RNG Options History — October 2020 In October 2020, RNG traded between $257.66 and $295.89. ATM implied volatility averaged 59.0%, placing in the 43.9% IV rank vs the trailing year. The 30-day expected move averaged 16.9%. IV traded above realized volatility by 20.7% (HV 20d: 38.3%). Max pain ranged from $260.00 to $270.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.69.
Notable Days 2020-10-20 : Highest Volume — 7,558 contracts2020-10-28 : Largest IV spike — 9.1% change2020-10-07 : Highest IV Rank — 47.8%2020-10-30 : Largest Expected Move — 18.8%Monthly Statistics Metric Avg Min Max Open Close Price $281.19 $257.66 $295.89 $279.98 $257.66 Max Pain $268.64 $260.00 $270.00 $260.00 $270.00 ATM IV 59.0% 55.6% 61.6% 56.7% 59.4% Expected Move 16.9% 14.6% 18.8% 14.7% 18.8% HV 20d 38.3% 30.9% 57.3% 57.3% 40.5% HV 60d 49.3% 47.0% 52.8% 52.8% 48.6% IV Rank 43.9% 38.9% 47.8% 40.4% 44.4% IV Percentile 65.3% 52.0% 74.6% 60.3% 64.7% Term Structure -1.1% -4.4% 8.0% 5.6% -1.3% VWIV 59.5% 51.7% 66.2% 51.7% 66.2% Skew 25d 3.1% 0.9% 5.1% 0.9% 4.3% Skew 10d 6.4% 3.0% 12.3% 10.6% 12.3% Call IV 25d 57.3% 51.8% 61.2% 54.3% 58.4% Put IV 25d 60.4% 55.2% 65.6% 55.2% 62.7% Bid-Ask Spread % 51.97 44.06 64.92 64.92 49.56 Gamma HHI 0.09 0.04 0.16 0.07 0.09 Net GEX 4.0M -2.7M 7.9M 5.2M -2.7M Net DEX -114.9M -202.2M 39.9M -153.5M 39.9M Net VEX -1.1M -1.2M -959.4K -1.2M -959.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.69 0.19 1.69 0.44 1.69 Total Volume 2,335.045 1,000 7,558 2,192 2,319 Total OI 36,819.318 30,574 40,321 39,720 36,828
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 2020-10-01 $279.98 $260.00 56.7% 14.7% 57.3% 40.4% 51.7% 0.9% 5.6% 5.2M -153.5M -1.2M 0.44 64.92 N/A N/A 1,524 668 20,070 19,650 2020-10-02 $277.18 $260.00 57.1% 14.6% 46.9% 41.0% 52.5% 5.0% 8.0% 6.7M -138.5M -1.2M 0.42 64.68 N/A N/A 1,934 806 20,521 19,800 2020-10-05 $274.68 $270.00 60.8% 17.6% 45.6% 46.5% 61.3% 4.4% -1.9% 3.4M -108.8M -1.2M 0.78 48.39 N/A N/A 1,144 897 19,448 18,251 2020-10-06 $281.43 $270.00 61.0% 17.6% 45.1% 46.9% 61.3% 3.5% -0.7% 5.2M -151.0M -1.2M 0.65 46.92 N/A N/A 1,092 705 19,907 18,633 2020-10-07 $290.12 $270.00 61.6% 17.4% 46.0% 47.8% 62.6% 5.1% -0.4% 6.8M -202.2M -1.2M 0.68 49.44 N/A N/A 1,424 969 20,044 18,942 2020-10-08 $281.10 $270.00 60.5% 16.7% 44.7% 46.1% 58.7% 2.8% -2.0% 5.6M -143.6M -1.1M 0.41 53.27 N/A N/A 1,870 765 20,292 19,261 2020-10-09 $287.72 $270.00 58.4% 16.3% 37.1% 43.0% 57.5% 2.8% 0.3% 7.9M -179.5M -1.1M 0.46 52.96 N/A N/A 685 315 20,612 19,616 2020-10-12 $286.62 $270.00 58.9% 16.4% 36.2% 43.8% 57.3% 3.0% -2.4% 6.8M -160.6M -1.1M 0.56 52.78 N/A N/A 786 440 19,563 16,897 2020-10-13 $284.83 $270.00 59.7% 16.5% 33.3% 45.0% 57.7% 2.7% -2.2% 7.1M -151.3M -1.1M 0.36 53.65 N/A N/A 1,148 416 19,947 17,024 2020-10-14 $277.60 $270.00 61.0% 17.0% 35.0% 46.8% 59.2% 1.6% -1.8% 5.3M -108.9M -1.0M 0.83 55.51 N/A N/A 1,146 952 20,456 17,245 2020-10-15 $275.47 $270.00 60.2% 16.8% 33.2% 45.7% 59.7% 2.1% -1.8% 4.1M -93.7M -1.1M 1.19 57.29 N/A N/A 1,153 1,367 20,890 17,748 2020-10-16 $281.60 $270.00 58.9% 16.6% 32.6% 43.8% 57.2% 2.2% -1.9% 6.0M -132.1M -1.1M 1.05 64.18 N/A N/A 940 984 21,285 18,374 2020-10-19 $283.40 $270.00 60.1% 17.2% 30.9% 45.6% 58.9% 3.6% -2.9% 1.9M -102.9M -1.0M 0.68 47.51 N/A N/A 660 447 14,559 16,015 2020-10-20 $295.89 $270.00 59.4% 17.0% 33.9% 44.5% 59.6% 3.3% -2.6% 3.5M -159.5M -1.0M 0.39 46.16 N/A N/A 5,455 2,103 14,866 16,139 2020-10-21 $291.94 $270.00 58.3% 16.7% 33.3% 42.9% 60.3% 2.3% -1.5% 5.8M -165.5M -1.1M 1.11 45.90 N/A N/A 1,716 1,905 18,066 17,573 2020-10-22 $283.88 $260.00 57.7% 16.7% 34.8% 41.9% 59.5% 1.3% -4.4% 4.0M -108.9M -1.1M 0.54 44.06 N/A N/A 1,428 773 18,086 17,867 2020-10-23 $285.38 $270.00 55.6% 16.1% 32.6% 38.9% 57.8% 1.6% -1.6% 3.9M -109.0M -1.1M 0.73 48.64 N/A N/A 2,464 1,796 17,900 18,201 2020-10-26 $283.39 $270.00 57.8% 17.4% 32.6% 42.1% 60.5% 4.4% -1.4% 1.5M -78.2M -1.0M 0.29 48.83 N/A N/A 1,136 332 16,359 18,245 2020-10-27 $287.65 $270.00 55.8% 17.0% 32.9% 39.1% 60.4% 3.0% -1.8% 2.3M -102.3M -1.0M 1.22 49.31 N/A N/A 550 669 16,345 18,345 2020-10-28 $271.17 $270.00 60.9% 18.8% 39.2% 46.7% 65.5% 3.7% -2.8% -812.5K -19.7M -1.0M 0.45 49.46 N/A N/A 1,017 456 16,482 18,272 2020-10-29 $267.50 $270.00 58.8% 18.2% 38.6% 43.6% 63.0% 4.5% -2.1% -1.7M 1.5M -966.8K 0.19 49.96 N/A N/A 1,699 316 16,778 18,623 2020-10-30 $257.66 $270.00 59.4% 18.8% 40.5% 44.4% 66.2% 4.3% -1.3% -2.7M 39.9M -959.4K 1.69 49.56 N/A N/A 861 1,458 18,067 18,761
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