RNG Options History — August 2024 In August 2024, RNG traded between $31.67 and $35.21. ATM implied volatility averaged 41.7%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 12.0%. IV traded below realized volatility by 5.7% (HV 20d: 47.4%). 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 15 of 22 days. Put/call ratio averaged 0.77.
Notable Days 2024-08-02 : Highest Volume — 1,914 contracts2024-08-02 : Largest IV drop — 17.0% change2024-08-01 : Highest IV Rank — 64.2%2024-08-01 : Largest Expected Move — 22.8%Monthly Statistics Metric Avg Min Max Open Close Price $33.43 $31.67 $35.21 $33.11 $33.36 Max Pain $30.00 $30.00 $30.00 $30.00 $30.00 ATM IV 41.7% 35.2% 64.2% 64.2% 36.4% Expected Move 12.0% 10.0% 22.8% 22.8% 10.3% HV 20d 47.4% 33.4% 52.1% 47.7% 33.4% HV 60d 45.3% 43.8% 51.5% 50.1% 45.2% IV Rank 19.0% 6.0% 64.2% 64.2% 8.3% IV Percentile 21.2% 3.6% 82.9% 82.9% 9.1% Term Structure 1.3% -2.2% 13.2% -2.2% 0.7% VWIV 41.2% 33.5% 79.0% 79.0% 33.5% Skew 25d 5.2% 2.1% 13.8% 3.9% 3.5% Skew 10d 13.4% 6.1% 70.2% 70.2% 9.0% Call IV 25d 39.3% 33.3% 62.1% 62.1% 35.3% Put IV 25d 44.5% 37.6% 66.0% 66.0% 38.8% Bid-Ask Spread % 67.46 47.10 86.49 50.50 63.24 Gamma HHI 0.19 0.13 0.28 0.13 0.22 Net GEX 520.7K 280.2K 714.2K 408.0K 621.5K Net DEX -14.7M -21.6M -9.7M -15.8M -14.6M Net VEX -142.7K -160.2K -132.4K -159.1K -132.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.09 2.23 0.69 0.90 Total Volume 487.636 95 1,914 1,235 300 Total OI 29,617.318 28,264 33,098 31,873 29,255
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 2024-08-01 $33.11 $30.00 64.2% 22.8% 47.7% 64.2% 79.0% 3.9% -2.2% 408.0K -15.8M -159.1K 0.69 50.50 N/A N/A 731 504 18,504 13,369 2024-08-02 $35.21 $30.00 53.3% 15.2% 50.0% 42.3% 53.2% 2.3% 13.2% 659.1K -21.6M -160.2K 0.63 52.69 N/A N/A 1,172 742 18,825 14,273 2024-08-05 $34.64 $30.00 54.0% 14.7% 50.9% 43.6% 50.7% 13.8% -1.0% 443.9K -19.3M -159.8K 1.71 80.46 N/A N/A 235 402 16,622 13,079 2024-08-06 $33.86 $30.00 47.0% 13.0% 51.7% 29.6% 45.3% 5.0% 2.4% 438.8K -16.4M -155.5K 0.45 73.85 N/A N/A 249 113 16,736 13,253 2024-08-07 $33.48 $30.00 47.8% 13.4% 52.1% 31.1% 43.3% 6.5% 0.7% 427.1K -15.2M -154.6K 0.23 76.51 N/A N/A 377 86 16,799 13,289 2024-08-08 $33.76 $30.00 42.1% 12.0% 51.4% 19.7% 41.4% 13.7% 8.3% 448.9K -15.8M -153.1K 1.38 77.56 N/A N/A 69 95 17,079 13,313 2024-08-09 $31.95 $30.00 43.2% 12.5% 49.6% 21.9% 43.5% 5.8% -0.1% 530.8K -9.7M -139.4K 1.27 77.85 N/A N/A 111 141 17,106 13,365 2024-08-12 $31.67 $30.00 43.4% 12.6% 49.7% 22.5% 39.4% 4.4% 1.1% 280.2K -9.7M -136.4K 0.32 58.17 N/A N/A 190 61 16,345 12,812 2024-08-13 $32.40 $30.00 43.3% 12.4% 49.2% 22.2% 40.5% 5.0% 0.1% 340.5K -11.8M -139.5K 0.83 80.98 N/A N/A 52 43 16,559 12,862 2024-08-14 $33.05 $30.00 41.0% 10.9% 49.5% 17.6% 38.5% 5.8% -1.6% 377.2K -13.2M -140.1K 0.09 77.83 N/A N/A 123 11 16,592 12,880 2024-08-15 $33.96 $30.00 37.4% 10.6% 50.1% 10.3% 38.1% 4.7% -0.2% 482.8K -15.9M -142.0K 0.10 83.88 N/A N/A 575 59 16,615 12,872 2024-08-16 $33.84 $30.00 35.4% 10.2% 49.9% 6.3% 34.5% 5.3% 0.1% 409.7K -15.3M -140.0K 0.09 86.49 N/A N/A 1,414 121 16,587 12,858 2024-08-19 $34.03 $30.00 35.2% 10.0% 49.8% 6.0% 34.8% 6.1% 2.4% 595.8K -16.2M -140.9K 2.17 81.12 N/A N/A 115 250 16,487 11,777 2024-08-20 $33.36 $30.00 35.8% 10.3% 50.4% 7.1% 35.3% 4.3% 1.5% 579.4K -13.9M -137.5K 0.97 57.44 N/A N/A 99 96 16,600 12,028 2024-08-21 $32.76 $30.00 36.1% 10.4% 50.5% 7.8% 35.6% 5.4% 0.9% 539.8K -11.7M -134.2K 0.50 60.09 N/A N/A 490 244 16,774 12,084 2024-08-22 $32.97 $30.00 38.0% 10.9% 44.1% 11.5% 37.5% 2.9% -0.4% 563.0K -12.9M -136.4K 0.45 65.23 N/A N/A 183 83 16,971 12,267 2024-08-23 $33.48 $30.00 36.3% 10.4% 43.3% 8.1% 34.9% 3.9% 0.6% 616.2K -14.2M -138.8K 0.49 60.53 N/A N/A 203 100 17,044 12,271 2024-08-26 $33.63 $30.00 37.1% 10.3% 43.1% 9.7% 36.2% 3.3% -0.2% 628.1K -14.5M -135.8K 0.35 57.13 N/A N/A 237 82 16,473 12,217 2024-08-27 $33.95 $30.00 36.8% 10.3% 43.3% 9.1% 38.4% 2.9% 1.2% 674.3K -16.0M -136.9K 0.54 61.04 N/A N/A 65 35 16,641 12,203 2024-08-28 $33.11 $30.00 37.5% 10.8% 43.9% 10.6% 37.9% 3.1% 1.1% 714.2K -12.6M -132.9K 2.23 47.10 N/A N/A 48 107 16,666 12,220 2024-08-29 $33.98 $30.00 36.4% 10.3% 39.8% 8.3% 35.7% 2.1% 1.1% 676.1K -16.4M -134.9K 0.65 54.53 N/A N/A 191 124 16,696 12,313 2024-08-30 $33.36 $30.00 36.4% 10.3% 33.4% 8.3% 33.5% 3.5% 0.7% 621.5K -14.6M -132.4K 0.90 63.24 N/A N/A 158 142 16,841 12,414
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