RDVI Options History — December 2024

In December 2024, RDVI traded between $24.05 and $26.23. ATM implied volatility averaged 32.3%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 17.8% (HV 20d: 14.5%). Max pain ranged from $21.82 to $21.82. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2024-12-04: Highest Volume — 4 contracts
2024-12-11: Largest IV drop — 38.9% change
2024-12-10: Highest IV Rank — 51.8%
2024-12-03: Largest Expected Move — 10.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.01	$24.05	$26.23	$26.23	$24.19
Max Pain	$21.82	$21.82	$21.82	$21.82	$21.82
ATM IV	32.3%	25.0%	44.9%	35.6%	34.3%
Expected Move	8.6%	7.1%	10.7%	10.2%	9.8%
HV 20d	14.5%	10.5%	24.8%	24.3%	13.7%
HV 60d	17.8%	17.2%	18.5%	17.4%	18.2%
IV Rank	30.6%	18.4%	51.8%	36.2%	33.9%
IV Percentile	46.6%	4.0%	90.5%	69.0%	66.7%
Term Structure	-12.0%	-26.8%	-4.5%	-12.9%	-25.2%
VWIV	47.3%	47.3%	47.3%	47.3%	47.3%
Skew 25d	1.8%	-2.4%	18.9%	3.5%	0.4%
Skew 10d	3.2%	0.3%	19.4%	11.0%	0.3%
Call IV 25d	32.0%	18.8%	42.0%	38.2%	42.0%
Put IV 25d	33.9%	26.2%	42.6%	41.7%	42.4%
Bid-Ask Spread %	154.23	146.95	159.51	149.53	155.99
Gamma HHI	0.25	0.22	0.27	0.23	0.22
Net GEX	1.8K	1.5K	2.1K	1.6K	1.5K
Net DEX	-37.3K	-48.2K	-27.1K	-44.8K	-27.1K
Net VEX	-184	-198	-159	-166	-188
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	0.571	0	4	0	1
Total OI	38.095	34	42	34	39

Daily Data (21 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	Put Vol	Call OI	Put OI
2024-12-02	$26.23	$21.82	35.6%	10.2%	24.3%	36.2%	0.0%	3.5%	-12.9%	1.6K	-44.8K	-166	149.53	N/A	N/A	0	0	27	7
2024-12-03	$26.13	$21.82	37.3%	10.7%	24.4%	39.1%	0.0%	-0.3%	-14.1%	1.8K	-45.3K	-159	151.82	N/A	N/A	0	0	27	7
2024-12-04	$25.88	$21.82	34.1%	9.8%	24.8%	33.7%	0.0%	1.6%	-9.9%	1.7K	-42.8K	-162	148.45	N/A	N/A	4	0	27	7
2024-12-05	$25.84	$0.00	34.7%	7.2%	11.6%	34.7%	0.0%	1.5%	-4.5%	2.0K	-48.2K	-187	159.35	N/A	N/A	0	0	31	7
2024-12-06	$25.70	$0.00	35.4%	7.1%	11.2%	35.8%	0.0%	1.0%	-4.5%	2.0K	-46.8K	-188	158.51	N/A	N/A	0	0	31	7
2024-12-09	$25.61	$0.00	39.2%	7.2%	11.2%	42.3%	0.0%	0.5%	-5.1%	2.0K	-45.7K	-187	158.95	N/A	N/A	0	0	31	7
2024-12-10	$25.44	$0.00	44.9%	8.0%	10.5%	51.8%	0.0%	1.1%	-8.0%	2.0K	-43.8K	-186	157.67	N/A	N/A	0	0	31	7
2024-12-11	$25.62	$0.00	27.4%	7.9%	10.7%	22.4%	0.0%	1.5%	-5.7%	2.0K	-45.8K	-186	158.28	N/A	N/A	0	0	31	7
2024-12-12	$25.44	$0.00	27.9%	8.0%	10.9%	23.3%	0.0%	1.1%	-8.7%	1.9K	-44.0K	-184	159.51	N/A	N/A	0	0	31	7
2024-12-13	$25.11	$0.00	25.8%	7.4%	11.6%	19.7%	0.0%	-0.1%	-5.8%	2.1K	-40.5K	-183	154.85	N/A	N/A	0	0	31	7
2024-12-16	$24.99	$0.00	27.7%	7.9%	11.3%	22.9%	0.0%	1.7%	-7.0%	2.0K	-39.0K	-181	152.11	N/A	N/A	0	0	31	7
2024-12-17	$24.82	$0.00	27.8%	8.0%	11.4%	23.1%	0.0%	-0.1%	-6.0%	2.0K	-37.3K	-178	150.81	N/A	N/A	0	2	31	7
2024-12-18	$24.05	$0.00	25.0%	7.2%	15.6%	18.4%	0.0%	-2.4%	-8.8%	1.8K	-27.3K	-183	146.95	N/A	N/A	1	0	31	9
2024-12-19	$24.06	$0.00	30.5%	8.8%	15.2%	27.7%	0.0%	2.1%	-7.0%	1.6K	-27.2K	-185	156.03	N/A	N/A	2	0	31	9
2024-12-20	$24.30	$0.00	28.9%	8.3%	15.5%	24.9%	0.0%	1.8%	-17.4%	1.8K	-34.9K	-191	148.39	N/A	N/A	0	2	33	9
2024-12-23	$24.29	$0.00	30.6%	8.8%	14.9%	27.8%	0.0%	0.1%	-20.1%	1.7K	-27.7K	-196	154.46	N/A	N/A	0	0	31	8
2024-12-24	$24.41	$0.00	32.0%	9.2%	14.0%	30.2%	0.0%	1.9%	-26.0%	1.6K	-29.2K	-198	155.35	N/A	N/A	0	0	31	8
2024-12-26	$24.51	$0.00	32.3%	9.3%	14.2%	30.6%	0.0%	0.8%	-7.4%	1.7K	-30.2K	-195	154.66	N/A	N/A	0	0	31	8
2024-12-27	$24.30	$0.00	33.9%	9.7%	14.2%	33.4%	0.0%	18.9%	-26.8%	1.6K	-27.8K	-193	152.81	N/A	N/A	0	0	31	8
2024-12-30	$24.23	$0.00	32.6%	9.4%	13.7%	31.2%	0.0%	2.1%	-22.2%	1.5K	-27.5K	-189	154.27	N/A	N/A	0	0	31	8
2024-12-31	$24.19	$0.00	34.3%	9.8%	13.7%	33.9%	47.3%	0.4%	-25.2%	1.5K	-27.1K	-188	155.99	N/A	N/A	1	0	31	8