RNG Options History — July 2024 In July 2024, RNG traded between $27.80 and $35.13. ATM implied volatility averaged 57.6%, placing in the 50.8% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 14.6% (HV 20d: 43.0%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.39.
Notable Days 2024-07-31 : Highest Volume — 1,592 contracts2024-07-18 : Largest IV spike — 8.6% change2024-07-18 : Highest IV Rank — 64.0%2024-07-31 : Largest Expected Move — 22.2%Monthly Statistics Metric Avg Min Max Open Close Price $31.35 $27.80 $35.13 $29.15 $35.09 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 57.6% 41.8% 64.1% 41.8% 63.0% Expected Move 17.2% 10.8% 22.2% 10.9% 22.2% HV 20d 43.0% 38.1% 50.9% 46.2% 41.1% HV 60d 47.2% 45.0% 49.2% 46.5% 48.5% IV Rank 50.8% 19.1% 64.0% 19.1% 61.7% IV Percentile 63.0% 14.3% 79.0% 14.3% 76.6% Term Structure -1.5% -9.8% 7.8% 7.8% -3.7% VWIV 60.2% 37.8% 77.5% 37.8% 77.5% Skew 25d 1.9% -12.7% 4.2% 2.8% 3.7% Skew 10d 3.7% -22.3% 9.1% 4.0% 8.6% Call IV 25d 57.9% 43.6% 79.2% 43.6% 61.9% Put IV 25d 59.7% 46.3% 66.9% 46.3% 65.6% Bid-Ask Spread % 50.67 31.28 70.77 56.47 41.72 Gamma HHI 0.14 0.10 0.38 0.12 0.14 Net GEX 289.8K 30.4K 810.7K 62.8K 467.6K Net DEX -11.2M -22.2M 363.1K -4.2M -20.9M Net VEX -145.9K -164.2K -127.2K -137.8K -164.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.39 0.05 1.08 0.42 0.07 Total Volume 574.182 131 1,592 276 1,592 Total OI 31,547.045 29,054 33,436 31,193 30,645
Daily Data (22 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 2024-07-01 $29.15 $30.00 41.8% 10.9% 46.2% 19.1% 37.8% 2.8% 7.8% 62.8K -4.2M -137.8K 0.42 56.47 N/A N/A 194 82 17,597 13,596 2024-07-02 $28.52 $30.00 44.6% 10.8% 46.0% 24.8% 39.0% 1.6% 7.8% 122.2K -2.4M -136.5K 0.39 59.18 N/A N/A 189 74 18,593 14,066 2024-07-03 $28.50 $30.00 45.7% 10.9% 46.1% 27.1% 38.5% 1.1% 4.7% 130.2K -2.2M -136.0K 0.52 70.77 N/A N/A 86 45 18,672 14,121 2024-07-05 $27.88 $30.00 48.9% 15.0% 45.2% 33.5% 54.1% 2.3% 4.9% 71.1K 363.1K -127.7K 1.08 66.74 N/A N/A 219 236 18,707 14,127 2024-07-08 $28.16 $30.00 52.4% 15.8% 45.0% 40.5% 55.2% 4.2% 1.7% 30.4K -1.6M -128.6K 0.18 56.10 N/A N/A 693 128 17,875 13,795 2024-07-09 $27.80 $30.00 55.6% 15.8% 44.9% 46.9% 54.9% 4.2% -1.9% 42.4K -1.1M -127.2K 0.05 64.12 N/A N/A 419 23 18,483 13,891 2024-07-10 $27.86 $30.00 56.0% 16.0% 45.0% 47.6% 55.7% 2.8% -0.5% 50.0K -1.4M -130.1K 0.78 60.05 N/A N/A 157 123 18,565 13,869 2024-07-11 $28.78 $30.00 56.6% 15.8% 47.3% 48.9% 55.7% 3.8% -2.6% 93.3K -4.3M -137.2K 0.47 51.18 N/A N/A 164 77 18,658 13,966 2024-07-12 $31.02 $30.00 57.0% 16.0% 50.9% 49.7% 55.7% 1.2% -1.6% 810.7K -11.9M -148.7K 0.47 51.25 N/A N/A 876 408 18,713 13,984 2024-07-15 $31.30 $30.00 58.8% 16.6% 41.3% 53.3% 57.1% 3.5% -2.1% 204.5K -11.8M -146.5K 0.13 53.88 N/A N/A 273 35 18,424 13,901 2024-07-16 $32.25 $30.00 57.9% 16.9% 41.7% 51.4% 58.4% 2.0% -3.6% 318.1K -14.8M -147.6K 0.16 57.93 N/A N/A 555 87 18,501 13,911 2024-07-17 $32.64 $30.00 59.1% 16.9% 41.1% 53.8% 59.8% 0.9% -1.8% 356.5K -16.0M -150.5K 0.31 59.43 N/A N/A 275 84 18,599 13,934 2024-07-18 $32.25 $30.00 64.1% 18.6% 38.6% 64.0% 64.4% 3.4% -4.8% 319.4K -14.8M -149.1K 0.34 55.24 N/A N/A 710 239 18,678 14,001 2024-07-19 $32.77 $30.00 62.6% 18.3% 38.6% 60.9% 64.8% 2.5% -3.9% 437.2K -16.5M -152.8K 0.17 56.59 N/A N/A 424 70 19,214 14,222 2024-07-22 $32.48 $30.00 63.8% 19.0% 39.0% 63.3% 66.2% 2.7% -4.6% 344.6K -14.0M -149.2K 0.71 37.28 N/A N/A 316 223 16,250 12,804 2024-07-23 $32.48 $30.00 62.7% 19.2% 39.1% 61.0% 67.9% 1.5% -2.8% 357.0K -14.1M -149.3K 0.13 40.38 N/A N/A 391 51 16,443 12,959 2024-07-24 $31.96 $30.00 63.9% 19.9% 38.1% 63.6% 70.0% -12.7% -3.3% 332.0K -12.9M -147.4K 0.60 32.72 N/A N/A 189 114 16,590 12,975 2024-07-25 $34.20 $30.00 63.2% 20.0% 42.8% 62.1% 69.9% 1.5% -3.7% 455.7K -19.3M -155.4K 0.10 39.51 N/A N/A 1,023 107 16,668 13,083 2024-07-26 $35.13 $30.00 61.4% 20.1% 41.9% 58.6% 70.0% 2.8% -4.6% 472.8K -22.2M -161.4K 0.61 41.42 N/A N/A 617 377 17,109 13,161 2024-07-29 $34.66 $30.00 63.7% 21.2% 42.8% 63.2% 74.3% 2.8% -9.8% 444.8K -19.6M -164.2K 0.57 31.57 N/A N/A 291 166 16,990 13,171 2024-07-30 $34.76 $30.00 63.5% 21.8% 42.6% 62.8% 76.9% 2.3% -3.8% 451.2K -19.9M -162.0K 0.34 31.28 N/A N/A 171 59 17,222 13,302 2024-07-31 $35.09 $30.00 63.0% 22.2% 41.1% 61.7% 77.5% 3.7% -3.7% 467.6K -20.9M -164.1K 0.07 41.72 N/A N/A 1,484 108 17,338 13,307
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