RDVI Options History — June 2025

In June 2025, RDVI traded between $23.95 and $24.66. ATM implied volatility averaged 24.2%, placing in the 7.5% IV rank vs the trailing year. The 30-day expected move averaged 7.3%. IV traded above realized volatility by 11.1% (HV 20d: 13.2%). Max pain ranged from $23.82 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-06-18: Highest Volume — 100 contracts
  • 2025-06-25: Largest IV spike — 65.3% change
  • 2025-06-25: Highest IV Rank — 13.8%
  • 2025-06-25: Largest Expected Move — 9.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.26$23.95$24.66$23.95$24.66
Max Pain$24.65$23.82$25.00$23.82$25.00
ATM IV24.2%14.3%32.8%14.9%18.9%
Expected Move7.3%4.1%9.4%4.3%5.4%
HV 20d13.2%10.3%16.3%16.2%10.4%
HV 60d31.9%31.3%32.5%32.5%31.3%
IV Rank7.5%0.1%13.8%0.6%3.5%
IV Percentile19.3%0.8%56.3%2.0%5.2%
Term Structure3.5%-7.8%32.5%14.1%19.4%
VWIV15.0%5.4%33.0%6.7%33.0%
Skew 25d1.1%-30.9%23.4%-30.9%-0.6%
Skew 10d3.3%-1.0%14.2%4.3%1.8%
Call IV 25d34.5%12.7%108.6%108.6%29.4%
Put IV 25d35.6%22.9%77.7%77.7%28.8%
Bid-Ask Spread %150.17135.43172.81172.81149.19
Gamma HHI0.760.220.980.220.98
Net GEX14.4K1.1K42.0K1.1K42.0K
Net DEX-108.1K-340.7K-8.1K-8.1K-340.7K
Net VEX-271-800-39-43-800
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume19.1010002
Total OI126.92630726307

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-06-02$23.95$23.8214.9%4.3%16.2%0.6%0.0%-30.9%14.1%1.1K-8.1K-430.00172.81N/AN/A00206
2025-06-03$24.12$23.8214.3%4.1%16.3%0.1%0.0%-8.7%13.3%1.2K-9.4K-410.00140.25N/AN/A00206
2025-06-04$24.13$23.8214.7%4.2%16.2%0.4%0.0%-7.9%9.5%1.2K-10.2K-430.00135.43N/AN/A00206
2025-06-05$24.08$0.0014.5%6.9%16.3%0.3%0.0%2.4%-1.3%1.1K-8.9K-390.00143.42N/AN/A300206
2025-06-06$24.34$0.0021.9%7.7%16.1%5.7%0.0%1.8%-1.1%6.7K-40.7K-1010.00153.83N/AN/A500506
2025-06-09$24.36$0.0024.7%7.9%15.9%7.9%0.0%1.9%-4.6%16.5K-83.2K-1710.00152.54N/AN/A00986
2025-06-10$24.37$0.0024.4%8.2%12.7%7.6%0.0%1.5%-3.2%15.8K-84.9K-1610.00153.18N/AN/A00986
2025-06-11$24.27$0.0027.6%7.9%12.4%10.0%0.0%2.9%-3.5%15.5K-76.8K-1500.00151.98N/AN/A00986
2025-06-12$24.27$0.0027.6%7.9%12.1%10.0%0.0%1.8%-2.2%13.0K-84.1K-1470.00152.36N/AN/A00986
2025-06-13$23.95$0.0028.3%8.1%12.7%10.5%0.0%1.2%-3.9%12.0K-22.3K-700.00151.17N/AN/A00986
2025-06-16$24.23$0.0029.3%8.4%13.3%11.3%0.0%4.5%-3.7%15.9K-70.3K-1010.00153.07N/AN/A00986
2025-06-17$24.06$0.0029.5%8.5%13.5%11.4%0.0%2.4%-7.8%13.8K-62.6K-910.00150.75N/AN/A00986
2025-06-18$24.09$0.0030.4%8.7%13.5%12.1%6.7%7.8%32.5%13.9K-64.0K-790.00149.29N/AN/A1000986
2025-06-20$24.04$25.0030.1%8.6%11.3%11.9%0.0%1.4%-4.1%9.6K-100.2K-2690.00152.79N/AN/A10001986
2025-06-23$24.29$25.0031.1%8.9%11.8%12.6%0.0%8.0%-5.3%20.6K-205.8K-6350.00147.67N/AN/A002052
2025-06-24$24.57$25.0019.8%5.7%11.6%4.2%0.0%3.9%17.5%21.8K-231.6K-6410.00146.61N/AN/A002052
2025-06-25$24.44$25.0032.8%9.4%10.6%13.8%0.0%2.3%-7.5%21.7K-218.3K-6250.00150.38N/AN/A002052
2025-06-26$24.45$25.0031.9%9.1%10.3%13.2%0.0%3.0%-6.5%20.4K-222.0K-6140.00150.46N/AN/A002052
2025-06-27$24.52$25.0017.8%5.1%10.3%2.7%5.4%23.4%18.3%25.1K-218.9K-6080.00146.17N/AN/A10002052
2025-06-30$24.66$25.0018.9%5.4%10.4%3.5%33.0%-0.6%19.4%42.0K-340.7K-8000.00149.19N/AN/A023052