RDVI Options History — March 2024 In March 2024, RDVI traded between $23.24 and $24.46. ATM implied volatility averaged 38.5%, placing in the 42.6% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 27.7% (HV 20d: 10.8%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 0 of 20 days.
Notable Days 2024-03-13 : Largest IV drop — 63.6% change2024-03-12 : Highest IV Rank — 100.0%2024-03-01 : Largest Expected Move — 11.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.82 $23.24 $24.46 $23.28 $24.46 ATM IV 38.5% 25.9% 73.5% 40.7% 32.9% Expected Move 8.3% 7.4% 11.7% 11.7% 9.4% HV 20d 10.8% 7.7% 13.8% 13.8% 10.4% HV 60d 12.0% 11.1% 13.0% 13.0% 11.8% IV Rank 42.6% 20.5% 100.0% 47.7% 32.1% IV Percentile 62.5% 22.7% 100.0% 88.6% 65.1% Term Structure -6.8% -19.2% -3.8% -19.2% -9.4% Skew 25d 4.0% 2.8% 5.2% 4.0% 4.1% Skew 10d 9.3% 7.0% 11.6% 10.9% 10.0% Call IV 25d 31.9% 23.0% 45.9% 45.9% 36.2% Put IV 25d 35.9% 27.8% 49.9% 49.9% 40.3% Bid-Ask Spread % 138.48 136.34 140.64 136.69 138.16 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -49 -69 -30 -69 -30 Net DEX 420 340 520 466 370 Net VEX -4 -5 -4 -4 -4 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 2024-03-01 $23.28 $0.00 40.7% 11.7% 13.8% 47.7% 0.0% 4.0% -19.2% -69 466 -4 0.00 136.69 N/A N/A 0 0 0 1 2024-03-04 $23.30 $0.00 45.9% 8.0% 13.8% 56.8% 0.0% 3.1% -8.2% -57 520 -5 0.00 140.21 N/A N/A 0 0 0 1 2024-03-05 $23.24 $0.00 46.6% 7.5% 13.3% 58.1% 0.0% 4.1% -6.1% -66 506 -5 0.00 139.20 N/A N/A 0 0 0 1 2024-03-06 $23.37 $0.00 48.9% 7.5% 13.4% 62.1% 0.0% 3.7% -5.9% -62 482 -4 0.00 139.59 N/A N/A 0 0 0 1 2024-03-07 $23.57 $0.00 50.5% 7.8% 13.6% 65.0% 0.0% 3.0% -4.6% -57 456 -4 0.00 140.64 N/A N/A 0 0 0 1 2024-03-08 $23.61 $0.00 50.2% 7.9% 13.5% 64.4% 0.0% 3.8% -6.3% -62 419 -4 0.00 139.95 N/A N/A 0 0 0 1 2024-03-11 $23.66 $0.00 68.7% 8.3% 13.5% 97.1% 0.0% 4.5% -7.0% -35 432 -5 0.00 138.31 N/A N/A 0 0 0 1 2024-03-12 $23.74 $0.00 73.5% 7.8% 13.1% 100.0% 0.0% 4.2% -6.3% -62 411 -4 0.00 139.39 N/A N/A 0 0 0 1 2024-03-13 $23.88 $0.00 26.7% 7.7% 8.5% 21.8% 0.0% 4.1% -7.0% -59 366 -4 0.00 139.52 N/A N/A 0 0 0 1 2024-03-14 $23.63 $0.00 25.9% 7.4% 9.4% 20.5% 0.0% 4.0% -3.8% -50 469 -5 0.00 137.63 N/A N/A 0 0 0 1 2024-03-15 $23.71 $0.00 28.8% 8.3% 7.7% 25.3% 0.0% 4.5% -4.7% -63 384 -4 0.00 139.73 N/A N/A 0 0 0 1 2024-03-18 $23.91 $0.00 26.9% 7.7% 7.9% 22.2% 0.0% 5.0% -4.0% -34 396 -4 0.00 138.20 N/A N/A 0 0 0 1 2024-03-19 $23.95 $0.00 27.8% 8.0% 7.7% 23.6% 0.0% 5.2% -4.4% -34 385 -4 0.00 138.45 N/A N/A 0 0 0 1 2024-03-20 $24.33 $0.00 27.0% 7.7% 8.3% 22.2% 0.0% 5.1% -4.5% -31 340 -4 0.00 136.34 N/A N/A 0 0 0 1 2024-03-21 $24.34 $0.00 30.7% 8.8% 8.2% 28.4% 0.0% 3.3% -7.1% -31 340 -4 0.00 138.70 N/A N/A 0 0 0 1 2024-03-22 $24.06 $0.00 27.8% 8.0% 9.7% 23.5% 0.0% 4.8% -6.4% -44 391 -4 0.00 136.63 N/A N/A 0 0 0 1 2024-03-25 $24.05 $0.00 30.4% 8.7% 9.7% 27.9% 0.0% 3.0% -7.2% -51 440 -4 0.00 137.99 N/A N/A 0 0 0 1 2024-03-26 $24.01 $0.00 29.5% 8.5% 9.8% 26.5% 0.0% 2.9% -7.0% -51 444 -4 0.00 137.52 N/A N/A 0 0 0 1 2024-03-27 $24.26 $0.00 29.9% 8.6% 10.2% 27.1% 0.0% 2.8% -6.5% -31 387 -4 0.00 136.67 N/A N/A 0 0 0 1 2024-03-28 $24.46 $0.00 32.9% 9.4% 10.4% 32.1% 0.0% 4.1% -9.4% -30 370 -4 0.00 138.16 N/A N/A 0 0 0 1
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