RNG Options History — August 2023 In August 2023, RNG traded between $28.20 and $41.46. ATM implied volatility averaged 54.8%, placing in the 13.6% IV rank vs the trailing year. The 30-day expected move averaged 15.7%. IV traded below realized volatility by 25.1% (HV 20d: 79.9%). Max pain ranged from $32.00 to $40.00. Net GEX was positive for 9 of 23 trading days. Term structure was in contango for 15 of 23 days. Put/call ratio averaged 1.70.
Notable Days 2023-08-07 : Highest Volume — 16,179 contracts2023-08-08 : Largest IV drop — 32.5% change2023-08-04 : Highest IV Rank — 60.1%2023-08-02 : Largest Expected Move — 26.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.81 $28.20 $41.46 $41.46 $31.31 Max Pain $35.17 $32.00 $40.00 $40.00 $32.00 ATM IV 54.8% 44.9% 77.4% 71.4% 45.4% Expected Move 15.7% 12.2% 26.2% 24.4% 12.5% HV 20d 79.9% 59.1% 94.0% 59.1% 84.5% HV 60d 68.9% 62.1% 75.1% 67.1% 64.9% IV Rank 13.6% 0.0% 60.1% 45.7% 0.9% IV Percentile 20.1% 0.0% 84.1% 71.8% 0.4% Term Structure -0.5% -5.9% 2.4% -3.7% 0.3% VWIV 55.6% 43.6% 91.8% 86.6% 43.6% Skew 25d 3.5% 1.7% 5.2% 1.7% 3.5% Skew 10d 6.2% 1.0% 13.2% 5.2% 7.3% Call IV 25d 54.1% 44.1% 79.0% 70.5% 44.1% Put IV 25d 57.6% 47.5% 81.2% 72.2% 47.6% Bid-Ask Spread % 18.05 6.14 39.03 11.97 16.13 Gamma HHI 0.16 0.12 0.26 0.22 0.16 Net GEX 279.7K -461.5K 2.1M 2.1M 475.1K Net DEX -5.9M -93.0M 24.8M -93.0M -6.0M Net VEX -252.8K -410.5K -194.2K -410.5K -212.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.70 0.52 4.69 1.35 0.62 Total Volume 3,882.565 634 16,179 1,212 1,632 Total OI 85,375.174 78,084 94,906 78,084 83,986
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 2023-08-01 $41.46 $40.00 71.4% 24.4% 59.1% 45.7% 86.6% 1.7% -3.7% 2.1M -93.0M -410.5K 1.35 11.97 N/A N/A 516 696 56,126 21,958 2023-08-02 $39.55 $40.00 74.8% 26.2% 62.0% 52.5% 91.8% 3.7% -5.6% 1.8M -73.7M -400.1K 3.67 14.82 N/A N/A 642 2,358 56,291 22,367 2023-08-03 $39.31 $35.00 76.9% 19.8% 61.0% 59.0% 69.1% 3.7% -5.2% 1.8M -70.9M -399.6K 0.60 39.03 N/A N/A 620 369 56,529 23,724 2023-08-04 $38.48 $35.00 77.4% 19.8% 61.8% 60.1% 70.2% 2.1% -5.9% 1.7M -62.9M -388.8K 1.25 37.10 N/A N/A 821 1,026 56,806 24,029 2023-08-07 $38.76 $35.00 75.2% 20.0% 61.0% 55.5% 71.5% 2.9% -4.0% 1.8M -65.6M -381.2K 0.89 20.74 N/A N/A 8,569 7,610 55,715 22,635 2023-08-08 $31.77 $35.00 50.8% 15.1% 