RSPS Options History — May 2024 In May 2024, RSPS traded between $31.02 and $32.70. ATM implied volatility averaged 41.8%, placing in the 41.9% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 30.7% (HV 20d: 11.2%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-05-15 : Largest IV drop — 68.3% change2024-05-14 : Highest IV Rank — 100.0%2024-05-03 : Largest Expected Move — 11.6%Monthly Statistics Metric Avg Min Max Open Close Price $32.02 $31.02 $32.70 $31.75 $31.57 ATM IV 41.8% 26.7% 89.6% 40.4% 36.9% Expected Move 8.9% 7.2% 11.6% 11.6% 10.6% HV 20d 11.2% 9.9% 13.4% 10.9% 13.4% HV 60d 10.5% 10.0% 11.4% 10.5% 11.4% IV Rank 41.9% 23.1% 100.0% 40.3% 35.6% IV Percentile 57.8% 11.0% 100.0% 73.6% 62.4% Term Structure -6.7% -16.4% -2.6% -13.9% -9.9% Skew 25d 0.7% 0.1% 1.1% 0.1% 1.1% Skew 10d 6.4% 2.9% 8.9% 2.9% 5.1% Call IV 25d 38.7% 31.8% 55.3% 52.3% 46.0% Put IV 25d 39.4% 32.7% 55.4% 52.3% 47.0% Bid-Ask Spread % 172.11 169.97 174.50 173.49 172.16 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 (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 2024-05-01 $31.75 $0.00 40.4% 11.6% 10.9% 40.3% 0.0% 0.1% -13.9% 0 0 0 0.00 173.49 N/A N/A 0 0 0 0 2024-05-02 $31.95 $0.00 38.9% 11.1% 10.9% 38.4% 0.0% 0.0% 0.0% 0 0 0 0.00 174.50 N/A N/A 0 0 0 0 2024-05-03 $32.00 $0.00 40.5% 11.6% 10.9% 40.5% 0.0% 0.1% -16.4% 0 0 0 0.00 174.14 N/A N/A 0 0 0 0 2024-05-06 $31.73 $0.00 48.1% 7.3% 11.3% 49.9% 0.0% 0.6% -3.2% 0 0 0 0.00 173.57 N/A N/A 0 0 0 0 2024-05-07 $32.16 $0.00 47.1% 7.2% 12.2% 48.7% 0.0% 1.0% -2.6% 0 0 0 0.00 172.24 N/A N/A 0 0 0 0 2024-05-08 $32.14 $0.00 51.6% 7.7% 12.0% 54.2% 0.0% 0.9% -5.1% 0 0 0 0.00 172.87 N/A N/A 0 0 0 0 2024-05-09 $32.28 $0.00 55.8% 7.7% 12.0% 59.5% 0.0% 1.1% -4.0% 0 0 0 0.00 172.13 N/A N/A 0 0 0 0 2024-05-10 $32.56 $0.00 59.2% 7.4% 10.1% 63.6% 0.0% 0.6% -3.8% 0 0 0 0.00 170.45 N/A N/A 0 0 0 0 2024-05-13 $32.53 $0.00 72.8% 7.3% 9.9% 80.4% 0.0% 0.6% -3.9% 0 0 0 0.00 169.97 N/A N/A 0 0 0 0 2024-05-14 $32.47 $0.00 89.6% 8.3% 10.0% 100.0% 0.0% 0.6% -5.8% 0 0 0 0.00 170.30 N/A N/A 0 0 0 0 2024-05-15 $32.30 $0.00 28.4% 8.1% 10.3% 25.1% 0.0% 0.5% -4.5% 0 0 0 0.00 170.62 N/A N/A 0 0 0 0 2024-05-16 $32.70 $0.00 26.7% 7.7% 10.9% 23.1% 0.0% 0.6% -5.0% 0 0 0 0.00 171.93 N/A N/A 0 0 0 0 2024-05-17 $32.50 $0.00 29.6% 8.5% 10.8% 26.7% 0.0% 0.6% -6.0% 0 0 0 0.00 171.36 N/A N/A 0 0 0 0 2024-05-20 $32.27 $0.00 29.6% 8.5% 10.7% 26.6% 0.0% 0.2% -5.9% 0 0 0 0.00 171.58 N/A N/A 0 0 0 0 2024-05-21 $32.30 $0.00 30.0% 8.6% 10.6% 27.1% 0.0% 0.2% -5.5% 0 0 0 0.00 171.28 N/A N/A 0 0 0 0 2024-05-22 $32.16 $0.00 31.0% 8.9% 10.6% 28.3% 0.0% 1.0% -8.0% 0 0 0 0.00 171.52 N/A N/A 0 0 0 0 2024-05-23 $31.73 $0.00 30.3% 8.7% 11.3% 27.5% 0.0% 0.9% -6.4% 0 0 0 0.00 173.61 N/A N/A 0 0 0 0 2024-05-24 $31.77 $0.00 29.8% 8.5% 11.3% 26.9% 0.0% 0.8% -5.2% 0 0 0 0.00 172.75 N/A N/A 0 0 0 0 2024-05-28 $31.39 $0.00 35.1% 10.1% 12.0% 33.4% 0.0% 1.1% -9.1% 0 0 0 0.00 170.37 N/A N/A 0 0 0 0 2024-05-29 $31.16 $0.00 34.1% 9.8% 12.1% 32.1% 0.0% 1.0% -8.5% 0 0 0 0.00 172.43 N/A N/A 0 0 0 0 2024-05-30 $31.02 $0.00 35.0% 10.0% 11.8% 33.2% 0.0% 0.9% -8.6% 0 0 0 0.00 173.05 N/A N/A 0 0 0 0 2024-05-31 $31.57 $0.00 36.9% 10.6% 13.4% 35.6% 0.0% 1.1% -9.9% 0 0 0 0.00 172.16 N/A N/A 0 0 0 0
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