RSPS Options History — January 2025

In January 2025, RSPS traded between $29.07 and $30.19. ATM implied volatility averaged 45.9%, placing in the 26.2% IV rank vs the trailing year. The 30-day expected move averaged 9.7%. IV traded above realized volatility by 35.2% (HV 20d: 10.7%). Max pain ranged from $28.00 to $28.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 1 of 20 days.

Notable Days

  • 2025-01-15: Largest IV drop — 67.1% change
  • 2025-01-14: Highest IV Rank — 91.9%
  • 2025-01-03: Largest Expected Move — 12.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.53$29.07$30.19$30.07$29.60
Max Pain$28.00$28.00$28.00$28.00$28.00
ATM IV45.9%22.8%94.8%43.2%22.8%
Expected Move9.7%6.5%12.7%12.4%6.5%
HV 20d10.7%8.4%13.6%11.1%13.6%
HV 60d10.5%9.9%11.8%9.9%11.8%
IV Rank26.2%0.0%91.9%22.3%0.0%
IV Percentile55.1%0.0%99.6%67.1%0.0%
Term Structure-8.0%-17.8%15.1%-15.6%-10.7%
Skew 25d0.6%-6.3%1.3%0.3%-6.3%
Skew 10d-2.6%-48.9%3.1%-2.5%-0.9%
Call IV 25d42.8%34.8%58.3%56.7%38.4%
Put IV 25d43.3%32.1%58.6%56.9%32.1%
Bid-Ask Spread %171.40163.53179.86170.86163.53
Gamma HHI1.001.001.001.001.00
Net GEX490110850
Net DEX-1.2K-2.9K0-2.3K0
Net VEX-1-20-20
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume00000
Total OI0.550110

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$30.07$28.0043.2%12.4%11.1%22.3%0.0%0.3%-15.6%85-2.3K-20.00170.86N/AN/A0010
2025-01-03$30.00$28.0044.3%12.7%11.0%23.7%0.0%0.3%-17.8%88-2.3K-20.00168.76N/AN/A0010
2025-01-06$29.63$0.0052.0%8.0%10.9%34.1%0.0%0.7%-6.1%94-2.2K-20.00173.38N/AN/A0010
2025-01-07$29.46$0.0080.3%12.1%10.8%72.2%0.0%1.3%-10.3%76-2.0K-20.00179.86N/AN/A0010
2025-01-08$29.36$0.0058.7%8.8%9.9%43.1%0.0%1.2%-7.6%110-2.1K-20.00171.98N/AN/A0010
2025-01-10$29.07$0.0062.3%8.6%9.6%48.0%0.0%0.9%-5.8%104-1.9K-10.00172.14N/AN/A0010
2025-01-13$29.19$0.0086.3%9.2%9.7%80.3%0.0%1.2%-9.2%101-2.0K-10.00171.61N/AN/A0010
2025-01-14$29.18$0.0094.8%9.2%9.5%91.9%0.0%1.1%-10.4%104-2.0K-10.00171.65N/AN/A0010
2025-01-15$29.11$0.0031.2%8.9%9.4%6.0%0.0%1.1%-7.9%106-2.0K-10.00171.28N/AN/A0010
2025-01-16$29.36$0.0032.8%9.4%10.2%8.2%0.0%1.3%15.1%102-2.1K-10.00171.60N/AN/A0010
2025-01-17$29.45$0.0033.1%9.5%10.5%8.7%0.0%0.6%-6.2%0-2.9K00.00172.25N/AN/A0010
2025-01-21$29.43$0.0034.1%9.8%9.6%10.0%0.0%0.5%-7.4%0000.00171.76N/AN/A0000
2025-01-22$29.30$0.0034.1%9.8%9.0%9.9%0.0%1.0%-7.7%0000.00170.89N/AN/A0000
2025-01-23$29.35$0.0034.6%9.9%9.0%10.6%0.0%1.3%-7.4%0000.00171.94N/AN/A0000
2025-01-24$29.49$0.0035.4%10.2%8.4%11.8%0.0%1.0%-8.4%0000.00170.88N/AN/A0000
2025-01-27$30.19$0.0033.0%9.5%12.1%8.5%0.0%1.0%-7.8%0000.00170.84N/AN/A0000
2025-01-28$29.68$0.0033.5%9.6%13.4%9.2%0.0%1.0%-8.8%0000.00168.48N/AN/A0000
2025-01-29$29.76$0.0035.5%10.2%13.4%11.9%0.0%0.9%-9.6%0000.00172.48N/AN/A0000
2025-01-30$29.88$0.0036.3%10.4%13.2%12.9%0.0%0.9%-10.1%0000.00171.84N/AN/A0000
2025-01-31$29.60$0.0022.8%6.5%13.6%0.0%0.0%-6.3%-10.7%0000.00163.53N/AN/A0000