RSPS Options History — November 2024 In November 2024, RSPS traded between $30.60 and $31.85. ATM implied volatility averaged 54.3%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 13.9%. IV traded above realized volatility by 45.6% (HV 20d: 8.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-11-13 : Largest IV drop — 44.6% change2024-11-12 : Highest IV Rank — 78.0%2024-11-29 : Largest Expected Move — 16.6%Monthly Statistics Metric Avg Min Max Open Close Price $31.09 $30.60 $31.85 $30.98 $31.85 ATM IV 54.3% 44.9% 84.6% 44.9% 57.8% Expected Move 13.9% 12.3% 16.6% 12.9% 16.6% HV 20d 8.8% 7.2% 10.9% 7.7% 10.1% HV 60d 9.7% 9.3% 10.0% 9.8% 9.9% IV Rank 37.3% 24.5% 78.0% 24.5% 41.9% IV Percentile 88.0% 79.8% 97.6% 79.8% 92.9% Term Structure -5.7% -17.8% -1.8% -17.8% -8.9% Skew 25d 44.3% 1.1% 56.6% 1.1% 56.6% Skew 10d 48.1% -5.3% 71.9% -5.3% 71.9% Call IV 25d 44.2% 37.1% 57.3% 57.3% 52.4% Put IV 25d 88.5% 58.4% 109.0% 58.4% 109.0% Bid-Ask Spread % 179.58 171.93 182.46 171.93 182.46 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 2024-11-01 $30.98 $0.00 44.9% 12.9% 7.7% 24.5% 0.0% 1.1% -17.8% 0 0 0 0.00 171.93 N/A N/A 0 0 0 0 2024-11-04 $31.06 $0.00 49.5% 12.4% 7.5% 30.7% 0.0% 39.4% -3.4% 0 0 0 0.00 180.01 N/A N/A 0 0 0 0 2024-11-05 $31.17 $0.00 51.1% 12.3% 7.6% 32.9% 0.0% 39.6% -1.8% 0 0 0 0.00 177.83 N/A N/A 0 0 0 0 2024-11-06 $30.81 $0.00 52.3% 12.4% 8.6% 34.5% 0.0% 40.4% -3.6% 0 0 0 0.00 176.17 N/A N/A 0 0 0 0 2024-11-07 $30.90 $0.00 55.4% 12.5% 8.7% 38.7% 0.0% 40.7% -3.6% 0 0 0 0.00 178.91 N/A N/A 0 0 0 0 2024-11-08 $31.05 $0.00 57.6% 12.7% 8.6% 41.7% 0.0% 41.0% -4.2% 0 0 0 0.00 179.12 N/A N/A 0 0 0 0 2024-11-11 $31.04 $0.00 75.2% 13.2% 8.5% 65.4% 0.0% 42.5% -4.2% 0 0 0 0.00 180.30 N/A N/A 0 0 0 0 2024-11-12 $31.05 $0.00 84.6% 13.3% 7.7% 78.0% 0.0% 43.0% -3.8% 0 0 0 0.00 177.52 N/A N/A 0 0 0 0 2024-11-13 $31.11 $0.00 46.8% 13.4% 7.3% 27.1% 0.0% 43.5% -3.9% 0 0 0 0.00 177.71 N/A N/A 0 0 0 0 2024-11-14 $31.10 $0.00 47.8% 13.7% 7.2% 28.5% 0.0% 44.1% -4.8% 0 0 0 0.00 180.55 N/A N/A 0 0 0 0 2024-11-15 $30.69 $0.00 47.4% 13.6% 8.2% 28.0% 0.0% 45.2% -4.6% 0 0 0 0.00 179.50 N/A N/A 0 0 0 0 2024-11-18 $30.90 $0.00 49.5% 14.2% 8.6% 30.7% 0.0% 47.0% -4.4% 0 0 0 0.00 180.98 N/A N/A 0 0 0 0 2024-11-19 $30.74 $0.00 49.7% 14.2% 8.7% 31.0% 0.0% 47.9% -4.6% 0 0 0 0.00 179.33 N/A N/A 0 0 0 0 2024-11-20 $30.60 $0.00 50.2% 14.4% 8.7% 31.7% 0.0% 49.6% -5.5% 0 0 0 0.00 180.65 N/A N/A 0 0 0 0 2024-11-21 $30.94 $0.00 51.6% 14.8% 9.9% 33.6% 0.0% 50.0% -5.0% 0 0 0 0.00 181.18 N/A N/A 0 0 0 0 2024-11-22 $31.21 $0.00 53.3% 15.3% 10.3% 35.9% 0.0% 54.5% -5.3% 0 0 0 0.00 181.38 N/A N/A 0 0 0 0 2024-11-25 $31.52 $0.00 52.9% 15.2% 10.9% 35.4% 0.0% 52.6% -7.6% 0 0 0 0.00 181.77 N/A N/A 0 0 0 0 2024-11-26 $31.54 $0.00 53.6% 15.4% 10.4% 36.3% 0.0% 53.6% -7.8% 0 0 0 0.00 182.15 N/A N/A 0 0 0 0 2024-11-27 $31.63 $0.00 55.5% 15.9% 10.1% 38.8% 0.0% 54.6% -8.5% 0 0 0 0.00 182.06 N/A N/A 0 0 0 0 2024-11-29 $31.85 $0.00 57.8% 16.6% 10.1% 41.9% 0.0% 56.6% -8.9% 0 0 0 0.00 182.46 N/A N/A 0 0 0 0
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