RNG Options History — October 2018 In October 2018, RNG traded between $69.82 and $90.11. ATM implied volatility averaged 60.1%, placing in the 69.7% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 13.0% (HV 20d: 47.1%). Max pain ranged from $80.00 to $85.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 2.11.
Notable Days 2018-10-19 : Highest Volume — 5,094 contracts2018-10-08 : Largest IV spike — 27.5% change2018-10-25 : Highest IV Rank — 100.0%2018-10-30 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $79.41 $69.82 $90.11 $90.11 $78.04 Max Pain $81.96 $80.00 $85.00 $85.00 $80.00 ATM IV 60.1% 36.6% 77.7% 36.6% 75.3% Expected Move 17.5% 10.5% 22.3% 10.5% 21.6% HV 20d 47.1% 35.6% 63.3% 35.6% 63.3% HV 60d 40.8% 36.8% 43.7% 36.8% 43.2% IV Rank 69.7% 14.3% 100.0% 14.3% 94.9% IV Percentile 88.9% 44.4% 100.0% 44.4% 98.8% Term Structure -10.7% -20.7% 8.2% 7.3% -20.7% VWIV 63.0% 36.9% 81.9% 36.9% 81.9% Skew 25d 7.0% 3.9% 11.1% 3.9% 10.3% Skew 10d 14.5% 8.5% 20.3% 11.5% 20.3% Call IV 25d 59.0% 36.4% 75.2% 36.4% 72.7% Put IV 25d 66.0% 40.3% 85.1% 40.3% 83.0% Bid-Ask Spread % 26.92 16.73 52.38 30.36 28.19 Gamma HHI 0.23 0.17 0.32 0.23 0.27 Net GEX -76.4K -777.0K 509.9K 195.3K 509.9K Net DEX 1.6M -14.6M 20.6M -14.6M -10.5M Net VEX -122.7K -146.7K -93.3K -93.3K -146.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.11 0.35 5.09 2.24 2.40 Total Volume 2,685.696 1,573 5,094 1,573 2,311 Total OI 14,138.478 10,272 18,380 10,272 14,699
Daily Data (23 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 2018-10-01 $90.11 $85.00 36.6% 10.5% 35.6% 14.3% 36.9% 3.9% 7.3% 195.3K -14.6M -93.3K 2.24 30.36 N/A N/A 485 1,088 4,845 5,427 2018-10-02 $87.20 $85.00 40.1% 11.5% 36.3% 23.0% 44.5% 4.3% 6.9% 107.6K -8.0M -101.9K 4.04 30.28 N/A N/A 464 1,875 4,930 5,802 2018-10-03 $88.33 $85.00 37.2% 10.7% 35.9% 15.9% 42.7% 4.2% 8.2% 122.3K -9.7M -105.6K 4.47 23.96 N/A N/A 430 1,921 5,029 6,068 2018-10-04 $84.53 $85.00 39.6% 13.6% 38.5% 21.8% 49.0% 5.6% -5.9% 28.4K -1.7M -102.9K 3.01 16.73 N/A N/A 475 1,428 5,078 6,192 2018-10-05 $84.20 $85.00 42.5% 14.3% 38.3% 28.9% 51.5% 5.4% -6.6% 46.1K -1.8M -103.8K 5.09 20.61 N/A N/A 429 2,185 5,125 6,291 2018-10-08 $80.73 $85.00 54.1% 16.0% 38.8% 57.7% 55.1% 5.6% -9.2% -440.9K 8.8M -105.9K 0.72 23.11 N/A N/A 1,234 888 5,196 7,689 2018-10-09 $81.94 $85.00 53.3% 16.6% 39.6% 55.7% 57.7% 5.8% -10.7% -391.0K 6.0M -109.6K 1.68 24.54 N/A N/A 641 1,080 5,675 7,948 2018-10-10 $76.87 $85.00 62.2% 17.8% 43.8% 77.6% 64.0% 5.8% -11.1% -489.1K 16.4M -102.6K 1.78 23.01 N/A N/A 1,421 2,533 5,701 7,997 2018-10-11 $75.15 $85.00 66.5% 19.1% 43.8% 88.2% 63.1% 6.2% -15.4% -700.1K 20.6M -111.5K 0.48 42.00 N/A N/A 2,928 1,417 6,074 9,085 2018-10-12 $80.19 $80.00 61.5% 17.6% 51.1% 75.8% 64.6% 7.6% -13.0% -355.2K 3.6M -135.3K 2.48 32.34 N/A N/A 764 1,898 8,001 9,163 2018-10-15 $80.56 $80.00 62.5% 17.9% 48.8% 78.5% 67.3% 7.3% -14.5% -254.5K 1.8M -128.7K 1.59 22.44 N/A N/A 755 1,201 8,027 9,023 2018-10-16 $82.31 $80.00 61.1% 17.5% 48.4% 74.8% 63.3% 7.2% -13.0% 38.1K -5.7M -136.2K 1.15 28.49 N/A N/A 1,089 1,248 8,282 9,030 2018-10-17 $81.24 $80.00 61.5% 17.6% 47.5% 76.0% 66.0% 8.2% -14.8% -89.5K -2.3M -131.7K 1.30 24.44 N/A N/A 1,085 1,411 8,474 8,966 2018-10-18 $78.79 $80.00 61.7% 17.7% 47.9% 76.5% 63.7% 8.0% -13.3% -777.0K 6.6M -124.3K 1.09 21.59 N/A N/A 1,256 1,374 8,761 8,989 2018-10-19 $75.64 $80.00 67.2% 19.3% 49.1% 89.9% 68.0% 7.6% -16.7% 204.7K 9.9M -124.6K 3.32 18.26 N/A N/A 1,180 3,914 9,466 8,914 2018-10-22 $78.52 $80.00 65.3% 18.7% 51.0% 85.2% 68.6% 7.3% -13.3% 43.1K -1.4M -144.6K 2.31 16.96 N/A N/A 971 2,245 6,588 6,128 2018-10-23 $77.68 $80.00 64.6% 18.5% 49.4% 83.5% 69.2% 6.7% -12.6% 11.1K -243.3K -143.5K 1.75 17.07 N/A N/A 937 1,638 6,654 6,253 2018-10-24 $72.98 $80.00 66.6% 19.1% 52.6% 88.6% 67.3% 8.3% -13.3% -90.3K 6.4M -128.1K 0.96 38.66 N/A N/A 846 812 6,630 5,923 2018-10-25 $74.99 $80.00 71.5% 20.5% 54.2% 100.0% 69.8% 6.9% -16.2% -32.8K 2.9M -133.7K 0.35 19.09 N/A N/A 2,882 1,011 6,682 6,140 2018-10-26 $72.37 $80.00 77.6% 22.3% 54.8% 100.0% 78.3% 7.9% -16.1% 171.9K 2.3M -141.0K 1.87 39.42 N/A N/A 807 1,513 8,514 6,177 2018-10-29 $69.82 $80.00 76.1% 21.8% 54.9% 96.8% 77.2% 11.1% -11.4% 105.2K 6.9M -127.2K 1.61 52.38 N/A N/A 984 1,580 8,809 5,976 2018-10-30 $74.15 $80.00 77.7% 22.3% 60.0% 100.0% 79.2% 10.0% -20.3% 278.6K -169.1K -140.0K 2.86 25.12 N/A N/A 812 2,325 8,830 5,934 2018-10-31 $78.04 $80.00 75.3% 21.6% 63.3% 94.9% 81.9% 10.3% -20.7% 509.9K -10.5M -146.7K 2.40 28.19 N/A N/A 679 1,632 8,818 5,881
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