RDVI Options History — February 2024 In February 2024, RDVI traded between $22.28 and $23.12. ATM implied volatility averaged 33.9%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 9.0%. IV traded above realized volatility by 20.6% (HV 20d: 13.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2024-02-16 : Highest Volume — 1 contracts2024-02-07 : Largest IV drop — 30.5% change2024-02-05 : Highest IV Rank — 59.7%2024-02-29 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $22.74 $22.28 $23.12 $22.66 $23.12 ATM IV 33.9% 28.6% 47.5% 37.1% 36.2% Expected Move 9.0% 7.7% 10.4% 7.7% 10.4% HV 20d 13.3% 10.5% 15.6% 10.8% 13.8% HV 60d 13.3% 12.3% 13.6% 13.5% 12.9% IV Rank 35.7% 26.4% 59.7% 41.4% 39.7% IV Percentile 67.9% 42.3% 96.8% 84.6% 81.1% Term Structure -4.6% -13.4% 43.1% -6.7% -10.9% Skew 25d 5.5% 0.5% 24.8% 3.2% 24.8% Skew 10d 11.3% 6.3% 33.4% 9.3% 7.8% Call IV 25d 32.1% 16.2% 44.2% 31.2% 17.7% Put IV 25d 37.5% 18.5% 48.4% 34.4% 42.5% Bid-Ask Spread % 138.47 135.91 140.23 137.50 137.65 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -28 -80 0 0 -67 Net DEX 232 0 681 0 508 Net VEX -2 -5 0 0 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.05 0 1 0 0 Total OI 0.4 0 1 0 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 2024-02-01 $22.66 $0.00 37.1% 7.7% 10.8% 41.4% 0.0% 3.2% -6.7% 0 0 0 0.00 137.50 N/A N/A 0 0 0 0 2024-02-02 $22.66 $0.00 37.0% 8.1% 10.8% 41.1% 0.0% 3.4% -7.7% 0 0 0 0.00 139.67 N/A N/A 0 0 0 0 2024-02-05 $22.45 $0.00 47.5% 8.6% 11.1% 59.7% 0.0% 4.1% -10.5% 0 0 0 0.00 139.17 N/A N/A 0 0 0 0 2024-02-06 $22.47 $0.00 42.9% 9.0% 10.9% 51.5% 0.0% 4.0% -13.4% 0 0 0 0.00 140.23 N/A N/A 0 0 0 0 2024-02-07 $22.59 $0.00 29.8% 8.5% 10.6% 28.4% 0.0% 3.1% -9.4% 0 0 0 0.00 139.70 N/A N/A 0 0 0 0 2024-02-08 $22.59 $0.00 29.7% 8.5% 10.5% 28.3% 0.0% 3.2% -8.9% 0 0 0 0.00 139.59 N/A N/A 0 0 0 0 2024-02-09 $22.59 $0.00 30.6% 8.8% 10.5% 29.9% 0.0% 3.3% -8.7% 0 0 0 0.00 140.22 N/A N/A 0 0 0 0 2024-02-12 $22.84 $0.00 28.6% 8.2% 11.2% 26.4% 0.0% 4.5% -8.7% 0 0 0 0.00 138.21 N/A N/A 0 0 0 0 2024-02-13 $22.28 $0.00 29.0% 8.3% 14.0% 27.1% 0.0% 6.0% -9.1% 0 0 0 0.00 136.13 N/A N/A 0 0 0 0 2024-02-14 $22.52 $0.00 33.1% 9.5% 14.5% 34.2% 0.0% 5.9% -10.4% 0 0 0 0.00 140.11 N/A N/A 0 0 0 0 2024-02-15 $22.91 $0.00 29.6% 8.5% 15.6% 28.0% 0.0% 6.3% 35.7% 0 0 0 0.00 138.16 N/A N/A 0 0 0 0 2024-02-16 $22.88 $0.00 32.3% 9.2% 15.4% 32.8% 0.0% 5.4% 43.1% 0 0 0 0.00 138.65 N/A N/A 0 1 0 0 2024-02-20 $22.82 $0.00 32.5% 9.3% 15.4% 33.3% 0.0% 6.1% -6.8% -79 614 -5 0.00 138.93 N/A N/A 0 0 0 1 2024-02-21 $22.66 $0.00 32.8% 9.4% 15.2% 33.7% 0.0% 4.7% -8.6% -68 681 -5 0.00 138.40 N/A N/A 0 0 0 1 2024-02-22 $22.84 $0.00 32.3% 9.3% 15.4% 32.9% 0.0% 4.0% -8.8% -63 636 -5 0.00 135.91 N/A N/A 0 0 0 1 2024-02-23 $22.91 $0.00 32.5% 9.3% 15.4% 33.1% 0.0% 0.5% -9.0% -73 558 -5 0.00 138.02 N/A N/A 0 0 0 1 2024-02-26 $22.93 $0.00 34.4% 9.9% 15.3% 36.6% 0.0% 10.3% -10.9% -68 617 -5 0.00 137.26 N/A N/A 0 0 0 1 2024-02-27 $23.02 $0.00 35.4% 10.1% 15.2% 38.3% 0.0% 2.1% -10.5% -80 478 -4 0.00 138.16 N/A N/A 0 0 0 1 2024-02-28 $23.01 $0.00 35.2% 10.1% 14.8% 37.9% 0.0% 4.2% -11.4% -66 543 -5 0.00 137.71 N/A N/A 0 0 0 1 2024-02-29 $23.12 $0.00 36.2% 10.4% 13.8% 39.7% 0.0% 24.8% -10.9% -67 508 -5 0.00 137.65 N/A N/A 0 0 0 1
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