RSPS Options History — August 2024 In August 2024, RSPS traded between $30.98 and $32.53. ATM implied volatility averaged 46.8%, placing in the 34.0% IV rank vs the trailing year. The 30-day expected move averaged 9.6%. IV traded above realized volatility by 34.8% (HV 20d: 12.0%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-08-14 : Largest IV drop — 67.7% change2024-08-06 : Highest IV Rank — 100.0%2024-08-06 : Largest Expected Move — 14.8%Monthly Statistics Metric Avg Min Max Open Close Price $31.78 $30.98 $32.53 $31.38 $32.11 ATM IV 46.8% 27.3% 100.8% 44.0% 34.6% Expected Move 9.6% 7.8% 14.8% 12.6% 9.9% HV 20d 12.0% 10.3% 13.2% 10.3% 12.5% HV 60d 11.3% 10.6% 11.8% 11.1% 10.8% IV Rank 34.0% 8.5% 100.0% 35.4% 17.7% IV Percentile 52.8% 2.8% 100.0% 79.8% 46.0% Term Structure -6.5% -17.4% -0.7% -17.4% -8.5% Skew 25d 1.1% 0.1% 3.6% 0.6% 0.9% Skew 10d 7.6% 3.9% 17.2% 5.1% 7.4% Call IV 25d 41.9% 33.5% 59.8% 54.8% 45.2% Put IV 25d 42.9% 34.6% 63.4% 55.4% 46.2% Bid-Ask Spread % 173.48 170.19 186.22 172.96 172.31 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 2024-08-01 $31.38 $0.00 44.0% 12.6% 10.3% 35.4% 0.0% 0.6% -17.4% 0 0 0 0.00 172.96 N/A N/A 0 0 0 0 2024-08-02 $31.52 $0.00 45.2% 13.0% 10.3% 37.0% 0.0% 0.4% -17.2% 0 0 0 0.00 170.19 N/A N/A 0 0 0 0 2024-08-05 $30.98 $0.00 73.6% 11.3% 12.3% 73.8% 0.0% 1.5% -5.2% 0 0 0 0.00 186.22 N/A N/A 0 0 0 0 2024-08-06 $31.46 $0.00 100.8% 14.8% 13.2% 100.0% 0.0% 3.6% -10.9% 0 0 0 0.00 181.26 N/A N/A 0 0 0 0 2024-08-07 $31.41 $0.00 56.7% 8.5% 13.2% 47.6% 0.0% 1.1% -4.4% 0 0 0 0.00 171.15 N/A N/A 0 0 0 0 2024-08-08 $31.38 $0.00 80.0% 11.3% 13.1% 75.2% 0.0% 1.8% -3.4% 0 0 0 0.00 180.68 N/A N/A 0 0 0 0 2024-08-09 $31.37 $0.00 61.5% 8.0% 12.8% 53.2% 0.0% 1.8% -1.0% 0 0 0 0.00 171.49 N/A N/A 0 0 0 0 2024-08-12 $31.04 $0.00 76.2% 8.3% 13.2% 70.7% 0.0% 0.9% -4.6% 0 0 0 0.00 171.85 N/A N/A 0 0 0 0 2024-08-13 $31.29 $0.00 86.2% 8.1% 13.2% 82.6% 0.0% 1.4% -0.7% 0 0 0 0.00 171.53 N/A N/A 0 0 0 0 2024-08-14 $31.61 $0.00 27.8% 8.0% 12.2% 9.2% 0.0% 1.3% -3.9% 0 0 0 0.00 172.08 N/A N/A 0 0 0 0 2024-08-15 $31.77 $0.00 27.5% 7.9% 12.2% 8.9% 0.0% 0.7% -3.5% 0 0 0 0.00 172.83 N/A N/A 0 0 0 0 2024-08-16 $31.87 $0.00 27.3% 7.8% 11.7% 8.5% 0.0% 0.8% -2.9% 0 0 0 0.00 171.75 N/A N/A 0 0 0 0 2024-08-19 $32.08 $0.00 29.1% 8.3% 11.9% 10.8% 0.0% 0.2% -4.1% 0 0 0 0.00 173.03 N/A N/A 0 0 0 0 2024-08-20 $32.05 $0.00 29.2% 8.4% 11.6% 10.9% 0.0% 0.1% -5.0% 0 0 0 0.00 173.65 N/A N/A 0 0 0 0 2024-08-21 $32.22 $0.00 30.9% 8.9% 11.4% 13.1% 0.0% 0.8% -8.0% 0 0 0 0.00 172.50 N/A N/A 0 0 0 0 2024-08-22 $32.20 $0.00 29.7% 8.5% 11.3% 11.6% 0.0% 0.8% -4.9% 0 0 0 0.00 171.03 N/A N/A 0 0 0 0 2024-08-23 $32.33 $0.00 32.6% 9.4% 11.1% 15.2% 0.0% 1.1% -6.6% 0 0 0 0.00 172.34 N/A N/A 0 0 0 0 2024-08-26 $32.53 $0.00 32.5% 9.3% 11.2% 15.0% 0.0% 0.9% -6.6% 0 0 0 0.00 171.98 N/A N/A 0 0 0 0 2024-08-27 $32.38 $0.00 34.8% 10.0% 11.5% 17.9% 0.0% 0.9% -9.0% 0 0 0 0.00 172.12 N/A N/A 0 0 0 0 2024-08-28 $32.33 $0.00 35.2% 10.1% 11.4% 18.4% 0.0% 1.0% -8.6% 0 0 0 0.00 171.22 N/A N/A 0 0 0 0 2024-08-29 $31.93 $0.00 33.6% 9.6% 12.4% 16.3% 0.0% 0.8% -6.9% 0 0 0 0.00 172.44 N/A N/A 0 0 0 0 2024-08-30 $32.11 $0.00 34.6% 9.9% 12.5% 17.7% 0.0% 0.9% -8.5% 0 0 0 0.00 172.31 N/A N/A 0 0 0 0
« Jul 2024 | All History | Sep 2024 » Home RSPS History August 2024