RSPS Options History — June 2024 In June 2024, RSPS traded between $30.56 and $31.74. ATM implied volatility averaged 36.2%, placing in the 34.8% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 24.0% (HV 20d: 12.3%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 0 of 19 days.
Notable Days 2024-06-12 : Largest IV drop — 40.7% change2024-06-10 : Highest IV Rank — 52.0%2024-06-05 : Largest Expected Move — 12.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.15 $30.56 $31.74 $31.66 $30.56 ATM IV 36.2% 28.5% 50.3% 35.9% 37.3% Expected Move 9.4% 8.2% 12.2% 10.3% 10.7% HV 20d 12.3% 11.2% 13.4% 13.4% 11.7% HV 60d 11.3% 11.0% 11.5% 11.4% 11.3% IV Rank 34.8% 25.2% 52.0% 34.3% 36.0% IV Percentile 52.8% 15.9% 89.3% 58.0% 63.1% Term Structure -9.6% -14.6% -6.6% -11.1% -10.0% Skew 25d 0.8% 0.4% 1.4% 1.0% 0.6% Skew 10d 3.3% 2.3% 5.6% 4.3% 3.3% Call IV 25d 42.0% 34.7% 52.5% 48.8% 47.9% Put IV 25d 42.8% 35.5% 53.3% 49.7% 48.5% Bid-Ask Spread % 154.47 148.50 172.83 170.59 148.50 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 (19 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 2024-06-03 $31.66 $0.00 35.9% 10.3% 13.4% 34.3% 0.0% 1.0% -11.1% 0 0 0 0.00 170.59 N/A N/A 0 0 0 0 2024-06-04 $31.74 $0.00 37.3% 10.7% 13.1% 36.1% 0.0% 0.9% -10.5% 0 0 0 0.00 172.83 N/A N/A 0 0 0 0 2024-06-05 $31.43 $0.00 42.5% 12.2% 12.5% 42.4% 0.0% 0.8% -14.6% 0 0 0 0.00 170.71 N/A N/A 0 0 0 0 2024-06-06 $31.55 $0.00 41.3% 8.2% 12.6% 40.9% 0.0% 0.8% -8.4% 0 0 0 0.00 151.90 N/A N/A 0 0 0 0 2024-06-07 $31.38 $0.00 45.0% 8.3% 12.6% 45.5% 0.0% 0.5% -8.8% 0 0 0 0.00 152.18 N/A N/A 0 0 0 0 2024-06-10 $31.27 $0.00 50.3% 8.5% 12.0% 52.0% 0.0% 0.4% -9.6% 0 0 0 0.00 151.82 N/A N/A 0 0 0 0 2024-06-11 $31.23 $0.00 48.0% 8.4% 12.0% 49.1% 0.0% 0.4% -8.9% 0 0 0 0.00 152.19 N/A N/A 0 0 0 0 2024-06-12 $30.86 $0.00 28.5% 8.2% 12.5% 25.2% 0.0% 0.8% -8.5% 0 0 0 0.00 152.05 N/A N/A 0 0 0 0 2024-06-13 $30.84 $0.00 30.5% 8.7% 12.5% 27.7% 0.0% 1.4% -9.6% 0 0 0 0.00 152.03 N/A N/A 0 0 0 0 2024-06-14 $30.79 $0.00 30.3% 8.7% 11.2% 27.4% 0.0% 1.1% -9.1% 0 0 0 0.00 152.16 N/A N/A 0 0 0 0 2024-06-17 $31.19 $0.00 30.8% 8.8% 12.5% 28.0% 0.0% 1.0% -11.2% 0 0 0 0.00 152.03 N/A N/A 0 0 0 0 2024-06-18 $31.14 $0.00 30.6% 8.8% 12.3% 27.8% 0.0% 0.9% -10.8% 0 0 0 0.00 152.17 N/A N/A 0 0 0 0 2024-06-20 $31.05 $0.00 31.7% 9.1% 12.3% 29.2% 0.0% 0.9% -6.6% 0 0 0 0.00 154.19 N/A N/A 0 0 0 0 2024-06-21 $31.18 $0.00 32.1% 9.2% 12.5% 29.7% 0.0% 0.8% -7.6% 0 0 0 0.00 151.80 N/A N/A 0 0 0 0 2024-06-24 $31.36 $0.00 33.3% 9.5% 11.9% 31.1% 0.0% 0.9% -7.9% 0 0 0 0.00 149.42 N/A N/A 0 0 0 0 2024-06-25 $31.07 $0.00 32.7% 9.4% 12.2% 30.4% 0.0% 0.9% -8.7% 0 0 0 0.00 149.20 N/A N/A 0 0 0 0 2024-06-26 $30.87 $0.00 33.9% 9.7% 11.7% 31.9% 0.0% 0.8% -8.9% 0 0 0 0.00 150.02 N/A N/A 0 0 0 0 2024-06-27 $30.63 $0.00 36.8% 10.6% 11.8% 35.5% 0.0% 0.6% -10.9% 0 0 0 0.00 149.04 N/A N/A 0 0 0 0 2024-06-28 $30.56 $0.00 37.3% 10.7% 11.7% 36.0% 0.0% 0.6% -10.0% 0 0 0 0.00 148.50 N/A N/A 0 0 0 0
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