RNG Options History — March 2023 In March 2023, RNG traded between $26.73 and $36.91. ATM implied volatility averaged 61.4%, placing in the 12.0% IV rank vs the trailing year. The 30-day expected move averaged 17.4%. IV traded below realized volatility by 22.7% (HV 20d: 84.1%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 1.78.
Notable Days 2023-03-29 : Highest Volume — 26,539 contracts2023-03-29 : Largest IV drop — 6.5% change2023-03-23 : Highest IV Rank — 21.9%2023-03-23 : Largest Expected Move — 19.0%Monthly Statistics Metric Avg Min Max Open Close Price $31.30 $26.73 $36.91 $33.20 $30.52 Max Pain $31.09 $30.00 $40.00 $40.00 $30.00 ATM IV 61.4% 56.6% 66.0% 59.3% 59.0% Expected Move 17.4% 15.7% 19.0% 17.2% 15.7% HV 20d 84.1% 47.9% 116.4% 116.4% 52.6% HV 60d 80.5% 78.9% 81.6% 80.0% 80.0% IV Rank 12.0% 1.9% 21.9% 7.6% 5.2% IV Percentile 8.6% 0.4% 21.4% 2.0% 2.8% Term Structure 0.5% -1.8% 4.5% -1.1% 3.9% VWIV 59.6% 54.3% 65.2% 54.3% 56.0% Skew 25d 6.5% 3.3% 9.5% 5.5% 5.2% Skew 10d 12.2% 7.1% 18.3% 7.1% 10.3% Call IV 25d 58.8% 54.7% 63.3% 57.5% 55.9% Put IV 25d 65.4% 59.5% 71.7% 63.0% 61.1% Bid-Ask Spread % 26.19 12.61 55.90 12.61 27.19 Gamma HHI 0.23 0.14 0.32 0.15 0.23 Net GEX 72.5K -664.5K 1.9M 84.6K -184.8K Net DEX 14.2M -55.8M 45.4M 12.5M 6.4M Net VEX -452.7K -562.3K -369.7K -521.9K -458.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.78 0.13 8.59 4.83 0.24 Total Volume 4,728.304 677 26,539 9,315 3,150 Total OI 125,713.087 114,187 137,357 133,353 125,271
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 2023-03-01 $33.20 $40.00 59.3% 17.2% 116.4% 7.6% 54.3% 5.5% -1.1% 84.6K 12.5M -521.9K 4.83 12.61 N/A N/A 1,597 7,718 71,098 62,255 2023-03-02 $33.97 $40.00 59.0% 17.1% 111.8% 6.9% 60.5% 6.3% -0.8% 231.9K 2.2M -529.4K 0.28 14.01 N/A N/A 10,454 2,966 71,681 62,425 2023-03-03 $36.91 $35.00 57.2% 16.8% 112.7% 3.0% 59.1% 5.0% -1.5% 1.9M -55.8M -562.3K 0.42 15.87 N/A N/A 4,556 1,917 75,890 61,467 2023-03-06 $36.14 $30.00 58.0% 16.6% 112.6% 4.9% 56.7% 5.8% -0.5% 724.2K -29.6M -528.0K 3.80 35.48 N/A N/A 996 3,785 69,295 59,466 2023-03-07 $35.30 $30.00 57.0% 16.1% 112.5% 2.7% 54.7% 4.5% -0.2% 475.8K -15.4M -522.1K 1.92 21.91 N/A N/A 232 445 70,091 61,077 2023-03-08 $34.94 $30.00 56.6% 15.8% 110.2% 1.9% 55.3% 4.8% -0.6% 315.3K -8.6M -502.5K 3.96 33.69 