RNG Options History — September 2022

In September 2022, RNG traded between $40.39 and $46.44. ATM implied volatility averaged 68.9%, placing in the 45.3% IV rank vs the trailing year. The 30-day expected move averaged 19.8%. IV traded above realized volatility by 16.5% (HV 20d: 52.4%). Max pain ranged from $50.00 to $65.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 19 of 21 days. Put/call ratio averaged 2.66.

Notable Days

  • 2022-09-29: Highest Volume — 19,149 contracts
  • 2022-09-09: Largest IV drop — 9.2% change
  • 2022-09-30: Highest IV Rank — 54.6%
  • 2022-09-27: Largest Expected Move — 21.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.81$40.39$46.44$42.19$40.39
Max Pain$56.90$50.00$65.00$55.00$50.00
ATM IV68.9%61.6%75.8%69.8%75.8%
Expected Move19.8%18.1%21.3%20.0%20.6%
HV 20d52.4%39.6%71.1%71.0%44.5%
HV 60d76.4%66.1%84.6%84.6%66.1%
IV Rank45.3%33.7%54.6%47.8%54.6%
IV Percentile52.7%37.7%72.2%55.6%72.2%
Term Structure1.5%-1.7%9.5%0.3%9.5%
VWIV68.8%65.0%76.9%69.3%71.9%
Skew 25d7.0%4.9%8.4%5.5%7.3%
Skew 10d13.0%8.1%25.2%13.7%10.4%
Call IV 25d65.7%57.9%71.6%67.9%70.0%
Put IV 25d72.7%65.2%79.1%73.4%77.2%
Bid-Ask Spread %51.0322.4081.9330.5532.34
Gamma HHI0.160.130.260.140.17
Net GEX-605.3K-2.3M124.8K-923.0K-871.0K
Net DEX51.7M34.1M74.6M73.5M51.2M
Net VEX-470.5K-522.9K-425.5K-495.4K-425.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.660.4411.930.741.98
Total Volume9,913.0482,20719,1495,51314,478
Total OI102,497.85789,521115,563107,63196,606

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$42.19$55.0069.8%20.0%71.0%47.8%69.3%5.5%0.3%-923.0K73.5M-495.4K0.7430.55N/AN/A3,1642,34957,58250,049
2022-09-02$42.62$55.0069.2%19.7%71.1%46.5%69.3%8.1%0.3%-675.0K68.3M-496.4K0.6629.23N/AN/A1,52399858,86450,364
2022-09-06$42.01$65.0072.8%20.8%63.8%52.2%70.7%6.5%-1.7%-773.7K69.2M-484.9K1.3773.51N/AN/A6,1878,47355,95649,202
2022-09-07$42.70$65.0068.9%19.4%61.8%45.5%68.4%7.1%-0.6%-738.2K67.4M-480.1K2.2781.93N/AN/A5,35112,13656,60749,858
2022-09-08$43.44$60.0067.9%19.3%54.4%43.9%67.7%6.8%0.2%-592.4K58.2M-484.6K2.5968.29N/AN/A1,6064,16557,29551,963
2022-09-09$45.62$60.0061.6%18.1%57.0%33.7%65.8%7.3%0.2%-14.9K39.6M-502.4K0.4679.97N/AN/A4,9652,29958,23952,756
2022-09-12$46.44$60.0065.0%18.8%54.6%39.3%66.2%7.0%0.3%124.8K34.6M-522.9K0.7159.17N/AN/A1,37797957,70752,387
2022-09-13$45.20$60.0066.9%19.5%55.1%42.3%65.0%6.3%1.5%-136.3K45.4M-504.7K1.6273.51N/AN/A5,9569,64057,75853,086
2022-09-14$44.85$60.0066.3%19.4%53.1%41.3%67.2%7.9%1.5%-198.2K49.9M-496.4K11.9360.80N/AN/A6597,86457,97453,473
2022-09-15$44.89$60.0066.1%19.2%49.6%41.1%69.3%6.2%1.0%-17.2K49.2M-487.8K6.2629.59N/AN/A7194,50458,33953,904
2022-09-16$42.04$60.0068.5%20.0%54.1%44.9%66.2%6.9%2.2%-625.0K74.6M-455.7K1.3576.20N/AN/A6,3598,61358,51257,051
2022-09-19$42.99$60.0067.3%19.2%51.8%42.9%67.0%8.2%1.5%-466.4K40.3M-457.1K1.0339.24N/AN/A2,2602,32747,73541,786
2022-09-20$43.63$60.0068.2%19.6%51.9%44.4%68.3%7.5%0.4%-491.1K34.1M-485.2K0.4457.29N/AN/A1,52967849,35143,638
2022-09-21$42.92$55.0067.2%19.3%47.6%42.9%66.8%6.9%1.1%-585.5K39.2M-467.8K8.3422.94N/AN/A1,1859,88750,44344,102
2022-09-22$41.72$55.0066.1%18.9%46.8%41.1%65.9%7.4%1.7%-1.0M49.4M-442.9K1.4935.62N/AN/A1,0921,62950,89944,520
2022-09-23$40.76$55.0068.2%19.4%45.0%44.4%66.5%4.9%0.3%-2.3M56.1M-438.4K1.0053.21N/AN/A1,9551,94751,62744,990
2022-09-26$40.75$50.0072.0%20.9%39.9%50.5%71.2%6.1%0.9%-607.8K48.8M-431.7K2.8558.20N/AN/A4,26412,13950,22942,832
2022-09-27$40.72$50.0073.4%21.3%39.6%52.8%72.1%8.4%2.7%-666.2K49.8M-434.5K2.8649.02N/AN/A4,17211,92250,53243,925
2022-09-28$42.49$50.0071.3%20.4%42.0%46.8%73.4%7.2%5.0%-433.1K36.0M-455.5K2.7522.40N/AN/A4,71312,96250,63943,999
2022-09-29$40.56$50.0074.3%21.2%44.9%51.9%76.9%7.3%3.7%-708.9K49.8M-430.5K3.2038.58N/AN/A4,56014,58951,17544,501
2022-09-30$40.39$50.0075.8%20.6%44.5%54.6%71.9%7.3%9.5%-871.0K51.2M-425.5K1.9832.34N/AN/A4,8549,62451,76044,846