RDVI Options History — August 2023 In August 2023, RDVI traded between $21.52 and $22.75. ATM implied volatility averaged 27.5%. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 15.8% (HV 20d: 11.6%). Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 4 of 23 days.
Notable Days 2023-08-08 : Largest IV spike — 125.4% change2023-08-29 : Largest Expected Move — 9.6%Monthly Statistics Metric Avg Min Max Open Close Price $22.14 $21.52 $22.75 $22.75 $21.93 ATM IV 27.5% 14.1% 42.1% 23.4% 16.8% Expected Move 7.5% 4.1% 9.6% 6.7% 4.8% HV 20d 11.6% 9.9% 13.8% 13.5% 11.9% HV 60d 12.6% 12.4% 12.8% 12.8% 12.4% Term Structure -5.1% -26.7% 40.2% -5.4% -4.0% Skew 25d 4.2% -2.6% 21.7% -0.6% 0.1% Skew 10d 2.9% -9.2% 21.0% 0.4% 0.9% Call IV 25d 22.9% 16.2% 40.4% 22.7% 23.4% Put IV 25d 27.2% 16.1% 41.6% 22.1% 23.5% Bid-Ask Spread % 130.53 120.49 138.88 120.49 137.50 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 (23 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 2023-08-01 $22.75 $0.00 23.4% 6.7% 13.5% 0.0% 0.0% -0.6% -5.4% 0 0 0 0.00 120.49 N/A N/A 0 0 0 0 2023-08-02 $22.48 $0.00 21.4% 6.1% 13.8% 0.0% 0.0% -0.9% -8.4% 0 0 0 0.00 122.79 N/A N/A 0 0 0 0 2023-08-03 $22.63 $0.00 34.4% 6.4% 12.3% 0.0% 0.0% -2.6% 8.4% 0 0 0 0.00 131.67 N/A N/A 0 0 0 0 2023-08-04 $22.59 $0.00 35.5% 7.0% 11.8% 0.0% 0.0% 9.0% -6.2% 0 0 0 0.00 131.24 N/A N/A 0 0 0 0 2023-08-07 $22.73 $0.00 18.7% 8.1% 11.9% 0.0% 0.0% 9.3% -10.8% 0 0 0 0.00 123.52 N/A N/A 0 0 0 0 2023-08-08 $22.63 $0.00 42.1% 7.6% 11.0% 0.0% 0.0% 1.6% -5.1% 0 0 0 0.00 130.59 N/A N/A 0 0 0 0 2023-08-09 $22.56 $0.00 26.3% 7.5% 11.1% 0.0% 0.0% 3.8% -3.6% 0 0 0 0.00 129.20 N/A N/A 0 0 0 0 2023-08-10 $22.39 $0.00 19.4% 5.6% 11.2% 0.0% 0.0% -0.0% -9.8% 0 0 0 0.00 124.70 N/A N/A 0 0 0 0 2023-08-11 $22.45 $0.00 32.9% 9.4% 10.7% 0.0% 0.0% 7.0% -26.7% 0 0 0 0.00 125.15 N/A N/A 0 0 0 0 2023-08-14 $22.43 $0.00 14.1% 4.1% 10.3% 0.0% 0.0% 0.8% 6.9% 0 0 0 0.00 123.88 N/A N/A 0 0 0 0 2023-08-15 $22.02 $0.00 22.9% 6.6% 11.1% 0.0% 0.0% 7.6% -4.8% 0 0 0 0.00 131.11 N/A N/A 0 0 0 0 2023-08-16 $21.93 $0.00 30.4% 8.7% 11.0% 0.0% 0.0% -0.6% -8.3% 0 0 0 0.00 123.58 N/A N/A 0 0 0 0 2023-08-17 $21.89 $0.00 28.9% 8.3% 11.0% 0.0% 0.0% -0.5% 40.2% 0 0 0 0.00 128.59 N/A N/A 0 0 0 0 2023-08-18 $21.94 $0.00 27.3% 7.8% 10.7% 0.0% 0.0% 10.5% -1.3% 0 0 0 0.00 132.63 N/A N/A 0 0 0 0 2023-08-21 $21.94 $0.00 29.4% 8.4% 9.9% 0.0% 0.0% -0.5% -9.3% 0 0 0 0.00 136.22 N/A N/A 0 0 0 0 2023-08-22 $21.52 $0.00 32.4% 9.3% 11.7% 0.0% 0.0% -0.8% -8.5% 0 0 0 0.00 138.88 N/A N/A 0 0 0 0 2023-08-23 $21.63 $0.00 33.1% 9.5% 12.0% 0.0% 0.0% 21.7% -9.1% 0 0 0 0.00 136.13 N/A N/A 0 0 0 0 2023-08-24 $21.52 $0.00 32.6% 9.3% 11.9% 0.0% 0.0% 0.2% -23.6% 0 0 0 0.00 134.73 N/A N/A 0 0 0 0 2023-08-25 $21.56 $0.00 25.5% 7.3% 11.7% 0.0% 0.0% -0.1% -1.7% 0 0 0 0.00 136.04 N/A N/A 0 0 0 0 2023-08-28 $21.69 $0.00 27.6% 7.9% 11.7% 0.0% 0.0% 5.4% 8.5% 0 0 0 0.00 134.13 N/A N/A 0 0 0 0 2023-08-29 $21.95 $0.00 33.6% 9.6% 12.8% 0.0% 0.0% 8.4% -13.6% 0 0 0 0.00 131.68 N/A N/A 0 0 0 0 2023-08-30 $21.95 $0.00 23.1% 6.6% 12.2% 0.0% 0.0% 18.7% -21.4% 0 0 0 0.00 137.66 N/A N/A 0 0 0 0 2023-08-31 $21.93 $0.00 16.8% 4.8% 11.9% 0.0% 0.0% 0.1% -4.0% 0 0 0 0.00 137.50 N/A N/A 0 0 0 0
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