RDVI Options History — March 2026

In March 2026, RDVI traded between $24.83 and $27.01. ATM implied volatility averaged 33.8%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 8.9%. IV traded above realized volatility by 17.3% (HV 20d: 16.5%). Max pain ranged from $26.00 to $28.82. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 0.30.

Notable Days

  • 2026-03-30: Highest Volume — 201 contracts
  • 2026-03-20: Largest IV spike — 41.1% change
  • 2026-03-20: Highest IV Rank — 27.6%
  • 2026-03-20: Largest Expected Move — 12.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.94$24.83$27.01$27.01$25.51
Max Pain$26.65$26.00$28.82$28.82$26.00
ATM IV33.8%25.8%47.4%31.4%25.8%
Expected Move8.9%6.4%12.3%9.0%7.4%
HV 20d16.5%15.3%20.9%15.6%20.9%
HV 60d14.9%13.5%17.3%13.5%17.3%
IV Rank18.0%12.2%27.6%16.2%12.2%
IV Percentile69.5%27.0%94.0%65.9%27.0%
Term Structure-5.7%-13.1%5.8%-6.0%5.8%
VWIV30.9%30.9%30.9%30.9%30.9%
Skew 25d5.3%1.2%19.2%4.5%4.9%
Skew 10d3.2%1.3%5.1%5.1%2.9%
Call IV 25d33.5%18.2%48.5%34.6%38.9%
Put IV 25d38.8%31.2%50.7%39.2%43.8%
Bid-Ask Spread %90.1347.78150.02146.8347.78
Gamma HHI0.850.551.001.000.99
Net GEX29.6K-10373.9K-10373.9K
Net DEX-245.3K-655.9K2.2K2.1K-655.9K
Net VEX-428-1.3K-1-2-1.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.002.000.100.00
Total Volume41.545020100
Total OI242.04516101610

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$27.01$28.8231.4%9.0%15.6%16.2%0.0%4.5%-6.0%-1032.1K-20.00146.83N/AN/A0001
2026-03-03$26.63$28.8232.0%9.2%15.7%16.7%30.9%3.9%-6.0%-872.2K-10.10144.74N/AN/A1001001
2026-03-04$26.87$26.8232.9%9.4%15.5%17.3%0.0%4.2%-7.2%13.1K-139.0K-2480.00149.01N/AN/A0010011
2026-03-05$26.54$0.0033.6%7.1%16.1%17.8%0.0%2.6%-2.7%13.1K-119.6K-2430.00136.50N/AN/A0010011
2026-03-06$26.05$0.0037.6%10.3%17.2%20.6%0.0%3.6%-11.9%11.7K-93.5K-2350.00150.02N/AN/A0010011
2026-03-09$26.20$0.0037.2%7.6%15.3%20.4%0.0%4.0%-2.9%13.4K-97.3K-2070.00131.65N/AN/A0010011
2026-03-10$26.19$0.0042.0%7.9%15.3%23.8%0.0%2.9%-4.6%13.0K-97.6K-2000.00136.46N/AN/A0010011
2026-03-11$26.12$0.0036.8%10.6%15.3%20.1%0.0%3.0%-13.1%12.5K-94.3K-1950.00149.20N/AN/A0010011
2026-03-12$25.69$0.0029.3%6.4%16.1%14.8%0.0%2.5%-4.9%13.8K-21.2K-1170.0063.76N/AN/A200010011
2026-03-13$25.55$0.0028.2%0.0%15.3%13.9%0.0%1.2%-5.0%37.9K-299.7K-4440.0057.00N/AN/A0030011
2026-03-16$25.77$0.0035.5%8.7%15.7%19.1%0.0%2.9%-5.6%42.2K-329.7K-3512.0060.59N/AN/A1230011
2026-03-17$26.04$0.0034.3%8.2%16.1%18.3%0.0%2.6%-5.1%42.5K-381.9K-3070.0061.78N/AN/A0030111
2026-03-18$25.82$0.0035.2%8.9%15.8%18.9%0.0%2.1%-6.7%42.7K-340.2K-2580.0060.72N/AN/A0030111
2026-03-19$25.91$0.0033.6%8.1%15.9%17.8%0.0%2.6%-3.7%48.3K-350.7K-1920.0054.29N/AN/A0030111
2026-03-20$25.54$0.0047.4%12.3%16.3%27.6%0.0%2.2%-8.0%51.0K-260.0K-740.0074.33N/AN/A200030111
2026-03-23$26.04$26.0028.2%8.9%17.2%13.9%0.0%19.2%-4.6%24.7K-262.6K-5720.0063.47N/AN/A100020110
2026-03-24$26.02$26.0032.4%8.9%16.7%16.9%0.0%7.3%-5.4%35.5K-391.8K-8250.0062.83N/AN/A0030110
2026-03-25$25.98$26.0030.9%9.2%16.3%15.9%0.0%13.4%-5.9%36.7K-384.5K-8100.0062.01N/AN/A100030110
2026-03-26$25.36$26.0034.7%9.9%17.9%18.6%0.0%10.4%-7.3%43.6K-421.5K-1.0K0.0053.28N/AN/A0040110
2026-03-27$24.94$26.0033.8%9.7%18.3%17.9%0.0%8.5%-6.0%40.3K-344.3K-9410.0059.17N/AN/A0040110
2026-03-30$24.83$26.0031.4%9.0%18.2%16.2%0.0%7.6%-8.3%40.4K-316.2K-8340.0057.43N/AN/A201040110
2026-03-31$25.51$26.0025.8%7.4%20.9%12.2%0.0%4.9%5.8%73.9K-655.9K-1.3K0.0047.78N/AN/A0060010