RDVI Options History — January 2024 In January 2024, RDVI traded between $22.34 and $23.09. ATM implied volatility averaged 30.8%, placing in the 30.1% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 19.6% (HV 20d: 11.2%). Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2024-01-16 : Highest Volume — 7 contracts2024-01-30 : Largest IV spike — 163.4% change2024-01-09 : Highest IV Rank — 50.1%2024-01-30 : Largest Expected Move — 10.6%Monthly Statistics Metric Avg Min Max Open Close Price $22.72 $22.34 $23.09 $23.05 $22.74 ATM IV 30.8% 14.1% 42.1% 36.4% 29.3% Expected Move 8.4% 4.0% 10.6% 10.4% 8.4% HV 20d 11.2% 8.3% 14.3% 14.1% 10.9% HV 60d 15.0% 13.9% 15.8% 15.8% 13.9% IV Rank 30.1% 0.7% 50.1% 40.0% 27.6% IV Percentile 56.3% 1.3% 91.4% 82.2% 50.3% Term Structure -4.9% -12.9% 11.4% -11.7% -6.5% Skew 25d 0.7% -16.2% 7.5% -4.4% -10.8% Skew 10d 8.7% -8.8% 28.7% 2.1% 7.0% Call IV 25d 33.3% 19.0% 42.7% 40.9% 42.7% Put IV 25d 34.0% 12.0% 42.5% 36.4% 31.9% Bid-Ask Spread % 135.24 121.73 140.21 135.73 132.26 Gamma HHI 0.84 0.42 1.00 1.00 0.45 Net GEX 1 0 6 0 0 Net DEX -4.1K -15.8K 0 -2.3K 0 Net VEX -0 -1 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.333 0 7 0 0 Total OI 1.81 0 7 1 0
Daily Data (21 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 2024-01-02 $23.05 $0.00 36.4% 10.4% 14.1% 40.0% 0.0% -4.4% -11.7% 0 -2.3K 0 0.00 135.73 N/A N/A 0 0 1 0 2024-01-03 $22.94 $0.00 25.4% 7.3% 14.3% 20.6% 0.0% 7.5% -10.5% 0 -2.3K 0 0.00 133.97 N/A N/A 0 0 1 0 2024-01-04 $22.87 $0.00 36.8% 8.2% 13.9% 40.8% 0.0% 4.0% -6.1% 0 -2.3K 0 0.00 137.51 N/A N/A 0 0 1 0 2024-01-05 $22.94 $0.00 37.6% 7.8% 13.6% 42.2% 0.0% 4.9% -3.9% 0 -2.3K 0 0.00 139.10 N/A N/A 0 0 1 0 2024-01-08 $23.05 $0.00 25.8% 8.0% 13.6% 21.3% 0.0% 4.8% -4.0% 0 -2.3K 0 0.00 138.81 N/A N/A 0 0 1 0 2024-01-09 $22.80 $0.00 42.1% 8.3% 14.2% 50.1% 0.0% 4.2% -4.7% 0 -2.3K 0 0.00 139.81 N/A N/A 0 0 1 0 2024-01-10 $22.74 $0.00 28.4% 8.1% 14.2% 25.9% 0.0% 4.1% -3.7% 0 -2.3K 0 0.00 140.21 N/A N/A 0 0 1 0 2024-01-11 $22.72 $0.00 30.5% 8.8% 14.2% 29.8% 0.0% 3.7% -4.6% 0 -2.3K 0 0.00 138.69 N/A N/A 0 0 1 0 2024-01-12 $22.64 $0.00 27.9% 8.0% 13.0% 25.1% 0.0% 3.5% -4.8% 0 -2.3K 0 0.00 138.37 N/A N/A 0 0 1 0 2024-01-16 $22.43 $0.00 33.2% 9.5% 9.6% 34.4% 0.0% 5.3% -10.6% 0 -2.2K 0 0.00 138.60 N/A N/A 7 0 1 0 2024-01-17 $22.36 $0.00 31.4% 9.0% 9.5% 31.2% 0.0% 6.0% -5.2% 6 -15.6K -1 0.00 137.73 N/A N/A 0 0 7 0 2024-01-18 $22.34 $0.00 33.4% 9.6% 9.5% 34.7% 0.0% 4.8% -6.0% 6 -15.6K -1 0.00 138.19 N/A N/A 0 0 7 0 2024-01-19 $22.54 $0.00 32.7% 9.4% 9.0% 33.5% 0.0% 5.2% -5.3% 4 -15.7K -1 0.00 137.47 N/A N/A 0 0 7 0 2024-01-22 $22.65 $0.00 34.0% 9.8% 8.5% 35.9% 0.0% 4.5% -7.1% 4 -15.8K -1 0.00 139.43 N/A N/A 0 0 7 0 2024-01-23 $22.45 $0.00 30.4% 8.7% 8.5% 29.6% 0.0% -4.4% -0.5% 0 0 0 0.00 133.68 N/A N/A 0 0 0 0 2024-01-24 $22.57 $0.00 34.4% 9.9% 8.8% 36.5% 0.0% 2.8% -7.5% 0 0 0 0.00 137.70 N/A N/A 0 0 0 0 2024-01-25 $22.64 $0.00 21.0% 6.0% 8.3% 13.0% 0.0% -13.4% 10.4% 0 0 0 0.00 127.51 N/A N/A 0 0 0 0 2024-01-26 $22.75 $0.00 23.9% 6.8% 8.6% 18.0% 0.0% 5.2% -9.4% 0 0 0 0.00 131.15 N/A N/A 0 0 0 0 2024-01-29 $22.86 $0.00 14.1% 4.0% 8.8% 0.7% 0.0% -6.5% 11.4% 0 0 0 0.00 122.41 N/A N/A 0 0 0 0 2024-01-30 $23.09 $0.00 37.1% 10.6% 9.4% 41.3% 0.0% -16.2% -12.9% 0 0 0 0.00 121.73 N/A N/A 0 0 0 0 2024-01-31 $22.74 $0.00 29.3% 8.4% 10.9% 27.6% 0.0% -10.8% -6.5% 0 0 0 0.00 132.26 N/A N/A 0 0 0 0
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