RNG Options History — October 2022

In October 2022, RNG traded between $31.74 and $42.52. ATM implied volatility averaged 85.5%, placing in the 70.4% IV rank vs the trailing year. The 30-day expected move averaged 24.8%. IV traded above realized volatility by 23.2% (HV 20d: 62.3%). Max pain ranged from $40.00 to $50.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 2.07.

Notable Days

  • 2022-10-12: Highest Volume — 22,792 contracts
  • 2022-10-10: Largest IV spike — 9.7% change
  • 2022-10-12: Highest IV Rank — 83.8%
  • 2022-10-31: Largest Expected Move — 28.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.66$31.74$42.52$40.12$35.42
Max Pain$43.10$40.00$50.00$50.00$40.00
ATM IV85.5%73.7%93.1%78.2%86.7%
Expected Move24.8%19.5%28.7%21.2%28.7%
HV 20d62.3%44.3%73.5%44.3%72.3%
HV 60d65.5%62.6%69.1%65.9%62.8%
IV Rank70.4%50.7%83.8%58.6%72.0%
IV Percentile86.8%65.1%98.4%79.0%86.5%
Term Structure-0.9%-6.5%7.0%1.9%-1.8%
VWIV86.2%70.7%98.6%75.2%98.6%
Skew 25d9.6%5.9%12.1%11.0%9.1%
Skew 10d16.2%5.9%23.8%18.2%14.0%
Call IV 25d81.4%70.1%89.2%72.3%81.4%
Put IV 25d91.0%80.0%98.2%83.3%90.4%
Bid-Ask Spread %37.8117.2359.4217.2356.71
Gamma HHI0.170.100.280.170.10
Net GEX-472.4K-1.3M641.5K-736.0K269.5K
Net DEX48.4M10.1M79.0M52.0M10.5M
Net VEX-325.5K-429.4K-267.1K-402.0K-300.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.071.393.042.281.51
Total Volume18,744.23813,76522,79216,83419,395
Total OI99,99490,152111,29093,31393,892

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$40.12$50.0078.2%21.2%44.3%58.6%75.2%11.0%1.9%-736.0K52.0M-402.0K2.2817.23N/AN/A5,13611,69850,65742,656
2022-10-04$42.40$45.0074.0%20.3%48.6%51.3%71.4%11.1%7.0%-522.9K27.0M-427.6K2.2754.90N/AN/A4,40210,01051,53741,778
2022-10-05$42.52$45.0073.7%19.5%48.2%50.7%70.7%9.8%6.1%-535.2K26.3M-427.9K3.0455.42N/AN/A4,13412,55952,04242,561
2022-10-06$42.39$50.0075.8%23.3%47.8%54.3%77.1%8.7%4.2%-544.6K26.9M-429.4K2.5649.67N/AN/A3,8689,89752,40742,955
2022-10-07$39.42$50.0079.6%23.4%50.3%60.8%81.8%5.9%6.9%-1.0M54.0M-379.4K2.3817.38N/AN/A4,24210,09552,70743,379
2022-10-10$35.46$50.0087.3%25.0%60.3%74.0%83.9%9.0%-2.4%-1.2M75.5M-308.4K1.5033.42N/AN/A8,98213,50151,82542,213
2022-10-11$34.10$45.0091.0%25.1%60.8%80.3%86.6%10.1%-4.7%-1.1M79.0M-303.9K1.3950.98N/AN/A7,92211,03255,02945,610
2022-10-12$33.29$45.0093.0%25.5%60.8%83.8%88.4%8.1%-3.7%-959.7K78.5M-298.3K2.0749.40N/AN/A7,43315,35958,19645,526
2022-10-13$33.79$45.0090.5%24.8%61.5%79.5%84.9%9.9%-5.0%-1.1M74.0M-306.0K1.5159.42N/AN/A8,32312,53060,29246,111
2022-10-14$32.33$40.0092.5%26.3%59.6%82.8%88.1%9.0%-1.4%-1.3M79.0M-299.1K1.8421.23N/AN/A7,11413,07163,70647,584
2022-10-17$34.31$40.0089.0%25.2%63.8%76.9%88.3%9.6%-3.1%-1.2M64.6M-320.1K1.7922.30N/AN/A6,58611,81363,71345,442
2022-10-18$34.38$40.0086.8%24.7%63.3%72.2%86.0%10.4%-2.6%-1.1M66.8M-311.2K2.7037.47N/AN/A5,25914,21264,73245,916
2022-10-19$31.74$40.0093.1%26.7%67.7%83.3%89.2%9.1%-6.5%-496.5K77.1M-267.1K2.5523.20N/AN/A5,36013,65564,91944,861
2022-10-20$32.99$40.0086.8%25.0%70.1%72.2%88.4%12.1%-2.6%-511.9K67.8M-280.9K2.5423.64N/AN/A5,49913,97065,55443,581
2022-10-21$33.27$40.0084.5%24.4%70.3%68.3%85.2%9.6%-1.1%100.2K68.6M-286.1K1.8043.28N/AN/A7,67913,80166,39044,285
2022-10-24$33.49$40.0087.5%26.5%70.5%73.5%93.1%10.6%-1.2%269.7K20.5M-290.0K2.0821.66N/AN/A6,25313,02160,61530,581
2022-10-25$35.17$40.0086.9%26.8%73.5%72.5%94.1%10.3%-2.9%439.6K10.1M-306.9K2.2840.15N/AN/A6,65215,16359,67930,473
2022-10-26$33.88$40.0087.2%26.6%71.8%72.9%93.9%8.5%-2.0%323.2K20.1M-295.4K1.8633.54N/AN/A6,30111,74060,87433,346
2022-10-27$33.83$40.0086.5%26.7%70.6%71.7%94.7%9.0%-2.0%341.1K20.6M-295.0K1.9426.33N/AN/A6,09811,80061,60933,808
2022-10-28$34.58$40.0084.2%26.1%71.4%67.6%91.4%10.2%-1.8%641.5K16.7M-300.7K1.6656.76N/AN/A6,78411,28062,25234,581
2022-10-31$35.42$40.0086.7%28.7%72.3%72.0%98.6%9.1%-1.8%269.5K10.5M-300.8K1.5156.71N/AN/A7,73111,66460,83133,061