RDVI Options History — April 2024 In April 2024, RDVI traded between $23.19 and $24.34. ATM implied volatility averaged 32.3%, placing in the 31.1% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 20.0% (HV 20d: 12.4%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 0 of 22 days.
Notable Days 2024-04-08 : Largest IV drop — 18.6% change2024-04-29 : Highest IV Rank — 39.3%2024-04-29 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $23.70 $23.19 $24.34 $24.34 $23.19 ATM IV 32.3% 26.8% 37.2% 34.8% 37.0% Expected Move 8.9% 7.2% 10.7% 10.0% 10.6% HV 20d 12.4% 10.6% 14.0% 10.6% 11.9% HV 60d 12.4% 11.8% 12.8% 11.8% 12.5% IV Rank 31.1% 21.9% 39.3% 35.4% 39.0% IV Percentile 60.5% 25.1% 84.3% 75.5% 82.0% Term Structure -7.1% -14.9% -0.4% -10.2% -14.9% Skew 25d 4.2% 0.3% 6.1% 4.2% 3.2% Skew 10d 11.2% 8.5% 13.8% 12.3% 12.7% Call IV 25d 35.3% 28.8% 42.9% 39.8% 39.5% Put IV 25d 39.5% 32.4% 47.7% 43.9% 42.7% Bid-Ask Spread % 153.67 135.65 158.54 137.91 154.66 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -56 -74 -32 -48 -54 Net DEX 442 369 538 396 530 Net VEX -4 -4 -3 -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 (22 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 2024-04-01 $24.34 $0.00 34.8% 10.0% 10.6% 35.4% 0.0% 4.2% -10.2% -48 396 -4 0.00 137.91 N/A N/A 0 0 0 1 2024-04-02 $24.11 $0.00 33.1% 9.5% 11.4% 32.5% 0.0% 4.6% -8.2% -53 400 -4 0.00 135.65 N/A N/A 0 0 0 1 2024-04-03 $24.20 $0.00 35.9% 10.3% 11.3% 37.2% 0.0% 4.9% -11.0% -32 383 -4 0.00 137.35 N/A N/A 0 0 0 1 2024-04-04 $23.93 $0.00 33.5% 7.2% 12.1% 33.2% 0.0% 3.6% -4.9% -44 447 -4 0.00 154.66 N/A N/A 0 0 0 1 2024-04-05 $24.14 $0.00 36.5% 7.5% 12.1% 38.1% 0.0% 6.1% -3.5% -54 386 -4 0.00 157.97 N/A N/A 0 0 0 1 2024-04-08 $24.23 $0.00 29.7% 7.8% 12.2% 26.8% 0.0% 5.3% -4.3% -56 385 -3 0.00 158.05 N/A N/A 0 0 0 1 2024-04-09 $24.14 $0.00 30.6% 7.7% 12.3% 28.2% 0.0% 4.6% -5.6% -54 389 -3 0.00 157.09 N/A N/A 0 0 0 1 2024-04-10 $23.77 $0.00 26.8% 7.7% 13.6% 21.9% 0.0% 4.6% -3.8% -62 400 -3 0.00 157.20 N/A N/A 0 0 0 1 2024-04-11 $23.88 $0.00 29.1% 8.4% 13.5% 25.8% 0.0% 5.3% -7.3% -56 369 -3 0.00 156.56 N/A N/A 0 0 0 1 2024-04-12 $23.55 $0.00 27.6% 7.9% 13.9% 23.2% 0.0% 4.4% -4.8% -59 442 -4 0.00 156.46 N/A N/A 0 0 0 1 2024-04-15 $23.41 $0.00 31.3% 9.0% 14.0% 29.4% 0.0% 4.5% -8.6% -49 538 -4 0.00 153.33 N/A N/A 0 0 0 1 2024-04-16 $23.37 $0.00 30.9% 8.9% 13.6% 28.8% 0.0% 5.9% -6.4% -74 404 -3 0.00 156.82 N/A N/A 0 0 0 1 2024-04-17 $23.23 $0.00 30.6% 8.8% 13.6% 28.3% 0.0% 4.2% -5.5% -63 518 -4 0.00 156.72 N/A N/A 0 0 0 1 2024-04-18 $23.23 $0.00 30.7% 8.8% 12.0% 28.4% 0.0% 5.1% -7.1% -61 523 -4 0.00 155.58 N/A N/A 0 0 0 1 2024-04-19 $23.29 $0.00 32.1% 9.2% 12.1% 30.8% 0.0% 5.3% -7.0% -61 480 -4 0.00 158.54 N/A N/A 0 0 0 1 2024-04-22 $23.55 $0.00 33.1% 9.5% 12.5% 32.5% 0.0% 3.7% -7.3% -69 440 -3 0.00 154.26 N/A N/A 0 0 0 1 2024-04-23 $23.55 $0.00 32.8% 9.4% 12.5% 31.9% 0.0% 3.8% -7.7% -58 485 -4 0.00 154.63 N/A N/A 0 0 0 1 2024-04-24 $23.59 $0.00 29.8% 8.5% 12.5% 26.9% 0.0% 2.4% -0.4% -59 432 -4 0.00 156.97 N/A N/A 0 0 0 1 2024-04-25 $23.54 $0.00 33.7% 9.7% 11.8% 33.4% 0.0% 3.0% -8.1% -65 416 -3 0.00 154.81 N/A N/A 0 0 0 1 2024-04-26 $23.51 $0.00 33.9% 9.7% 11.2% 33.8% 0.0% 0.3% -8.7% -53 489 -4 0.00 157.49 N/A N/A 0 0 0 1 2024-04-29 $23.55 $0.00 37.2% 10.7% 11.2% 39.3% 0.0% 4.2% -11.3% -55 469 -4 0.00 158.04 N/A N/A 0 0 0 1 2024-04-30 $23.19 $0.00 37.0% 10.6% 11.9% 39.0% 0.0% 3.2% -14.9% -54 530 -4 0.00 154.66 N/A N/A 0 0 0 1
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