RSPS Options History — October 2024 In October 2024, RSPS traded between $30.98 and $32.33. ATM implied volatility averaged 37.0%, placing in the 17.4% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 27.2% (HV 20d: 9.8%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-09 : Largest IV drop — 45.0% change2024-10-08 : Highest IV Rank — 38.9%2024-10-31 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $31.72 $30.98 $32.33 $32.33 $30.98 ATM IV 37.0% 28.4% 51.7% 38.7% 43.4% Expected Move 9.7% 7.9% 12.4% 11.1% 12.4% HV 20d 9.8% 8.1% 11.3% 9.5% 8.1% HV 60d 10.8% 9.8% 11.5% 10.9% 9.8% IV Rank 17.4% 6.3% 38.9% 22.8% 22.5% IV Percentile 49.5% 6.3% 88.1% 62.3% 78.2% Term Structure -10.0% -16.5% -6.5% -11.3% -16.5% Skew 25d 1.4% 0.4% 2.2% 1.1% 1.1% Skew 10d 0.7% -10.3% 3.4% -5.5% -2.7% Call IV 25d 42.2% 33.7% 55.3% 50.2% 55.3% Put IV 25d 43.6% 34.6% 56.4% 51.3% 56.4% Bid-Ask Spread % 169.92 150.32 173.44 150.60 171.21 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 (23 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 2024-10-01 $32.33 $0.00 38.7% 11.1% 9.5% 22.8% 0.0% 1.1% -11.3% 0 0 0 0.00 150.60 N/A N/A 0 0 0 0 2024-10-02 $31.91 $0.00 38.9% 11.1% 10.6% 23.0% 0.0% 1.0% -12.3% 0 0 0 0.00 150.32 N/A N/A 0 0 0 0 2024-10-03 $31.57 $0.00 43.7% 7.9% 11.1% 28.9% 0.0% 0.9% -6.5% 0 0 0 0.00 170.86 N/A N/A 0 0 0 0 2024-10-04 $31.74 $0.00 41.6% 8.0% 11.3% 26.4% 0.0% 1.9% -6.8% 0 0 0 0.00 171.92 N/A N/A 0 0 0 0 2024-10-07 $31.52 $0.00 50.4% 8.6% 11.3% 37.3% 0.0% 1.5% -8.0% 0 0 0 0.00 171.50 N/A N/A 0 0 0 0 2024-10-08 $31.59 $0.00 51.7% 8.1% 11.3% 38.9% 0.0% 2.0% -6.9% 0 0 0 0.00 169.81 N/A N/A 0 0 0 0 2024-10-09 $31.59 $0.00 28.4% 8.2% 10.1% 10.0% 0.0% 1.3% -7.8% 0 0 0 0.00 171.61 N/A N/A 0 0 0 0 2024-10-10 $31.55 $0.00 30.4% 8.7% 9.3% 12.5% 0.0% 1.2% -8.2% 0 0 0 0.00 172.16 N/A N/A 0 0 0 0 2024-10-11 $31.74 $0.00 28.9% 8.3% 9.1% 10.5% 0.0% 1.3% -7.7% 0 0 0 0.00 173.02 N/A N/A 0 0 0 0 2024-10-14 $31.80 $0.00 30.5% 8.7% 8.9% 12.6% 0.0% 1.3% -8.1% 0 0 0 0.00 173.02 N/A N/A 0 0 0 0 2024-10-15 $32.08 $0.00 30.2% 8.7% 9.5% 12.2% 0.0% 0.9% -8.5% 0 0 0 0.00 173.44 N/A N/A 0 0 0 0 2024-10-16 $32.27 $0.00 31.2% 8.9% 9.8% 13.4% 0.0% 1.8% -9.7% 0 0 0 0.00 172.10 N/A N/A 0 0 0 0 2024-10-17 $32.10 $0.00 31.5% 9.0% 9.9% 6.5% 0.0% 1.5% -7.5% 0 0 0 0.00 173.36 N/A N/A 0 0 0 0 2024-10-18 $32.11 $0.00 31.4% 9.0% 9.8% 6.3% 0.0% 1.5% -7.8% 0 0 0 0.00 172.24 N/A N/A 0 0 0 0 2024-10-21 $31.87 $0.00 32.2% 9.2% 10.1% 7.4% 0.0% 0.4% -8.5% 0 0 0 0.00 170.58 N/A N/A 0 0 0 0 2024-10-22 $31.82 $0.00 34.1% 9.8% 10.1% 9.9% 0.0% 1.5% -10.3% 0 0 0 0.00 171.56 N/A N/A 0 0 0 0 2024-10-23 $31.73 $0.00 34.4% 9.9% 10.0% 10.4% 0.0% 1.5% -10.3% 0 0 0 0.00 172.11 N/A N/A 0 0 0 0 2024-10-24 $31.70 $0.00 35.6% 10.2% 9.6% 12.0% 0.0% 0.9% -11.3% 0 0 0 0.00 171.92 N/A N/A 0 0 0 0 2024-10-25 $31.52 $0.00 37.7% 10.8% 9.1% 14.9% 0.0% 2.2% -11.9% 0 0 0 0.00 170.57 N/A N/A 0 0 0 0 2024-10-28 $31.59 $0.00 40.3% 11.5% 9.1% 18.3% 0.0% 1.6% -13.4% 0 0 0 0.00 171.88 N/A N/A 0 0 0 0 2024-10-29 $31.30 $0.00 43.2% 12.4% 9.5% 22.3% 0.0% 1.5% -16.2% 0 0 0 0.00 171.37 N/A N/A 0 0 0 0 2024-10-30 $31.09 $0.00 41.9% 12.0% 8.8% 20.5% 0.0% 1.2% -14.2% 0 0 0 0.00 170.89 N/A N/A 0 0 0 0 2024-10-31 $30.98 $0.00 43.4% 12.4% 8.1% 22.5% 0.0% 1.1% -16.5% 0 0 0 0.00 171.21 N/A N/A 0 0 0 0
« Sep 2024 | All History | Nov 2024 » Home RSPS History October 2024