RNG Options History — October 2024 In October 2024, RNG traded between $29.70 and $36.03. ATM implied volatility averaged 51.9%, placing in the 39.7% IV rank vs the trailing year. The 30-day expected move averaged 16.5%. IV traded above realized volatility by 24.4% (HV 20d: 27.5%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 9 of 23 days. Put/call ratio averaged 0.33.
Notable Days 2024-10-11 : Highest Volume — 1,699 contracts2024-10-08 : Largest IV spike — 31.2% change2024-10-31 : Highest IV Rank — 59.0%2024-10-31 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $32.75 $29.70 $36.03 $30.93 $36.03 Max Pain $33.04 $30.00 $35.00 $30.00 $35.00 ATM IV 51.9% 40.0% 60.9% 44.4% 60.9% Expected Move 16.5% 10.7% 22.3% 10.7% 22.3% HV 20d 27.5% 21.3% 50.8% 50.8% 29.2% HV 60d 42.8% 38.5% 46.1% 46.1% 38.8% IV Rank 39.7% 15.6% 59.0% 24.3% 59.0% IV Percentile 56.9% 20.2% 77.8% 30.6% 77.8% Term Structure 1.0% -4.8% 22.0% 4.4% -3.3% VWIV 57.5% 37.6% 81.1% 37.6% 75.4% Skew 25d 6.9% 1.8% 13.3% 6.0% 8.2% Skew 10d 19.2% 9.9% 33.0% 12.7% 26.0% Call IV 25d 50.8% 39.6% 57.1% 45.3% 56.9% Put IV 25d 57.7% 49.0% 65.1% 51.3% 65.1% Bid-Ask Spread % 52.45 29.48 74.11 74.11 34.99 Gamma HHI 0.24 0.12 0.75 0.26 0.16 Net GEX 743.9K 247.5K 2.6M 606.5K 544.0K Net DEX -12.1M -19.5M -4.4M -8.3M -18.4M Net VEX -117.8K -129.0K -105.9K -117.4K -129.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.33 0.05 0.92 0.69 0.31 Total Volume 510 66 1,699 66 536 Total OI 26,613.957 24,420 28,292 27,286 25,424
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 2024-10-01 $30.93 $30.00 44.4% 10.7% 50.8% 24.3% 37.6% 6.0% 4.4% 606.5K -8.3M -117.4K 0.69 74.11 N/A N/A 39 27 16,497 10,789 2024-10-02 $31.38 $30.00 45.2% 10.9% 23.1% 26.0% 38.7% 6.6% 4.1% 666.8K -10.3M -118.1K 0.28 71.02 N/A N/A 268 74 16,504 10,750 2024-10-03 $31.06 $30.00 46.4% 15.4% 23.6% 28.3% 49.5% 7.1% 4.8% 807.6K -9.1M -115.5K 0.07 54.85 N/A N/A 121 8 16,712 10,787 2024-10-04 $30.93 $30.00 47.8% 15.3% 21.3% 31.3% 0.0% 5.7% 1.3% 2.6M -8.1M -113.4K 0.44 59.73 N/A N/A 658 288 16,735 10,792 2024-10-07 $30.12 $30.00 40.0% 16.1% 23.0% 15.6% 54.5% 7.4% 19.8% 287.5K -5.2M -109.8K 0.49 55.18 N/A N/A 76 37 16,028 10,522 2024-10-08 $29.70 $30.00 52.5% 15.6% 23.5% 40.6% 52.2% 8.6% 2.8% 247.5K -4.4M -105.9K 0.66 54.79 N/A N/A 268 178 16,066 10,473 2024-10-09 $30.51 $30.00 45.6% 15.7% 24.7% 26.8% 52.6% 13.3% 9.8% 341.1K -6.3M -110.2K 0.92 63.37 N/A N/A 143 132 16,020 10,502 2024-10-10 $31.51 $30.00 42.7% 16.2% 26.6% 20.9% 52.4% 9.6% 22.0% 451.6K -9.2M -116.4K 0.05 57.65 N/A N/A 1,256 58 16,125 10,620 2024-10-11 $32.61 $30.00 51.4% 15.2% 26.5% 38.5% 53.5% 1.8% 2.3% 670.2K -14.3M -120.1K 0.32 61.07 N/A N/A 1,289 410 17,132 10,607 2024-10-14 $32.66 $35.00 53.3% 15.2% 25.5% 42.3% 53.1% 5.8% -2.4% 993.1K -14.8M -118.3K 0.22 62.25 N/A N/A 675 149 17,336 10,652 2024-10-15 $32.60 $35.00 53.7% 15.5% 25.5% 43.1% 53.8% 6.7% -2.5% 895.1K -14.0M -117.9K 0.30 62.42 N/A N/A 104 31 17,250 10,699 2024-10-16 $32.95 $35.00 53.9% 15.5% 25.7% 43.5% 59.4% 6.4% -2.5% 954.4K -15.4M -118.1K 0.50 61.90 N/A N/A 88 44 17,320 10,726 2024-10-17 $32.81 $35.00 53.9% 15.7% 25.8% 43.4% 55.2% 7.4% -4.7% 1.0M -14.7M -116.5K 0.21 64.21 N/A N/A 203 43 17,366 10,752 2024-10-18 $33.84 $35.00 54.4% 16.0% 27.5% 44.6% 56.7% 5.8% -4.2% 1.1M -19.5M -118.4K 0.10 61.14 N/A N/A 1,284 130 17,497 10,795 2024-10-21 $34.25 $35.00 55.4% 17.0% 27.5% 46.4% 55.6% 6.2% -2.8% 598.3K -13.4M -120.6K 0.07 40.32 N/A N/A 597 40 14,530 10,256 2024-10-22 $34.14 $35.00 55.4% 17.1% 27.6% 46.5% 60.0% 8.2% -3.4% 814.2K -14.2M -122.3K 0.14 39.67 N/A N/A 131 19 15,425 10,274 2024-10-23 $33.45 $35.00 55.8% 17.8% 29.0% 47.4% 57.7% 6.2% -4.8% 680.7K -11.6M -120.0K 0.06 37.61 N/A N/A 97 6 15,490 10,293 2024-10-24 $34.17 $35.00 56.0% 18.1% 29.4% 47.6% 62.4% 6.3% -4.3% 970.9K -14.2M -119.7K 0.74 40.58 N/A N/A 149 110 15,514 10,303 2024-10-25 $33.81 $35.00 56.3% 18.3% 29.5% 48.2% 63.0% 6.0% -4.4% 631.3K -12.2M -118.8K 0.54 46.77 N/A N/A 250 136 15,645 10,319 2024-10-28 $34.05 $35.00 56.2% 19.6% 29.5% 48.0% 81.1% 7.3% -2.7% 362.6K -11.7M -118.0K 0.11 35.76 N/A N/A 597 68 14,324 10,096 2024-10-29 $34.29 $35.00 56.2% 20.1% 28.1% 48.0% 69.6% 6.2% -3.0% 424.3K -13.2M -121.3K 0.09 37.52 N/A N/A 181 17 14,863 10,153 2024-10-30 $35.39 $35.00 57.5% 20.9% 29.5% 52.1% 71.3% 5.5% -3.2% 513.3K -16.3M -124.8K 0.26 29.48 N/A N/A 567 148 14,992 10,166 2024-10-31 $36.03 $35.00 60.9% 22.3% 29.2% 59.0% 75.4% 8.2% -3.3% 544.0K -18.4M -129.0K 0.31 34.99 N/A N/A 409 127 15,199 10,225
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