RDVI Options History — September 2024 In September 2024, RDVI traded between $23.47 and $24.73. ATM implied volatility averaged 30.4%, placing in the 27.5% IV rank vs the trailing year. The 30-day expected move averaged 8.0%. IV traded above realized volatility by 15.9% (HV 20d: 14.5%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-05 : Highest Volume — 1 contracts2024-09-23 : Largest IV spike — 47.3% change2024-09-09 : Highest IV Rank — 39.7%2024-09-04 : Largest Expected Move — 10.4%Monthly Statistics Metric Avg Min Max Open Close Price $24.13 $23.47 $24.73 $24.06 $24.57 Max Pain $21.00 $21.00 $21.00 $21.00 $21.00 ATM IV 30.4% 19.9% 37.7% 30.8% 34.0% Expected Move 8.0% 5.4% 10.4% 8.8% 9.7% HV 20d 14.5% 13.7% 15.5% 15.5% 15.0% HV 60d 18.1% 17.8% 18.3% 17.8% 18.1% IV Rank 27.5% 9.8% 39.7% 28.1% 33.5% IV Percentile 43.7% 3.6% 80.6% 44.8% 67.5% Term Structure -2.6% -23.1% 13.2% -10.8% -23.1% Skew 25d 5.7% -0.3% 22.7% 21.2% 22.7% Skew 10d 3.6% -4.7% 21.1% 2.0% 5.1% Call IV 25d 27.2% 10.1% 37.6% 14.6% 17.4% Put IV 25d 33.0% 12.8% 40.1% 35.8% 40.1% Bid-Ask Spread % 152.91 130.29 162.67 130.29 155.37 Gamma HHI 0.44 0.37 0.54 0.46 0.46 Net GEX 737 559 1.0K 807 610 Net DEX -14.8K -23.2K -9.3K -13.9K -16.0K Net VEX -83 -97 -67 -93 -76 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 0.15 0 1 0 0 Total OI 20.5 18 22 21 18
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 2024-09-03 $24.06 $21.00 30.8% 8.8% 15.5% 28.1% 0.0% 21.2% -10.8% 807 -13.9K -93 0.00 130.29 N/A N/A 0 0 13 8 2024-09-04 $24.00 $21.00 36.4% 10.4% 14.6% 37.6% 0.0% 12.8% -11.9% 681 -13.1K -92 0.00 132.53 N/A N/A 0 0 13 8 2024-09-05 $23.79 $0.00 36.2% 7.8% 14.6% 37.1% 0.0% 2.0% -4.4% 608 -11.5K -92 0.00 157.02 N/A N/A 1 0 13 8 2024-09-06 $23.52 $0.00 36.0% 5.6% 13.7% 36.9% 0.0% 1.8% 7.8% 710 -11.4K -97 0.00 154.06 N/A N/A 1 0 14 8 2024-09-09 $23.76 $0.00 37.7% 5.4% 14.1% 39.7% 0.0% 19.6% 11.6% 671 -12.0K -88 0.00 147.94 N/A N/A 0 0 13 8 2024-09-10 $23.52 $0.00 29.3% 5.6% 14.5% 25.7% 0.0% 18.0% 12.8% 785 -9.3K -86 0.00 150.85 N/A N/A 0 0 13 8 2024-09-11 $23.47 $0.00 27.7% 7.9% 14.0% 22.9% 0.0% 1.7% -1.6% 946 -10.9K -81 0.00 154.99 N/A N/A 1 0 13 8 2024-09-12 $23.62 $0.00 28.5% 8.2% 14.2% 24.2% 0.0% 1.2% -1.1% 725 -11.3K -81 0.00 156.89 N/A N/A 0 0 14 8 2024-09-13 $23.92 $0.00 27.9% 8.0% 13.8% 23.2% 0.0% 1.7% -2.4% 849 -13.9K -81 0.00 158.95 N/A N/A 0 0 14 8 2024-09-16 $24.09 $0.00 27.7% 7.9% 14.0% 22.9% 0.0% 1.4% -6.0% 850 -16.7K -91 0.00 158.23 N/A N/A 0 0 14 8 2024-09-17 $24.20 $0.00 19.9% 5.7% 13.9% 9.8% 0.0% 0.7% -5.6% 1.0K -17.0K -79 0.00 148.33 N/A N/A 0 0 14 8 2024-09-18 $24.25 $0.00 29.3% 8.4% 13.7% 25.7% 0.0% 1.7% -3.2% 974 -16.9K -87 0.00 158.25 N/A N/A 0 0 14 8 2024-09-19 $24.73 $0.00 29.9% 8.6% 15.3% 26.6% 0.0% 2.4% -3.7% 878 -21.2K -81 0.00 155.63 N/A N/A 0 0 14 8 2024-09-20 $24.58 $0.00 21.2% 6.1% 15.4% 12.0% 0.0% 1.4% 13.2% 559 -23.2K -80 0.00 150.98 N/A N/A 0 0 14 8 2024-09-23 $24.65 $0.00 31.3% 9.0% 14.6% 28.9% 0.0% 1.4% -4.5% 565 -16.1K -79 0.00 156.75 N/A N/A 0 0 11 7 2024-09-24 $24.59 $0.00 30.9% 8.9% 14.6% 28.4% 0.0% 1.4% -4.7% 587 -16.0K -79 0.00 156.50 N/A N/A 0 0 11 7 2024-09-25 $24.34 $0.00 31.9% 9.1% 15.1% 29.9% 0.0% 0.9% -7.9% 686 -15.1K -67 0.00 155.93 N/A N/A 0 0 11 7 2024-09-26 $24.41 $0.00 31.4% 9.0% 15.1% 29.1% 0.0% -0.3% -1.0% 647 -14.2K -81 0.00 162.67 N/A N/A 0 0 11 7 2024-09-27 $24.55 $0.00 30.9% 8.9% 15.1% 28.3% 0.0% 1.2% -6.1% 589 -15.7K -78 0.00 156.05 N/A N/A 0 0 11 7 2024-09-30 $24.57 $0.00 34.0% 9.7% 15.0% 33.5% 0.0% 22.7% -23.1% 610 -16.0K -76 0.00 155.37 N/A N/A 0 0 11 7
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