RDVI Options History — May 2025

In May 2025, RDVI traded between $23.07 and $24.53. ATM implied volatility averaged 33.0%, placing in the 12.7% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 7.7% (HV 20d: 25.3%). Max pain ranged from $21.00 to $23.82. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-05-16: Highest Volume — 1 contracts
  • 2025-05-14: Largest IV drop — 73.5% change
  • 2025-05-12: Highest IV Rank — 37.5%
  • 2025-05-02: Largest Expected Move — 12.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.89$23.07$24.53$23.07$23.89
Max Pain$22.41$21.00$23.82$21.00$23.82
ATM IV33.0%14.1%66.8%40.9%14.2%
Expected Move6.1%4.1%12.0%11.7%4.1%
HV 20d25.3%14.5%51.2%51.2%16.8%
HV 60d32.6%32.3%33.0%32.4%32.6%
IV Rank12.7%0.0%37.5%17.8%0.0%
IV Percentile43.6%0.0%95.2%83.3%0.4%
Term Structure5.8%-30.8%15.6%-10.6%10.3%
VWIV28.6%28.6%28.6%28.6%28.6%
Skew 25d1.0%-12.4%19.8%19.8%0.2%
Skew 10d5.8%-6.8%22.7%17.0%3.2%
Call IV 25d29.4%17.1%46.9%29.7%26.9%
Put IV 25d30.4%14.0%50.6%49.6%27.1%
Bid-Ask Spread %139.21129.03143.43142.91130.24
Gamma HHI0.190.120.280.120.21
Net GEX1.3K9331.7K1.1K1.0K
Net DEX-17.5K-28.6K-6.3K-16.2K-7.6K
Net VEX-67-88-45-88-45
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.0950100
Total OI31.61926363626

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-05-01$23.07$21.0040.9%11.7%51.2%17.8%0.0%19.8%-10.6%1.1K-16.2K-880.00142.91N/AN/A00279
2025-05-02$23.39$21.0041.8%12.0%47.6%18.5%0.0%3.7%-30.8%1.2K-19.0K-870.00143.43N/AN/A00279
2025-05-05$23.41$21.8247.1%5.2%43.7%22.6%0.0%4.2%15.5%1.2K-19.7K-880.00143.03N/AN/A00279
2025-05-06$23.34$21.8247.2%5.0%42.6%22.6%0.0%4.7%15.6%1.2K-18.9K-850.00142.32N/AN/A00279
2025-05-07$23.38$21.8251.3%5.0%41.6%25.8%0.0%5.9%14.7%1.2K-19.1K-820.00142.30N/AN/A00279
2025-05-08$23.69$21.8246.9%4.7%28.0%22.3%0.0%16.5%13.9%1.4K-22.5K-810.00141.98N/AN/A00279
2025-05-09$23.58$21.8252.9%4.7%22.3%26.9%0.0%3.4%13.7%1.3K-21.0K-790.00143.28N/AN/A00279
2025-05-12$24.23$21.8266.8%4.5%22.0%37.5%0.0%-1.6%13.4%1.7K-28.2K-730.00142.55N/AN/A00279
2025-05-13$24.44$21.8261.8%6.8%21.9%33.7%0.0%-12.4%-5.7%1.3K-28.6K-490.00131.22N/AN/A00279
2025-05-14$24.25$21.8216.4%4.7%22.1%0.0%0.0%-1.3%10.1%1.6K-24.4K-710.00135.89N/AN/A00259
2025-05-15$24.41$21.8228.3%8.1%20.3%9.0%0.0%-6.5%-3.3%1.7K-25.8K-700.00142.22N/AN/A00259
2025-05-16$24.53$21.8228.3%8.1%20.1%9.0%0.0%-8.5%-3.9%1.7K-27.9K-660.00143.32N/AN/A01259
2025-05-19$24.50$21.8229.6%8.5%16.0%10.0%28.6%-3.8%-4.9%1.6K-20.3K-660.00141.88N/AN/A10226
2025-05-20$24.44$21.8230.1%8.6%14.5%10.3%0.0%-4.4%-3.7%1.6K-19.5K-650.00142.40N/AN/A00226
2025-05-21$23.94$23.8215.8%4.5%17.0%0.0%0.0%-0.9%13.9%1.2K-9.7K-600.00139.94N/AN/A00206
2025-05-22$23.88$23.8214.9%4.3%15.9%0.0%0.0%-0.1%13.3%1.1K-8.4K-540.00138.84N/AN/A00206
2025-05-23$23.63$23.8215.5%4.4%16.3%0.4%0.0%4.5%14.8%933-6.3K-530.00137.69N/AN/A00206
2025-05-27$24.01$23.8214.1%4.1%17.1%0.0%0.0%-1.5%9.6%1.2K-9.0K-480.00129.03N/AN/A00206
2025-05-28$23.87$23.8214.6%4.2%17.3%0.3%0.0%0.1%11.1%1.1K-7.8K-490.00129.85N/AN/A00206
2025-05-29$23.89$23.8214.4%4.1%17.1%0.2%0.0%-0.6%14.7%1.1K-7.8K-470.00139.19N/AN/A00206
2025-05-30$23.89$23.8214.2%4.1%16.8%0.0%0.0%0.2%10.3%1.0K-7.6K-450.00130.24N/AN/A00206