RNG Options History — July 2019 In July 2019, RNG traded between $114.42 and $142.85. ATM implied volatility averaged 38.5%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 11.3%. IV traded above realized volatility by 10.4% (HV 20d: 28.0%). Max pain ranged from $110.00 to $130.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 1.69.
Notable Days 2019-07-29 : Highest Volume — 11,901 contracts2019-07-30 : Largest IV drop — 25.6% change2019-07-29 : Highest IV Rank — 30.4%2019-07-29 : Largest Expected Move — 14.1%Monthly Statistics Metric Avg Min Max Open Close Price $123.36 $114.42 $142.85 $116.04 $142.85 Max Pain $114.32 $110.00 $130.00 $115.00 $130.00 ATM IV 38.5% 32.3% 49.0% 33.2% 33.5% Expected Move 11.3% 9.3% 14.1% 9.5% 9.6% HV 20d 28.0% 21.7% 44.9% 31.2% 44.2% HV 60d 33.8% 32.3% 40.3% 33.9% 40.3% IV Rank 12.5% 2.0% 30.4% 3.5% 4.1% IV Percentile 33.9% 3.6% 66.7% 6.3% 9.5% Term Structure -1.4% -9.9% 7.7% 7.3% 1.8% VWIV 41.8% 32.0% 51.9% 32.8% 35.3% Skew 25d 4.5% 3.0% 5.5% 3.1% 4.0% Skew 10d 8.3% 5.7% 12.6% 5.8% 7.8% Call IV 25d 37.6% 30.9% 47.0% 31.6% 32.5% Put IV 25d 42.1% 33.8% 52.5% 34.7% 36.4% Bid-Ask Spread % 46.31 24.00 78.32 78.32 57.90 Gamma HHI 0.26 0.10 0.44 0.27 0.21 Net GEX 960.2K 161.2K 2.3M 457.7K 1.2M Net DEX -30.5M -76.6M -8.7M -14.4M -76.6M Net VEX -194.2K -260.9K -162.7K -197.5K -260.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.69 0.23 6.68 0.41 3.28 Total Volume 1,927.682 246 11,901 498 3,997 Total OI 14,873.909 9,998 24,687 14,728 24,687
Daily Data (22 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 2019-07-01 $116.04 $115.00 33.2% 9.5% 31.2% 3.5% 32.8% 3.1% 7.3% 457.7K -14.4M -197.5K 0.41 78.32 N/A N/A 352 146 6,953 7,775 2019-07-02 $114.42 $115.00 32.4% 9.3% 28.6% 2.3% 32.4% 3.7% 7.6% 217.4K -8.7M -194.2K 0.49 74.66 N/A N/A 165 81 6,977 7,742 2019-07-03 $116.28 $115.00 32.3% 9.3% 28.6% 2.0% 32.0% 3.0% 7.7% 547.0K -14.8M -192.2K 0.52 76.33 N/A N/A 216 113 7,003 7,743 2019-07-05 $117.97 $110.00 32.4% 11.5% 28.4% 2.2% 40.7% 4.1% -1.0% 793.2K -20.0M -189.9K 0.27 34.55 N/A N/A 418 114 6,982 7,787 2019-07-08 $120.13 $110.00 34.1% 11.9% 29.1% 5.1% 43.8% 4.3% -1.9% 1.2M -28.4M -184.2K 0.23 36.16 N/A N/A 640 150 7,057 7,835 2019-07-09 $121.58 $110.00 33.4% 11.9% 29.4% 3.9% 42.3% 4.6% -2.0% 1.3M -32.0M -179.1K 0.96 36.09 N/A N/A 497 476 6,938 7,864 2019-07-10 $122.33 $110.00 41.8% 12.0% 26.5% 18.2% 42.9% 4.0% -2.6% 1.4M -34.4M -176.5K 0.50 35.11 N/A N/A 1,113 558 6,901 8,172 2019-07-11 $122.00 $110.00 41.1% 11.8% 26.2% 17.0% 43.6% 4.7% -2.1% 1.3M -31.6M -174.8K 1.37 37.78 N/A N/A 452 621 6,767 8,376 2019-07-12 $122.99 $110.00 39.7% 11.4% 26.3% 14.6% 44.1% 4.9% -1.5% 1.5M -34.2M -170.0K 1.82 41.61 N/A N/A 296 538 6,737 8,406 2019-07-15 $123.14 $110.00 40.3% 11.6% 26.2% 15.7% 46.6% 4.2% -2.8% 1.7M -35.0M -162.7K 0.77 40.49 N/A N/A 564 434 6,744 8,402 2019-07-16 $121.99 $110.00 41.6% 11.9% 26.3% 17.8% 42.8% 5.3% -3.6% 1.8M -30.1M -178.8K 1.27 44.38 N/A N/A 622 787 6,837 8,800 2019-07-17 $124.20 $115.00 39.7% 11.4% 26.9% 14.7% 44.4% 5.0% -2.3% 2.0M -37.5M -183.1K 1.19 41.43 N/A N/A 746 887 6,941 9,112 2019-07-18 $123.53 $115.00 39.5% 11.3% 27.0% 14.3% 43.7% 4.9% -2.9% 2.3M -35.0M -191.2K 0.85 46.77 N/A N/A 1,018 865 7,025 9,404 2019-07-19 $121.76 $115.00 40.9% 11.7% 27.0% 16.6% 43.5% 5.1% -3.5% 655.0K -30.9M -194.6K 0.89 47.79 N/A N/A 1,024 911 7,229 9,598 2019-07-22 $121.16 $115.00 41.8% 12.0% 21.8% 18.2% 40.4% 4.9% -3.7% 161.2K -18.7M -196.4K 0.27 48.96 N/A N/A 285 77 4,623 5,375 2019-07-23 $120.44 $115.00 41.4% 11.9% 21.7% 17.5% 46.6% 4.3% -3.4% 216.8K -18.1M -198.0K 6.68 45.70 N/A N/A 122 815 4,853 5,433 2019-07-24 $125.08 $115.00 40.3% 11.6% 22.4% 15.7% 45.2% 5.0% -3.5% 320.0K -24.9M -195.3K 5.58 46.99 N/A N/A 142 793 4,838 6,155 2019-07-25 $123.07 $115.00 40.7% 11.7% 23.7% 16.3% 44.9% 4.5% -3.9% 292.4K -22.2M -195.0K 4.91 48.01 N/A N/A 172 844 4,860 6,141 2019-07-26 $127.82 $115.00 40.8% 11.7% 24.7% 16.4% 42.6% 5.0% -3.9% 412.0K -29.2M -193.7K 1.19 47.76 N/A N/A 533 635 4,929 6,200 2019-07-29 $125.50 $115.00 49.0% 14.1% 26.1% 30.4% 51.9% 5.5% -9.9% 278.2K -24.4M -209.8K 2.30 28.01 N/A N/A 3,610 8,291 5,107 6,607 2019-07-30 $139.69 $125.00 36.5% 10.5% 44.9% 9.2% 37.3% 4.2% -0.9% 1.1M -69.0M -255.5K 1.45 24.00 N/A N/A 2,973 4,316 8,279 15,032 2019-07-31 $142.85 $130.00 33.5% 9.6% 44.2% 4.1% 35.3% 4.0% 1.8% 1.2M -76.6M -260.9K 3.28 57.90 N/A N/A 934 3,063 9,074 15,613
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