RDVI Options History — November 2025

In November 2025, RDVI traded between $24.89 and $26.00. ATM implied volatility averaged 31.6%, placing in the 16.4% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 19.3% (HV 20d: 12.3%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 0 of 19 days. Put/call ratio averaged 0.00.

Notable Days

  • 2025-11-20: Highest Volume — 100 contracts
  • 2025-11-12: Largest IV drop — 33.1% change
  • 2025-11-11: Highest IV Rank — 22.5%
  • 2025-11-04: Largest Expected Move — 9.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.55$24.89$26.00$25.63$25.82
ATM IV31.6%26.7%40.3%34.0%30.8%
Expected Move8.4%7.4%9.9%9.7%8.8%
HV 20d12.3%10.9%13.9%13.2%13.9%
HV 60d11.6%11.3%12.3%11.4%12.1%
IV Rank16.4%12.9%22.5%18.0%15.8%
IV Percentile53.8%25.0%86.1%67.9%55.6%
Term Structure-7.0%-9.8%-4.9%-9.8%-6.6%
Skew 25d2.4%1.0%4.0%1.0%1.1%
Skew 10d4.4%2.1%9.7%2.1%3.4%
Call IV 25d33.6%29.1%40.4%39.8%36.8%
Put IV 25d36.0%31.7%43.7%40.9%38.0%
Bid-Ask Spread %144.79138.23149.74149.56146.37
Gamma HHI0.920.791.001.001.00
Net GEX768259118
Net DEX-16.7K-257.0K-2.5K-2.5K-2.5K
Net VEX-1-2-1-1-1
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume5.316010000
Total OI6.789110211

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$25.63$0.0034.0%9.7%13.2%18.0%0.0%1.0%-9.8%11-2.5K-10.00149.56N/AN/A0010
2025-11-04$25.59$0.0034.4%9.9%12.9%18.4%0.0%2.8%-9.5%11-2.5K-10.00149.74N/AN/A0010
2025-11-05$25.84$0.0033.6%9.6%13.4%17.8%0.0%4.0%-9.1%14-2.5K-10.00149.43N/AN/A0010
2025-11-06$25.55$0.0035.4%7.4%13.8%19.1%0.0%2.0%-5.5%12-2.5K-10.00144.71N/AN/A0010
2025-11-07$25.61$0.0037.3%7.5%11.3%20.4%0.0%3.3%-5.3%11-2.5K-10.00144.10N/AN/A1010
2025-11-10$25.87$0.0039.1%7.4%11.1%21.7%0.0%2.6%-5.7%127-4.4K-20.00144.49N/AN/A0020
2025-11-11$25.88$0.0040.3%7.8%11.0%22.5%0.0%3.0%-6.3%120-4.4K-20.00146.69N/AN/A0020
2025-11-12$26.00$0.0026.9%7.7%11.0%13.0%0.0%2.5%-6.1%116-4.5K-20.00146.70N/AN/A0020
2025-11-13$25.66$0.0026.7%7.7%11.1%12.9%0.0%1.5%-6.5%128-4.3K-20.00144.01N/AN/A0020
2025-11-14$25.57$0.0027.9%8.0%10.9%13.8%0.0%2.8%-7.2%130-4.2K-20.00144.81N/AN/A0020
2025-11-17$25.13$0.0028.7%8.2%11.6%14.3%0.0%1.8%-8.6%173-3.9K-20.00141.51N/AN/A0020
2025-11-18$25.13$0.0029.6%8.5%11.6%14.9%0.0%1.9%-8.1%145-3.9K-20.00144.57N/AN/A0020
2025-11-19$25.23$0.0030.0%8.6%11.5%15.2%0.0%2.9%-8.9%145-4.0K-20.00144.35N/AN/A0020
2025-11-20$24.89$0.0028.2%8.1%12.0%13.9%0.0%1.4%-5.8%259-3.7K-20.00138.23N/AN/A100020
2025-11-21$25.20$0.0028.8%8.2%12.9%14.4%0.0%2.3%-4.9%14-257.0K-10.00141.19N/AN/A001020
2025-11-24$25.35$0.0030.3%8.7%12.8%15.4%0.0%3.4%-7.4%11-2.5K-10.00143.86N/AN/A0010
2025-11-25$25.70$0.0029.4%8.4%13.8%14.8%0.0%3.1%-5.2%9-2.5K-10.00142.03N/AN/A0010
2025-11-26$25.84$0.0029.5%8.5%13.9%14.9%0.0%2.2%-5.7%8-2.5K-10.00144.73N/AN/A0010
2025-11-28$25.82$0.0030.8%8.8%13.9%15.8%0.0%1.1%-6.6%8-2.5K-10.00146.37N/AN/A0010