RNG Options History — June 2022

In June 2022, RNG traded between $48.99 and $67.69. ATM implied volatility averaged 75.8%, placing in the 58.2% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded below realized volatility by 14.7% (HV 20d: 90.5%). Max pain ranged from $65.00 to $75.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.56.

Notable Days

  • 2022-06-03: Highest Volume — 20,398 contracts
  • 2022-06-13: Largest IV spike — 8.9% change
  • 2022-06-13: Highest IV Rank — 70.4%
  • 2022-06-13: Largest Expected Move — 24.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$56.79$48.99$67.69$62.87$52.54
Max Pain$69.52$65.00$75.00$75.00$65.00
ATM IV75.8%68.2%83.7%71.0%77.0%
Expected Move21.6%19.6%24.0%21.4%22.1%
HV 20d90.5%76.1%102.1%100.2%92.7%
HV 60d79.3%75.5%82.6%76.2%82.1%
IV Rank58.2%47.3%70.4%51.5%59.2%
IV Percentile83.6%67.9%95.2%75.8%85.3%
Term Structure-0.6%-5.2%5.9%-1.6%2.4%
VWIV76.6%70.4%81.6%75.2%78.9%
Skew 25d9.4%6.5%12.9%10.2%12.9%
Skew 10d17.8%4.8%26.6%21.9%22.1%
Call IV 25d72.6%65.8%80.9%68.2%71.2%
Put IV 25d82.0%73.1%89.8%78.4%84.1%
Bid-Ask Spread %75.0451.9686.6858.1468.04
Gamma HHI0.110.070.140.090.12
Net GEX176.0K-348.8K1.3M187.9K-47.3K
Net DEX45.2M2.0M77.8M41.1M56.9M
Net VEX-494.4K-586.5K-392.1K-559.7K-442.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.290.970.610.65
Total Volume15,721.09511,64620,39819,78613,839
Total OI73,793.66766,82278,63275,35574,467

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$62.87$75.0071.0%21.4%100.2%51.5%75.2%10.2%-1.6%187.9K41.1M-559.7K0.6158.14N/AN/A12,3247,46244,06631,289
2022-06-02$67.69$70.0068.2%19.6%102.1%47.3%74.2%6.5%-2.7%1.3M12.6M-586.5K0.3379.79N/AN/A15,2635,04744,74131,290
2022-06-03$63.34$70.0072.5%20.1%98.2%53.9%77.3%8.2%-3.1%385.6K34.9M-584.6K0.3581.37N/AN/A15,1605,23846,87031,762
2022-06-06$61.48$70.0072.5%20.7%97.6%53.9%75.4%7.4%-0.5%203.5K42.5M-556.6K0.2981.55N/AN/A13,7844,01242,74231,189
2022-06-07$61.64$70.0071.6%20.7%91.5%52.5%77.0%10.5%-0.0%215.5K38.6M-571.5K0.3380.46N/AN/A13,5434,46143,09331,485
2022-06-08$62.61$70.0069.3%19.6%91.7%49.0%73.4%7.7%-0.6%259.2K36.6M-566.7K0.4481.62N/AN/A10,7164,70243,25331,928
2022-06-09$58.11$70.0074.0%21.2%89.7%56.1%79.0%8.6%-0.3%-162.6K52.0M-522.3K0.4683.28N/AN/A9,9054,59344,42831,187
2022-06-10$54.20$70.0076.8%21.9%92.8%59.7%74.4%10.8%-1.6%-348.8K67.8M-469.2K0.5882.76N/AN/A9,8835,71644,89331,679
2022-06-13$50.59$70.0083.7%24.0%81.9%70.4%81.6%11.7%-1.7%-227.3K72.9M-413.8K0.5884.60N/AN/A8,7235,09942,60330,527
2022-06-14$48.99$70.0081.9%23.4%76.1%67.6%80.3%10.3%-2.2%-224.9K77.8M-392.1K0.5977.19N/AN/A9,5855,64742,94331,105
2022-06-15$54.05$70.0076.5%21.9%85.1%59.0%77.9%9.0%-0.3%-245.7K58.7M-465.8K0.5386.68N/AN/A10,0265,30544,22631,012
2022-06-16$49.37$70.0081.6%23.5%88.2%67.0%79.4%9.0%-1.7%-168.8K72.8M-400.3K0.4984.71N/AN/A10,3005,09745,20631,386
2022-06-17$51.86$70.0079.0%23.1%85.5%62.9%76.4%7.9%-5.2%189.7K61.3M-452.0K0.5685.64N/AN/A10,7955,99746,06631,100
2022-06-21$51.95$70.0077.3%21.7%85.6%60.2%75.9%9.4%-1.1%157.6K47.7M-432.5K0.5568.71N/AN/A10,1165,54739,23927,583
2022-06-22$52.31$70.0077.6%22.1%85.3%60.6%76.7%10.5%0.0%397.8K44.6M-446.5K0.5651.96N/AN/A9,6985,41340,95728,424
2022-06-23$56.79$70.0075.5%21.4%88.9%57.2%75.3%8.1%2.3%483.3K20.9M-507.8K0.5969.64N/AN/A9,4665,62141,28228,723
2022-06-24$61.13$70.0069.9%20.9%92.0%48.3%70.4%7.4%5.9%565.8K2.0M-537.4K0.6567.01N/AN/A8,9835,82842,83529,197
2022-06-27$59.26$70.0076.1%21.2%92.2%58.1%74.9%11.6%2.1%440.2K24.7M-512.3K0.9769.23N/AN/A5,9175,72940,77529,323
2022-06-28$56.42$65.0079.8%21.6%91.4%63.6%77.3%7.9%0.8%212.6K38.9M-484.1K0.7968.43N/AN/A7,1655,66041,18129,933
2022-06-29$55.49$65.0080.0%21.7%91.1%64.1%76.9%11.7%-2.7%165.3K44.2M-477.8K0.8265.06N/AN/A7,0125,76642,78230,897
2022-06-30$52.54$65.0077.0%22.1%92.7%59.2%78.9%12.9%2.4%-47.3K56.9M-442.0K0.6568.04N/AN/A8,4105,42943,47130,996