RNG Options History — March 2026

In March 2026, RNG traded between $35.16 and $42.05. ATM implied volatility averaged 57.8%, placing in the 54.0% IV rank vs the trailing year. The 30-day expected move averaged 16.6%. IV traded below realized volatility by 42.3% (HV 20d: 100.1%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 16 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.87.

Notable Days

  • 2026-03-06: Highest Volume — 2,611 contracts
  • 2026-03-18: Largest IV spike — 6.9% change
  • 2026-03-30: Highest IV Rank — 68.3%
  • 2026-03-30: Largest Expected Move — 18.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.00$35.16$42.05$36.06$37.13
Max Pain$34.32$30.00$35.00$30.00$35.00
ATM IV57.8%54.1%64.5%57.1%63.9%
Expected Move16.6%15.3%18.5%16.8%18.3%
HV 20d100.1%52.1%127.3%127.3%61.2%
HV 60d82.5%80.0%85.5%80.1%85.2%
IV Rank54.0%45.8%68.3%52.5%66.8%
IV Percentile73.7%62.3%90.5%72.6%90.1%
Term Structure0.3%-4.1%11.1%-0.8%8.0%
VWIV58.0%53.3%67.4%59.9%61.3%
Skew 25d5.0%-0.4%9.3%4.8%7.5%
Skew 10d13.0%0.7%24.8%5.5%16.5%
Call IV 25d56.7%53.8%62.9%57.0%59.7%
Put IV 25d61.7%58.2%68.2%61.8%67.2%
Bid-Ask Spread %42.2724.2468.8967.4139.35
Gamma HHI0.230.170.340.190.25
Net GEX41.7K-126.2K358.4K-80.2K-47.4K
Net DEX-7.3M-22.7M-456.1K-3.6M-3.3M
Net VEX-98.4K-104.1K-91.0K-102.8K-96.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.870.092.741.090.26
Total Volume542.7271122,611525167
Total OI20,134.18217,08622,75321,19517,342

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2026-03-02$36.06$30.0057.1%16.8%127.3%52.5%59.9%4.8%-0.8%-80.2K-3.6M-102.8K1.0967.41N/AN/A2512747,81413,381
2026-03-03$36.61$30.0058.0%16.8%127.3%54.6%60.3%3.5%-3.7%-993-4.7M-103.1K0.4968.89N/AN/A117578,23113,606
2026-03-04$39.18$30.0054.1%16.3%124.9%45.8%57.4%3.7%-1.9%250.2K-12.4M-104.1K0.0959.39N/AN/A1,0871018,47213,611
2026-03-05$39.56$35.0055.9%15.3%124.0%49.8%54.6%-0.4%-1.8%358.4K-14.8M-102.0K0.7360.58N/AN/A3682678,78713,659
2026-03-06$42.05$35.0059.4%16.2%122.6%57.6%56.5%9.3%-2.5%160.1K-22.7M-98.5K0.5146.66N/AN/A1,7308819,01813,735
2026-03-09$41.74$35.0059.3%17.2%122.3%57.3%61.5%4.8%1.8%60.1K-14.7M-102.9K1.8857.66N/AN/A2134007,65713,524
2026-03-10$41.01$35.0058.1%16.6%123.1%54.7%55.2%5.4%-0.4%48.4K-12.9M-100.5K0.6654.61N/AN/A3082047,64613,568
2026-03-11$39.00$35.0057.0%16.5%124.4%52.3%58.8%8.3%-0.2%11.1K-8.3M-103.8K1.6262.85N/AN/A2654307,82913,592
2026-03-12$38.61$35.0058.1%18.3%123.2%54.8%59.3%3.8%-0.6%46.0K-8.5M-101.7K0.3228.34N/AN/A182587,75013,461
2026-03-13$37.84$35.0056.3%16.2%123.8%50.8%56.7%6.1%0.2%17.8K-6.0M-98.0K0.1829.92N/AN/A269497,65213,358
2026-03-16$37.62$35.0055.5%16.0%122.6%48.9%57.0%3.5%0.1%73.4K-6.1M-97.0K0.3331.03N/AN/A84287,14312,305
2026-03-17$38.02$35.0054.1%15.8%121.6%45.8%55.2%3.8%-0.6%90.5K-6.8M-96.1K0.6829.38N/AN/A112767,17512,279
2026-03-18$37.09$35.0057.8%16.3%122.4%54.1%57.7%3.2%-0.9%34.5K-4.9M-91.0K0.3428.12N/AN/A231797,22112,345
2026-03-19$37.66$35.0054.5%15.6%122.2%46.7%58.3%6.5%-0.0%67.0K-6.0M-95.8K1.9326.59N/AN/A1302517,42512,380
2026-03-20$37.27$35.0057.8%16.3%68.6%54.2%56.0%5.4%0.5%39.1K-5.2M-95.4K1.7524.24N/AN/A3255697,50512,603
2026-03-23$38.97$35.0055.2%15.7%52.1%48.2%57.2%6.0%0.5%50.3K-7.2M-96.6K0.5731.46N/AN/A2451396,47411,956
2026-03-24$36.95$35.0058.3%16.3%55.4%55.2%53.9%5.9%-0.6%9.8K-4.7M-96.0K0.7030.96N/AN/A1611126,71112,063
2026-03-25$35.30$35.0055.6%15.9%57.3%49.2%53.3%3.8%1.5%-83.3K-880.7K-94.5K0.3235.16N/AN/A3381076,70412,121
2026-03-26$37.35$35.0059.0%16.7%56.1%56.7%56.1%5.5%2.2%18.5K-4.8M-98.2K0.3834.23N/AN/A209806,69212,131
2026-03-27$35.16$35.0062.6%17.8%59.7%63.9%62.8%5.3%-4.1%-126.2K-456.1K-94.4K2.7443.45N/AN/A1774856,74212,198
2026-03-30$35.89$35.0064.5%18.5%60.2%68.3%67.4%4.6%11.1%-78.6K-1.5M-95.6K1.4939.67N/AN/A1301946,35010,736
2026-03-31$37.13$35.0063.9%18.3%61.2%66.8%61.3%7.5%8.0%-47.4K-3.3M-96.2K0.2639.35N/AN/A133346,43010,912