RNG Options History — July 2021

In July 2021, RNG traded between $256.40 and $303.28. ATM implied volatility averaged 46.4%, placing in the 28.6% IV rank vs the trailing year. The 30-day expected move averaged 13.4%. IV traded above realized volatility by 7.1% (HV 20d: 39.3%). Max pain ranged from $270.00 to $295.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 1.10.

Notable Days

2021-07-29: Highest Volume — 2,406 contracts
2021-07-06: Largest IV spike — 8.2% change
2021-07-19: Highest IV Rank — 40.6%
2021-07-30: Largest Expected Move — 14.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$277.73	$256.40	$303.28	$289.96	$268.18
Max Pain	$280.24	$270.00	$295.00	$295.00	$277.50
ATM IV	46.4%	41.9%	50.2%	42.2%	48.8%
Expected Move	13.4%	10.7%	14.6%	11.5%	14.6%
HV 20d	39.3%	34.7%	43.6%	35.2%	41.4%
HV 60d	47.7%	46.3%	49.4%	46.7%	47.3%
IV Rank	28.6%	14.2%	40.6%	15.2%	36.3%
IV Percentile	39.2%	10.3%	59.9%	11.1%	59.9%
Term Structure	-0.2%	-2.0%	2.1%	1.8%	-0.9%
VWIV	47.1%	40.1%	51.7%	40.1%	51.7%
Skew 25d	2.3%	-2.3%	5.1%	4.2%	2.1%
Skew 10d	2.4%	-19.8%	9.2%	-19.8%	5.0%
Call IV 25d	45.7%	39.8%	51.0%	40.6%	49.3%
Put IV 25d	47.9%	42.8%	52.2%	44.8%	51.4%
Bid-Ask Spread %	59.40	48.04	68.45	68.45	55.36
Gamma HHI	0.08	0.07	0.10	0.08	0.09
Net GEX	942.3K	-3.0M	4.8M	2.4M	1.5M
Net DEX	-86.4M	-224.0M	8.1M	-137.2M	-58.4M
Net VEX	-1.6M	-1.7M	-1.5M	-1.7M	-1.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.10	0.10	3.01	0.49	0.68
Total Volume	1,314.524	600	2,406	997	720
Total OI	37,640.524	31,618	41,971	41,595	35,503

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
2021-07-01	$289.96	$295.00	42.2%	11.5%	35.2%	15.2%	40.1%	4.2%	1.8%	2.4M	-137.2M	-1.7M	0.49	68.45	N/A	N/A	671	326	23,301	18,294
2021-07-02	$289.89	$292.50	41.9%	10.7%	34.7%	14.2%	41.9%	3.8%	1.3%	2.7M	-135.6M	-1.7M	1.00	67.93	N/A	N/A	465	467	23,520	18,451
2021-07-06	$303.28	$270.00	45.3%	13.2%	36.6%	25.0%	47.4%	1.0%	2.1%	4.8M	-224.0M	-1.7M	0.42	59.46	N/A	N/A	670	281	22,805	17,494
2021-07-07	$300.10	$270.00	45.5%	13.1%	37.3%	25.4%	46.5%	-2.3%	0.8%	4.3M	-205.0M	-1.7M	1.47	62.78	N/A	N/A	303	445	22,886	17,642
2021-07-08	$292.21	$270.00	46.1%	13.6%	38.2%	27.4%	47.0%	4.9%	-0.2%	1.7M	-150.5M	-1.6M	0.56	66.56	N/A	N/A	396	221	22,952	17,701
2021-07-09	$293.83	$270.00	44.9%	13.1%	37.7%	23.8%	46.2%	0.7%	-1.9%	3.9M	-162.3M	-1.7M	2.60	56.75	N/A	N/A	527	1,372	22,996	17,782
2021-07-12	$287.46	$270.00	45.1%	13.2%	38.2%	24.2%	47.0%	1.3%	1.8%	3.8M	-124.2M	-1.6M	2.94	68.43	N/A	N/A	517	1,520	22,496	16,415
2021-07-13	$283.94	$270.00	46.1%	13.2%	38.5%	27.5%	46.7%	-0.3%	0.2%	2.0M	-97.8M	-1.6M	0.90	62.92	N/A	N/A	601	541	22,756	17,421
2021-07-14	$274.91	$290.00	45.3%	13.2%	39.3%	24.9%	46.5%	1.6%	1.0%	-977.6K	-41.2M	-1.6M	0.90	64.63	N/A	N/A	567	513	23,093	17,748
2021-07-15	$269.34	$290.00	46.2%	13.4%	40.0%	28.1%	47.1%	1.7%	0.2%	-3.0M	-13.8M	-1.5M	1.06	68.20	N/A	N/A	456	484	23,197	17,893
2021-07-16	$273.04	$290.00	46.4%	13.4%	34.7%	28.8%	45.6%	2.3%	-0.6%	-932.1K	-38.9M	-1.5M	1.70	67.47	N/A	N/A	591	1,002	23,375	17,868
2021-07-19	$256.40	$290.00	50.2%	14.3%	40.4%	40.6%	51.1%	1.2%	-0.1%	-388.0K	8.1M	-1.5M	1.05	48.04	N/A	N/A	1,065	1,118	16,890	14,728
2021-07-20	$266.90	$280.00	47.8%	13.7%	43.6%	33.0%	46.1%	4.2%	-0.2%	118.6K	-42.6M	-1.5M	0.78	53.19	N/A	N/A	1,334	1,038	17,567	14,854
2021-07-21	$267.57	$280.00	47.0%	13.5%	40.8%	30.6%	47.2%	3.8%	-2.0%	263.1K	-45.1M	-1.6M	3.01	51.31	N/A	N/A	500	1,507	18,686	15,314
2021-07-22	$272.89	$280.00	46.9%	13.5%	41.7%	30.2%	47.7%	3.4%	-1.6%	-618.0K	-69.9M	-1.6M	0.52	50.82	N/A	N/A	635	332	18,983	16,105
2021-07-23	$276.04	$280.00	46.4%	13.4%	41.2%	28.5%	46.1%	4.0%	-1.4%	-659.1K	-90.0M	-1.6M	0.22	49.76	N/A	N/A	1,136	245	19,064	16,216
2021-07-26	$272.65	$280.00	48.5%	14.1%	41.2%	35.2%	48.2%	2.1%	-1.7%	-2.9K	-74.5M	-1.6M	0.31	53.37	N/A	N/A	457	143	18,346	15,496
2021-07-27	$262.75	$280.00	47.4%	13.9%	41.8%	32.0%	48.7%	5.1%	-1.7%	-542.1K	-26.7M	-1.5M	0.82	59.22	N/A	N/A	737	603	18,813	15,617
2021-07-28	$266.57	$280.00	48.4%	14.2%	42.4%	34.8%	49.2%	1.2%	-0.8%	-223.2K	-45.9M	-1.5M	1.64	56.22	N/A	N/A	263	430	19,139	15,692
2021-07-29	$264.48	$280.00	48.1%	14.3%	40.9%	34.0%	50.5%	1.7%	-0.4%	-247.4K	-38.4M	-1.5M	0.10	56.46	N/A	N/A	2,183	223	19,422	15,930
2021-07-30	$268.18	$277.50	48.8%	14.6%	41.4%	36.3%	51.7%	2.1%	-0.9%	1.5M	-58.4M	-1.5M	0.68	55.36	N/A	N/A	428	292	19,485	16,018