RNG Options History — October 2019 In October 2019, RNG traded between $121.63 and $176.36. ATM implied volatility averaged 46.9%, placing in the 26.7% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded below realized volatility by 41.7% (HV 20d: 88.6%). Max pain ranged from $130.00 to $160.00. Net GEX was positive for 18 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 1.96.
Notable Days 2019-10-04 : Highest Volume — 12,258 contracts2019-10-18 : Largest IV spike — 14.0% change2019-10-31 : Highest IV Rank — 40.0%2019-10-31 : Largest Expected Move — 15.7%Monthly Statistics Metric Avg Min Max Open Close Price $159.90 $121.63 $176.36 $123.28 $161.38 Max Pain $153.26 $130.00 $160.00 $135.00 $160.00 ATM IV 46.9% 43.0% 54.7% 43.5% 54.7% Expected Move 13.5% 12.3% 15.7% 12.5% 15.7% HV 20d 88.6% 39.3% 98.2% 39.4% 97.0% HV 60d 61.0% 39.4% 66.1% 39.4% 62.4% IV Rank 26.7% 20.3% 40.0% 21.0% 40.0% IV Percentile 66.0% 54.8% 90.1% 56.7% 90.1% Term Structure -3.0% -9.2% 2.7% 2.7% -9.2% VWIV 48.1% 43.7% 53.7% 43.7% 53.3% Skew 25d 7.1% 6.0% 8.3% 7.3% 6.9% Skew 10d 15.7% 13.4% 18.5% 14.2% 16.9% Call IV 25d 44.0% 39.8% 51.3% 41.3% 51.3% Put IV 25d 51.1% 46.0% 58.1% 48.6% 58.1% Bid-Ask Spread % 53.57 43.38 75.45 75.45 45.52 Gamma HHI 0.16 0.08 0.34 0.20 0.11 Net GEX 282.3K -1.9M 1.9M -1.8M 728.5K Net DEX -87.3M -172.2M 27.8M 20.1M -68.4M Net VEX -381.3K -444.0K -225.5K -283.9K -399.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.96 0.55 4.57 1.20 4.57 Total Volume 3,345.261 216 12,258 216 1,904 Total OI 30,361.13 21,719 40,286 21,719 27,261
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 2019-10-01 $123.28 $135.00 43.5% 12.5% 39.4% 21.0% 43.7% 7.3% 2.7% -1.8M 20.1M -283.9K 1.20 75.45 N/A N/A 98 118 8,645 13,074 2019-10-02 $121.63 $135.00 47.1% 13.5% 39.3% 27.1% 47.9% 8.3% 2.1% -1.9M 27.8M -282.2K 3.35 73.47 N/A N/A 181 607 8,741 13,133 2019-10-03 $127.43 $130.00 44.5% 13.5% 43.8% 22.8% 47.5% 6.7% -3.3% -1.5M 5.8M -296.3K 3.02 55.67 N/A N/A 252 761 8,799 13,644 2019-10-04 $162.10 $130.00 45.4% 13.2% 96.5% 24.2% 44.3% 7.0% -2.8% 631.9K -112.5M -225.5K 0.88 57.14 N/A N/A 6,505 5,753 8,921 13,884 2019-10-07 $172.92 $140.00 43.9% 12.9% 97.2% 21.6% 46.2% 6.5% -1.6% 1.4M -152.7M -300.1K 1.10 52.47 N/A N/A 5,532 6,083 12,110 17,280 2019-10-08 $172.42 $155.00 44.9% 13.4% 93.4% 23.3% 47.9% 6.4% -1.2% 1.2M -149.2M -406.7K 