RDVI Options History — December 2023 In December 2023, RDVI traded between $21.69 and $23.22. ATM implied volatility averaged 35.3%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 8.2%. IV traded above realized volatility by 20.6% (HV 20d: 14.7%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 1 of 20 days.
Notable Days 2023-12-12 : Largest IV spike — 73.9% change2023-12-26 : Highest IV Rank — 35.7%2023-12-01 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $22.59 $21.69 $23.22 $21.98 $23.09 ATM IV 35.3% 21.9% 70.4% 38.6% 32.8% Expected Move 8.2% 6.3% 11.1% 11.1% 9.4% HV 20d 14.7% 12.9% 16.3% 16.3% 14.6% HV 60d 15.7% 15.2% 16.4% 15.4% 15.8% IV Rank 26.5% 14.4% 35.7% 27.1% 33.8% IV Percentile 47.8% 14.8% 75.6% 48.4% 68.7% Term Structure -5.4% -13.7% 0.7% -13.7% -8.4% Skew 25d 3.3% -8.7% 16.8% 2.9% 4.1% Skew 10d 9.4% 3.1% 35.2% 4.1% 12.6% Call IV 25d 32.5% 11.6% 47.7% 47.7% 39.5% Put IV 25d 35.9% 24.3% 50.6% 50.6% 43.6% Bid-Ask Spread % 136.16 115.39 140.58 136.47 136.63 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 0 0 0 0 0 Net DEX -2.3K -2.3K -2.2K -2.2K -2.3K 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 1 1 1 1 1
Daily Data (20 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 2023-12-01 $21.98 $0.00 38.6% 11.1% 16.3% 0.0% 0.0% 2.9% -13.7% 0 -2.2K 0 0.00 136.47 N/A N/A 0 0 1 0 2023-12-04 $21.98 $0.00 45.8% 7.7% 15.3% 0.0% 0.0% 2.7% -5.5% 0 -2.2K 0 0.00 139.32 N/A N/A 0 0 1 0 2023-12-05 $21.80 $0.00 27.3% 7.8% 15.1% 0.0% 0.0% 4.1% -5.6% 0 -2.2K 0 0.00 139.44 N/A N/A 0 0 1 0 2023-12-06 $21.69 $0.00 40.9% 7.8% 15.2% 0.0% 0.0% 3.6% -5.6% 0 -2.2K 0 0.00 138.09 N/A N/A 0 0 1 0 2023-12-07 $21.83 $0.00 50.1% 8.0% 15.0% 0.0% 0.0% 3.2% -6.0% 0 -2.2K 0 0.00 140.58 N/A N/A 0 0 1 0 2023-12-08 $22.02 $0.00 52.4% 8.1% 14.6% 0.0% 0.0% 2.7% -5.9% 0 -2.2K 0 0.00 139.91 N/A N/A 0 0 1 0 2023-12-11 $22.13 $0.00 40.5% 8.0% 14.4% 0.0% 0.0% 2.4% -5.7% 0 -2.2K 0 0.00 138.33 N/A N/A 0 0 1 0 2023-12-12 $22.09 $0.00 70.4% 7.9% 14.5% 0.0% 0.0% 3.3% -6.0% 0 -2.2K 0 0.00 140.24 N/A N/A 0 0 1 0 2023-12-13 $22.48 $0.00 25.8% 7.4% 12.9% 0.0% 0.0% 4.1% -4.6% 0 -2.2K 0 0.00 136.07 N/A N/A 0 0 1 0 2023-12-14 $23.05 $0.00 26.9% 7.7% 15.1% 0.0% 0.0% 3.8% -1.3% 0 -2.3K 0 0.00 138.39 N/A N/A 0 0 1 0 2023-12-15 $22.93 $0.00 28.6% 8.2% 14.6% 0.0% 0.0% 2.6% -5.7% 0 -2.3K 0 0.00 139.85 N/A N/A 0 0 1 0 2023-12-18 $22.94 $0.00 29.0% 8.3% 14.5% 27.1% 0.0% -3.5% -4.8% 0 -2.3K 0 0.00 139.13 N/A N/A 0 0 1 0 2023-12-19 $23.21 $0.00 27.8% 8.0% 14.8% 24.9% 0.0% -8.7% -4.1% 0 -2.3K 0 0.00 137.75 N/A N/A 0 0 1 0 2023-12-20 $22.95 $0.00 21.9% 6.3% 14.3% 14.4% 0.0% 3.4% -5.1% 0 -2.3K 0 0.00 137.49 N/A N/A 0 0 1 0 2023-12-21 $23.11 $0.00 30.3% 8.7% 14.3% 29.4% 0.0% 4.9% -5.2% 0 -2.3K 0 0.00 139.15 N/A N/A 0 0 1 0 2023-12-22 $23.04 $0.00 27.5% 7.9% 14.6% 24.4% 0.0% -0.4% 0.7% 0 -2.3K 0 0.00 136.82 N/A N/A 0 0 1 0 2023-12-26 $23.22 $0.00 33.9% 9.7% 14.4% 35.7% 0.0% 3.2% -6.9% 0 -2.3K 0 0.00 131.51 N/A N/A 0 0 1 0 2023-12-27 $23.16 $0.00 32.9% 9.4% 14.6% 33.9% 0.0% 11.4% -7.9% 0 -2.3K 0 0.00 115.39 N/A N/A 0 0 1 0 2023-12-28 $23.19 $0.00 21.9% 6.3% 14.6% 14.6% 0.0% 16.8% -0.5% 0 -2.3K 0 0.00 122.71 N/A N/A 0 0 1 0 2023-12-29 $23.09 $0.00 32.8% 9.4% 14.6% 33.8% 0.0% 4.1% -8.4% 0 -2.3K 0 0.00 136.63 N/A N/A 0 0 1 0
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