REI Options History — June 2024

In June 2024, REI traded between $1.56 and $1.71. ATM implied volatility averaged 67.1%, placing in the 33.1% IV rank vs the trailing year. The 30-day expected move averaged 16.3%. IV traded above realized volatility by 12.9% (HV 20d: 54.2%). Max pain ranged from $1.00 to $1.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 0.13.

Notable Days

2024-06-14: Highest Volume — 10,187 contracts
2024-06-26: Largest IV spike — 87.2% change
2024-06-11: Highest IV Rank — 100.0%
2024-06-26: Largest Expected Move — 30.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$1.63	$1.56	$1.71	$1.69	$1.67
Max Pain	$1.37	$1.00	$1.50	$1.50	$1.50
ATM IV	67.1%	41.4%	150.9%	74.3%	70.9%
Expected Move	16.3%	11.3%	30.7%	21.3%	20.3%
HV 20d	54.2%	48.4%	58.3%	58.0%	48.7%
HV 60d	44.6%	42.3%	47.8%	47.8%	44.2%
IV Rank	33.1%	8.1%	100.0%	47.9%	32.9%
IV Percentile	63.5%	10.7%	100.0%	92.5%	89.3%
Term Structure	-10.5%	-125.2%	219.2%	-39.9%	-23.8%
VWIV	104.8%	40.4%	496.0%	104.7%	54.0%
Skew 25d	16.1%	-9.2%	124.1%	-7.2%	25.5%
Skew 10d	95.4%	-19.0%	298.5%	-19.0%	33.4%
Call IV 25d	47.1%	32.5%	65.4%	55.2%	49.7%
Put IV 25d	63.3%	38.2%	174.7%	48.0%	75.2%
Bid-Ask Spread %	115.87	82.56	143.76	109.78	121.75
Gamma HHI	0.32	0.30	0.34	0.32	0.34
Net GEX	65.5K	53.5K	77.5K	75.6K	74.1K
Net DEX	-2.8M	-3.3M	-2.1M	-3.3M	-3.1M
Net VEX	-25.1K	-27.9K	-22.5K	-27.2K	-25.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.13	0.00	0.89	0.04	0.00
Total Volume	777.632	17	10,187	129	74
Total OI	100,900.947	86,250	113,828	102,848	86,763

Daily Data (19 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
2024-06-03	$1.69	$1.50	74.3%	21.3%	58.0%	47.9%	104.7%	-7.2%	-39.9%	75.6K	-3.3M	-27.2K	0.04	109.78	124	5	90,726	12,122
2024-06-04	$1.65	$1.50	50.2%	14.4%	56.7%	20.9%	59.8%	-9.2%	12.3%	64.9K	-2.9M	-26.0K	0.00	89.36	541	2	90,777	12,118
2024-06-05	$1.69	$1.50	58.9%	16.9%	52.9%	30.6%	0.0%	-5.9%	-29.7%	74.6K	-3.0M	-25.7K	0.16	82.56	19	3	90,677	12,118
2024-06-06	$1.69	$1.50	71.0%	15.6%	52.4%	44.3%	98.1%	7.2%	-25.4%	74.1K	-3.2M	-25.7K	0.89	131.70	9	8	90,695	12,121
2024-06-07	$1.63	$1.50	79.1%	11.3%	53.7%	53.3%	496.0%	1.3%	-0.3%	63.7K	-2.6M	-23.5K	0.00	121.89	122	0	90,704	12,129
2024-06-10	$1.71	$1.00	81.5%	12.3%	56.7%	56.0%	86.0%	13.5%	-8.5%	77.5K	-3.2M	-25.9K	0.11	105.72	79	9	90,694	12,119
2024-06-11	$1.69	$1.00	150.9%	14.4%	56.6%	100.0%	0.0%	9.9%	-21.1%	76.0K	-3.1M	-25.5K	0.02	121.24	171	4	90,719	12,120
2024-06-12	$1.63	$1.00	68.4%	19.6%	57.8%	30.8%	83.2%	13.1%	-41.7%	61.3K	-2.5M	-23.6K	0.00	122.65	121	0	90,886	12,122
2024-06-13	$1.65	$1.00	54.4%	15.6%	58.1%	19.1%	0.0%	42.1%	-26.8%	58.9K	-3.2M	-26.3K	0.08	119.34	709	55	90,991	12,122
2024-06-14	$1.62	$1.00	43.6%	12.5%	58.3%	10.0%	62.2%	-0.3%	-11.8%	58.8K	-2.4M	-22.7K	0.00	143.76	10,185	2	91,538	12,177
2024-06-17	$1.60	$1.50	51.1%	14.7%	54.0%	16.3%	61.9%	79.9%	-7.6%	65.9K	-3.1M	-27.9K	0.00	121.68	199	0	101,454	12,177
2024-06-18	$1.56	$1.50	57.6%	16.5%	52.8%	21.7%	78.3%	-0.8%	-44.5%	66.4K	-2.5M	-25.0K	0.03	114.68	157	4	101,521	12,177
2024-06-20	$1.60	$1.50	41.4%	11.9%	53.8%	8.1%	40.4%	11.8%	219.2%	67.1K	-2.9M	-25.8K	0.00	118.35	386	0	101,502	12,181
2024-06-21	$1.56	$1.50	52.8%	15.1%	52.2%	17.7%	51.9%	124.1%	-7.3%	55.9K	-2.6M	-25.0K	0.61	121.22	458	280	101,648	12,180
2024-06-24	$1.63	$1.50	51.1%	14.6%	54.4%	16.3%	53.5%	0.7%	15.6%	57.6K	-2.5M	-24.6K	0.06	122.45	347	20	74,670	11,580
2024-06-25	$1.56	$1.50	57.2%	16.4%	55.8%	21.4%	72.8%	-1.1%	-26.4%	53.5K	-2.1M	-22.5K	0.00	97.65	165	0	74,814	11,564
2024-06-26	$1.58	$1.50	107.1%	30.7%	48.6%	63.3%	169.2%	-4.2%	-125.2%	59.1K	-2.3M	-22.9K	0.00	120.56	446	2	74,885	11,564
2024-06-27	$1.65	$1.50	53.2%	15.2%	48.4%	18.0%	54.0%	6.1%	-6.9%	60.4K	-2.7M	-24.6K	0.41	115.11	49	20	75,199	11,564
2024-06-28	$1.67	$1.50	70.9%	20.3%	48.7%	32.9%	0.0%	25.5%	-23.8%	74.1K	-3.1M	-25.9K	0.00	121.75	74	0	75,184	11,579