RDVI Options History — January 2026

In January 2026, RDVI traded between $26.44 and $27.39. ATM implied volatility averaged 30.5%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 17.3% (HV 20d: 13.2%). Max pain ranged from $26.00 to $27.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2026-01-05: Highest Volume — 300 contracts
  • 2026-01-12: Largest IV spike — 109.8% change
  • 2026-01-13: Highest IV Rank — 37.5%
  • 2026-01-02: Largest Expected Move — 9.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.12$26.44$27.39$26.44$27.07
Max Pain$26.95$26.00$27.00$27.00$27.00
ATM IV30.5%20.1%61.2%33.2%25.6%
Expected Move7.1%5.0%9.5%9.5%7.3%
HV 20d13.2%10.6%14.5%10.6%14.5%
HV 60d12.6%12.1%13.1%12.5%13.0%
IV Rank15.6%8.1%37.5%17.5%12.1%
IV Percentile42.8%17.1%95.2%68.7%25.4%
Term Structure-3.6%-10.7%7.3%-10.7%-6.3%
VWIV15.8%12.7%18.9%12.7%18.9%
Skew 25d0.9%-0.9%6.5%3.3%0.0%
Skew 10d2.4%-0.7%14.4%2.1%0.5%
Call IV 25d29.6%19.4%37.3%37.3%35.3%
Put IV 25d30.5%24.8%40.6%40.6%35.3%
Bid-Ask Spread %151.40141.68155.81148.70150.26
Gamma HHI1.000.991.001.001.00
Net GEX53.0K15.3K68.2K15.3K58.5K
Net DEX-533.2K-739.5K-110.7K-110.7K-560.6K
Net VEX-1.1K-1.3K-206-206-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume25.45030080
Total OI371.05103407103406

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-01-02$26.44$27.0033.2%9.5%10.6%17.5%0.0%3.3%-10.7%15.3K-110.7K-2060.00148.70N/AN/A801030
2026-01-05$26.95$27.0020.1%5.0%12.5%8.1%12.7%4.4%7.3%23.4K-148.1K-2160.00150.00N/AN/A30001090
2026-01-06$27.26$27.0034.7%6.5%12.9%18.6%0.0%6.5%-1.8%61.8K-604.7K-1.3K0.00151.38N/AN/A004060
2026-01-07$26.99$27.0037.7%6.7%13.5%20.7%0.0%-0.3%-2.4%52.6K-542.8K-1.3K0.00154.88N/AN/A004060
2026-01-08$27.19$27.0038.9%6.7%13.6%21.6%0.0%1.0%-2.1%54.4K-585.8K-1.3K0.00154.40N/AN/A004060
2026-01-09$27.39$27.0025.6%6.8%12.8%12.1%0.0%0.8%-3.6%59.6K-636.3K-1.2K0.00153.42N/AN/A004060
2026-01-12$27.31$27.0053.7%7.0%12.8%32.1%0.0%-0.6%-2.8%55.3K-611.7K-1.2K0.00155.81N/AN/A004060
2026-01-13$27.07$27.0061.2%6.8%12.3%37.5%0.0%-0.9%-3.0%57.2K-556.5K-1.1K0.00151.71N/AN/A004060
2026-01-14$27.09$27.0024.8%7.1%12.2%11.5%0.0%0.0%-2.4%56.4K-561.2K-1.1K0.00154.40N/AN/A004060
2026-01-15$27.38$27.0025.0%7.2%12.3%11.6%0.0%-0.2%-3.9%63.5K-636.1K-1.1K0.00152.86N/AN/A10004060
2026-01-16$27.39$27.0024.9%7.2%11.6%11.6%0.0%-0.3%-4.1%41.2K-739.5K-1.0K0.00153.57N/AN/A004060
2026-01-20$26.91$27.0021.2%6.1%13.5%8.9%18.9%0.6%4.4%64.7K-360.8K-9200.00141.68N/AN/A10103060
2026-01-21$27.18$26.0024.1%6.9%13.8%11.0%0.0%-0.7%-8.0%68.2K-536.1K-1.2K0.00142.81N/AN/A004070
2026-01-22$27.06$27.0026.0%7.4%13.8%12.3%0.0%0.1%-5.4%53.8K-562.5K-1.2K0.00150.96N/AN/A004060
2026-01-23$26.88$27.0026.0%7.5%14.1%12.4%0.0%-0.2%-4.7%53.2K-523.0K-1.2K0.00151.66N/AN/A004060
2026-01-26$27.09$27.0027.9%8.0%14.3%13.7%0.0%2.2%-5.2%52.9K-568.2K-1.1K0.00153.14N/AN/A004060
2026-01-27$27.18$27.0028.9%8.3%14.3%14.4%0.0%1.3%-6.1%52.3K-587.4K-1.1K0.00154.66N/AN/A004060
2026-01-28$27.23$27.0025.3%7.3%14.2%11.9%0.0%0.6%-4.9%56.7K-598.9K-1.1K0.00152.94N/AN/A004060
2026-01-29$27.37$27.0025.8%7.4%14.2%12.2%0.0%1.0%-5.9%59.2K-632.8K-1.1K0.00148.68N/AN/A004060
2026-01-30$27.07$27.0025.6%7.3%14.5%12.1%0.0%0.0%-6.3%58.5K-560.6K-1.0K0.00150.26N/AN/A004060