RNG Options History — July 2023 In July 2023, RNG traded between $32.25 and $42.77. ATM implied volatility averaged 67.2%, placing in the 37.2% IV rank vs the trailing year. The 30-day expected move averaged 19.5%. IV traded above realized volatility by 16.9% (HV 20d: 50.3%). Max pain ranged from $32.00 to $40.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.55.
Notable Days 2023-07-11 : Highest Volume — 29,055 contracts2023-07-05 : Largest IV spike — 8.2% change2023-07-25 : Highest IV Rank — 47.0%2023-07-31 : Largest Expected Move — 23.9%Monthly Statistics Metric Avg Min Max Open Close Price $37.94 $32.25 $42.77 $33.55 $41.22 Max Pain $36.20 $32.00 $40.00 $32.00 $40.00 ATM IV 67.2% 53.9% 72.1% 53.9% 71.3% Expected Move 19.5% 13.2% 23.9% 13.2% 23.9% HV 20d 50.3% 39.4% 59.9% 39.9% 59.3% HV 60d 65.2% 61.5% 68.3% 61.5% 67.4% IV Rank 37.2% 10.4% 47.0% 10.4% 45.6% IV Percentile 50.4% 9.9% 71.8% 9.9% 71.0% Term Structure -2.1% -5.2% 5.9% 4.6% -5.1% VWIV 67.2% 46.7% 84.0% 46.7% 84.0% Skew 25d 2.7% -0.3% 8.0% 8.0% 2.3% Skew 10d 6.0% 0.2% 11.0% 10.6% 4.0% Call IV 25d 66.8% 50.3% 73.3% 50.3% 69.5% Put IV 25d 69.5% 58.2% 74.9% 58.3% 71.8% Bid-Ask Spread % 20.81 9.88 30.90 22.99 9.88 Gamma HHI 0.29 0.21 0.48 0.48 0.23 Net GEX 2.3M 1.4M 3.4M 2.1M 2.1M Net DEX -80.2M -145.4M -17.2M -32.9M -91.1M Net VEX -372.6K -419.2K -276.4K -301.4K -406.6K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.02 2.86 0.22 0.46 Total Volume 4,855.05 1,132 29,055 1,224 1,152 Total OI 80,194.75 71,752 88,427 71,752 77,768
Daily Data (20 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 2023-07-03 $33.55 $32.00 53.9% 13.2% 39.9% 10.4% 46.7% 8.0% 4.6% 2.1M -32.9M -301.4K 0.22 22.99 N/A N/A 1,002 222 50,646 21,106 2023-07-05 $33.08 $32.00 58.3% 13.7% 39.4% 19.3% 47.3% 3.4% 5.9% 2.0M -28.2M -291.4K 2.86 13.91 N/A N/A 622 1,779 51,313 21,266 2023-07-06 $32.25 $35.00 62.0% 18.2% 39.9% 26.8% 59.4% -0.3% 2.0% 1.4M -17.2M -276.4K 1.37 27.70 N/A N/A 477 655 51,864 22,678 2023-07-07 $33.00 $35.00 59.6% 17.3% 40.5% 21.8% 59.7% 6.7% 4.4% 2.2M -24.6M -283.8K 0.29 24.90 N/A N/A 3,599 1,030 52,134 23,038 2023-07-10 $34.11 $35.00 64.0% 17.6% 42.1% 30.7% 60.8% 4.5% -2.9% 3.2M -43.1M -300.0K 0.63 19.35 N/A N/A 1,084 686 54,582 22,947 2023-07-11 $35.34 $35.00 66.3% 18.3% 42.9% 35.4% 64.3% 3.3% -3.8% 3.4M -64.6M -324.1K 0.02 21.91 N/A N/A 28,464 591 55,543 23,142 2023-07-12 $38.54 $35.00 67.4% 18.6% 49.0% 37.5% 65.3% 3.1% -2.2% 2.1M -98.4M -398.0K 0.14 30.90 N/A N/A 11,532 1,624 59,470 23,504 2023-07-13 $39.16 $35.00 67.4% 18.8% 49.1% 37.6% 65.8% 2.0% -2.1% 2.7M -115.2M -413.3K 0.33 28.44 N/A N/A 4,312 1,441 63,685 24,579 2023-07-14 $38.21 $35.00 67.3% 18.8% 49.7% 37.5% 66.3% 3.7% -2.8% 2.5M -100.8M -400.7K 0.29 27.50 N/A N/A 1,909 545 63,221 24,187 2023-07-17 $38.47 $35.00 68.9% 19.5% 47.2% 40.7% 68.0% 1.4% -2.7% 2.6M -91.3M -391.5K 0.39 13.05 N/A N/A 1,884 733 59,276 22,771 2023-07-18 $39.81 $35.00 69.5% 19.8% 47.8% 41.9% 68.9% 2.0% -4.9% 2.5M -108.0M -399.4K 0.12 19.54 N/A N/A 3,383 409 60,360 23,072 2023-07-19 $42.77 $35.00 71.2% 20.4% 50.7% 45.2% 72.3% 0.1% -4.7% 2.3M -145.4M -419.2K 0.48 13.91 N/A N/A 5,715 2,764 61,720 22,828 2023-07-20 $40.07 $35.00 70.0% 20.2% 55.6% 42.8% 71.8% -0.3% -3.7% 2.6M -114.5M -407.7K 0.50 28.24 N/A N/A 1,913 948 63,303 23,708 2023-07-21 $41.61 $35.00 71.1% 20.9% 56.0% 45.1% 73.5% 1.6% -5.2% 2.3M -130.7M -419.1K 0.88 27.49 N/A N/A 2,110 1,862 64,235 24,192 2023-07-24 $39.61 $40.00 71.7% 21.8% 59.0% 46.3% 78.9% 3.3% -4.2% 2.0M -79.7M -402.2K 0.36 16.06 N/A N/A 2,128 768 55,087 21,504 2023-07-25 $39.26 $40.00 72.1% 22.1% 59.3% 47.0% 77.6% 2.0% -5.2% 2.0M -76.5M -405.4K 0.25 16.28 N/A N/A 1,551 388 55,484 22,025 2023-07-26 $39.68 $40.00 70.3% 21.9% 59.2% 43.4% 78.2% 3.0% -3.3% 2.1M -81.2M -405.3K 0.71 17.92 N/A N/A 1,329 939 56,158 22,228 2023-07-27 $39.01 $40.00 71.2% 22.6% 59.9% 45.3% 56.4% 2.8% -3.7% 2.0M -74.4M -400.4K 0.36 18.01 N/A N/A 2,125 767 56,672 22,294 2023-07-28 $40.15 $40.00 70.4% 22.3% 59.1% 43.6% 78.7% 2.2% -2.8% 2.4M -86.2M -405.2K 0.39 18.32 N/A N/A 1,918 741 57,616 22,689 2023-07-31 $41.22 $40.00 71.3% 23.9% 59.3% 45.6% 84.0% 2.3% -5.1% 2.1M -91.1M -406.6K 0.46 9.88 N/A N/A 789 363 55,918 21,850
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