REI Options History — July 2014

In July 2014, REI traded between $17.30 and $17.30. ATM implied volatility averaged 113.4%. The 30-day expected move averaged 13.2%. Net GEX was positive for 0 of 1 trading days. Term structure was in contango for 1 of 1 days.

Notable Days

2014-07-31: Largest Expected Move — 13.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.30	$17.30	$17.30	$17.30	$17.30
ATM IV	113.4%	113.4%	113.4%	113.4%	113.4%
Expected Move	13.2%	13.2%	13.2%	13.2%	13.2%
Term Structure	57.3%	57.3%	57.3%	57.3%	57.3%
Bid-Ask Spread %	173.33	173.33	173.33	173.33	173.33
Net GEX	0	0	0	0	0
Net DEX	0	0	0	0	0
Net VEX	0	0	0	0	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	0	0	0	0	0
Total OI	0	0	0	0	0

Daily Data (1 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2014-07-31	$17.30	$0.00	113.4%	13.2%	0.0%	0.0%	0.0%	0.0%	57.3%	0	0	0	0.00	173.33	0	0	0	0