RNG Options History — November 2022

In November 2022, RNG traded between $28.45 and $41.77. ATM implied volatility averaged 77.0%, placing in the 55.1% IV rank vs the trailing year. The 30-day expected move averaged 22.3%. IV traded below realized volatility by 25.1% (HV 20d: 102.1%). Max pain ranged from $40.00 to $45.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.37.

Notable Days

  • 2022-11-10: Highest Volume — 60,803 contracts
  • 2022-11-10: Largest IV drop — 23.2% change
  • 2022-11-09: Highest IV Rank — 89.2%
  • 2022-11-02: Largest Expected Move — 29.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.17$28.45$41.77$35.40$36.72
Max Pain$41.43$40.00$45.00$40.00$40.00
ATM IV77.0%65.5%96.4%87.3%65.5%
Expected Move22.3%19.5%29.5%29.0%19.5%
HV 20d102.1%63.2%121.6%68.7%121.6%
HV 60d75.1%57.7%84.2%60.4%84.2%
IV Rank55.1%35.0%89.2%73.1%35.0%
IV Percentile58.6%22.2%99.2%89.3%22.2%
Term Structure-2.0%-6.7%0.4%-2.9%-1.0%
VWIV76.1%53.0%104.8%100.8%68.5%
Skew 25d7.5%5.1%9.7%9.3%5.3%
Skew 10d14.2%6.7%31.7%16.2%12.8%
Call IV 25d73.9%63.0%92.4%81.8%63.0%
Put IV 25d81.4%68.3%101.4%91.1%68.3%
Bid-Ask Spread %50.3218.8574.1239.6560.65
Gamma HHI0.130.090.550.100.09
Net GEX375.1K-367.1K1.7M320.5K409.7K
Net DEX-17.3M-95.9M45.2M10.6M-33.0M
Net VEX-455.1K-646.2K-224.2K-304.9K-569.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.370.522.842.122.84
Total Volume25,345.52446960,80316,3853,803
Total OI115,156.04896,671145,79396,671114,519

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$35.40$40.0087.3%29.0%68.7%73.1%100.8%9.3%-2.9%320.5K10.6M-304.9K2.1239.65N/AN/A5,24411,14163,05133,620
2022-11-02$34.27$40.0087.8%29.5%69.0%74.0%104.8%9.7%-4.2%241.7K17.2M-291.9K2.0619.28N/AN/A5,25210,84463,83834,030
2022-11-03$32.78$45.0087.5%23.3%69.9%73.5%81.6%7.5%-2.9%84.6K27.4M-270.0K2.1354.46N/AN/A5,26611,24064,44634,743
2022-11-04$29.94$45.0091.9%24.9%72.2%81.2%86.8%9.0%-2.2%1.7M45.2M-236.0K1.6026.90N/AN/A9,48715,20765,61935,150
2022-11-07$29.59$45.0091.6%25.0%63.5%80.8%86.5%9.0%-4.3%-287.3K41.8M-229.8K1.0136.63N/AN/A11,01811,14464,65836,539
2022-11-08$30.15$45.0093.9%25.6%63.2%84.7%88.1%9.3%-3.2%-220.0K36.1M-240.6K1.2146.46N/AN/A10,93713,24665,86936,502
2022-11-09$28.45$45.0096.4%25.8%65.6%89.2%91.6%9.0%-6.7%-85.2K37.2M-224.2K2.1660.69N/AN/A10,20222,07570,26336,506
2022-11-10$36.96$45.0074.1%21.2%116.0%49.9%80.5%8.4%-0.5%780.0K-35.0M-316.3K0.6374.12N/AN/A37,40823,39576,32544,510
2022-11-11$40.13$40.0070.0%20.2%117.7%42.7%69.7%7.6%0.4%1.1M-95.9M-606.2K1.0865.36N/AN/A18,83220,30292,86052,933
2022-11-14$39.08$40.0071.1%20.4%116.9%44.7%72.4%8.2%-1.7%610.7K-57.6M-602.7K1.4144.16N/AN/A11,22715,80587,14048,228
2022-11-15$41.77$40.0070.7%20.3%118.8%43.9%69.4%6.6%-1.7%1.3M-90.3M-646.2K2.4257.89N/AN/A6,52915,77787,55848,944
2022-11-16$38.33$40.0071.4%20.5%119.4%45.3%86.8%7.5%0.2%383.5K-49.7M-583.9K0.8118.85N/AN/A20,97716,93287,42849,516
2022-11-17$36.99$40.0073.4%21.2%119.9%48.8%55.8%6.4%-2.1%-3.6K-48.5M-594.2K0.6959.17N/AN/A20,95214,51683,74649,066
2022-11-18$36.36$40.0071.3%20.5%120.2%45.0%53.0%5.9%-1.2%-367.1K-43.2M-569.7K0.6666.63N/AN/A21,30514,14984,54549,152
2022-11-21$35.75$40.0070.8%20.2%120.4%44.1%66.9%5.9%-2.4%499.8K-27.0M-553.4K0.9658.32N/AN/A20,00519,26467,93834,933
2022-11-22$34.58$40.0069.5%19.9%119.8%42.0%62.9%6.0%-2.3%216.9K-13.0M-533.5K0.9758.59N/AN/A19,21718,61768,39540,256
2022-11-23$36.11$40.0067.0%19.6%120.0%37.6%55.2%8.7%-0.9%392.9K-24.8M-559.6K1.2259.19N/AN/A15,56118,97868,74742,008
2022-11-25$35.66$40.0068.3%20.0%120.1%39.9%69.3%6.3%-0.9%504.6K-22.7M-556.0K0.5251.69N/AN/A30816170,53742,493
2022-11-28$34.81$40.0068.9%20.9%120.2%40.9%73.9%5.1%-0.7%231.6K-20.1M-534.0K0.7638.99N/AN/A1,11084069,33340,906
2022-11-29$34.75$40.0068.3%20.3%119.9%39.9%73.9%8.0%-0.7%191.2K-18.2M-535.4K1.5459.01N/AN/A1,5652,41869,81041,617
2022-11-30$36.72$40.0065.5%19.5%121.6%35.0%68.5%5.3%-1.0%409.7K-33.0M-569.6K2.8460.65N/AN/A9902,81370,54943,970