RNG Options History — December 2020 In December 2020, RNG traded between $305.10 and $399.79. ATM implied volatility averaged 47.1%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 3.3% (HV 20d: 43.8%). Max pain ranged from $270.00 to $310.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 1.44.
Notable Days 2020-12-02 : Highest Volume — 7,900 contracts2020-12-07 : Largest IV spike — 5.6% change2020-12-22 : Highest IV Rank — 28.6%2020-12-02 : Largest Expected Move — 14.0%Monthly Statistics Metric Avg Min Max Open Close Price $364.01 $305.10 $399.79 $305.10 $377.82 Max Pain $283.64 $270.00 $310.00 $270.00 $310.00 ATM IV 47.1% 45.4% 48.7% 45.5% 47.5% Expected Move 13.5% 12.5% 14.0% 13.9% 12.5% HV 20d 43.8% 35.4% 61.3% 57.3% 35.4% HV 60d 47.4% 46.1% 50.1% 48.2% 47.3% IV Rank 26.1% 23.7% 28.6% 23.9% 25.7% IV Percentile 29.0% 23.8% 32.1% 27.8% 27.8% Term Structure 0.7% -0.4% 2.2% 1.4% 0.4% VWIV 48.1% 45.0% 50.6% 49.2% 45.0% Skew 25d 3.1% 0.6% 4.7% 2.8% 3.5% Skew 10d 6.6% 3.4% 9.0% 6.8% 6.9% Call IV 25d 46.1% 43.5% 48.3% 44.7% 45.9% Put IV 25d 49.2% 46.7% 51.5% 47.5% 49.5% Bid-Ask Spread % 66.71 58.33 76.61 58.63 76.61 Gamma HHI 0.10 0.06 0.23 0.06 0.23 Net GEX 5.0M -10.7M 11.3M 3.0M -10.7M Net DEX -358.2M -549.5M -173.8M -173.8M -232.7M Net VEX -997.8K -1.1M -841.4K -1.0M -1.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.44 0.51 3.74 0.64 3.74 Total Volume 3,662.818 1,313 7,900 2,809 3,914 Total OI 37,630.682 32,433 43,570 36,508 35,964
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 2020-12-01 $305.10 $270.00 45.5% 13.9% 57.3% 23.9% 49.2% 2.8% 1.4% 3.0M -173.8M -1.0M 0.64 58.63 N/A N/A 1,713 1,096 17,630 18,878 2020-12-02 $327.58 $270.00 46.4% 14.0% 61.3% 25.2% 49.6% 3.7% 1.3% 6.7M -315.4M -1.0M 0.51 58.33 N/A N/A 5,241 2,659 18,534 19,196 2020-12-03 $337.07 $270.00 46.0% 13.3% 59.6% 24.6% 47.9% 3.8% 2.2% 8.2M -368.8M -1.0M 0.91 61.09 N/A N/A 2,220 2,015 19,285 19,901 2020-12-04 $332.68 $280.00 45.4% 13.5% 58.2% 23.7% 48.0% 3.2% 1.9% 7.3M -336.4M -1.0M 2.27 66.14 N/A N/A 1,303 2,956 19,676 20,642 2020-12-07 $345.89 $280.00 48.0% 13.9% 58.6% 27.5% 50.6% 4.7% 0.4% 6.2M -347.3M -1.0M 0.67 64.48 N/A N/A 1,982 1,322 17,841 19,571 2020-12-08 $347.85 $280.00 47.9% 13.8% 42.9% 27.3% 49.6% 3.4% 0.8% 6.6M -356.2M -1.0M 0.92 64.11 N/A N/A 684 629 18,438 19,884 2020-12-09 $338.56 $280.00 47.6% 13.8% 43.4% 27.0% 48.9% 4.0% 0.6% 5.4M -300.9M -1.0M 0.85 65.22 N/A N/A 1,012 858 18,453 19,968 2020-12-10 $347.35 $280.00 47.4% 13.7% 43.7% 26.7% 49.5% 3.4% 0.5% 7.6M -359.6M -975.8K 1.00 67.19 N/A N/A 842 844 18,815 20,306 2020-12-11 $351.32 $280.00 46.9% 13.5% 38.8% 26.0% 49.1% 3.6% 0.0% 9.8M -388.0M -971.5K 1.82 65.92 N/A N/A 1,763 3,206 18,976 20,430 2020-12-14 $352.96 $280.00 46.5% 13.4% 37.7% 25.4% 47.3% 2.9% -0.2% 7.2M -350.1M -949.2K 1.02 67.44 N/A N/A 1,009 1,032 17,829 19,658 2020-12-15 $351.83 $280.00 45.9% 13.2% 37.3% 24.5% 47.5% 3.6% 0.1% 6.8M -341.9M -934.6K 0.80 69.00 N/A N/A 2,192 1,746 18,141 20,107 2020-12-16 $367.40 $280.00 46.1% 13.2% 39.1% 24.7% 46.6% 2.7% -0.3% 9.1M -434.8M -888.9K 1.00 69.01 N/A N/A 1,891 1,885 18,262 20,993 2020-12-17 $386.82 $280.00 48.1% 13.8% 40.2% 27.6% 48.7% 1.4% 0.2% 11.3M -544.0M -841.4K 0.89 63.41 N/A N/A 3,622 3,208 18,722 21,775 2020-12-18 $387.21 $280.00 47.1% 13.4% 40.4% 26.2% 47.7% 0.6% 0.8% 6.9M -549.5M -907.2K 1.30 64.79 N/A N/A 2,400 3,125 20,295 23,275 2020-12-21 $393.35 $290.00 48.3% 13.6% 40.1% 28.0% 49.3% 3.2% 0.8% 4.5M -372.5M -927.6K 2.07 63.95 N/A N/A 1,573 3,255 14,603 17,830 2020-12-22 $399.79 $290.00 48.7% 13.9% 37.7% 28.6% 48.6% 2.1% 0.3% 3.9M -413.2M -1.0M 0.88 66.87 N/A N/A 1,358 1,194 15,376 20,342 2020-12-23 $398.26 $290.00 47.4% 12.9% 36.2% 26.7% 46.6% 3.3% -0.4% 6.2M -411.0M -1.0M 1.93 68.92 N/A N/A 1,225 2,363 15,895 20,861 2020-12-24 $397.75 $290.00 46.3% 13.1% 36.7% 24.8% 46.0% 2.3% 1.4% 9.5M -405.6M -1.1M 2.09 71.47 N/A N/A 824 1,726 16,163 22,205 2020-12-28 $388.72 $290.00 47.9% 13.4% 39.3% 27.2% 47.5% 4.1% 0.9% -383.2K -305.7M -1.1M 2.23 71.15 N/A N/A 1,078 2,406 14,547 18,637 2020-12-29 $385.24 $290.00 48.2% 13.4% 40.1% 26.9% 48.5% 3.2% 0.9% -4.0M -271.0M -1.1M 2.48 71.81 N/A N/A 781 1,940 14,892 19,864 2020-12-30 $387.65 $300.00 47.5% 13.1% 39.9% 25.8% 47.1% 2.7% 0.8% -1.9M -303.1M -1.1M 1.71 72.16 N/A N/A 918 1,572 15,129 20,086 2020-12-31 $377.82 $310.00 47.5% 12.5% 35.4% 25.7% 45.0% 3.5% 0.4% -10.7M -232.7M -1.1M 3.74 76.61 N/A N/A 826 3,088 15,435 20,529
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