RNG Options History — December 2021 In December 2021, RNG traded between $177.13 and $214.67. ATM implied volatility averaged 55.8%, placing in the 69.8% IV rank vs the trailing year. The 30-day expected move averaged 16.1%. IV traded below realized volatility by 22.0% (HV 20d: 77.8%). Max pain ranged from $220.00 to $260.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.74.
Notable Days 2021-12-23 : Highest Volume — 15,056 contracts2021-12-03 : Largest IV spike — 14.9% change2021-12-03 : Highest IV Rank — 100.0%2021-12-03 : Largest Expected Move — 20.5%Monthly Statistics Metric Avg Min Max Open Close Price $192.44 $177.13 $214.67 $201.60 $188.34 Max Pain $235.00 $220.00 $260.00 $260.00 $240.00 ATM IV 55.8% 45.6% 64.0% 56.0% 45.6% Expected Move 16.1% 13.6% 20.5% 17.2% 13.6% HV 20d 77.8% 69.1% 90.0% 85.4% 70.0% HV 60d 65.7% 59.3% 68.9% 59.4% 66.9% IV Rank 69.8% 31.1% 100.0% 74.5% 31.1% IV Percentile 87.8% 43.3% 100.0% 95.6% 43.3% Term Structure -0.0% -7.6% 2.6% 0.3% 0.8% VWIV 58.5% 49.7% 78.5% 60.6% 49.7% Skew 25d 3.1% 0.8% 8.3% 3.8% 1.5% Skew 10d 4.9% -2.3% 14.1% 7.2% 1.8% Call IV 25d 55.6% 46.4% 64.2% 53.4% 46.4% Put IV 25d 58.8% 47.9% 69.1% 57.2% 47.9% Bid-Ask Spread % 64.60 54.71 71.43 55.58 64.94 Gamma HHI 0.09 0.06 0.12 0.10 0.08 Net GEX 171.5K -2.7M 2.0M -1.7M 652.3K Net DEX 106.1M 32.2M 186.9M 131.6M 74.7M Net VEX -1.3M -1.4M -1.2M -1.2M -1.3M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.74 0.37 1.43 0.61 0.78 Total Volume 10,101.682 7,924 15,056 8,979 8,078 Total OI 60,257.409 51,404 70,816 51,404 59,659
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 2021-12-01 $201.60 $260.00 56.0% 17.2% 85.4% 74.5% 60.6% 3.8% 0.3% -1.7M 131.6M -1.2M 0.61 55.58 N/A N/A 5,577 3,402 29,501 21,903 2021-12-02 $199.52 $260.00 55.7% 17.1% 85.2% 73.3% 61.1% 2.6% 1.6% -2.0M 140.1M -1.2M 0.65 66.79 N/A N/A 5,454 3,567 30,858 22,975 2021-12-03 $191.32 $260.00 64.0% 20.5% 86.0% 100.0% 78.5% 8.3% 1.8% -2.7M 170.7M -1.2M 1.14 66.75 N/A N/A 6,866 7,811 31,297 23,490 2021-12-06 $199.45 $240.00 61.0% 17.1% 87.7% 88.8% 61.1% 0.8% 1.4% -791.5K 120.4M -1.3M 0.80 67.36 N/A N/A 6,086 4,865 31,223 25,046 2021-12-07 $209.11 $240.00 56.0% 15.8% 89.8% 69.9% 57.9% 3.8% -0.3% 267.9K 72.1M -1.4M 0.69 71.43 N/A N/A 6,067 4,175 31,494 25,302 2021-12-08 $214.67 $240.00 58.9% 15.8% 90.0% 80.7% 55.4% 2.2% -1.6% 522.0K 49.6M -1.4M 0.55 70.06 N/A N/A 7,229 3,989 31,789 25,706 2021-12-09 $184.00 $240.00 58.4% 16.4% 74.7% 79.2% 62.2% 3.0% -0.5% -1.8M 186.9M -1.2M 0.76 68.82 N/A N/A 7,352 5,606 33,594 25,843 2021-12-10 $185.05 $230.00 57.3% 16.1% 74.9% 74.7% 58.4% 3.6% -0.8% -535.6K 171.3M -1.2M 0.84 66.26 N/A N/A 5,498 4,592 36,763 27,001 2021-12-13 $190.10 $230.00 57.1% 16.3% 75.5% 74.1% 58.7% 3.2% -0.8% -569.7K 140.3M -1.3M 0.63 67.89 N/A N/A 6,531 4,086 35,860 26,818 2021-12-14 $185.50 $230.00 56.1% 16.9% 75.1% 70.3% 61.3% 2.5% 2.6% -69.2K 146.8M -1.2M 0.75 66.93 N/A N/A 5,255 3,920 38,003 27,147 2021-12-15 $182.16 $220.00 62.4% 16.6% 75.0% 94.2% 63.3% 6.2% -3.0% 24.4K 159.4M -1.2M 0.73 69.70 N/A N/A 5,090 3,733 38,900 27,343 2021-12-16 $177.13 $220.00 58.8% 17.2% 74.7% 80.4% 65.3% 0.8% 1.8% -376.5K 178.5M -1.2M 1.43 68.56 N/A N/A 4,831 6,914 39,550 27,309 2021-12-17 $184.73 $220.00 62.5% 17.1% 77.6% 94.6% 62.3% 1.9% -2.2% 1.3M 148.4M -1.3M 0.63 66.46 N/A N/A 5,517 3,465 40,100 30,716 2021-12-20 $189.37 $220.00 59.4% 16.9% 76.5% 82.7% 62.7% 3.2% 2.3% 1.1M 69.1M -1.4M 0.57 54.71 N/A N/A 6,016 3,458 32,883 24,938 2021-12-21 $193.83 $220.00 55.2% 15.8% 75.6% 67.1% 57.9% 3.0% 0.0% 1.6M 46.1M -1.4M 0.60 55.79 N/A N/A 5,449 3,296 34,948 25,737 2021-12-22 $193.09 $220.00 53.3% 15.3% 75.5% 59.8% 53.5% 5.1% -1.1% 1.6M 54.1M -1.4M 0.77 59.46 N/A N/A 5,427 4,178 35,613 25,900 2021-12-23 $192.86 $220.00 51.2% 15.0% 73.8% 52.2% 51.5% 5.5% -7.6% 1.7M 61.4M -1.3M 0.37 60.66 N/A N/A 10,998 4,058 35,844 26,813 2021-12-27 $190.78 $240.00 52.6% 14.9% 73.3% 57.3% 52.6% 0.8% 0.4% 760.0K 73.3M -1.4M 0.64 63.72 N/A N/A 5,475 3,517 33,568 25,837 2021-12-28 $193.24 $240.00 51.5% 14.1% 73.6% 53.0% 51.5% 3.3% 0.0% 1.2M 59.2M -1.4M 0.72 62.88 N/A N/A 4,929 3,539 33,826 25,858 2021-12-29 $193.04 $240.00 46.2% 13.8% 73.4% 33.2% 50.8% 1.6% 2.2% 1.4M 49.0M -1.3M 0.73 65.55 N/A N/A 4,860 3,557 33,869 25,471 2021-12-30 $194.76 $240.00 49.1% 13.8% 69.1% 44.2% 50.8% 2.1% 2.2% 2.0M 32.2M -1.3M 0.86 60.97 N/A N/A 4,254 3,670 34,063 25,305 2021-12-31 $188.34 $240.00 45.6% 13.6% 70.0% 31.1% 49.7% 1.5% 0.8% 652.3K 74.7M -1.3M 0.78 64.94 N/A N/A 4,544 3,534 34,140 25,519
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