RNG Options History — July 2020 In July 2020, RNG traded between $252.74 and $296.21. ATM implied volatility averaged 62.7%, placing in the 49.4% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 1.4% (HV 20d: 61.3%). Max pain ranged from $260.00 to $280.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.92.
Notable Days 2020-07-17 : Highest Volume — 8,680 contracts2020-07-13 : Largest IV spike — 9.9% change2020-07-13 : Highest IV Rank — 59.2%2020-07-13 : Largest Expected Move — 19.4%Monthly Statistics Metric Avg Min Max Open Close Price $278.43 $252.74 $296.21 $292.42 $289.94 Max Pain $266.82 $260.00 $280.00 $260.00 $260.00 ATM IV 62.7% 57.8% 69.3% 61.0% 57.8% Expected Move 17.7% 15.8% 19.4% 15.8% 17.0% HV 20d 61.3% 49.7% 71.2% 71.2% 50.5% HV 60d 61.6% 58.3% 70.7% 70.7% 58.3% IV Rank 49.4% 42.1% 59.2% 46.9% 42.1% IV Percentile 79.1% 69.0% 86.5% 81.3% 69.0% Term Structure -1.4% -4.9% 1.8% 1.8% -2.1% VWIV 64.7% 53.8% 74.3% 56.5% 60.8% Skew 25d 4.7% -0.3% 9.2% 1.4% 4.2% Skew 10d 10.9% 4.8% 17.8% 5.4% 13.0% Call IV 25d 61.3% 56.7% 70.7% 60.1% 57.6% Put IV 25d 66.0% 60.0% 71.6% 61.5% 61.8% Bid-Ask Spread % 42.52 29.37 72.37 68.51 53.97 Gamma HHI 0.06 0.04 0.12 0.06 0.12 Net GEX 2.8M -2.3M 8.1M 4.7M 8.1M Net DEX -148.3M -235.2M 8.6M -229.4M -225.0M Net VEX -1.2M -1.3M -1.0M -1.1M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.30 1.61 1.31 1.11 Total Volume 4,057.818 751 8,680 2,556 3,150 Total OI 41,493.727 30,811 49,398 31,967 47,465
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 2020-07-01 $292.42 $260.00 61.0% 15.8% 71.2% 46.9% 56.5% 1.4% 1.8% 4.7M -229.4M -1.1M 1.31 68.51 N/A N/A 1,107 1,449 17,634 14,333 2020-07-02 $289.61 $260.00 58.8% 16.0% 65.0% 43.6% 53.8% 2.0% 0.8% 5.2M -211.8M -1.1M 0.97 72.37 N/A N/A 1,340 1,301 17,595 15,234 2020-07-06 $290.80 $280.00 62.8% 17.3% 64.8% 49.5% 63.4% 6.9% -1.9% 1.8M -186.4M -1.0M 1.48 37.14 N/A N/A 3,085 4,554 15,916 14,895 2020-07-07 $287.96 $280.00 64.1% 17.5% 64.2% 51.6% 63.6% 7.0% -1.5% 992.3K -165.9M -1.1M 0.93 36.70 N/A N/A 389 362 16,583 16,608 2020-07-08 $294.72 $280.00 62.6% 17.5% 64.4% 49.2% 74.3% 4.6% -1.8% 1.8M -201.1M -1.1M 1.61 33.35 N/A N/A 778 1,252 16,771 16,744 2020-07-09 $296.21 $280.00 63.1% 17.2% 60.8% 50.0% 65.0% 4.1% -2.2% 2.7M -215.7M -1.1M 0.78 36.82 N/A N/A 1,055 828 17,476 17,656 2020-07-10 $284.28 $280.00 63.1% 17.9% 57.9% 49.9% 64.8% 9.2% -2.1% -1.1M -146.4M -1.1M 1.07 41.50 N/A N/A 3,852 4,131 17,608 18,184 2020-07-13 $262.85 $280.00 69.3% 19.4% 65.0% 59.2% 67.9% 4.6% -0.8% -650.8K -43.9M -1.1M 0.58 29.37 N/A N/A 4,602 2,686 18,877 19,494 2020-07-14 $260.74 $280.00 69.1% 19.1% 63.7% 58.9% 68.4% 1.4% -1.9% -1.4M -21.6M -1.2M 0.45 33.50 N/A N/A 2,299 1,032 21,398 21,065 2020-07-15 $257.61 $270.00 67.9% 19.0% 62.8% 57.1% 72.7% -0.3% -1.2% -1.1M -19.0M -1.2M 1.02 35.06 N/A N/A 4,172 4,236 22,774 21,291 2020-07-16 $252.74 $260.00 67.5% 18.8% 62.7% 56.5% 68.9% 0.8% -2.3% -2.3M 8.6M -1.1M 0.94 35.15 N/A N/A 1,989 1,867 23,698 22,693 2020-07-17 $258.34 $260.00 62.3% 17.1% 60.6% 48.8% 62.5% 4.4% -4.9% -1.1M -38.8M -1.2M 0.75 49.02 N/A N/A 4,948 3,732 25,687 23,711 2020-07-20 $273.87 $260.00 64.1% 18.2% 64.0% 51.5% 65.8% 4.2% -2.9% 3.9M -156.5M -1.2M 0.37 33.50 N/A N/A 2,783 1,038 21,089 19,889 2020-07-21 $286.17 $260.00 61.6% 17.6% 64.7% 47.7% 67.1% 4.8% -1.6% 6.1M -235.2M -1.3M 0.95 41.09 N/A N/A 3,858 3,677 21,965 20,509 2020-07-22 $282.09 $260.00 62.8% 18.0% 64.0% 49.5% 64.7% 6.0% -2.2% 6.1M -210.8M -1.3M 0.47 40.48 N/A N/A 1,587 748 23,319 22,856 2020-07-23 $276.04 $260.00 60.2% 17.3% 62.9% 45.7% 60.9% 7.1% -1.3% 5.5M -170.0M -1.3M 1.08 45.52 N/A N/A 3,019 3,263 23,804 23,281 2020-07-24 $267.60 $260.00 62.0% 17.9% 62.5% 48.3% 60.7% 4.3% -0.7% 3.3M -98.6M -1.3M 0.46 45.13 N/A N/A 1,497 693 23,800 25,205 2020-07-27 $278.28 $260.00 60.3% 17.9% 61.4% 45.8% 62.7% 5.7% -0.0% 5.0M -175.8M -1.3M 0.30 41.02 N/A N/A 1,854 559 22,336 24,019 2020-07-28 $277.04 $260.00 59.9% 17.6% 53.8% 45.2% 61.9% 6.1% -1.6% 3.9M -147.7M -1.2M 1.56 36.63 N/A N/A 574 896 21,572 24,220 2020-07-29 $283.37 $260.00 59.4% 18.1% 50.8% 44.5% 63.5% 7.8% -1.5% 5.0M -187.9M -1.3M 0.92 45.22 N/A N/A 915 841 21,715 24,783 2020-07-30 $282.82 $260.00 60.0% 18.0% 49.7% 45.4% 72.6% 7.7% 1.2% 5.2M -183.7M -1.2M 1.18 44.38 N/A N/A 584 690 21,841 25,269 2020-07-31 $289.94 $260.00 57.8% 17.0% 50.5% 42.1% 60.8% 4.2% -2.1% 8.1M -225.0M -1.2M 1.11 53.97 N/A N/A 1,490 1,660 21,812 25,653
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