RNG Options History — November 2025

In November 2025, RNG traded between $26.20 and $29.43. ATM implied volatility averaged 43.1%, placing in the 28.4% IV rank vs the trailing year. The 30-day expected move averaged 12.6%. IV traded above realized volatility by 3.7% (HV 20d: 39.3%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 0.53.

Notable Days

  • 2025-11-03: Highest Volume — 3,536 contracts
  • 2025-11-04: Largest IV drop — 27.3% change
  • 2025-11-03: Highest IV Rank — 66.3%
  • 2025-11-03: Largest Expected Move — 22.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.40$26.20$29.43$29.43$28.34
Max Pain$29.00$25.00$30.00$28.00$26.00
ATM IV43.1%36.8%61.8%61.8%37.6%
Expected Move12.6%10.4%22.1%22.1%10.7%
HV 20d39.3%34.3%46.2%43.1%35.5%
HV 60d41.2%39.0%44.7%44.6%40.2%
IV Rank28.4%15.7%66.3%66.3%17.4%
IV Percentile42.3%3.6%82.9%82.9%8.3%
Term Structure-1.5%-12.7%5.5%-0.4%5.5%
VWIV43.9%35.6%73.9%73.9%41.7%
Skew 25d3.4%0.6%7.2%2.7%7.2%
Skew 10d10.8%-0.8%22.2%-0.8%5.2%
Call IV 25d42.7%30.5%61.1%61.1%30.5%
Put IV 25d46.0%37.7%63.7%63.7%37.7%
Bid-Ask Spread %64.3429.0783.1466.0683.14
Gamma HHI0.140.110.160.140.16
Net GEX-7.5K-182.5K262.4K262.4K41.1K
Net DEX57.5K-6.4M2.1M-6.4M-2.3M
Net VEX-41.4K-67.5K-34.3K-67.5K-34.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.530.121.140.530.31
Total Volume681.2112203,5363,536221
Total OI26,481.52623,00230,06127,68423,769

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-11-03$29.43$28.0061.8%22.1%43.1%66.3%73.9%2.7%-0.4%262.4K-6.4M-67.5K0.5366.06N/AN/A2,3081,22816,88210,802
2025-11-04$27.73$28.0044.9%13.1%45.7%32.2%45.9%0.6%-1.3%-9.9K1.2M-50.1K1.0559.41N/AN/A1,4071,47818,15711,904
2025-11-05$27.27$28.0042.7%13.1%46.2%27.6%44.1%4.1%-0.8%-71.1K1.6M-46.1K0.4640.23N/AN/A35116117,94011,831
2025-11-06$27.11$30.0043.6%13.3%45.4%29.4%43.3%3.4%0.5%-82.0K1.6M-46.3K0.1729.07N/AN/A3345717,99211,655
2025-11-07$26.89$30.0043.4%13.0%41.8%29.1%43.8%3.8%0.5%-182.5K2.1M-43.6K0.6437.00N/AN/A41126318,10211,558
2025-11-10$27.20$30.0044.6%12.2%41.7%31.6%44.2%2.4%-4.3%-138882.6K-42.1K0.3647.91N/AN/A34512515,76410,374
2025-11-11$27.50$30.0043.0%10.7%41.3%28.2%41.3%3.1%-12.7%36.3K186.2K-42.7K0.9172.78N/AN/A11510515,83910,451
2025-11-12$27.64$30.0041.1%11.1%40.1%24.3%39.0%2.6%-2.1%36.1K36.5K-41.9K0.5167.93N/AN/A1628315,90110,525
2025-11-13$27.13$30.0042.6%12.9%40.8%27.5%42.5%1.7%4.1%-16.3K1.0M-41.1K0.2169.56N/AN/A3016316,01710,590
2025-11-14$27.38$30.0039.3%10.4%40.9%20.8%42.6%3.8%-11.8%17.6K19.9K-40.0K0.5878.18N/AN/A25414716,23310,359
2025-11-17$26.66$30.0043.9%12.7%39.8%30.0%44.3%2.9%-3.7%-10.9K977.6K-38.3K0.1274.96N/AN/A2272715,78810,020
2025-11-18$26.35$30.0046.4%13.4%34.6%35.1%43.3%4.4%-3.7%-89.8K2.0M-37.3K0.8771.70N/AN/A11910415,94910,038
2025-11-19$26.46$30.0046.0%13.2%34.6%34.3%48.8%4.3%-1.9%-83.9K1.7M-36.6K0.3073.38N/AN/A39712016,01710,085
2025-11-20$26.20$30.0044.5%12.8%34.3%31.3%43.4%4.1%-1.4%-103.7K1.8M-35.6K1.1473.53N/AN/A13215016,21310,126
2025-11-21$27.24$30.0038.4%11.0%34.8%18.9%40.3%6.0%4.7%-15.2K-647.7K-36.0K0.3471.11N/AN/A2488516,30010,078
2025-11-24$27.68$30.0039.7%12.1%35.4%21.6%37.3%0.9%-0.3%26.6K-811.1K-35.0K0.6974.52N/AN/A21214613,9579,045
2025-11-25$28.27$25.0038.3%11.2%36.5%18.7%39.3%2.7%-0.1%58.0K-2.1M-35.6K0.5864.27N/AN/A52330114,0889,067
2025-11-26$28.16$26.0036.8%10.8%35.4%15.7%35.6%3.2%0.3%44.8K-1.8M-35.8K0.2167.75N/AN/A1924114,4449,289
2025-11-28$28.34$26.0037.6%10.7%35.5%17.4%41.7%7.2%5.5%41.1K-2.3M-34.3K0.3183.14N/AN/A1695214,4749,295