RNG Options History — August 2022 In August 2022, RNG traded between $41.91 and $53.28. ATM implied volatility averaged 70.1%, placing in the 48.3% IV rank vs the trailing year. The 30-day expected move averaged 20.4%. IV traded below realized volatility by 11.7% (HV 20d: 81.8%). Max pain ranged from $54.00 to $60.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.34.
Notable Days 2022-08-03 : Highest Volume — 45,801 contracts2022-08-03 : Largest IV drop — 29.2% change2022-08-01 : Highest IV Rank — 93.2%2022-08-01 : Largest Expected Move — 32.2%Monthly Statistics Metric Avg Min Max Open Close Price $47.68 $41.91 $53.28 $48.82 $43.06 Max Pain $59.09 $54.00 $60.00 $55.00 $55.00 ATM IV 70.1% 63.2% 98.3% 98.3% 69.2% Expected Move 20.4% 18.1% 32.2% 32.2% 19.7% HV 20d 81.8% 76.1% 89.7% 89.7% 76.1% HV 60d 87.8% 84.6% 92.6% 92.6% 84.6% IV Rank 48.3% 37.2% 93.2% 93.2% 46.7% IV Percentile 57.4% 46.8% 99.6% 99.6% 53.6% Term Structure -0.2% -6.9% 3.0% -6.9% 1.9% VWIV 72.4% 64.7% 111.7% 111.7% 69.1% Skew 25d 7.2% 3.3% 13.5% 13.5% 5.4% Skew 10d 13.1% 6.2% 22.0% 21.6% 9.8% Call IV 25d 67.3% 61.2% 89.9% 89.9% 67.9% Put IV 25d 74.5% 68.0% 103.4% 103.4% 73.3% Bid-Ask Spread % 39.46 12.51 74.33 18.42 12.51 Gamma HHI 0.14 0.08 0.21 0.13 0.15 Net GEX -194.2K -1.0M 1.1M 97.1K -705.7K Net DEX 46.7M -4.8M 79.7M 46.9M 68.1M Net VEX -544.6K -662.1K -413.0K -413.0K -506.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.34 0.32 2.53 1.81 1.93 Total Volume 12,706.652 2,981 45,801 22,887 22,088 Total OI 99,359.435 72,066 113,450 72,066 106,119
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 2022-08-01 $48.82 $55.00 98.3% 32.2% 89.7% 93.2% 111.7% 13.5% -6.9% 97.1K 46.9M -413.0K 1.81 18.42 N/A N/A 8,154 14,733 39,440 32,626 2022-08-02 $49.95 $55.00 94.0% 31.2% 80.4% 86.3% 110.1% 10.3% -4.4% 120.6K 43.8M -435.9K 2.13 17.41 N/A N/A 9,182 19,531 41,480 35,397 2022-08-03 $53.28 $54.00 66.6% 19.3% 78.1% 42.6% 68.9% 8.6% -0.1% 1.1M 25.2M -460.1K 0.51 17.81 N/A N/A 30,378 15,423 46,588 43,782 2022-08-04 $48.93 $60.00 69.9% 19.6% 80.5% 47.9% 69.1% 9.6% -2.4% -418.3K 48.4M -479.9K 1.80 54.16 N/A N/A 8,676 15,631 49,338 44,982 2022-08-05 $48.08 $60.00 66.6% 18.5% 80.1% 42.6% 67.7% 8.5% -1.3% -1.0M 58.1M -485.9K 2.03 33.25 N/A N/A 7,681 15,613 51,854 48,652 2022-08-08 $51.99 $60.00 69.4% 19.6% 79.8% 47.1% 66.9% 7.1% -0.5% 88.6K 21.5M -554.6K 