RNG Options History — June 2025 In June 2025, RNG traded between $25.61 and $28.25. ATM implied volatility averaged 39.4%, placing in the 20.9% IV rank vs the trailing year. The 30-day expected move averaged 11.0%. IV traded above realized volatility by 9.8% (HV 20d: 29.6%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.71.
Notable Days 2025-06-03 : Highest Volume — 3,499 contracts2025-06-30 : Largest IV spike — 16.8% change2025-06-30 : Highest IV Rank — 34.6%2025-06-17 : Largest Expected Move — 12.0%Monthly Statistics Metric Avg Min Max Open Close Price $26.99 $25.61 $28.25 $25.91 $28.25 Max Pain $24.63 $22.50 $25.00 $22.50 $25.00 ATM IV 39.4% 36.8% 46.2% 40.6% 46.2% Expected Move 11.0% 8.5% 12.0% 11.5% 10.5% HV 20d 29.6% 24.8% 33.9% 27.8% 32.0% HV 60d 47.9% 46.4% 49.2% 48.0% 46.4% IV Rank 20.9% 15.7% 34.6% 23.4% 34.6% IV Percentile 25.1% 10.3% 57.9% 33.7% 57.9% Term Structure 1.1% -19.0% 22.8% 2.2% 2.1% VWIV 37.2% 31.8% 41.7% 31.8% 41.7% Skew 25d 4.7% -15.1% 20.0% 3.4% 5.8% Skew 10d 9.8% -14.2% 28.5% 4.8% -2.3% Call IV 25d 35.8% 22.3% 43.7% 39.5% 43.7% Put IV 25d 40.6% 22.8% 49.5% 42.9% 49.5% Bid-Ask Spread % 69.84 54.82 82.47 54.82 58.47 Gamma HHI 0.17 0.13 0.21 0.16 0.21 Net GEX 297.5K 128.0K 563.6K 128.0K 563.6K Net DEX -4.4M -7.9M -1.3M -2.5M -7.9M Net VEX -75.4K -81.4K -69.8K -70.1K -73.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.71 0.07 7.47 0.60 0.10 Total Volume 724.05 94 3,499 168 587 Total OI 22,248.95 18,439 23,513 18,439 23,199
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 2025-06-02 $25.91 $22.50 40.6% 11.5% 27.8% 23.4% 31.8% 3.4% 2.2% 128.0K -2.5M -70.1K 0.60 54.82 N/A N/A 105 63 13,071 5,368 2025-06-03 $26.73 $22.50 40.1% 11.1% 29.9% 22.4% 38.6% 2.6% -0.2% 180.0K -4.2M -73.2K 7.47 57.06 N/A N/A 413 3,086 13,132 5,389 2025-06-04 $26.91 $22.50 39.4% 11.1% 29.9% 20.9% 41.1% 3.2% -0.6% 199.6K -4.3M -81.2K 0.18 58.59 N/A N/A 193 34 13,329 8,388 2025-06-05 $26.93 $25.00 39.1% 11.7% 29.6% 20.3% 39.0% 16.4% 1.4% 213.1K -4.3M -79.7K 0.25 82.16 N/A N/A 236 60 13,429 8,408 2025-06-06 $27.18 $25.00 38.2% 11.6% 28.6% 18.6% 35.6% 3.4% 0.1% 296.7K -5.1M -80.8K 0.44 77.60 N/A N/A 712 315 13,508 8,448 2025-06-09 $27.42 $25.00 38.5% 10.7% 25.4% 19.2% 38.6% 3.5% -3.5% 304.2K -5.5M -81.4K 0.17 72.90 N/A N/A 900 152 13,744 8,222 2025-06-10 $27.54 $25.00 38.1% 10.6% 24.8% 18.4% 37.5% 3.0% -1.3% 409.6K -6.3M -80.9K 0.35 71.55 N/A N/A 253 88 14,497 8,305 2025-06-11 $26.86 $25.00 38.3% 11.3% 26.2% 18.7% 35.8% 2.4% 0.8% 296.7K -4.2M -78.0K 0.48 67.35 N/A N/A 309 147 14,520 8,343 2025-06-12 $26.54 $25.00 37.7% 11.2% 25.7% 17.4% 37.3% 1.9% 1.8% 263.1K -3.4M -75.7K 1.04 82.47 N/A N/A 46 48 14,601 8,451 2025-06-13 $25.61 $25.00 40.2% 11.4% 27.9% 22.5% 38.5% 20.0% -0.4% 141.2K -1.3M -71.3K 0.69 72.68 N/A N/A 272 189 14,623 8,412 2025-06-16 $26.92 $25.00 40.1% 11.3% 33.9% 22.4% 35.6% 2.7% -19.0% 269.4K -3.7M -73.7K 0.55 68.63 N/A N/A 246 136 14,336 8,434 2025-06-17 $26.89 $25.00 41.7% 12.0% 32.8% 25.7% 37.2% 4.8% 22.8% 272.7K -3.7M -75.1K 0.07 74.35 N/A N/A 757 52 14,441 8,535 2025-06-18 $27.11 $25.00 40.7% 11.7% 33.0% 23.5% 38.5% 2.5% -1.7% 374.9K -5.0M -75.9K 0.66 77.71 N/A N/A 131 86 14,966 8,547 2025-06-20 $26.69 $25.00 39.3% 11.2% 29.9% 20.7% 38.1% 1.7% 0.5% 279.8K -3.7M -71.4K 0.10 78.76 N/A N/A 1,189 123 14,905 8,491 2025-06-23 $26.59 $25.00 37.3% 8.5% 29.5% 16.6% 38.1% 17.3% 5.2% 219.2K -2.6M -69.8K 0.11 72.33 N/A N/A 353 40 13,585 8,211 2025-06-24 $27.42 $25.00 37.0% 10.4% 30.8% 16.2% 37.3% -15.1% -11.3% 320.1K -4.8M -75.0K 0.21 62.82 N/A N/A 885 187 13,835 8,243 2025-06-25 $26.98 $25.00 36.8% 10.3% 31.4% 15.7% 35.6% 5.4% 7.8% 328.3K -3.9M -72.0K 0.41 65.04 N/A N/A 525 214 14,499 8,197 2025-06-26 $27.55 $25.00 38.6% 10.3% 31.9% 19.3% 33.9% 5.1% 7.8% 419.3K -5.4M -74.6K 0.24 66.41 N/A N/A 531 128 14,573 8,376 2025-06-27 $27.70 $25.00 39.5% 10.4% 31.5% 21.2% 33.5% 4.7% 8.0% 469.5K -6.2M -74.5K 0.11 75.04 N/A N/A 619 71 15,051 8,367 2025-06-30 $28.25 $25.00 46.2% 10.5% 32.0% 34.6% 41.7% 5.8% 2.1% 563.6K -7.9M -73.3K 0.10 58.47 N/A N/A 533 54 14,844 8,355
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