2024-04-10 $31.93 $0.00 28.0% 8.0% 9.9% 25.0% 0.0% 0.8% -8.1% 1.2K -20.4K -19 0.00 174.30 N/A N/A 0 0 10 0 2024-04-11 $31.82 $0.00 28.1% 8.1% 10.0% 25.2% 0.0% 0.7% -8.0% 1.2K -19.8K -18 0.00 174.35 N/A N/A 0 0 10 0 2024-04-12 $31.26 $0.00 30.8% 8.8% 10.6% 28.5% 0.0% 0.4% -8.6% 1.2K -17.4K -17 0.00 173.48 N/A N/A 0 0 10 0 2024-04-15 $31.13 $0.00 31.0% 8.9% 10.3% 28.7% 0.0% 0.3% -9.1% 1.2K -16.8K -13 0.00 173.19 N/A N/A 0 0 10 0 2024-04-16 $31.23 $0.00 32.8% 9.4% 10.4% 30.9% 0.0% 1.1% -11.6% 1.2K -17.2K -11 0.00 173.37 N/A N/A 0 0 10 0 2024-04-17 $31.31 $0.00 32.9% 9.4% 10.2% 31.1% 0.0% 1.1% -11.3% 1.2K -17.5K -9 0.00 173.25 N/A N/A 0 0 10 0 2024-04-18 $31.52 $0.00 32.5% 9.3% 10.6% 30.6% 0.0% 1.2% 17.3% 1.2K -18.4K -6 0.00 173.01 N/A N/A 0 0 10 0 2024-04-19 $31.84 $0.00 30.5% 8.7% 11.2% 28.1% 0.0% 1.4% -7.7% 0 -31.8K 0 0.00 171.01 N/A N/A 0 0 10 0 2024-04-22 $32.14 $0.00 32.1% 9.2% 11.7% 30.0% 0.0% 1.2% -8.8% 0 0 0 0.00 171.35 N/A N/A 0 0 0 0 2024-04-23 $32.22 $0.00 34.6% 9.9% 11.7% 33.1% 0.0% 1.0% -10.2% 0 0 0 0.00 173.19 N/A N/A 0 0 0 0 2024-04-24 $32.39 $0.00 31.6% 9.1% 11.7% 29.5% 0.0% 1.4% -8.7% 0 0 0 0.00 169.46 N/A N/A 0 0 0 0 2024-04-25 $32.17 $0.00 35.4% 10.1% 11.4% 34.1% 0.0% 0.9% -12.1% 0 0 0 0.00 173.14 N/A N/A 0 0 0 0 2024-04-26 $32.16 $0.00 36.2% 10.4% 11.0% 35.2% 0.0% 0.9% -13.0% 0 0 0 0.00 172.60 N/A N/A 0 0 0 0 2024-04-29 $32.22 $0.00 36.0% 10.3% 10.9% 34.8% 0.0% 0.4% -10.3% 0 0 0 0.00 172.76 N/A N/A 0 0 0 0 2024-04-30 $32.03 $0.00 37.6% 10.8% 10.9% 36.9% 0.0% 0.1% -14.0% 0 0 0 0.00 173.35 N/A N/A 0 0 0 0
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