RNG Options History — March 2021 In March 2021, RNG traded between $282.02 and $383.59. ATM implied volatility averaged 47.4%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 13.7%. IV traded below realized volatility by 7.4% (HV 20d: 54.8%). Max pain ranged from $320.00 to $390.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 1.74.
Notable Days 2021-03-31 : Highest Volume — 5,810 contracts2021-03-03 : Largest IV spike — 10.8% change2021-03-05 : Highest IV Rank — 17.9%2021-03-08 : Largest Expected Move — 15.2%Monthly Statistics Metric Avg Min Max Open Close Price $324.49 $282.02 $383.59 $383.59 $299.53 Max Pain $337.17 $320.00 $390.00 $390.00 $320.00 ATM IV 47.4% 42.5% 53.4% 46.9% 43.8% Expected Move 13.7% 12.4% 15.2% 13.0% 13.2% HV 20d 54.8% 43.9% 58.7% 45.6% 48.2% HV 60d 45.1% 39.2% 47.9% 41.1% 47.9% IV Rank 7.6% 0.0% 17.9% 5.4% 3.3% IV Percentile 15.7% 0.0% 38.5% 13.5% 1.2% Term Structure 0.4% -3.4% 6.0% -2.2% 3.1% VWIV 48.0% 43.1% 53.7% 47.1% 44.8% Skew 25d 4.7% 1.5% 8.0% 4.2% 3.5% Skew 10d 9.5% 3.7% 15.7% 5.3% 3.7% Call IV 25d 45.5% 40.2% 51.1% 44.5% 43.9% Put IV 25d 50.2% 45.1% 59.1% 48.7% 47.4% Bid-Ask Spread % 71.76 58.16 80.05 58.16 72.34 Gamma HHI 0.07 0.04 0.14 0.04 0.05 Net GEX -2.4M -4.2M -534.0K -978.9K -534.0K Net DEX 71.5M -63.9M 156.5M -63.9M 62.0M Net VEX -1.2M -1.2M -1.0M -1.2M -1.2M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.74 0.23 5.75 0.84 0.28 Total Volume 2,098.478 675 5,810 822 5,810 Total OI 27,799.87 23,901 32,269 23,901 32,269
Daily Data (23 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 2021-03-01 $383.59 $390.00 46.9% 13.0% 45.6% 5.4% 47.1% 4.2% -2.2% -978.9K -63.9M -1.2M 0.84 58.16 N/A N/A 447 375 9,636 14,265 2021-03-02 $372.11 $390.00 46.0% 13.0% 43.9% 3.7% 46.2% 1.5% -1.3% -2.0M -23.0M -1.2M 1.75 62.56 N/A N/A 503 882 9,889 14,552 2021-03-03 $335.51 $390.00 50.9% 14.8% 54.9% 13.1% 51.1% 4.9% 0.4% -2.8M 85.8M -1.1M 2.04 77.31 N/A N/A 1,303 2,659 10,202 14,911 2021-03-04 $328.10 $330.00 51.0% 14.5% 55.1% 13.3% 49.5% 6.0% 1.1% -3.9M 119.5M -1.1M 4.28 71.52 N/A N/A 643 2,750 11,164 15,932 2021-03-05 $319.43 $340.00 53.4% 15.0% 55.4% 17.9% 53.7% 8.0% -1.0% -2.3M 139.0M -1.2M 2.24 71.22 N/A N/A 1,010 2,261 11,484 16,195 2021-03-08 $318.39 $330.00 53.3% 15.2% 53.7% 17.7% 53.0% 4.8% -0.4% -2.4M 