RSPS Options History — September 2024 In September 2024, RSPS traded between $31.96 and $32.70. ATM implied volatility averaged 38.4%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 10.0%. IV traded above realized volatility by 28.0% (HV 20d: 10.4%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-09-18 : Largest IV spike — 84.3% change2024-09-18 : Highest IV Rank — 47.6%2024-09-18 : Largest Expected Move — 16.8%Monthly Statistics Metric Avg Min Max Open Close Price $32.37 $31.96 $32.70 $32.46 $32.38 ATM IV 38.4% 29.3% 58.7% 38.6% 39.3% Expected Move 10.0% 8.4% 16.8% 11.1% 11.3% HV 20d 10.4% 9.0% 11.0% 10.9% 10.3% HV 60d 10.9% 10.6% 11.1% 11.0% 10.9% IV Rank 22.4% 11.1% 47.6% 22.6% 23.5% IV Percentile 52.4% 11.9% 94.0% 61.5% 64.3% Term Structure -10.7% -28.9% -7.3% -8.5% -12.5% Skew 25d 1.0% 0.4% 1.6% 0.8% 0.4% Skew 10d -3.3% -8.4% 10.3% 8.8% -5.2% Call IV 25d 43.3% 33.9% 73.1% 48.9% 48.9% Put IV 25d 44.3% 35.0% 74.2% 49.7% 49.3% Bid-Ask Spread % 153.75 149.50 170.39 168.84 151.08 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 (20 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 2024-09-03 $32.46 $0.00 38.6% 11.1% 10.9% 22.6% 0.0% 0.8% -8.5% 0 0 0 0.00 168.84 N/A N/A 0 0 0 0 2024-09-04 $32.39 $0.00 41.7% 12.0% 9.9% 26.5% 0.0% 0.6% -13.6% 0 0 0 0.00 170.39 N/A N/A 0 0 0 0 2024-09-05 $32.47 $0.00 43.5% 8.6% 9.8% 28.7% 0.0% 1.1% -8.8% 0 0 0 0.00 151.70 N/A N/A 0 0 0 0 2024-09-06 $32.47 $0.00 45.0% 8.5% 9.8% 30.6% 0.0% 1.1% -8.6% 0 0 0 0.00 151.58 N/A N/A 0 0 0 0 2024-09-09 $32.61 $0.00 46.7% 8.4% 9.8% 32.6% 0.0% 1.3% -9.1% 0 0 0 0.00 151.67 N/A N/A 0 0 0 0 2024-09-10 $32.44 $0.00 52.1% 8.7% 9.0% 39.4% 0.0% 1.1% -9.4% 0 0 0 0.00 151.88 N/A N/A 0 0 0 0 2024-09-11 $31.96 $0.00 29.4% 8.4% 10.6% 11.2% 0.0% 1.2% -8.9% 0 0 0 0.00 152.49 N/A N/A 0 0 0 0 2024-09-12 $32.27 $0.00 29.3% 8.4% 10.6% 11.1% 0.0% 1.6% -9.6% 0 0 0 0.00 151.67 N/A N/A 0 0 0 0 2024-09-13 $32.53 $0.00 30.3% 8.7% 10.8% 12.3% 0.0% 1.1% -9.2% 0 0 0 0.00 151.94 N/A N/A 0 0 0 0 2024-09-16 $32.70 $0.00 31.3% 9.0% 10.8% 13.6% 0.0% 1.1% -10.7% 0 0 0 0.00 151.35 N/A N/A 0 0 0 0 2024-09-17 $32.59 $0.00 31.8% 9.1% 10.8% 14.2% 0.0% 1.0% -11.8% 0 0 0 0.00 151.55 N/A N/A 0 0 0 0 2024-09-18 $32.50 $0.00 58.7% 16.8% 10.8% 47.6% 0.0% 1.1% -28.9% 0 0 0 0.00 156.97 N/A N/A 0 0 0 0 2024-09-19 $32.39 $0.00 32.9% 9.4% 10.8% 15.5% 0.0% 0.9% -7.4% 0 0 0 0.00 151.77 N/A N/A 0 0 0 0 2024-09-20 $32.25 $0.00 32.1% 9.2% 10.9% 14.6% 0.0% 0.6% -7.6% 0 0 0 0.00 151.75 N/A N/A 0 0 0 0 2024-09-23 $32.19 $0.00 32.0% 9.2% 10.8% 14.5% 0.0% 0.9% -7.3% 0 0 0 0.00 149.50 N/A N/A 0 0 0 0 2024-09-24 $32.16 $0.00 34.3% 9.8% 10.5% 17.2% 0.0% 1.0% -8.3% 0 0 0 0.00 150.47 N/A N/A 0 0 0 0 2024-09-25 $31.99 $0.00 33.6% 9.6% 10.6% 16.4% 0.0% 0.8% -8.5% 0 0 0 0.00 149.83 N/A N/A 0 0 0 0 2024-09-26 $32.23 $0.00 48.9% 14.0% 11.0% 35.4% 0.0% 0.8% -13.7% 0 0 0 0.00 157.76 N/A N/A 0 0 0 0 2024-09-27 $32.50 $0.00 37.5% 10.8% 10.3% 21.3% 0.0% 0.9% -10.8% 0 0 0 0.00 150.76 N/A N/A 0 0 0 0 2024-09-30 $32.38 $0.00 39.3% 11.3% 10.3% 23.5% 0.0% 0.4% -12.5% 0 0 0 0.00 151.08 N/A N/A 0 0 0 0
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