RDVI Options History — June 2023 In June 2023, RDVI traded between $21.45 and $21.99. ATM implied volatility averaged 29.8%. The 30-day expected move averaged 8.6%. Net GEX was positive for 0 of 9 trading days. Term structure was in contango for 1 of 9 days.
Notable Days 2023-06-29 : Largest IV spike — 96.1% change2023-06-26 : Largest Expected Move — 10.1%Monthly Statistics Metric Avg Min Max Open Close Price $21.70 $21.45 $21.99 $21.74 $21.99 ATM IV 29.8% 16.9% 35.1% 27.5% 32.1% Expected Move 8.6% 4.8% 10.1% 7.9% 9.2% Term Structure -5.2% -20.2% 11.3% -0.3% -20.2% Skew 25d 5.4% 1.4% 10.2% 9.8% 4.5% Skew 10d 2.7% 0.4% 6.0% 6.0% 0.4% Call IV 25d 27.4% 13.0% 40.6% 20.4% 30.8% Put IV 25d 32.8% 17.7% 44.0% 30.1% 35.3% Bid-Ask Spread % 146.96 118.61 152.33 150.45 148.31 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 (9 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 2023-06-20 $21.74 $0.00 27.5% 7.9% 0.0% 0.0% 0.0% 9.8% -0.3% 0 0 0 0.00 150.45 N/A N/A 0 0 0 0 2023-06-21 $21.77 $0.00 32.5% 9.3% 0.0% 0.0% 0.0% 1.4% -14.3% 0 0 0 0.00 150.36 N/A N/A 0 0 0 0 2023-06-22 $21.55 $0.00 27.4% 7.9% 0.0% 0.0% 0.0% 8.1% -2.0% 0 0 0 0.00 150.85 N/A N/A 0 0 0 0 2023-06-23 $21.45 $0.00 33.9% 9.7% 0.0% 0.0% 0.0% 3.0% -5.7% 0 0 0 0.00 152.33 N/A N/A 0 0 0 0 2023-06-26 $21.60 $0.00 35.1% 10.1% 0.0% 0.0% 0.0% 3.9% -7.3% 0 0 0 0.00 151.69 N/A N/A 0 0 0 0 2023-06-27 $21.69 $0.00 30.1% 8.6% 0.0% 0.0% 0.0% 10.2% -1.8% 0 0 0 0.00 148.56 N/A N/A 0 0 0 0 2023-06-28 $21.66 $0.00 16.9% 4.8% 0.0% 0.0% 0.0% 4.8% 11.3% 0 0 0 0.00 118.61 N/A N/A 0 0 0 0 2023-06-29 $21.84 $0.00 33.2% 9.5% 0.0% 0.0% 0.0% 2.6% -6.6% 0 0 0 0.00 151.44 N/A N/A 0 0 0 0 2023-06-30 $21.99 $0.00 32.1% 9.2% 0.0% 0.0% 0.0% 4.5% -20.2% 0 0 0 0.00 148.31 N/A N/A 0 0 0 0
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