1.28 23.28 N/A N/A 9,610 12,328 45,522 39,097 2022-08-09 $49.00 $60.00 68.8% 19.7% 82.3% 46.2% 71.5% 7.1% 0.3% -177.4K 43.8M -513.2K 0.36 74.33 N/A N/A 8,433 3,005 47,909 39,696 2022-08-10 $52.87 $60.00 65.3% 18.9% 86.6% 40.6% 65.6% 5.9% 0.7% 607.9K 3.5M -644.2K 1.63 69.83 N/A N/A 3,492 5,704 54,829 41,764 2022-08-11 $50.83 $60.00 66.5% 19.7% 86.4% 42.4% 68.6% 7.8% 3.0% 452.6K 19.6M -619.7K 0.98 71.79 N/A N/A 5,557 5,472 56,803 42,489 2022-08-12 $53.16 $60.00 63.5% 18.5% 87.6% 37.7% 65.7% 6.5% 1.6% 966.2K -4.8M -662.1K 0.32 49.66 N/A N/A 3,648 1,169 58,877 46,082 2022-08-15 $52.69 $60.00 63.2% 18.1% 87.7% 37.2% 64.7% 7.8% 0.8% 637.4K 2.6M -652.3K 0.75 51.06 N/A N/A 1,829 1,380 56,748 42,340 2022-08-16 $50.27 $60.00 64.8% 18.6% 86.3% 39.7% 65.6% 6.8% 0.7% 182.8K 28.9M -617.2K 0.61 42.82 N/A N/A 3,541 2,144 57,428 43,864 2022-08-17 $47.50 $60.00 68.9% 19.7% 79.2% 46.2% 72.1% 5.3% -0.3% -177.5K 51.2M -570.8K 2.53 63.08 N/A N/A 4,860 12,306 59,263 45,025 2022-08-18 $47.92 $60.00 65.8% 18.8% 79.5% 41.4% 65.7% 6.8% 2.0% -291.4K 51.3M -625.3K 0.96 48.10 N/A N/A 1,644 1,571 62,589 49,815 2022-08-19 $45.35 $60.00 67.1% 19.1% 79.5% 43.4% 68.1% 3.3% 1.4% -854.3K 70.7M -570.0K 2.52 57.19 N/A N/A 2,706 6,809 63,261 50,189 2022-08-22 $44.66 $60.00 70.2% 19.9% 79.4% 48.3% 71.7% 6.4% -0.9% -657.3K 63.9M -582.2K 0.85 30.64 N/A N/A 1,607 1,374 55,398 49,161 2022-08-23 $42.08 $60.00 71.7% 20.6% 80.1% 50.8% 73.6% 5.6% 0.5% -870.3K 79.1M -517.4K 1.36 26.85 N/A N/A 1,992 2,712 55,667 49,905 2022-08-24 $43.61 $60.00 68.4% 19.4% 79.9% 45.6% 68.9% 7.5% -0.7% -920.4K 71.1M -543.5K 1.86 30.80 N/A N/A 1,834 3,418 56,605 50,645 2022-08-25 $45.24 $60.00 67.0% 19.1% 81.6% 43.3% 68.4% 7.2% -0.2% -816.5K 57.6M -577.0K 1.74 18.71 N/A N/A 1,688 2,934 57,149 50,842 2022-08-26 $42.58 $60.00 68.3% 19.8% 80.6% 45.4% 69.3% 6.2% 0.2% -659.8K 79.7M -511.4K 0.37 41.15 N/A N/A 2,346 863 57,645 51,071 2022-08-29 $41.91 $60.00 70.4% 20.2% 80.6% 48.6% 72.5% 5.8% 0.4% -593.2K 74.4M -484.2K 0.36 35.55 N/A N/A 2,426 870 55,293 47,912 2022-08-30 $42.75 $60.00 69.2% 19.4% 80.5% 46.8% 69.3% 6.9% -0.4% -506.4K 69.7M -499.0K 2.19 19.13 N/A N/A 1,218 2,673 55,754 48,372 2022-08-31 $43.06 $55.00 69.2% 19.7% 76.1% 46.7% 69.1% 5.4% 1.9% -705.7K 68.1M -506.3K 1.93 12.51 N/A N/A 7,548 14,540 56,210 49,909
« Jul 2022 | All History | Sep 2022 » Home RNG History August 2022