RDVI Options History — October 2024 In October 2024, RDVI traded between $24.43 and $25.30. ATM implied volatility averaged 35.0%, placing in the 35.1% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 22.4% (HV 20d: 12.6%). Net GEX was positive for 22 of 23 trading days. Term structure was in contango for 0 of 23 days.
Notable Days 2024-10-21 : Largest IV spike — 87.9% change2024-10-21 : Highest IV Rank — 80.4%2024-10-21 : Largest Expected Move — 17.7%Monthly Statistics Metric Avg Min Max Open Close Price $24.77 $24.43 $25.30 $24.48 $24.55 ATM IV 35.0% 27.7% 61.8% 33.1% 38.1% Expected Move 9.4% 7.9% 17.7% 9.5% 10.9% HV 20d 12.6% 11.4% 13.9% 13.0% 13.9% HV 60d 17.0% 13.4% 18.2% 18.2% 13.5% IV Rank 35.1% 22.9% 80.4% 32.1% 40.3% IV Percentile 58.8% 19.4% 96.8% 61.1% 82.1% Term Structure -7.7% -14.0% -2.7% -10.9% -14.0% Skew 25d 3.1% -9.2% 46.9% -0.6% -0.2% Skew 10d 5.4% 0.1% 49.9% 0.1% 1.9% Call IV 25d 34.2% 26.5% 44.6% 38.2% 41.2% Put IV 25d 37.3% 21.9% 91.5% 37.5% 41.1% Bid-Ask Spread % 156.33 151.27 169.03 154.01 151.81 Gamma HHI 0.45 0.43 0.46 0.44 0.44 Net GEX 502 0 664 557 519 Net DEX -15.8K -18.4K 0 -15.1K -15.8K Net VEX -66 -78 0 -78 -65 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 17.217 0 18 18 18
Daily Data (23 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 2024-10-01 $24.48 $0.00 33.1% 9.5% 13.0% 32.1% 0.0% -0.6% -10.9% 557 -15.1K -78 0.00 154.01 N/A N/A 0 0 11 7 2024-10-02 $24.50 $0.00 35.4% 10.1% 13.0% 35.8% 0.0% -0.6% -11.1% 545 -15.1K -77 0.00 154.99 N/A N/A 0 0 11 7 2024-10-03 $24.43 $0.00 40.6% 8.2% 12.5% 44.6% 0.0% 3.5% -2.7% 664 -14.6K -70 0.00 157.18 N/A N/A 0 0 11 7 2024-10-04 $24.79 $0.00 35.9% 7.9% 12.4% 36.7% 0.0% 3.4% -4.6% 460 -15.9K -77 0.00 157.76 N/A N/A 0 0 11 7 2024-10-07 $24.58 $0.00 42.0% 8.2% 12.7% 46.9% 0.0% 2.0% -4.0% 592 -15.6K -69 0.00 156.38 N/A N/A 0 0 11 7 2024-10-08 $24.57 $0.00 42.5% 8.5% 11.9% 47.8% 0.0% 3.5% -4.8% 563 -15.6K -75 0.00 158.35 N/A N/A 0 0 11 7 2024-10-09 $24.74 $0.00 27.7% 7.9% 11.9% 22.9% 0.0% 3.4% -4.4% 547 -16.3K -73 0.00 156.64 N/A N/A 0 0 11 7 2024-10-10 $24.65 $0.00 29.7% 8.5% 12.0% 26.3% 0.0% 3.1% -5.3% 551 -15.9K -73 0.00 159.60 N/A N/A 0 0 11 7 2024-10-11 $25.05 $0.00 28.3% 8.1% 12.5% 23.9% 0.0% 3.6% -4.8% 484 -17.4K -70 0.00 157.15 N/A N/A 0 0 11 7 2024-10-14 $25.21 $0.00 29.0% 8.3% 12.5% 25.1% 0.0% 3.2% -4.8% 488 -18.2K -66 0.00 157.51 N/A N/A 0 0 11 7 2024-10-15 $24.98 $0.00 28.8% 8.3% 13.1% 24.8% 0.0% 4.2% -6.3% 494 -17.1K -70 0.00 154.74 N/A N/A 0 0 11 7 2024-10-16 $25.19 $0.00 29.1% 8.3% 13.3% 25.2% 0.0% 2.9% -5.2% 508 -18.3K -64 0.00 157.14 N/A N/A 0 0 11 7 2024-10-17 $25.30 $0.00 30.4% 8.7% 11.6% 27.4% 0.0% 3.4% -6.6% 479 -18.4K -65 0.00 158.28 N/A N/A 0 0 11 7 2024-10-18 $25.20 $0.00 32.9% 9.4% 11.4% 31.7% 0.0% 2.4% -7.5% 486 -18.0K -65 0.00 156.80 N/A N/A 0 0 11 7 2024-10-21 $24.90 $0.00 61.8% 17.7% 12.3% 80.4% 0.0% 46.9% -7.2% 387 -15.5K -70 0.00 169.03 N/A N/A 0 0 11 7 2024-10-22 $24.70 $0.00 32.0% 9.2% 12.7% 30.2% 0.0% -0.2% -7.4% 0 0 0 0.00 154.15 N/A N/A 0 0 0 0 2024-10-23 $24.52 $0.00 31.3% 9.0% 12.4% 28.9% 0.0% 2.4% -7.8% 530 -15.9K -67 0.00 154.25 N/A N/A 0 0 11 7 2024-10-24 $24.63 $0.00 32.5% 9.3% 12.5% 30.9% 0.0% 1.6% -9.6% 540 -16.5K -65 0.00 155.87 N/A N/A 0 0 11 7 2024-10-25 $24.51 $0.00 32.2% 9.2% 12.4% 30.5% 0.0% 0.6% -10.6% 553 -16.0K -66 0.00 154.88 N/A N/A 0 0 11 7 2024-10-28 $24.79 $0.00 34.1% 9.8% 13.1% 33.7% 0.0% -5.5% -9.6% 533 -17.2K -62 0.00 155.25 N/A N/A 0 0 11 7 2024-10-29 $24.70 $0.00 39.3% 11.3% 13.1% 42.5% 0.0% -9.2% -13.2% 540 -16.8K -62 0.00 152.64 N/A N/A 0 0 11 7 2024-10-30 $24.84 $0.00 37.3% 10.7% 13.2% 39.1% 0.0% -1.8% -13.2% 533 -17.5K -61 0.00 151.27 N/A N/A 0 0 11 7 2024-10-31 $24.55 $0.00 38.1% 10.9% 13.9% 40.3% 0.0% -0.2% -14.0% 519 -15.8K -65 0.00 151.81 N/A N/A 0 0 11 7
« Sep 2024 | All History | Nov 2024 » Home RDVI History October 2024