RNG Options History — October 2021

In October 2021, RNG traded between $207.93 and $248.01. ATM implied volatility averaged 48.3%, placing in the 46.0% IV rank vs the trailing year. The 30-day expected move averaged 13.8%. IV traded above realized volatility by 3.2% (HV 20d: 45.1%). Max pain ranged from $230.00 to $240.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.85.

Notable Days

  • 2021-10-21: Highest Volume — 10,589 contracts
  • 2021-10-04: Largest IV spike — 19.1% change
  • 2021-10-06: Highest IV Rank — 72.2%
  • 2021-10-29: Largest Expected Move — 14.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$233.53$207.93$248.01$227.93$243.62
Max Pain$230.48$230.00$240.00$240.00$230.00
ATM IV48.3%43.7%54.8%43.7%48.3%
Expected Move13.8%12.4%14.7%12.4%14.7%
HV 20d45.1%39.3%49.3%39.3%43.2%
HV 60d40.4%38.1%42.0%38.1%39.1%
IV Rank46.0%26.2%72.2%26.2%48.1%
IV Percentile64.3%28.6%88.1%28.6%74.2%
Term Structure-1.0%-5.2%2.6%2.6%-3.1%
VWIV48.7%43.9%52.1%43.9%52.1%
Skew 25d3.9%2.0%8.2%5.6%2.1%
Skew 10d6.9%-3.3%26.3%7.1%6.4%
Call IV 25d47.1%41.5%52.4%41.5%47.9%
Put IV 25d51.0%47.1%59.4%47.1%50.0%
Bid-Ask Spread %55.0145.9767.7567.7551.18
Gamma HHI0.090.070.310.100.09
Net GEX2.9M-2.3M10.6M1.8M5.8M
Net DEX-64.2M-183.9M126.5M71.6M-147.6M
Net VEX-1.4M-1.5M-1.2M-1.3M-1.5M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.850.242.670.261.10
Total Volume5,240.95269410,5892,7559,778
Total OI48,710.66743,72954,05053,44447,684

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$227.93$240.0043.7%12.4%39.3%26.2%43.9%5.6%2.6%1.8M71.6M-1.3M0.2667.75N/AN/A2,18856726,85626,588
2021-10-04$215.05$230.0052.1%14.3%43.4%60.7%50.3%2.0%-3.1%-1.4M85.6M-1.3M0.7456.42N/AN/A1,23791625,33322,061
2021-10-05$216.19$230.0049.8%13.9%41.9%51.2%49.0%2.1%-0.8%-1.4M84.4M-1.3M0.2456.44N/AN/A1,03124925,71722,207
2021-10-06$207.93$230.0054.8%14.5%43.2%72.2%50.5%8.2%-5.2%-1.6M126.5M-1.2M0.7455.33N/AN/A1,20689626,61722,779
2021-10-07$221.06$230.0048.7%14.0%49.3%46.9%50.6%5.5%1.6%1.5M49.0M-1.3M0.3557.37N/AN/A2,58790027,17922,806
2021-10-08$225.11$230.0053.9%13.9%45.1%70.2%48.2%5.8%1.1%-2.3M4.3M-1.4M0.3857.33N/AN/A1,76367227,90823,349
2021-10-11$223.80$230.0048.2%14.4%45.1%45.8%49.0%5.1%2.3%769.4K17.4M-1.4M0.9467.15N/AN/A3,5933,36528,25722,769
2021-10-12$223.46$230.0048.5%14.1%44.7%47.1%50.2%4.0%0.2%1.3M20.9M-1.4M1.2057.20N/AN/A31637829,28923,101
2021-10-13$235.72$230.0053.5%13.8%48.3%68.5%48.7%6.5%-4.4%3.1M-106.3M-1.5M2.6756.69N/AN/A6351,69729,75023,340
2021-10-14$236.72$230.0048.1%13.5%47.4%45.4%47.9%5.6%-1.3%3.6M-117.4M-1.5M0.3963.59N/AN/A1,65764929,85023,474
2021-10-15$235.67$230.0043.9%12.7%45.9%27.8%45.3%4.2%0.4%10.6M-97.8M-1.5M0.8263.02N/AN/A2,0401,66629,78824,262
2021-10-18$242.11$230.0046.3%13.3%45.9%38.3%46.5%2.5%-1.4%3.3M-141.7M-1.5M0.7249.37N/AN/A1,14281724,84418,885
2021-10-19$242.63$230.0046.7%13.3%45.3%40.0%48.3%2.5%-2.4%4.5M-148.8M-1.5M0.2651.49N/AN/A1,19030425,24619,652
2021-10-20$241.69$230.0046.5%13.3%45.3%39.1%47.2%2.3%-1.9%4.7M-140.5M-1.5M1.0147.96N/AN/A4,7744,80925,80320,394
2021-10-21$247.74$230.0046.6%13.4%45.9%39.2%47.3%2.7%-1.0%6.3M-181.6M-1.5M0.9250.86N/AN/A5,5155,07425,91020,429
2021-10-22$248.01$230.0046.5%13.6%45.7%39.0%48.2%2.7%-3.1%5.8M-183.9M-1.5M0.9547.67N/AN/A5,1064,84026,15320,446
2021-10-25$245.75$230.0046.5%13.9%45.7%38.8%49.6%2.2%-0.7%4.0M-158.2M-1.5M1.0945.97N/AN/A4,1784,53925,22020,100
2021-10-26$242.62$230.0046.4%14.0%45.2%38.5%49.4%4.0%-1.1%3.7M-136.3M-1.4M0.9949.19N/AN/A4,3354,30725,44620,308
2021-10-27$238.24$230.0048.4%14.2%45.6%47.1%50.4%3.7%-0.8%3.1M-108.6M-1.4M1.0450.71N/AN/A4,5564,72925,80020,417
2021-10-28$243.15$230.0046.0%14.6%45.6%36.9%51.0%2.4%0.3%4.2M-138.7M-1.5M0.9752.55N/AN/A4,9934,86625,96520,942
2021-10-29$243.62$230.0048.3%14.7%43.2%48.1%52.1%2.1%-3.1%5.8M-147.6M-1.5M1.1051.18N/AN/A4,6585,12026,52421,160