RNG Options History — February 2023 In February 2023, RNG traded between $33.25 and $48.44. ATM implied volatility averaged 73.5%, placing in the 37.9% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded below realized volatility by 12.9% (HV 20d: 86.4%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 15 of 19 trading days. Term structure was in contango for 3 of 19 days. Put/call ratio averaged 1.38.
Notable Days 2023-02-23 : Highest Volume — 29,327 contracts2023-02-16 : Largest IV drop — 25.8% change2023-02-15 : Highest IV Rank — 62.3%2023-02-01 : Largest Expected Move — 26.0%Monthly Statistics Metric Avg Min Max Open Close Price $40.45 $33.25 $48.44 $42.34 $33.25 Max Pain $37.32 $35.00 $40.00 $39.00 $40.00 ATM IV 73.5% 60.5% 84.9% 73.8% 60.5% Expected Move 20.7% 17.2% 26.0% 26.0% 17.2% HV 20d 86.4% 54.5% 121.5% 54.5% 117.1% HV 60d 75.6% 59.7% 83.8% 83.8% 80.8% IV Rank 37.9% 10.0% 62.3% 38.6% 10.0% IV Percentile 46.0% 3.2% 81.7% 56.7% 3.2% Term Structure -2.2% -6.0% 0.3% -2.4% -0.2% VWIV 72.9% 60.1% 93.7% 93.7% 60.1% Skew 25d 5.1% 2.5% 10.5% 10.5% 4.4% Skew 10d 9.7% 5.2% 20.4% 20.4% 8.8% Call IV 25d 71.6% 58.5% 85.3% 68.0% 58.5% Put IV 25d 76.7% 62.8% 89.6% 78.5% 62.8% Bid-Ask Spread % 23.65 13.88 46.44 32.45 18.88 Gamma HHI 0.12 0.09 0.15 0.10 0.15 Net GEX 941.7K -284.5K 1.9M 1.6M -101.7K Net DEX -73.0M -174.2M 19.8M -107.1M 19.8M Net VEX -550.5K -620.5K -463.9K -566.5K -506.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.38 0.23 4.67 0.75 0.89 Total Volume 8,744.105 1,385 29,327 3,691 2,671 Total OI 106,863.421 90,661 132,870 90,661 129,884
Daily Data (19 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 2023-02-01 $42.34 $39.00 73.8% 26.0% 54.5% 38.6% 93.7% 10.5% -2.4% 1.6M -107.1M -566.5K 0.75 32.45 N/A N/A 2,111 1,580 60,658 30,003 2023-02-02 $45.62 $35.00 82.0% 21.6% 58.9% 55.9% 77.1% 3.5% -2.7% 1.6M -143.2M -592.9K 0.42 21.97 N/A N/A 6,352 2,673 60,749 31,234 2023-02-03 $44.34 $35.00 79.9% 21.2% 56.4% 51.5% 76.7% 5.9% -3.3% 1.8M -130.7M -593.5K 2.01 40.81 N/A N/A 1,928 3,884 63,415 32,734 2023-02-06 $43.10 $35.00 81.2% 21.5% 58.3% 54.4% 75.5% 4.8% -6.0% 1.4M -109.4M -587.0K 0.56 24.44 N/A N/A 1,580 890 61,575 31,049 2023-02-07 $45.30 $35.00 79.2% 21.5% 59.5% 50.1% 77.4% 5.8% -4.3% 1.6M -132.6M -601.9K 0.23 14.85 N/A N/A 1,930 442 62,931 31,741 2023-02-08 $44.15 $35.00 81.0% 22.0% 60.9% 53.8% 75.3% 4.9% -5.0% 1.6M -124.3M -588.2K 1.05 16.53 N/A N/A 676 709 64,411 32,011 2023-02-09 $43.28 $35.00 82.1% 22.7% 61.8% 56.2% 79.5% 4.8% -3.5% 1.4M -113.3M -587.6K 2.50 21.05 N/A N/A 1,183 2,954 64,600 32,408 2023-02-10 $40.98 $35.00 83.1% 23.2% 65.8% 58.4% 82.6% 4.3% -3.4% 947.6K -85.7M -569.1K 1.22 16.70 N/A N/A 2,179 2,663 65,285 34,973 2023-02-13 $43.22 $35.00 83.3% 23.5% 67.8% 58.8% 83.5% 5.7% -1.2% 1.3M -110.5M -582.0K 0.67 16.50 N/A N/A 1,431 952 64,365 34,662 2023-02-14 $45.05 $35.00 84.4% 24.0% 68.8% 61.2% 84.0% 5.0% -4.8% 1.5M -131.1M -601.7K 0.34 39.33 N/A N/A 2,892 992 65,110 35,317 2023-02-15 $48.44 $35.00 84.9% 24.3% 71.8% 62.3% 85.3% 4.3% -3.7% 1.9M -174.2M -620.5K 0.90 35.13 N/A N/A 12,039 10,840 67,044 35,744 2023-02-16 $37.19 $40.00 63.0% 18.1% 121.5% 15.6% 62.2% 5.4% -0.1% -23.2K -15.4M -463.9K 1.29 46.44 N/A N/A 12,481 16,120 74,572 42,304 2023-02-17 $36.77 $40.00 62.5% 17.9% 121.2% 14.4% 62.1% 6.2% 0.1% 123.4K -7.6M -484.6K 2.68 25.60 N/A N/A 2,847 7,627 81,445 48,484 2023-02-21 $35.67 $40.00 66.0% 18.2% 119.8% 21.9% 64.3% 2.5% -0.5% 640.0K -15.1M -465.9K 4.67 17.31 N/A N/A 2,710 12,653 66,328 38,028 2023-02-22 $35.99 $40.00 62.9% 18.0% 119.9% 15.4% 62.8% 5.0% 0.1% 524.2K -17.3M -500.0K 1.07 13.88 N/A N/A 2,503 2,681 67,456 45,868 2023-02-23 $35.33 $40.00 62.1% 17.5% 120.0% 13.5% 60.5% 4.0% 0.3% 317.3K -7.7M -488.5K 1.53 14.53 N/A N/A 11,590 17,737 67,933 46,592 2023-02-24 $34.72 $40.00 62.5% 17.3% 119.9% 14.4% 62.0% 4.9% -0.7% -284.5K 6.6M -541.4K 1.30 14.42 N/A N/A 1,408 1,836 70,116 62,754 2023-02-27 $33.82 $40.00 61.7% 17.5% 118.3% 12.8% 60.8% 5.4% -1.2% -24.8K 10.9M -517.2K 2.10 18.47 N/A N/A 2,707 5,687 65,685 60,937 2023-02-28 $33.25 $40.00 60.5% 17.2% 117.1% 10.0% 60.1% 4.4% -0.2% -101.7K 19.8M -506.9K 0.89 18.88 N/A N/A 1,417 1,254 67,266 62,618
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