94.0% 4.3% 52.5% 3.3% 2.4% 136.8K 12.8M -247.2K 1.04 18.12 N/A N/A 5,866 6,101 61,152 29,701 2023-08-09 $29.59 $35.00 50.5% 14.4% 90.1% 3.7% 50.7% 4.0% -0.4% -264.5K 24.8M -213.2K 3.18 13.20 N/A N/A 2,994 9,512 63,529 29,567 2023-08-10 $30.91 $35.00 50.3% 14.6% 91.8% 3.3% 50.4% 3.5% 0.6% -32.4K 11.0M -234.6K 1.03 17.89 N/A N/A 1,566 1,620 64,698 30,095 2023-08-11 $30.71 $35.00 49.8% 14.5% 91.7% 2.1% 50.1% 2.8% 1.3% 105.5K 12.7M -225.3K 2.05 15.67 N/A N/A 449 921 64,719 30,187 2023-08-14 $30.64 $35.00 48.9% 14.1% 91.5% 0.3% 49.2% 5.2% 0.0% 66.9K 9.9M -214.8K 2.11 17.55 N/A N/A 1,416 2,985 57,798 25,984 2023-08-15 $29.95 $35.00 48.8% 14.0% 90.0% 0.1% 50.6% 4.3% 1.4% -94.7K 13.7M -212.4K 0.91 6.14 N/A N/A 644 589 58,391 27,277 2023-08-16 $28.66 $35.00 49.7% 14.3% 84.6% 2.0% 50.9% 3.4% 1.3% -300.1K 21.4M -194.2K 3.67 11.88 N/A N/A 1,366 5,015 58,693 27,362 2023-08-17 $28.69 $35.00 50.0% 14.3% 83.1% 2.7% 53.5% 3.9% 1.5% -401.1K 22.3M -207.2K 4.69 11.22 N/A N/A 553 2,596 59,655 29,856 2023-08-18 $29.41 $35.00 50.6% 14.4% 82.1% 3.9% 55.4% 2.6% 1.3% -245.2K 18.4M -219.7K 3.65 9.14 N/A N/A 684 2,496 60,011 30,315 2023-08-21 $28.53 $35.00 50.8% 14.5% 81.4% 4.4% 50.8% 3.9% 0.0% -394.9K 16.4M -208.8K 0.95 27.61 N/A N/A 2,212 2,097 55,372 27,535 2023-08-22 $28.20 $35.00 51.7% 14.6% 81.4% 6.2% 50.8% 3.3% 0.3% -299.4K 16.0M -208.9K 1.42 17.15 N/A N/A 997 1,413 56,439 27,850 2023-08-23 $28.72 $35.00 49.9% 14.0% 81.8% 2.4% 49.4% 4.7% -0.4% -288.9K 14.1M -215.2K 0.55 22.67 N/A N/A 1,371 750 57,163 28,378 2023-08-24 $28.64 $35.00 49.7% 14.0% 81.9% 2.0% 49.5% 4.3% -0.1% -461.5K 14.3M -205.6K 0.56 17.31 N/A N/A 407 227 57,797 27,895 2023-08-25 $29.19 $35.00 47.8% 13.3% 81.3% 0.0% 47.4% 3.3% 0.4% -254.9K 10.7M -207.6K 1.60 14.74 N/A N/A 725 1,162 58,044 27,981 2023-08-28 $29.45 $35.00 48.1% 13.7% 80.3% 0.7% 46.7% 3.4% 0.4% -251.4K 8.2M -203.8K 2.02 16.53 N/A N/A 750 1,513 56,674 26,245 2023-08-29 $30.21 $35.00 46.8% 12.8% 81.3% 0.0% 43.7% 3.9% 0.2% -39.5K 3.3M -205.1K 0.75 18.54 N/A N/A 588 440 57,167 26,230 2023-08-30 $29.56 $32.00 44.9% 12.2% 80.5% 0.0% 44.1% 2.9% 1.9% -237.0K 7.1M -196.8K 0.52 19.95 N/A N/A 1,584 831 57,519 26,184 2023-08-31 $31.31 $32.00 45.4% 12.5% 84.5% 0.9% 43.6% 3.5% 0.3% 475.1K -6.0M -212.9K 0.62 16.13 N/A N/A 1,010 622 58,021 25,965
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