N/A N/A 143 566 70,088 61,349 2023-03-09 $33.95 $30.00 58.4% 16.0% 110.3% 5.7% 56.2% 4.1% -1.6% 112.1K 2.1M -493.3K 0.14 33.19 N/A N/A 872 125 70,136 60,934 2023-03-10 $32.66 $30.00 60.6% 16.8% 110.6% 10.3% 58.8% 3.3% -1.8% 283.2K 15.0M -483.6K 2.31 20.88 N/A N/A 1,186 2,741 70,650 60,225 2023-03-13 $31.82 $30.00 64.0% 18.5% 109.7% 17.7% 65.2% 6.5% 0.7% 140.9K 19.3M -467.2K 1.34 22.63 N/A N/A 531 713 69,014 58,386 2023-03-14 $31.44 $30.00 62.9% 18.3% 106.9% 15.3% 59.8% 7.8% 0.6% 91.5K 20.9M -447.2K 3.76 37.61 N/A N/A 754 2,838 69,132 57,778 2023-03-15 $32.36 $30.00 63.4% 18.5% 106.1% 16.2% 61.3% 6.3% 2.4% 181.6K 11.8M -463.9K 0.86 22.20 N/A N/A 1,462 1,251 69,597 58,076 2023-03-16 $32.16 $30.00 63.1% 17.8% 100.9% 15.8% 58.9% 7.0% 0.5% 150.0K 15.2M -451.2K 0.78 55.90 N/A N/A 1,016 788 70,108 58,162 2023-03-17 $30.13 $30.00 64.6% 18.4% 47.9% 18.8% 64.0% 8.6% -1.0% 254.9K 33.1M -428.8K 1.41 43.62 N/A N/A 2,198 3,090 70,915 58,359 2023-03-20 $28.23 $30.00 65.6% 18.6% 51.7% 21.1% 64.2% 7.5% 1.8% -375.0K 38.1M -397.1K 1.43 13.76 N/A N/A 1,183 1,694 62,117 52,070 2023-03-21 $29.41 $30.00 62.3% 17.8% 54.7% 13.9% 61.7% 8.4% 2.6% -254.2K 29.5M -408.2K 1.87 18.45 N/A N/A 1,595 2,982 62,883 52,547 2023-03-22 $28.05 $30.00 62.8% 18.0% 55.8% 15.0% 60.5% 9.5% 0.2% -412.5K 38.5M -389.5K 8.59 39.87 N/A N/A 298 2,559 64,180 53,235 2023-03-23 $27.16 $30.00 66.0% 19.0% 56.2% 21.9% 63.2% 8.3% -0.6% -557.4K 42.0M -375.4K 0.64 23.41 N/A N/A 1,997 1,270 64,834 52,180 2023-03-24 $26.73 $30.00 64.0% 18.3% 56.2% 17.6% 62.6% 7.9% -0.4% -664.5K 45.4M -369.7K 0.55 39.01 N/A N/A 2,050 1,121 66,242 52,538 2023-03-27 $27.52 $30.00 63.9% 17.5% 57.9% 17.3% 61.0% 8.4% 0.8% -414.0K 37.1M -372.7K 0.95 15.19 N/A N/A 1,531 1,462 66,513 51,530 2023-03-28 $28.45 $30.00 64.5% 17.7% 59.8% 18.8% 61.8% 7.3% 0.0% -222.0K 28.4M -390.9K 0.55 16.87 N/A N/A 1,915 1,048 67,602 52,774 2023-03-29 $29.23 $30.00 60.4% 16.5% 61.1% 9.9% 57.0% 6.2% 4.5% 7.6K 21.6M -400.8K 0.13 20.41 N/A N/A 23,568 2,971 68,291 53,557 2023-03-30 $29.55 $30.00 59.9% 16.2% 60.4% 8.7% 58.0% 5.5% 3.4% -221.3K 16.4M -447.2K 0.26 18.63 N/A N/A 1,122 295 71,649 53,734 2023-03-31 $30.52 $30.00 59.0% 15.7% 52.6% 5.2% 56.0% 5.2% 3.9% -184.8K 6.4M -458.1K 0.24 27.19 N/A N/A 2,549 601 71,803 53,468
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