RSPS Options History — July 2024 In July 2024, RSPS traded between $30.38 and $31.55. ATM implied volatility averaged 39.4%, placing in the 34.2% IV rank vs the trailing year. The 30-day expected move averaged 10.5%. IV traded above realized volatility by 29.3% (HV 20d: 10.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-07-30 : Largest IV spike — 147.2% change2024-07-30 : Highest IV Rank — 100.0%2024-07-30 : Largest Expected Move — 26.9%Monthly Statistics Metric Avg Min Max Open Close Price $30.89 $30.38 $31.55 $30.45 $31.23 ATM IV 39.4% 28.4% 93.8% 40.9% 41.8% Expected Move 10.5% 8.1% 26.9% 11.7% 12.0% HV 20d 10.0% 9.0% 11.2% 9.5% 10.5% HV 60d 11.2% 10.7% 11.4% 11.2% 11.2% IV Rank 34.2% 19.5% 100.0% 40.5% 32.5% IV Percentile 53.2% 10.3% 100.0% 73.4% 75.8% Term Structure -11.4% -39.4% -6.3% -13.1% -16.0% Skew 25d 1.0% 0.1% 8.3% 0.3% 0.4% Skew 10d 4.6% 2.8% 29.0% 3.4% 3.8% Call IV 25d 46.6% 34.7% 123.6% 50.7% 53.1% Put IV 25d 47.6% 35.7% 131.9% 51.0% 53.6% Bid-Ask Spread % 169.33 146.41 181.06 146.41 172.26 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 2024-07-01 $30.45 $0.00 40.9% 11.7% 9.5% 40.5% 0.0% 0.3% -13.1% 0 0 0 0.00 146.41 N/A N/A 0 0 0 0 2024-07-02 $30.51 $0.00 41.4% 11.9% 9.5% 41.1% 0.0% 0.2% -13.6% 0 0 0 0.00 149.70 N/A N/A 0 0 0 0 2024-07-03 $30.38 $0.00 43.3% 12.4% 9.4% 43.4% 0.0% 0.2% -16.5% 0 0 0 0.00 149.07 N/A N/A 0 0 0 0 2024-07-05 $30.54 $0.00 45.1% 8.1% 9.3% 45.6% 0.0% 1.0% -6.3% 0 0 0 0.00 172.11 N/A N/A 0 0 0 0 2024-07-08 $30.52 $0.00 50.3% 8.3% 9.1% 51.3% 0.0% 0.6% -7.7% 0 0 0 0.00 172.31 N/A N/A 0 0 0 0 2024-07-09 $30.41 $0.00 54.3% 8.7% 9.0% 56.0% 0.0% 0.5% -7.9% 0 0 0 0.00 172.63 N/A N/A 0 0 0 0 2024-07-10 $30.49 $0.00 30.8% 8.8% 9.1% 26.6% 0.0% 0.5% -8.8% 0 0 0 0.00 172.98 N/A N/A 0 0 0 0 2024-07-11 $30.69 $0.00 28.4% 8.2% 9.5% 23.7% 0.0% 0.7% -7.7% 0 0 0 0.00 173.10 N/A N/A 0 0 0 0 2024-07-12 $30.96 $0.00 28.4% 8.2% 9.1% 23.7% 0.0% 0.1% -7.7% 0 0 0 0.00 173.45 N/A N/A 0 0 0 0 2024-07-15 $30.77 $0.00 30.1% 8.6% 9.4% 25.8% 0.0% 0.1% -8.7% 0 0 0 0.00 173.41 N/A N/A 0 0 0 0 2024-07-16 $31.01 $0.00 30.5% 8.8% 9.8% 26.3% 0.0% 0.1% -8.2% 0 0 0 0.00 173.83 N/A N/A 0 0 0 0 2024-07-17 $31.55 $0.00 30.9% 8.9% 10.6% 19.5% 0.0% 1.4% -8.3% 0 0 0 0.00 169.89 N/A N/A 0 0 0 0 2024-07-18 $31.39 $0.00 33.7% 9.7% 10.8% 23.4% 0.0% 1.3% -8.0% 0 0 0 0.00 170.46 N/A N/A 0 0 0 0 2024-07-19 $31.12 $0.00 32.0% 9.2% 11.2% 21.0% 0.0% 0.9% -8.6% 0 0 0 0.00 171.12 N/A N/A 0 0 0 0 2024-07-22 $31.09 $0.00 33.2% 9.5% 11.1% 22.6% 0.0% 0.8% -9.2% 0 0 0 0.00 173.07 N/A N/A 0 0 0 0 2024-07-23 $30.91 $0.00 33.6% 9.6% 11.0% 23.1% 0.0% 0.4% -10.0% 0 0 0 0.00 173.71 N/A N/A 0 0 0 0 2024-07-24 $30.77 $0.00 34.7% 10.0% 10.7% 24.8% 0.0% 0.9% -11.4% 0 0 0 0.00 171.49 N/A N/A 0 0 0 0 2024-07-25 $30.98 $0.00 35.0% 10.0% 10.7% 25.2% 0.0% 1.0% -11.2% 0 0 0 0.00 169.79 N/A N/A 0 0 0 0 2024-07-26 $31.21 $0.00 35.6% 10.2% 10.6% 26.0% 0.0% 1.0% -11.3% 0 0 0 0.00 172.11 N/A N/A 0 0 0 0 2024-07-29 $31.30 $0.00 37.9% 10.9% 10.5% 29.1% 0.0% 1.2% -12.3% 0 0 0 0.00 171.22 N/A N/A 0 0 0 0 2024-07-30 $31.30 $0.00 93.8% 26.9% 10.4% 100.0% 0.0% 8.3% -39.4% 0 0 0 0.00 181.06 N/A N/A 0 0 0 0 2024-07-31 $31.23 $0.00 41.8% 12.0% 10.5% 32.5% 0.0% 0.4% -16.0% 0 0 0 0.00 172.26 N/A N/A 0 0 0 0
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