97.2M -1.1M 0.68 71.83 N/A N/A 980 667 11,020 15,320 2021-03-09 $336.31 $330.00 50.8% 14.5% 58.5% 12.8% 51.1% 5.0% 0.6% -1.6M 42.9M -1.2M 1.62 70.41 N/A N/A 260 422 11,691 15,635 2021-03-10 $332.86 $330.00 50.3% 14.6% 55.0% 11.9% 49.5% 6.4% 1.7% -1.9M 54.0M -1.2M 1.43 73.95 N/A N/A 323 462 11,828 15,808 2021-03-11 $349.79 $330.00 47.0% 13.8% 58.7% 5.8% 48.5% 5.0% 0.8% -842.5K -9.5M -1.2M 2.35 69.35 N/A N/A 422 990 12,021 15,844 2021-03-12 $342.96 $330.00 47.5% 14.0% 58.6% 6.7% 49.0% 3.3% 2.0% -1.4M 21.4M -1.2M 1.37 71.44 N/A N/A 306 418 12,150 16,207 2021-03-15 $343.35 $330.00 48.8% 14.1% 57.1% 9.0% 47.2% 4.4% -2.5% -1.5M 12.8M -1.2M 0.43 72.49 N/A N/A 644 279 11,785 15,547 2021-03-16 $330.01 $330.00 46.4% 13.4% 57.9% 4.5% 47.1% 4.8% -2.5% -3.1M 60.6M -1.2M 2.14 75.46 N/A N/A 653 1,396 12,226 15,693 2021-03-17 $324.85 $330.00 47.5% 13.6% 57.5% 7.8% 50.6% 4.1% 0.4% -3.8M 77.7M -1.1M 5.75 80.05 N/A N/A 454 2,610 12,574 16,211 2021-03-18 $314.77 $330.00 48.7% 14.0% 57.2% 10.5% 51.1% 3.9% -0.6% -3.6M 120.1M -1.1M 1.94 78.49 N/A N/A 375 726 12,782 16,786 2021-03-19 $316.79 $330.00 45.2% 13.3% 57.4% 2.7% 46.0% 3.1% -3.4% -4.2M 113.4M -1.1M 1.06 79.39 N/A N/A 983 1,046 12,993 16,914 2021-03-22 $322.92 $330.00 44.8% 12.6% 54.1% 1.7% 44.2% 5.7% 0.9% -967.6K 42.4M -1.2M 2.93 65.65 N/A N/A 515 1,509 11,451 15,100 2021-03-23 $324.79 $330.00 43.2% 12.4% 54.4% 0.0% 43.1% 4.9% 0.4% -770.3K 38.1M -1.2M 0.85 69.02 N/A N/A 365 310 11,760 15,971 2021-03-24 $309.24 $330.00 42.9% 12.4% 56.2% 0.0% 43.3% 4.6% 0.4% -2.0M 90.3M -1.1M 1.27 68.05 N/A N/A 759 966 11,848 15,948 2021-03-25 $301.01 $330.00 42.5% 13.1% 55.7% 0.0% 44.9% 4.7% 6.0% -2.5M 111.1M -1.1M 1.65 69.67 N/A N/A 860 1,417 12,394 16,282 2021-03-26 $289.01 $330.00 46.6% 13.3% 55.6% 8.8% 48.4% 6.4% 0.2% -4.2M 151.8M -1.0M 1.97 74.63 N/A N/A 702 1,383 12,626 16,742 2021-03-29 $282.02 $325.00 46.2% 13.0% 54.9% 7.8% 46.6% 4.4% 3.0% -3.6M 156.5M -1.0M 0.92 76.33 N/A N/A 786 721 11,847 16,735 2021-03-30 $285.85 $320.00 46.8% 14.0% 55.5% 11.0% 47.6% 4.1% 1.8% -3.4M 143.9M -1.1M 0.23 71.08 N/A N/A 4,001 912 12,392 16,767 2021-03-31 $299.53 $320.00 43.8% 13.2% 48.2% 3.3% 44.8% 3.5% 3.1% -534.0K 62.0M -1.2M 0.28 72.34 N/A N/A 4,543 1,267 15,131 17,138
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