1.23 51.60 N/A N/A 2,662 3,266 14,627 21,122 2019-10-09 $174.02 $160.00 44.6% 12.8% 93.2% 22.9% 46.9% 6.9% -1.0% 960.7K -146.9M -444.0K 1.68 51.80 N/A N/A 1,100 1,849 15,181 22,502 2019-10-10 $174.07 $160.00 44.4% 12.7% 93.2% 22.6% 46.3% 6.4% -0.6% 911.9K -156.3M -422.1K 1.68 49.46 N/A N/A 535 901 15,362 23,166 2019-10-11 $173.80 $160.00 43.2% 12.4% 93.0% 20.5% 45.5% 6.3% -0.2% 1.0M -156.2M -427.1K 1.41 46.79 N/A N/A 842 1,184 15,516 23,391 2019-10-14 $176.30 $160.00 43.3% 12.4% 92.7% 20.7% 43.9% 6.0% -2.0% 1.8M -172.2M -397.4K 2.04 54.01 N/A N/A 860 1,755 15,579 23,777 2019-10-15 $176.36 $160.00 43.0% 12.3% 92.7% 20.3% 43.8% 6.9% -1.6% 1.9M -171.2M -409.0K 1.20 51.83 N/A N/A 565 677 15,800 23,635 2019-10-16 $170.83 $160.00 44.8% 12.8% 94.1% 23.2% 44.3% 7.0% -1.8% 117.3K -139.2M -422.3K 1.91 51.63 N/A N/A 1,819 3,479 15,935 23,613 2019-10-17 $170.39 $160.00 43.1% 12.4% 94.2% 20.3% 45.0% 7.1% -0.4% -873.9K -138.1M -422.1K 3.32 49.46 N/A N/A 357 1,186 16,019 24,267 2019-10-18 $161.33 $160.00 49.1% 14.1% 97.1% 30.6% 47.5% 7.9% -4.3% -1.7M -84.4M -422.5K 1.49 46.23 N/A N/A 3,446 5,121 16,119 24,050 2019-10-21 $160.35 $160.00 47.6% 13.6% 97.2% 28.0% 48.9% 7.1% -3.3% 1.0M -60.4M -414.4K 2.72 50.04 N/A N/A 741 2,019 12,275 11,323 2019-10-22 $152.97 $160.00 48.5% 13.9% 96.9% 29.4% 53.0% 7.6% -3.9% 75.5K -32.3M -393.4K 3.96 56.03 N/A N/A 1,229 4,868 11,458 12,301 2019-10-23 $148.98 $155.00 48.3% 13.8% 97.8% 29.1% 47.3% 7.1% -4.5% 13.2K -28.7M -377.8K 2.09 43.38 N/A N/A 345 721 11,315 13,173 2019-10-24 $155.15 $150.00 48.2% 13.8% 98.2% 28.9% 52.6% 7.0% -4.5% 404.0K -49.2M -384.1K 3.35 47.89 N/A N/A 595 1,992 11,434 13,393 2019-10-25 $160.60 $155.00 48.6% 13.9% 97.6% 29.6% 52.4% 6.9% -4.9% 460.0K -61.7M -409.8K 0.55 53.93 N/A N/A 1,569 860 11,447 14,676 2019-10-28 $159.36 $160.00 52.5% 15.1% 97.8% 36.3% 51.9% 7.9% -8.4% 339.7K -55.6M -405.6K 0.59 55.97 N/A N/A 560 330 11,514 14,889 2019-10-29 $158.29 $160.00 52.7% 15.1% 97.4% 36.6% 53.7% 7.6% -7.6% 362.2K -52.1M -409.1K 0.70 56.09 N/A N/A 655 459 11,771 14,985 2019-10-30 $163.76 $160.00 52.0% 14.9% 97.2% 35.5% 52.5% 8.1% -7.3% 844.4K -74.5M -414.2K 0.98 56.28 N/A N/A 303 297 12,038 15,161 2019-10-31 $161.38 $160.00 54.7% 15.7% 97.0% 40.0% 53.3% 6.9% -9.2% 728.5K -68.4M -399.9K 4.57 45.52 N/A N/A 342 1,562 12,094 15,167
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