RNG Options History — November 2013

Name: RNG Options Analytics - November 2013
Creator: Options Analysis Suite

In November 2013, RNG traded between $15.87 and $16.98. ATM implied volatility averaged 58.4%. The 30-day expected move averaged 16.5%. Net GEX was positive for 7 of 12 trading days. Term structure was in contango for 1 of 12 days. Put/call ratio averaged 0.24.

Notable Days

2013-11-19: Highest Volume — 61 contracts
2013-11-25: Largest IV spike — 25.3% change
2013-11-27: Largest Expected Move — 18.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$16.35	$15.87	$16.98	$16.98	$15.87
ATM IV	58.4%	47.4%	72.2%	72.2%	61.4%
Expected Move	16.5%	13.6%	18.1%	17.2%	17.6%
Term Structure	-11.0%	-21.6%	0.0%	-21.6%	-9.0%
Skew 25d	12.1%	9.4%	13.7%	9.4%	13.7%
Skew 10d	13.6%	7.7%	15.5%	7.7%	14.6%
Call IV 25d	48.8%	33.8%	51.2%	33.8%	50.4%
Put IV 25d	60.9%	43.1%	64.2%	43.1%	64.2%
Bid-Ask Spread %	106.17	90.47	118.32	99.40	118.32
Gamma HHI	0.27	0.27	0.28	0.28	0.27
Net GEX	344	0	611	0	587
Net DEX	-20.7K	-38.7K	0	0	-32.7K
Net VEX	-155	-273	0	0	-258
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.24	0.24	0.24	0.24	0.24
Total Volume	5.083	0	61	0	0
Total OI	35.583	0	61	0	61

Daily Data (12 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 Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2013-11-13	$16.98	$0.00	72.2%	17.2%	0.0%	0.0%	0.0%	0.0%	-21.6%	0	0	0	0.00	99.40	N/A	N/A	0	0	0	0
2013-11-14	$16.64	$0.00	59.2%	17.0%	0.0%	0.0%	0.0%	0.0%	-20.2%	0	0	0	0.00	98.60	N/A	N/A	0	0	0	0
2013-11-15	$16.47	$0.00	47.4%	13.6%	0.0%	0.0%	0.0%	0.0%	-7.9%	0	0	0	0.00	90.47	N/A	N/A	0	0	0	0
2013-11-18	$16.43	$0.00	58.9%	16.9%	0.0%	0.0%	0.0%	9.4%	-21.6%	0	0	0	0.00	102.58	N/A	N/A	0	0	0	0
2013-11-19	$16.35	$0.00	56.2%	16.1%	0.0%	0.0%	0.0%	11.9%	-8.4%	0	0	0	0.24	100.65	N/A	N/A	49	12	0	0
2013-11-20	$16.57	$0.00	59.0%	16.9%	0.0%	0.0%	0.0%	10.7%	-11.2%	611	-38.7K	-273	0.00	108.30	N/A	N/A	0	0	49	12
2013-11-21	$16.47	$0.00	49.8%	14.3%	0.0%	0.0%	0.0%	11.6%	0.0%	593	-37.8K	-271	0.00	104.68	N/A	N/A	0	0	49	12
2013-11-22	$16.46	$0.00	49.6%	14.2%	0.0%	0.0%	0.0%	11.2%	-1.0%	602	-37.5K	-271	0.00	106.82	N/A	N/A	0	0	49	12
2013-11-25	$16.10	$0.00	62.1%	17.8%	0.0%	0.0%	0.0%	13.7%	-12.0%	575	-34.9K	-265	0.00	114.65	N/A	N/A	0	0	49	12
2013-11-26	$15.94	$0.00	61.9%	17.7%	0.0%	0.0%	0.0%	13.2%	-9.1%	585	-33.1K	-261	0.00	114.20	N/A	N/A	0	0	49	12
2013-11-27	$15.97	$0.00	63.0%	18.1%	0.0%	0.0%	0.0%	13.5%	-10.7%	576	-33.5K	-261	0.00	115.39	N/A	N/A	0	0	49	12
2013-11-29	$15.87	$0.00	61.4%	17.6%	0.0%	0.0%	0.0%	13.7%	-9.0%	587	-32.7K	-258	0.00	118.32	N/A	N/A	0	0	49	12