RDVI Options History — October 2023

In October 2023, RDVI traded between $19.81 and $21.27. ATM implied volatility averaged 31.4%. The 30-day expected move averaged 8.5%. IV traded above realized volatility by 18.5% (HV 20d: 13.0%). Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-10-23: Highest Volume — 1 contracts
  • 2023-10-03: Largest IV spike — 99.8% change
  • 2023-10-31: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.59$19.81$21.27$20.82$20.16
ATM IV31.4%18.4%42.6%18.4%41.8%
Expected Move8.5%5.3%12.0%5.3%12.0%
HV 20d13.0%11.0%14.7%11.0%14.6%
HV 60d12.1%11.4%12.7%12.0%12.7%
Term Structure-5.2%-21.5%6.6%4.8%-4.8%
Skew 25d3.5%-6.9%15.7%-5.9%15.7%
Skew 10d1.8%-22.0%23.8%-8.2%2.6%
Call IV 25d26.2%16.8%38.6%28.1%29.6%
Put IV 25d29.7%17.8%45.3%22.2%45.3%
Bid-Ask Spread %128.17111.97135.67129.16118.32
Gamma HHI1.001.001.001.001.00
Net GEX00200
Net DEX-544-2.0K00-2.0K
Net VEX00000
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0450100
Total OI0.2730101

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$20.82$0.0018.4%5.3%11.0%0.0%0.0%-5.9%4.8%0000.00129.16N/AN/A0000
2023-10-03$20.60$0.0036.8%10.5%11.3%0.0%0.0%-2.3%-21.5%0000.00133.36N/AN/A0000
2023-10-04$20.58$0.0034.3%9.8%11.2%0.0%0.0%6.4%-10.6%0000.00135.17N/AN/A0000
2023-10-05$20.66$0.0032.4%6.7%11.4%0.0%0.0%12.9%6.0%0000.00131.90N/AN/A0000
2023-10-06$20.84$0.0035.1%5.7%12.0%0.0%0.0%4.0%6.6%0000.00116.86N/AN/A0000
2023-10-09$20.93$0.0042.6%7.9%12.2%0.0%0.0%-6.9%-3.7%0000.00133.07N/AN/A0000
2023-10-10$21.12$0.0019.6%5.9%12.4%0.0%0.0%1.0%-1.1%0000.00111.97N/AN/A0000
2023-10-11$21.05$0.0025.2%7.2%12.3%0.0%0.0%10.1%-2.9%0000.00135.67N/AN/A0000
2023-10-12$20.86$0.0030.7%8.8%11.6%0.0%0.0%-0.5%-6.6%0000.00133.80N/AN/A0000
2023-10-13$20.80$0.0028.3%8.1%11.3%0.0%0.0%3.0%-9.1%0000.00131.54N/AN/A0000
2023-10-16$21.09$0.0029.1%8.3%12.7%0.0%0.0%8.0%-7.0%0000.00115.74N/AN/A0000
2023-10-17$21.27$0.0025.7%7.4%13.1%0.0%0.0%4.6%-8.6%0000.00120.74N/AN/A0000
2023-10-18$20.95$0.0025.1%7.2%14.0%0.0%0.0%-0.5%3.5%0000.00127.20N/AN/A0000
2023-10-19$20.70$0.0033.0%9.5%13.9%0.0%0.0%13.9%-6.3%0000.00134.76N/AN/A0000
2023-10-20$20.34$0.0034.0%9.8%14.7%0.0%0.0%1.4%-6.4%0000.00131.25N/AN/A0000
2023-10-23$20.23$0.0040.5%11.6%14.6%0.0%0.0%-0.4%-3.2%0000.00133.41N/AN/A1000
2023-10-24$20.11$0.0029.1%8.4%14.3%0.0%0.0%1.2%-15.1%0-2.0K00.00130.11N/AN/A0010
2023-10-25$19.99$0.0029.2%8.4%14.3%0.0%0.0%2.1%-13.1%2-2.0K00.00128.02N/AN/A0010
2023-10-26$20.02$0.0033.8%9.7%13.8%0.0%0.0%9.6%-1.7%2-2.0K00.00133.25N/AN/A0010
2023-10-27$19.81$0.0040.7%11.7%14.1%0.0%0.0%-0.9%-14.5%0-2.0K00.00133.54N/AN/A0010
2023-10-30$20.05$0.0026.0%7.5%14.7%0.0%0.0%-0.6%0.0%0-2.0K00.00120.85N/AN/A0010
2023-10-31$20.16$0.0041.8%12.0%14.6%0.0%0.0%15.7%-4.8%0-2.0K00.00118.32N/AN/A0010