RNG Options History — December 2013

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

In December 2013, RNG traded between $15.83 and $18.42. ATM implied volatility averaged 48.6%. The 30-day expected move averaged 13.7%. IV traded above realized volatility by 19.4% (HV 20d: 29.3%). Max pain ranged from $17.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 2.86.

Notable Days

2013-12-20: Highest Volume — 21 contracts
2013-12-05: Largest IV drop — 17.4% change
2013-12-04: Largest Expected Move — 19.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$17.40	$15.83	$18.42	$15.83	$18.37
Max Pain	$17.50	$17.50	$17.50	$17.50	$17.50
ATM IV	48.6%	37.0%	66.2%	64.9%	42.6%
Expected Move	13.7%	10.6%	19.0%	18.6%	12.2%
HV 20d	29.3%	27.3%	32.2%	32.2%	29.3%
Term Structure	2.3%	-15.0%	13.6%	-10.6%	2.8%
VWIV	44.2%	44.2%	44.2%	44.2%	44.2%
Skew 25d	6.0%	-2.6%	13.9%	13.9%	-2.2%
Skew 10d	11.5%	-6.1%	16.9%	14.8%	5.8%
Call IV 25d	48.9%	41.7%	52.0%	50.6%	45.0%
Put IV 25d	55.0%	42.8%	64.5%	64.5%	42.8%
Bid-Ask Spread %	115.65	107.18	126.27	118.70	121.59
Gamma HHI	0.34	0.26	0.45	0.27	0.40
Net GEX	1.0K	577	1.3K	589	1.1K
Net DEX	-54.1K	-64.7K	-32.2K	-32.2K	-64.7K
Net VEX	-337	-442	-254	-255	-433
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.86	0.00	20.00	0.00	0.00
Total Volume	2.524	0	21	0	0
Total OI	83.476	61	114	61	114

Daily Data (21 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
2013-12-02	$15.83	$0.00	64.9%	18.6%	0.0%	0.0%	0.0%	13.9%	-10.6%	589	-32.2K	-255	0.00	118.70	N/A	N/A	0	0	49	12
2013-12-03	$16.14	$0.00	59.0%	16.9%	0.0%	0.0%	0.0%	-2.6%	-15.0%	596	-35.0K	-258	0.00	124.66	N/A	N/A	0	0	49	12
2013-12-04	$15.86	$0.00	66.2%	19.0%	0.0%	0.0%	0.0%	13.9%	-13.5%	577	-33.6K	-254	0.00	117.89	N/A	N/A	0	0	49	12
2013-12-05	$16.85	$0.00	54.7%	15.7%	32.2%	0.0%	0.0%	12.6%	-5.3%	631	-40.5K	-263	0.00	108.13	N/A	N/A	3	0	49	12
2013-12-06	$17.04	$17.50	51.2%	13.9%	31.4%	0.0%	0.0%	9.0%	1.1%	744	-44.5K	-272	0.00	108.54	N/A	N/A	11	0	52	12
2013-12-09	$17.27	$17.50	52.7%	13.4%	30.8%	0.0%	0.0%	7.8%	3.2%	1.0K	-53.6K	-313	0.00	109.00	N/A	N/A	0	0	63	12
2013-12-10	$17.16	$17.50	49.6%	13.7%	30.0%	0.0%	0.0%	9.7%	2.5%	995	-53.1K	-311	0.00	112.13	N/A	N/A	0	0	63	12
2013-12-11	$17.28	$17.50	51.2%	13.2%	29.3%	0.0%	0.0%	8.8%	4.9%	1.0K	-54.4K	-311	0.00	111.89	N/A	N/A	5	0	63	12
2013-12-12	$17.29	$17.50	44.6%	12.8%	28.5%	0.0%	0.0%	9.3%	6.8%	1.1K	-57.3K	-330	0.00	115.17	N/A	N/A	0	0	68	12
2013-12-13	$17.43	$17.50	46.7%	13.4%	27.5%	0.0%	0.0%	9.0%	5.6%	1.1K	-58.2K	-330	0.00	117.54	N/A	N/A	0	0	68	12
2013-12-16	$17.32	$17.50	46.6%	13.3%	27.3%	0.0%	0.0%	7.7%	5.4%	1.1K	-58.9K	-326	0.00	117.32	N/A	N/A	0	0	68	12
2013-12-17	$17.27	$17.50	47.6%	13.6%	27.3%	0.0%	0.0%	8.2%	4.1%	1.2K	-54.7K	-321	0.00	109.18	N/A	N/A	0	0	68	12
2013-12-18	$17.78	$17.50	49.4%	14.2%	28.7%	0.0%	0.0%	7.5%	2.4%	1.2K	-61.9K	-327	0.00	107.18	N/A	N/A	0	0	68	12
2013-12-19	$17.78	$17.50	44.2%	12.7%	28.5%	0.0%	44.2%	7.1%	7.3%	1.2K	-63.4K	-327	0.00	118.58	N/A	N/A	1	0	68	12
2013-12-20	$17.63	$17.50	45.4%	13.0%	28.6%	0.0%	0.0%	7.1%	4.6%	1.3K	-60.1K	-318	20.00	115.06	N/A	N/A	1	20	69	12
2013-12-23	$18.25	$17.50	41.4%	11.9%	30.6%	0.0%	0.0%	0.1%	7.8%	1.2K	-61.5K	-399	0.00	118.31	N/A	N/A	1	0	70	32
2013-12-24	$18.18	$17.50	43.1%	12.4%	29.1%	0.0%	0.0%	1.4%	6.3%	1.1K	-63.5K	-412	0.00	118.14	N/A	N/A	0	10	71	32
2013-12-26	$18.03	$17.50	45.6%	13.1%	29.0%	0.0%	0.0%	-2.4%	1.6%	1.1K	-58.0K	-442	0.00	112.96	N/A	N/A	0	0	71	42
2013-12-27	$18.42	$17.50	37.9%	10.9%	29.5%	0.0%	0.0%	1.4%	12.4%	1.1K	-62.9K	-434	0.00	120.33	N/A	N/A	1	0	71	42
2013-12-30	$18.31	$17.50	37.0%	10.6%	29.4%	0.0%	0.0%	-0.4%	13.6%	1.2K	-63.9K	-433	0.00	126.27	N/A	N/A	0	0	72	42
2013-12-31	$18.37	$17.50	42.6%	12.2%	29.3%	0.0%	0.0%	-2.2%	2.8%	1.1K	-64.7K	-433	0.00	121.59	N/A	N/A	0	0	72	42