RDVI Options History — May 2024 In May 2024, RDVI traded between $23.23 and $24.09. ATM implied volatility averaged 35.0%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 8.1%. IV traded above realized volatility by 24.9% (HV 20d: 10.1%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-05-21 : Highest Volume — 1 contracts2024-05-22 : Largest IV spike — 67.4% change2024-05-14 : Highest IV Rank — 87.8%2024-05-03 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $23.68 $23.23 $24.09 $23.23 $23.57 Max Pain $23.86 $23.00 $24.00 $23.00 $24.00 ATM IV 35.0% 17.5% 66.2% 36.1% 33.4% Expected Move 8.1% 5.0% 11.9% 10.4% 9.6% HV 20d 10.1% 8.4% 11.9% 11.8% 10.0% HV 60d 11.2% 10.4% 12.5% 12.3% 11.1% IV Rank 35.7% 6.4% 87.8% 37.5% 32.9% IV Percentile 58.3% 3.0% 98.7% 79.4% 67.4% Term Structure -5.1% -16.5% 32.9% -12.5% -8.5% VWIV 24.9% 18.4% 31.3% 18.4% 31.3% Skew 25d 4.7% -6.8% 24.5% 3.9% 24.5% Skew 10d 8.9% -0.6% 17.8% 10.4% 12.2% Call IV 25d 31.1% 17.7% 46.6% 43.9% 17.7% Put IV 25d 35.8% 19.3% 49.6% 47.8% 42.2% Bid-Ask Spread % 140.64 130.16 157.16 154.34 136.80 Gamma HHI 0.86 0.50 1.00 1.00 0.60 Net GEX -70 -152 40 -64 -143 Net DEX 684 -1.1K 1.7K 482 1.6K Net VEX -4 -6 -3 -4 -5 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 0.091 0 1 0 0 Total OI 1.318 1 2 1 2
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 2024-05-01 $23.23 $0.00 36.1% 10.4% 11.8% 37.5% 0.0% 3.9% -12.5% -64 482 -4 0.00 154.34 N/A N/A 0 0 0 1 2024-05-02 $23.26 $0.00 37.9% 10.9% 11.4% 40.6% 0.0% 16.9% -13.3% -75 350 -3 0.00 155.69 N/A N/A 0 0 0 1 2024-05-03 $23.49 $0.00 41.6% 11.9% 11.5% 46.6% 0.0% 3.1% -16.5% -58 384 -3 0.00 157.16 N/A N/A 0 0 0 1 2024-05-06 $23.68 $0.00 42.3% 7.3% 11.9% 47.8% 0.0% 2.2% -4.9% -38 342 -3 0.00 140.34 N/A N/A 0 0 0 1 2024-05-07 $23.77 $0.00 37.9% 7.3% 11.9% 40.5% 0.0% 2.5% -5.2% -37 337 -3 0.00 140.66 N/A N/A 0 0 0 1 2024-05-08 $23.70 $0.00 45.9% 7.8% 10.7% 53.8% 0.0% 3.1% -1.4% -68 379 -3 0.00 140.12 N/A N/A 0 0 0 1 2024-05-09 $23.87 $0.00 45.0% 7.2% 10.9% 52.4% 0.0% 2.9% -5.0% -32 526 -4 0.00 139.16 N/A N/A 0 0 0 1 2024-05-10 $23.87 $0.00 42.4% 7.5% 9.5% 48.1% 0.0% 2.7% -6.7% -31 534 -4 0.00 139.28 N/A N/A 0 0 0 1 2024-05-13 $23.84 $0.00 49.9% 7.7% 9.2% 60.5% 0.0% 3.0% -0.7% -73 420 -3 0.00 139.42 N/A N/A 0 0 0 1 2024-05-14 $23.93 $0.00 66.2% 7.7% 9.2% 87.8% 0.0% 3.1% -6.8% -36 362 -3 0.00 139.93 N/A N/A 0 0 0 1 2024-05-15 $24.09 $0.00 26.2% 7.5% 9.0% 20.9% 0.0% 3.5% -5.2% -31 508 -4 0.00 139.50 N/A N/A 0 0 0 1 2024-05-16 $24.05 $0.00 26.6% 7.6% 9.1% 21.5% 0.0% 2.2% 32.9% -35 372 -3 0.00 139.63 N/A N/A 0 0 0 1 2024-05-17 $24.07 $0.00 26.9% 7.7% 9.1% 22.1% 0.0% -4.2% -3.9% -31 509 -4 0.00 139.47 N/A N/A 0 0 0 1 2024-05-20 $24.02 $0.00 20.2% 5.8% 8.4% 11.0% 0.0% 2.7% -3.8% -35 288 -3 0.00 138.89 N/A N/A 0 0 0 1 2024-05-21 $23.85 $0.00 17.5% 5.0% 8.9% 6.4% 18.4% -6.8% -4.6% -55 383 -3 0.00 130.16 N/A N/A 1 0 0 1 2024-05-22 $23.62 $23.00 29.3% 8.4% 9.6% 26.1% 31.3% 2.9% -4.9% 40 -1.1K -6 0.00 137.03 N/A N/A 0 1 1 1 2024-05-23 $23.44 $24.00 24.5% 7.0% 10.0% 18.1% 0.0% 3.8% -6.7% -152 1.7K -6 0.00 136.94 N/A N/A 0 0 0 2 2024-05-24 $23.59 $24.00 29.4% 8.4% 10.2% 26.3% 0.0% 4.7% -5.6% -142 1.6K -6 0.00 138.39 N/A N/A 0 0 0 2 2024-05-28 $23.48 $24.00 31.2% 8.9% 10.4% 29.3% 0.0% 4.9% -8.6% -152 1.7K -5 0.00 135.37 N/A N/A 0 0 0 2 2024-05-29 $23.26 $24.00 34.4% 9.9% 9.4% 34.7% 0.0% 6.0% -11.9% -149 1.7K -5 0.00 138.15 N/A N/A 0 0 0 2 2024-05-30 $23.36 $24.00 25.6% 7.3% 9.5% 19.8% 0.0% 15.1% -9.1% -148 1.7K -5 0.00 137.56 N/A N/A 0 0 0 2 2024-05-31 $23.57 $24.00 33.4% 9.6% 10.0% 32.9% 0.0% 24.5% -8.5% -143 1.6K -5 0.00 136.80 N/A N/A 0 0 0 2
« Apr 2024 | All History | Jun 2024 » Home RDVI History May 2024