RDVI Options History — July 2024

In July 2024, RDVI traded between $23.15 and $24.84. ATM implied volatility averaged 31.9%, placing in the 30.3% IV rank vs the trailing year. The 30-day expected move averaged 8.8%. IV traded above realized volatility by 18.9% (HV 20d: 13.0%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 0 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2024-07-22: Highest Volume — 4 contracts
2024-07-10: Largest IV drop — 29.6% change
2024-07-09: Highest IV Rank — 45.2%
2024-07-30: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$24.02	$23.15	$24.84	$23.31	$24.84
Max Pain	$23.00	$23.00	$23.00	$23.00	$23.00
ATM IV	31.9%	26.3%	40.7%	27.7%	34.2%
Expected Move	8.8%	7.4%	10.7%	8.0%	9.8%
HV 20d	13.0%	10.6%	15.0%	10.9%	15.0%
HV 60d	11.2%	9.9%	12.2%	10.7%	12.0%
IV Rank	30.3%	21.1%	45.2%	23.5%	33.9%
IV Percentile	53.0%	19.4%	86.5%	27.8%	70.2%
Term Structure	-7.3%	-13.9%	-1.2%	-13.9%	-12.1%
VWIV	42.7%	42.7%	42.7%	42.7%	42.7%
Skew 25d	4.1%	2.4%	16.9%	2.9%	3.5%
Skew 10d	10.5%	6.8%	35.5%	8.9%	10.8%
Call IV 25d	33.3%	21.7%	40.0%	22.6%	37.9%
Put IV 25d	37.4%	25.6%	43.7%	25.6%	41.4%
Bid-Ask Spread %	155.77	151.41	159.64	156.16	153.93
Gamma HHI	0.57	0.49	0.76	0.49	0.64
Net GEX	-395	-1.9K	399	319	-1.4K
Net DEX	-3.4K	-9.9K	11.2K	-7.0K	-2.9K
Net VEX	-63	-125	-32	-37	-105
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	0.273	0	4	0	0
Total OI	19.273	7	42	7	42

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2024-07-01	$23.31	$0.00	27.7%	8.0%	10.9%	23.5%	0.0%	2.9%	-13.9%	319	-7.0K	-37	156.16	N/A	N/A	0	6	1
2024-07-02	$23.43	$0.00	34.7%	9.9%	10.9%	35.1%	0.0%	4.0%	-11.8%	318	-7.3K	-37	156.75	N/A	N/A	0	6	1
2024-07-03	$23.38	$0.00	35.7%	10.2%	10.6%	36.9%	0.0%	3.7%	-12.9%	319	-7.2K	-37	155.91	N/A	N/A	0	6	1
2024-07-05	$23.15	$0.00	29.0%	7.4%	11.1%	25.6%	0.0%	2.7%	-1.4%	399	-6.2K	-35	158.71	N/A	N/A	0	6	1
2024-07-08	$23.18	$0.00	32.7%	7.7%	11.1%	31.7%	0.0%	3.5%	-4.9%	326	-6.7K	-36	158.65	N/A	N/A	0	6	1
2024-07-09	$23.27	$0.00	40.7%	7.7%	11.2%	45.2%	0.0%	3.3%	-3.2%	332	-6.9K	-36	157.85	N/A	N/A	0	6	1
2024-07-10	$23.41	$0.00	28.6%	8.2%	11.4%	25.0%	0.0%	2.6%	-6.7%	328	-7.2K	-35	159.64	N/A	N/A	0	6	1
2024-07-11	$23.82	$0.00	26.3%	7.5%	12.4%	21.1%	0.0%	3.1%	-3.4%	338	-8.0K	-35	157.60	N/A	N/A	0	6	1
2024-07-12	$23.98	$0.00	27.4%	7.9%	12.3%	23.0%	0.0%	2.4%	-4.5%	335	-8.4K	-35	157.76	N/A	N/A	0	6	1
2024-07-15	$24.29	$0.00	27.9%	8.0%	12.9%	23.8%	0.0%	3.4%	-4.3%	338	-9.0K	-33	156.53	N/A	N/A	0	6	1
2024-07-16	$24.74	$0.00	28.9%	8.3%	13.3%	25.5%	0.0%	3.8%	-4.9%	337	-9.9K	-32	152.97	N/A	N/A	0	6	1
2024-07-17	$24.56	$0.00	31.3%	9.0%	13.4%	29.4%	0.0%	3.7%	-5.6%	324	-9.5K	-33	157.50	N/A	N/A	0	6	1
2024-07-18	$24.48	$0.00	30.9%	8.9%	13.5%	28.8%	0.0%	4.3%	-7.8%	330	-9.3K	-33	152.75	N/A	N/A	0	6	1
2024-07-19	$24.24	$0.00	30.9%	8.8%	14.2%	28.7%	0.0%	3.7%	-5.6%	318	-8.8K	-33	156.57	N/A	N/A	0	6	1
2024-07-22	$24.41	$23.00	31.4%	9.0%	14.2%	29.7%	0.0%	5.7%	-7.0%	-1.7K	11.2K	-98	155.71	N/A	N/A	4	6	31
2024-07-23	$24.20	$23.00	31.9%	9.1%	14.1%	30.4%	0.0%	16.9%	-7.6%	-1.9K	5.6K	-121	154.73	N/A	N/A	0	10	31
2024-07-24	$23.94	$23.00	33.7%	9.7%	14.1%	33.5%	0.0%	3.4%	-11.7%	-1.9K	9.1K	-125	152.13	N/A	N/A	0	10	31
2024-07-25	$24.23	$23.00	31.6%	9.1%	14.5%	30.0%	0.0%	4.0%	-7.1%	-1.7K	6.5K	-121	151.41	N/A	N/A	0	10	31
2024-07-26	$24.54	$23.00	31.5%	9.0%	14.6%	29.3%	42.7%	3.0%	-1.2%	-1.6K	2.9K	-116	153.53	N/A	N/A	1	10	31
2024-07-29	$24.45	$23.00	36.4%	10.4%	14.7%	37.6%	0.0%	2.5%	-11.9%	-1.6K	3.7K	-111	155.49	N/A	N/A	1	10	31
2024-07-30	$24.59	$23.00	37.4%	10.7%	14.8%	39.2%	0.0%	3.0%	-11.9%	-1.5K	443	-111	154.74	N/A	N/A	0	11	31
2024-07-31	$24.84	$23.00	34.2%	9.8%	15.0%	33.9%	0.0%	3.5%	-12.1%	-1.4K	-2.9K	-105	153.93	N/A	N/A	0	11	31