RNG Options History — August 2020 In August 2020, RNG traded between $265.37 and $305.26. ATM implied volatility averaged 49.1%, placing in the 29.1% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded below realized volatility by 3.1% (HV 20d: 52.2%). Max pain ranged from $265.00 to $280.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 1.04.
Notable Days 2020-08-03 : Highest Volume — 14,854 contracts2020-08-07 : Largest IV spike — 16.5% change2020-08-03 : Highest IV Rank — 42.6%2020-08-03 : Largest Expected Move — 18.1%Monthly Statistics Metric Avg Min Max Open Close Price $287.17 $265.37 $305.26 $305.26 $291.24 Max Pain $277.98 $265.00 $280.00 $265.00 $280.00 ATM IV 49.1% 44.7% 58.1% 58.1% 50.9% Expected Move 14.0% 12.7% 18.1% 18.1% 14.9% HV 20d 52.2% 44.1% 59.8% 53.7% 44.1% HV 60d 57.7% 54.3% 60.3% 58.3% 54.3% IV Rank 29.1% 22.7% 42.6% 42.6% 31.8% IV Percentile 52.2% 44.4% 69.4% 69.4% 53.6% Term Structure 0.0% -1.2% 2.1% -1.1% 0.8% VWIV 49.5% 44.3% 63.9% 63.9% 49.9% Skew 25d 5.5% 2.9% 8.8% 6.5% 6.6% Skew 10d 12.1% 7.2% 19.5% 14.8% 10.0% Call IV 25d 46.7% 42.4% 55.9% 55.9% 47.3% Put IV 25d 52.2% 46.3% 62.4% 62.4% 53.9% Bid-Ask Spread % 59.95 50.42 72.07 53.12 56.10 Gamma HHI 0.08 0.05 0.37 0.07 0.07 Net GEX 3.5M -11.9M 8.9M 5.0M 3.9M Net DEX -161.9M -250.2M 9.2M -250.2M -158.2M Net VEX -1.1M -1.2M -1.0M -1.2M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.42 3.42 1.38 3.42 Total Volume 3,739.714 1,255 14,854 14,854 2,303 Total OI 41,996.048 28,678 50,009 42,413 31,071
Daily Data (21 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 2020-08-03 $305.26 $265.00 58.1% 18.1% 53.7% 42.6% 63.9% 6.5% -1.1% 5.0M -250.2M -1.2M 1.38 53.12 N/A N/A 6,229 8,625 18,966 23,447 2020-08-04 $295.23 $277.50 49.1% 14.0% 55.1% 29.2% 50.7% 8.8% -0.4% 3.3M -190.6M -1.1M 0.90 54.76 N/A N/A 4,837 4,369 21,374 28,301 2020-08-05 $291.28 $275.00 50.4% 14.1% 54.6% 31.2% 55.1% 5.9% -1.1% 2.5M -173.8M -1.2M 0.89 56.37 N/A N/A 1,658 1,470 21,224 28,082 2020-08-06 $288.11 $270.00 47.8% 13.6% 54.7% 27.2% 47.7% 4.7% 0.2% 1.6M -166.2M -1.1M 0.58 61.80 N/A N/A 1,695 984 21,759 28,041 2020-08-07 $266.29 $270.00 55.6% 15.6% 59.8% 38.9% 54.4% 8.0% -1.2% -11.9M 9.2M -1.1M 1.88 56.04 N/A N/A 3,916 7,381 21,999 28,010 2020-08-10 $265.37 $280.00 53.1% 14.9% 52.8% 35.1% 54.2% 7.1% -0.2% 1.2M -58.6M -1.2M 0.81 54.92 N/A N/A 1,732 1,411 21,103 23,503 2020-08-11 $281.46 $280.00 54.1% 15.2% 56.5% 36.6% 53.3% 6.3% -0.9% 4.8M -166.2M -1.2M 0.79 59.60 N/A N/A 3,203 2,533 21,922 24,214 2020-08-12 $280.71 $280.00 50.9% 14.5% 56.3% 31.9% 51.1% 6.2% -0.7% 4.8M -160.6M -1.2M 0.83 63.05 N/A N/A 939 778 22,048 24,942 2020-08-13 $287.49 $280.00 49.3% 14.0% 56.0% 29.5% 50.2% 6.9% -0.5% 5.2M -203.4M -1.2M 0.59 63.76 N/A N/A 1,522 897 22,131 25,077 2020-08-14 $284.43 $280.00 46.4% 13.7% 56.0% 25.2% 48.0% 2.9% 2.1% 2.6M -186.3M -1.1M 1.10 64.39 N/A N/A 814 899 22,114 25,016 2020-08-17 $293.64 $280.00 46.8% 13.4% 53.4% 25.7% 46.9% 5.1% -0.2% 5.6M -209.2M -1.1M 0.43 66.32 N/A N/A 1,322 573 19,959 23,433 2020-08-18 $290.90 $280.00 44.8% 12.9% 51.3% 22.9% 44.3% 4.6% 0.1% 6.1M -194.7M -1.1M 1.24 69.95 N/A N/A 752 935 20,217 23,700 2020-08-19 $289.10 $280.00 44.7% 12.8% 51.1% 22.7% 45.3% 4.4% 1.7% 5.8M -182.1M -1.1M 1.55 71.45 N/A N/A 597 928 20,532 24,260 2020-08-20 $291.59 $280.00 44.9% 12.8% 50.4% 23.0% 44.3% 4.6% 0.5% 6.8M -196.2M -1.1M 0.69 72.07 N/A N/A 748 518 20,581 24,541 2020-08-21 $290.68 $280.00 44.8% 12.7% 48.9% 22.8% 44.3% 3.5% -0.0% 8.9M -189.1M -1.1M 0.44 70.78 N/A N/A 1,595 701 20,552 24,843 2020-08-24 $283.22 $280.00 46.4% 13.1% 48.1% 25.2% 44.3% 4.5% -0.7% 2.3M -122.6M -1.0M 1.09 53.94 N/A N/A 1,119 1,221 16,057 12,621 2020-08-25 $283.67 $280.00 45.8% 13.0% 48.1% 24.3% 45.9% 6.0% 0.4% 2.1M -125.7M -1.0M 0.96 50.42 N/A N/A 758 726 16,506 13,346 2020-08-26 $290.23 $280.00 48.5% 13.5% 48.1% 28.4% 48.0% 3.1% 0.3% 3.6M -156.4M -1.1M 0.68 52.96 N/A N/A 2,701 1,831 16,755 13,655 2020-08-27 $287.33 $280.00 47.6% 13.7% 48.3% 26.9% 47.6% 5.3% 0.8% 3.4M -141.8M -1.1M 1.13 52.51 N/A N/A 590 665 18,124 14,731 2020-08-28 $293.39 $280.00 50.0% 14.4% 48.0% 30.5% 49.0% 4.4% 0.1% 6.0M -178.0M -1.1M 0.42 54.63 N/A N/A 1,446 613 18,248 14,912 2020-08-31 $291.24 $280.00 50.9% 14.9% 44.1% 31.8% 49.9% 6.6% 0.8% 3.9M -158.2M -1.1M 3.42 56.10 N/A N/A 521 1,782 17,762 13,309
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