RNG Options History — June 2020 In June 2020, RNG traded between $250.49 and $292.46. ATM implied volatility averaged 55.4%, placing in the 38.5% IV rank vs the trailing year. The 30-day expected move averaged 15.5%. IV traded below realized volatility by 5.2% (HV 20d: 60.6%). Max pain ranged from $210.00 to $255.00. Net GEX was positive for 20 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.70.
Notable Days 2020-06-04 : Highest Volume — 8,527 contracts2020-06-26 : Largest IV spike — 14.2% change2020-06-29 : Highest IV Rank — 50.8%2020-06-29 : Largest Expected Move — 17.3%Monthly Statistics Metric Avg Min Max Open Close Price $271.64 $250.49 $292.46 $279.93 $284.35 Max Pain $224.77 $210.00 $255.00 $255.00 $255.00 ATM IV 55.4% 50.1% 63.6% 56.8% 62.6% Expected Move 15.5% 14.2% 17.3% 15.8% 16.1% HV 20d 60.6% 55.2% 70.6% 57.8% 70.6% HV 60d 79.8% 67.3% 93.1% 92.4% 70.6% IV Rank 38.5% 30.7% 50.8% 40.7% 49.2% IV Percentile 74.7% 67.9% 82.9% 78.2% 82.1% Term Structure 0.3% -4.0% 5.7% -1.0% -0.5% VWIV 54.3% 49.4% 61.4% 56.6% 57.4% Skew 25d 3.7% 0.6% 6.3% 6.3% 2.4% Skew 10d 5.7% -4.3% 12.5% 12.5% 8.3% Call IV 25d 53.9% 48.1% 61.0% 54.9% 60.3% Put IV 25d 57.6% 51.3% 64.6% 61.2% 62.7% Bid-Ask Spread % 65.97 56.60 78.56 56.60 61.83 Gamma HHI 0.08 0.05 0.20 0.08 0.05 Net GEX 2.5M -2.1M 7.5M 1.7M 3.4M Net DEX -158.9M -262.4M -67.4M -165.7M -193.7M Net VEX -856.7K -1.1M -680.7K -686.2K -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.70 0.26 1.41 0.58 0.60 Total Volume 3,365.318 934 8,527 2,087 1,944 Total OI 26,994.273 19,810 32,461 19,810 31,356
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 2020-06-01 $279.93 $255.00 56.8% 15.8% 57.8% 40.7% 56.6% 6.3% -1.0% 1.7M -165.7M -686.2K 0.58 56.60 N/A N/A 1,318 769 11,046 8,764 2020-06-02 $272.43 $255.00 54.0% 15.0% 55.2% 36.5% 52.5% 2.6% -1.7% 1.4M -143.7M -680.7K 0.53 58.16 N/A N/A 1,215 638 11,458 9,225 2020-06-03 $272.13 $255.00 50.1% 14.2% 55.3% 30.7% 49.4% 5.5% 3.1% 1.1M -147.4M -705.7K 0.90 60.08 N/A N/A 492 442 12,099 9,552 2020-06-04 $252.22 $210.00 53.0% 14.7% 60.8% 35.0% 51.7% 5.8% -1.0% 85.5K -78.7M -681.6K 0.76 61.90 N/A N/A 4,833 3,694 12,139 9,613 2020-06-05 $250.49 $210.00 51.9% 14.2% 57.8% 33.3% 50.0% 1.8% 2.3% -465.3K -67.4M -757.4K 1.37 66.43 N/A N/A 1,703 2,332 14,297 11,147 2020-06-08 $259.64 $210.00 53.1% 14.6% 58.4% 35.1% 51.2% 5.8% -1.8% 1.1M -113.1M -788.4K 0.71 64.97 N/A N/A 1,070 759 13,792 10,951 2020-06-09 $258.39 $210.00 53.7% 15.0% 56.7% 36.1% 51.4% 4.3% -0.8% 918.5K -107.4M -794.3K 0.48 64.35 N/A N/A 770 366 14,087 11,373 2020-06-10 $275.18 $210.00 53.5% 15.3% 61.2% 35.7% 53.8% 5.7% -0.1% 2.8M -175.6M -807.3K 0.47 72.43 N/A N/A 2,405 1,124 14,240 11,583 2020-06-11 $258.12 $210.00 58.9% 16.8% 64.9% 43.7% 59.2% 4.3% -1.2% 648.6K -100.5M -836.9K 0.91 69.41 N/A N/A 1,125 1,019 14,902 12,264 2020-06-12 $259.84 $210.00 60.3% 16.9% 63.8% 45.8% 58.9% 3.6% -1.4% -2.1M -104.0M -820.0K 0.66 67.99 N/A N/A 2,073 1,378 14,972 12,624 2020-06-15 $269.46 $210.00 56.8% 16.2% 62.3% 40.5% 56.1% 3.5% 1.3% 1.6M -147.9M -845.1K 0.35 72.68 N/A N/A 1,779 621 14,399 11,426 2020-06-16 $276.99 $210.00 53.3% 15.3% 56.1% 35.4% 53.6% 2.4% -0.5% 3.7M -191.3M -836.3K 0.54 72.99 N/A N/A 3,008 1,639 15,245 11,905 2020-06-17 $270.90 $210.00 53.4% 15.3% 56.7% 35.6% 53.7% 4.4% -4.0% 3.0M -160.2M -864.4K 0.26 78.18 N/A N/A 3,178 818 15,805 12,925 2020-06-18 $283.98 $210.00 51.8% 14.8% 59.0% 33.2% 51.4% 3.5% -1.6% 7.5M -244.6M -889.5K 0.54 74.15 N/A N/A 1,763 947 17,070 13,181 2020-06-19 $277.09 $220.00 52.2% 15.1% 59.7% 33.9% 53.0% 4.3% -0.6% 3.9M -204.2M -907.1K 0.86 78.56 N/A N/A 2,053 1,766 18,606 13,855 2020-06-22 $287.31 $220.00 53.3% 15.0% 60.8% 35.4% 52.8% 3.8% 1.9% 5.3M -230.9M -911.9K 0.49 62.40 N/A N/A 2,004 991 16,171 11,014 2020-06-23 $279.14 $220.00 52.8% 14.8% 60.0% 34.7% 52.3% 2.2% 4.2% 4.9M -196.8M -947.0K 1.22 61.59 N/A N/A 2,430 2,964 17,073 11,768 2020-06-24 $268.45 $220.00 55.5% 15.5% 62.0% 38.7% 54.7% 0.6% 3.7% 2.2M -140.1M -940.9K 0.59 65.81 N/A N/A 1,779 1,041 17,243 12,217 2020-06-25 $278.20 $240.00 55.1% 15.5% 62.3% 38.1% 54.2% 0.9% 5.7% 4.5M -195.3M -984.2K 1.41 60.15 N/A N/A 1,281 1,812 17,756 12,741 2020-06-26 $292.46 $240.00 63.0% 17.1% 62.8% 49.8% 61.4% 3.5% 1.6% 6.9M -262.4M -1.0M 0.37 59.76 N/A N/A 5,508 2,054 18,104 14,034 2020-06-29 $269.42 $255.00 63.6% 17.3% 68.6% 50.8% 60.1% 3.7% -0.4% 1.7M -124.7M -1.0M 0.79 61.01 N/A N/A 1,751 1,381 16,916 12,936 2020-06-30 $284.35 $255.00 62.6% 16.1% 70.6% 49.2% 57.4% 2.4% -0.5% 3.4M -193.7M -1.1M 0.60 61.83 N/A N/A 1,216 728 17,480 13,876
« May 2020 | All History | Jul 2020 » Home RNG History June 2020