RSPS Options History — December 2024 In December 2024, RSPS traded between $30.02 and $31.89. ATM implied volatility averaged 54.2%, placing in the 37.1% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 43.1% (HV 20d: 11.1%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-12-04 : Highest Volume — 1 contracts2024-12-11 : Largest IV drop — 46.9% change2024-12-10 : Highest IV Rank — 77.1%2024-12-04 : Largest Expected Move — 20.9%Monthly Statistics Metric Avg Min Max Open Close Price $31.06 $30.02 $31.89 $31.83 $30.02 Max Pain $28.00 $28.00 $28.00 $28.00 $28.00 ATM IV 54.2% 36.3% 83.9% 62.2% 40.2% Expected Move 13.7% 10.4% 20.9% 17.8% 11.5% HV 20d 11.1% 9.9% 12.5% 10.1% 11.0% HV 60d 9.9% 9.5% 10.4% 9.9% 10.0% IV Rank 37.1% 13.0% 77.1% 47.8% 18.2% IV Percentile 78.1% 48.8% 97.2% 94.0% 58.7% Term Structure -10.6% -14.0% -7.4% -10.1% -13.7% VWIV 52.2% 52.2% 52.2% 52.2% 52.2% Skew 25d 35.3% 0.1% 66.5% 66.5% 0.2% Skew 10d 38.6% -2.9% 78.3% 77.4% -2.8% Call IV 25d 46.6% 38.4% 60.8% 55.1% 53.4% Put IV 25d 81.9% 45.6% 126.7% 121.6% 53.5% Bid-Ask Spread % 178.41 170.06 182.34 181.10 170.06 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 57 0 86 0 86 Net DEX -2.1K -2.6K 0 0 -2.3K Net VEX -2 -3 0 0 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.095 0 1 0 0 Total OI 0.857 0 1 0 1
Daily Data (21 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 2024-12-02 $31.83 $0.00 62.2% 17.8% 10.1% 47.8% 0.0% 66.5% -10.1% 0 0 0 0.00 181.10 N/A N/A 0 0 0 0 2024-12-03 $31.73 $0.00 64.0% 18.4% 10.3% 50.3% 0.0% 63.3% -11.3% 0 0 0 0.00 181.80 N/A N/A 0 0 0 0 2024-12-04 $31.48 $0.00 73.0% 20.9% 10.7% 62.5% 0.0% 65.9% -14.0% 0 0 0 0.00 181.77 N/A N/A 1 0 0 0 2024-12-05 $31.72 $28.00 67.7% 11.8% 9.9% 55.2% 0.0% 39.7% -7.4% 56 -2.5K -3 0.00 181.95 N/A N/A 0 0 1 0 2024-12-06 $31.48 $28.00 78.1% 13.4% 10.4% 69.3% 0.0% 40.5% -8.8% 57 -2.5K -3 0.00 182.15 N/A N/A 0 0 1 0 2024-12-09 $31.73 $28.00 79.5% 12.5% 10.6% 71.3% 0.0% 41.5% -8.7% 56 -2.5K -3 0.00 181.48 N/A N/A 0 0 1 0 2024-12-10 $31.89 $28.00 83.9% 12.8% 10.7% 77.1% 0.0% 41.8% -9.5% 55 -2.6K -3 0.00 181.86 N/A N/A 0 0 1 0 2024-12-11 $31.54 $28.00 44.6% 12.8% 11.6% 24.1% 0.0% 43.5% -9.9% 57 -2.5K -3 0.00 182.34 N/A N/A 0 0 1 0 2024-12-12 $31.62 $28.00 45.1% 12.9% 11.6% 24.9% 0.0% 43.9% -9.7% 57 -2.5K -3 0.00 181.78 N/A N/A 0 0 1 0 2024-12-13 $31.65 $28.00 45.1% 12.9% 11.6% 24.8% 0.0% 44.4% -8.7% 57 -2.5K -3 0.00 181.05 N/A N/A 0 0 1 0 2024-12-16 $31.38 $28.00 52.3% 15.0% 10.9% 34.5% 0.0% 46.8% -10.8% 59 -2.5K -3 0.00 181.69 N/A N/A 0 0 1 0 2024-12-17 $31.25 $28.00 51.5% 14.8% 10.9% 33.5% 0.0% 47.7% -10.4% 60 -2.4K -3 0.00 180.37 N/A N/A 0 0 1 0 2024-12-18 $30.80 $28.00 51.3% 14.7% 12.0% 33.2% 52.2% 49.1% -11.8% 63 -2.3K -3 0.00 181.26 N/A N/A 1 0 1 0 2024-12-19 $30.45 $28.00 57.1% 16.4% 12.5% 41.0% 0.0% 50.6% -8.7% 64 -2.2K -3 0.00 179.09 N/A N/A 0 0 1 0 2024-12-20 $30.52 $28.00 51.7% 14.8% 11.9% 33.8% 0.0% 51.2% -8.7% 64 -2.2K -3 0.00 178.44 N/A N/A 0 0 1 0 2024-12-23 $30.16 $28.00 36.6% 10.5% 12.0% 13.4% 0.0% 1.0% -12.5% 81 -2.3K -2 0.00 170.80 N/A N/A 0 0 1 0 2024-12-24 $30.27 $28.00 36.3% 10.4% 11.3% 13.0% 0.0% 1.2% -10.2% 80 -2.4K -2 0.00 171.97 N/A N/A 0 0 1 0 2024-12-26 $30.38 $28.00 38.8% 11.1% 11.5% 16.3% 0.0% 1.1% -12.1% 78 -2.4K -2 0.00 172.04 N/A N/A 0 0 1 0 2024-12-27 $30.28 $28.00 38.9% 11.2% 11.4% 16.5% 0.0% 0.5% -12.8% 80 -2.4K -2 0.00 171.81 N/A N/A 0 0 1 0 2024-12-30 $30.03 $28.00 40.0% 11.5% 11.0% 17.9% 0.0% 0.1% -13.3% 85 -2.3K -2 0.00 171.81 N/A N/A 0 0 1 0 2024-12-31 $30.02 $28.00 40.2% 11.5% 11.0% 18.2% 0.0% 0.2% -13.7% 86 -2.3K -2 0.00 170.06 N/A N/A 0 0 1 0
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