RideNow Group, Inc. (RDNW) Options History
Historical options analytics archive for RDNW with monthly max pain, implied volatility, gamma exposure, and put/call data.
11 months of complete options data available.
RDNW monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for RDNW. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 21 | 147.5% | 29.0% | $2.50 | $6.0K | -$211.0K | 0.22 |
| 2026-05 | 20 | 132.8% | 31.5% | $10.00 | $16.9K | -$1.1M | 0.35 |
| 2026-04 | 21 | 187.4% | 43.3% | $2.50 | $12.1K | -$813.5K | 0.67 |
| 2026-03 | 22 | 159.4% | 33.9% | $2.50 | $4.8K | -$381.1K | 1.07 |
| 2026-02 | 19 | 129.9% | 14.0% | $5.00 | $20.4K | -$513.6K | 0.47 |
| 2026-01 | 20 | 188.7% | - | $10.00 | $678 | -$32.3K | 0.64 |
This archive aggregates RDNW's daily end-of-day options snapshots into monthly summaries, spanning 2025-08 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how RDNW option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 147.5%, a month-end max-pain strike around $2.50, an average put/call ratio of 0.22.
2026
Jan | Feb | Mar | Apr | May | Jun