RDVI Options History — June 2024 In June 2024, RDVI traded between $23.07 and $23.76. ATM implied volatility averaged 33.8%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 23.5% (HV 20d: 10.3%). Max pain ranged from $24.00 to $24.00. Net GEX was positive for 10 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-13 : Highest Volume — 6 contracts2024-06-12 : Largest IV drop — 26.8% change2024-06-10 : Highest IV Rank — 50.9%2024-06-05 : Largest Expected Move — 11.1%Monthly Statistics Metric Avg Min Max Open Close Price $23.37 $23.07 $23.76 $23.45 $23.31 Max Pain $24.00 $24.00 $24.00 $24.00 $24.00 ATM IV 33.8% 27.4% 44.1% 36.7% 30.8% Expected Move 8.9% 7.8% 11.1% 10.5% 8.8% HV 20d 10.3% 8.9% 11.6% 9.5% 11.4% HV 60d 11.0% 10.6% 11.2% 11.1% 10.9% IV Rank 33.6% 23.0% 50.9% 38.5% 28.7% IV Percentile 61.4% 27.0% 91.4% 78.8% 50.0% Term Structure -7.1% -15.1% -0.8% -11.3% -8.4% Skew 25d 5.7% -6.5% 27.8% 4.5% 19.4% Skew 10d 9.6% 6.4% 20.2% 13.5% 20.2% Call IV 25d 32.4% 13.2% 43.7% 40.9% 18.4% Put IV 25d 38.1% 24.0% 45.7% 45.4% 37.7% Bid-Ask Spread % 154.37 135.14 159.50 135.14 154.06 Gamma HHI 0.53 0.34 0.78 0.52 0.49 Net GEX 98 -184 393 -164 310 Net DEX -2.9K -8.0K 1.9K 1.8K -7.1K Net VEX -22 -38 -2 -5 -37 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 0.316 0 6 0 0 Total OI 4.684 2 8 2 7
Daily Data (19 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 2024-06-03 $23.45 $24.00 36.7% 10.5% 9.5% 38.5% 0.0% 4.5% -11.3% -164 1.8K -5 0.00 135.14 N/A N/A 0 0 0 2 2024-06-04 $23.26 $24.00 33.7% 9.7% 9.4% 33.5% 0.0% 4.3% -14.1% -144 1.8K -5 0.00 136.38 N/A N/A 0 0 0 2 2024-06-05 $23.34 $24.00 38.6% 11.1% 9.4% 41.6% 0.0% 2.1% -15.1% -164 1.7K -5 0.00 137.12 N/A N/A 0 0 0 2 2024-06-06 $23.34 $0.00 37.1% 8.0% 9.4% 39.2% 0.0% 2.7% -4.2% -175 1.7K -4 0.00 158.91 N/A N/A 0 0 0 2 2024-06-07 $23.36 $0.00 41.2% 8.1% 8.9% 46.0% 0.0% -6.5% -5.4% -167 1.7K -5 0.00 158.79 N/A N/A 0 0 0 2 2024-06-10 $23.37 $0.00 44.1% 7.8% 8.9% 50.9% 0.0% 4.1% -1.2% -177 1.8K -4 0.00 158.47 N/A N/A 0 0 0 2 2024-06-11 $23.16 $0.00 39.3% 7.8% 9.4% 42.7% 0.0% 3.0% -2.0% -184 1.9K -4 0.00 159.29 N/A N/A 0 0 0 2 2024-06-12 $23.34 $0.00 28.7% 8.2% 9.8% 25.2% 0.0% 2.4% -6.0% -163 1.8K -4 0.00 157.30 N/A N/A 0 0 0 2 2024-06-13 $23.30 $0.00 27.4% 7.9% 9.3% 23.0% 0.0% 2.4% -5.5% -156 1.6K -2 0.00 158.82 N/A N/A 6 0 0 2 2024-06-14 $23.07 $0.00 28.1% 8.1% 9.8% 24.1% 0.0% 3.2% -0.8% 140 -4.2K -38 0.00 158.42 N/A N/A 0 0 6 2 2024-06-17 $23.36 $0.00 28.1% 8.1% 11.0% 24.1% 0.0% 3.0% -6.0% 370 -7.2K -38 0.00 157.41 N/A N/A 0 0 6 1 2024-06-18 $23.48 $0.00 31.7% 9.1% 11.3% 30.1% 0.0% 3.3% -10.7% 376 -7.5K -38 0.00 159.50 N/A N/A 0 0 6 1 2024-06-20 $23.52 $0.00 31.2% 9.0% 11.1% 29.3% 0.0% 3.6% -5.2% 300 -7.5K -38 0.00 158.59 N/A N/A 0 0 6 1 2024-06-21 $23.46 $0.00 32.4% 9.3% 10.6% 31.3% 0.0% 3.1% -8.8% 379 -7.4K -37 0.00 158.79 N/A N/A 0 0 6 1 2024-06-24 $23.76 $0.00 32.1% 9.2% 11.2% 30.7% 0.0% 18.5% -5.8% 313 -8.0K -38 0.00 156.34 N/A N/A 0 0 6 1 2024-06-25 $23.51 $0.00 33.8% 9.7% 11.6% 33.6% 0.0% 27.8% -6.2% 393 -7.5K -37 0.00 153.98 N/A N/A 0 0 6 1 2024-06-26 $23.41 $0.00 33.1% 9.5% 11.6% 32.5% 0.0% 4.0% -9.1% 381 -7.3K -37 0.00 158.91 N/A N/A 0 0 6 1 2024-06-27 $23.23 $0.00 33.6% 9.6% 11.5% 33.3% 0.0% 4.1% -9.2% 388 -6.9K -36 0.00 156.88 N/A N/A 0 0 6 1 2024-06-28 $23.31 $0.00 30.8% 8.8% 11.4% 28.7% 0.0% 19.4% -8.4% 310 -7.1K -37 0.00 154.06 N/A N/A 0 0 6 1
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