RDVI Options History — February 2025 In February 2025, RDVI traded between $24.57 and $25.74. ATM implied volatility averaged 36.0%, placing in the 30.2% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 23.7% (HV 20d: 12.3%). Max pain ranged from $21.82 to $24.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.20.
Notable Days 2025-02-19 : Highest Volume — 4 contracts2025-02-28 : Largest IV spike — 230.9% change2025-02-28 : Highest IV Rank — 100.0%2025-02-28 : Largest Expected Move — 29.4%Monthly Statistics Metric Avg Min Max Open Close Price $25.18 $24.57 $25.74 $25.26 $24.66 Max Pain $22.16 $21.82 $24.00 $24.00 $21.82 ATM IV 36.0% 26.2% 102.5% 33.0% 102.5% Expected Move 9.4% 7.1% 29.4% 9.5% 29.4% HV 20d 12.3% 9.0% 14.9% 12.9% 14.9% HV 60d 14.1% 12.9% 18.2% 18.2% 14.2% IV Rank 30.2% 15.4% 100.0% 27.7% 100.0% IV Percentile 45.3% 4.4% 100.0% 56.7% 100.0% Term Structure -9.5% -80.6% -1.6% -6.3% -80.6% VWIV 48.4% 12.9% 83.9% 12.9% 83.9% Skew 25d -4.9% -59.7% 10.9% -22.1% -59.7% Skew 10d 2.0% -20.3% 12.4% 2.9% -20.3% Call IV 25d 36.9% 19.8% 126.0% 39.5% 126.0% Put IV 25d 32.0% 17.3% 66.3% 17.3% 66.3% Bid-Ask Spread % 152.42 131.69 164.51 148.84 164.51 Gamma HHI 0.29 0.24 0.38 0.27 0.28 Net GEX 2.3K 1.4K 3.2K 2.5K 1.4K Net DEX -32.4K -44.6K -10.3K -35.8K -21.8K Net VEX -139 -163 -70 -163 -120 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.20 0.00 1.00 0.00 0.00 Total Volume 0.684 0 4 0 2 Total OI 38.211 31 43 41 31
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 2025-02-03 $25.26 $24.00 33.0% 9.5% 12.9% 27.7% 0.0% -22.1% -6.3% 2.5K -35.8K -163 0.00 148.84 N/A N/A 0 0 33 8 2025-02-04 $25.37 $24.00 36.7% 10.5% 12.5% 34.3% 0.0% -21.2% -13.1% 2.4K -37.3K -163 0.00 156.38 N/A N/A 0 0 33 8 2025-02-05 $25.51 $24.00 38.1% 10.9% 12.4% 36.8% 0.0% -18.2% -10.9% 2.6K -39.1K -160 0.00 149.15 N/A N/A 0 0 33 8 2025-02-06 $25.38 $21.82 37.8% 7.1% 12.6% 36.3% 0.0% 1.3% -1.6% 2.5K -37.5K -160 0.00 155.04 N/A N/A 0 0 33 8 2025-02-07 $25.21 $21.82 38.8% 7.6% 12.9% 38.0% 0.0% 0.2% -4.6% 2.5K -35.5K -160 0.00 155.80 N/A N/A 1 0 33 8 2025-02-10 $25.34 $21.82 42.1% 7.5% 11.4% 43.9% 0.0% 10.9% -1.8% 3.2K -38.0K -141 0.00 155.29 N/A N/A 2 0 34 8 2025-02-11 $25.38 $21.82 44.1% 7.8% 10.6% 47.4% 0.0% 1.7% -2.7% 2.7K -37.3K -153 0.00 156.21 N/A N/A 0 0 33 8 2025-02-12 $25.02 $21.82 26.8% 7.7% 11.4% 16.6% 0.0% 1.4% -6.3% 2.3K -36.3K -159 0.00 158.88 N/A N/A 0 0 33 8 2025-02-13 $25.23 $21.82 26.2% 7.5% 9.0% 15.4% 0.0% 1.7% -6.1% 2.4K -39.2K -158 0.00 154.84 N/A N/A 0 0 33 8 2025-02-14 $25.41 $21.82 27.6% 7.9% 9.3% 18.0% 0.0% 3.8% -2.5% 2.8K -37.3K -148 0.00 157.72 N/A N/A 0 0 33 8 2025-02-18 $25.63 $21.82 27.2% 7.8% 9.7% 17.2% 0.0% 1.8% -7.2% 2.5K -44.6K -149 0.00 156.78 N/A N/A 0 0 33 8 2025-02-19 $25.74 $21.82 27.6% 7.9% 9.6% 18.0% 0.0% 2.1% -3.5% 3.0K -43.1K -141 1.00 158.40 N/A N/A 2 2 33 8 2025-02-20 $25.51 $21.82 26.8% 7.7% 10.0% 16.6% 0.0% 0.9% -4.1% 2.6K -38.2K -140 0.00 156.69 N/A N/A 0 0 33 10 2025-02-21 $24.74 $21.82 27.4% 7.9% 14.8% 17.7% 0.0% 0.0% -5.2% 1.8K -21.3K -120 0.00 147.67 N/A N/A 0 3 25 10 2025-02-24 $24.82 $21.82 29.5% 8.4% 14.8% 21.3% 0.0% 1.7% -5.0% 1.8K -22.1K -118 0.00 150.00 N/A N/A 0 0 25 6 2025-02-25 $24.79 $21.82 30.6% 8.8% 14.8% 23.3% 0.0% 1.1% -6.2% 2.1K -20.4K -112 0.00 131.69 N/A N/A 0 0 25 6 2025-02-26 $24.77 $21.82 29.7% 8.5% 14.8% 21.8% 0.0% -0.1% -5.6% 1.9K -21.1K -114 0.00 145.50 N/A N/A 0 0 25 6 2025-02-27 $24.57 $21.82 31.0% 8.9% 14.9% 24.0% 12.9% 0.2% -7.8% 1.7K -10.3K -70 0.00 136.64 N/A N/A 1 0 25 6 2025-02-28 $24.66 $21.82 102.5% 29.4% 14.9% 100.0% 83.9% -59.7% -80.6% 1.4K -21.8K -120 0.00 164.51 N/A N/A 2 0 25 6
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