RWO Options History — May 2013

Name: RWO Options Analytics - May 2013
Creator: Options Analysis Suite

In May 2013, RWO traded between $43.50 and $48.03. ATM implied volatility averaged 15.6%. The 30-day expected move averaged 4.8%. IV traded above realized volatility by 3.4% (HV 20d: 12.2%). Max pain ranged from $46.00 to $47.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.26.

Notable Days

2013-05-09: Highest Volume — 40 contracts
2013-05-23: Largest IV spike — 175.9% change
2013-05-23: Largest Expected Move — 13.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.90	$43.50	$48.03	$47.16	$43.50
Max Pain	$46.86	$46.00	$47.00	$46.00	$47.00
ATM IV	15.6%	7.0%	47.4%	10.1%	23.1%
Expected Move	4.8%	2.5%	13.6%	2.9%	6.6%
HV 20d	12.2%	7.7%	14.9%	14.9%	14.4%
Term Structure	-0.6%	-13.7%	7.0%	0.8%	-3.4%
VWIV	10.5%	6.3%	14.7%	6.3%	14.7%
Skew 25d	6.1%	-0.8%	40.4%	4.3%	3.7%
Skew 10d	4.5%	-33.2%	11.6%	8.7%	4.9%
Call IV 25d	13.4%	7.1%	21.8%	17.9%	19.4%
Put IV 25d	19.6%	7.5%	53.0%	22.1%	23.2%
Bid-Ask Spread %	77.37	55.49	131.51	81.95	56.17
Gamma HHI	0.44	0.29	0.57	0.57	0.29
Net GEX	13.6K	1.3K	22.8K	8.4K	1.3K
Net DEX	-73.9K	-162.4K	104.4K	-68.2K	104.4K
Net VEX	-579	-862	-277	-277	-445
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.26	0.00	1.00	0.00	1.00
Total Volume	6.727	0	40	5	40
Total OI	84.045	32	136	32	136

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
2013-05-01	$47.16	$46.00	10.1%	2.9%	14.9%	0.0%	0.0%	4.3%	0.8%	8.4K	-68.2K	-277	0.00	81.95	N/A	N/A	5	0	31	1
2013-05-02	$47.44	$46.00	10.7%	3.1%	14.5%	0.0%	0.0%	0.9%	1.8%	10.3K	-79.3K	-313	0.00	68.36	N/A	N/A	0	0	36	1
2013-05-03	$47.69	$46.00	8.7%	2.5%	14.2%	0.0%	0.0%	-0.8%	2.1%	10.2K	-86.8K	-311	0.00	55.49	N/A	N/A	1	0	36	1
2013-05-06	$47.79	$47.00	8.7%	3.2%	13.8%	0.0%	0.0%	6.2%	-0.4%	10.7K	-91.1K	-323	0.00	86.87	N/A	N/A	0	0	37	1
2013-05-07	$47.90	$47.00	9.0%	3.1%	13.7%	0.0%	0.0%	5.1%	0.4%	11.2K	-93.9K	-321	0.00	92.86	N/A	N/A	0	0	37	1
2013-05-08	$47.96	$47.00	7.0%	3.3%	13.6%	0.0%	0.0%	6.2%	-0.1%	11.6K	-96.4K	-317	0.00	85.22	N/A	N/A	0	0	37	1
2013-05-09	$47.50	$47.00	10.9%	4.0%	14.1%	0.0%	0.0%	2.9%	-0.4%	9.7K	-84.0K	-318	1.00	78.44	N/A	N/A	20	20	37	1
2013-05-10	$47.57	$47.00	8.6%	3.0%	14.0%	0.0%	6.3%	9.8%	7.0%	9.3K	-74.9K	-694	0.00	89.46	N/A	N/A	5	0	57	21
2013-05-13	$47.46	$47.00	14.0%	4.6%	11.3%	0.0%	14.7%	4.4%	-0.2%	10.5K	-82.2K	-718	0.00	78.47	N/A	N/A	25	0	62	21
2013-05-14	$47.48	$47.00	12.3%	4.3%	9.8%	0.0%	0.0%	4.2%	0.1%	20.0K	-121.5K	-853	0.00	80.64	N/A	N/A	0	0	87	21
2013-05-15	$47.65	$47.00	11.5%	4.3%	8.4%	0.0%	0.0%	5.7%	-0.2%	19.3K	-136.1K	-862	0.00	79.64	N/A	N/A	1	0	87	21
2013-05-16	$47.46	$47.00	16.6%	4.7%	8.7%	0.0%	0.0%	4.1%	-0.4%	19.4K	-120.8K	-839	0.00	79.20	N/A	N/A	0	0	87	21
2013-05-17	$47.87	$47.00	13.7%	3.9%	7.9%	0.0%	0.0%	5.2%	0.5%	22.0K	-149.4K	-850	0.00	84.34	N/A	N/A	0	0	87	21
2013-05-20	$48.00	$47.00	14.9%	4.3%	7.8%	0.0%	0.0%	4.3%	-0.1%	22.8K	-159.3K	-848	0.00	73.81	N/A	N/A	0	0	85	20
2013-05-21	$48.03	$47.00	14.9%	4.3%	7.7%	0.0%	0.0%	3.6%	-0.6%	22.3K	-162.4K	-842	0.00	74.72	N/A	N/A	0	0	85	20
2013-05-22	$46.88	$47.00	17.2%	4.9%	11.9%	0.0%	0.0%	5.0%	-0.1%	18.4K	-77.9K	-751	0.00	77.38	N/A	N/A	0	0	85	20
2013-05-23	$46.10	$47.00	47.4%	13.6%	13.4%	0.0%	0.0%	40.4%	-13.7%	15.2K	-42.0K	-678	0.00	131.51	N/A	N/A	0	0	85	20
2013-05-24	$45.74	$47.00	18.1%	5.2%	13.6%	0.0%	0.0%	5.8%	-0.7%	13.7K	-25.2K	-632	0.00	65.62	N/A	N/A	0	0	85	20
2013-05-28	$45.61	$47.00	19.8%	5.7%	13.0%	0.0%	0.0%	5.4%	-1.1%	13.0K	-12.1K	-562	0.10	64.18	N/A	N/A	10	1	85	20
2013-05-29	$44.79	$47.00	23.8%	6.8%	13.7%	0.0%	0.0%	4.8%	-2.2%	10.9K	2.9K	-548	0.00	57.37	N/A	N/A	0	0	95	21
2013-05-30	$44.15	$47.00	22.2%	6.4%	14.3%	0.0%	0.0%	3.8%	-2.3%	8.3K	29.8K	-435	0.00	60.36	N/A	N/A	0	20	95	21
2013-05-31	$43.50	$47.00	23.1%	6.6%	14.4%	0.0%	0.0%	3.7%	-3.4%	1.3K	104.4K	-445	1.00	56.17	N/A	N/A	20	20	95	41