RWO Options History — June 2013

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

In June 2013, RWO traded between $40.02 and $43.79. ATM implied volatility averaged 21.6%. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 1.0% (HV 20d: 20.6%). Max pain ranged from $41.00 to $47.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.32.

Notable Days

2013-06-25: Highest Volume — 23 contracts
2013-06-20: Largest IV spike — 34.8% change
2013-06-24: Largest Expected Move — 7.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.38	$40.02	$43.79	$43.79	$42.09
Max Pain	$43.80	$41.00	$47.00	$47.00	$41.00
ATM IV	21.6%	16.8%	27.6%	21.7%	18.5%
Expected Move	6.0%	4.8%	7.9%	6.2%	5.3%
HV 20d	20.6%	14.4%	27.6%	14.6%	27.2%
HV 60d	18.1%	15.7%	20.0%	15.7%	19.9%
Term Structure	-1.0%	-3.8%	0.5%	-3.8%	0.0%
VWIV	21.4%	16.5%	26.2%	24.0%	16.5%
Skew 25d	4.2%	1.7%	6.7%	3.7%	6.4%
Skew 10d	9.7%	5.1%	14.1%	7.9%	14.1%
Call IV 25d	18.6%	14.8%	24.4%	20.1%	14.8%
Put IV 25d	22.7%	19.3%	28.9%	23.8%	21.2%
Bid-Ask Spread %	58.25	33.92	102.58	61.03	45.13
Gamma HHI	0.30	0.23	0.44	0.34	0.42
Net GEX	-540	-4.2K	10.7K	1.0K	10.5K
Net DEX	40.7K	-73.2K	79.7K	30.2K	-73.2K
Net VEX	-265	-425	-144	-319	-425
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.00	2.67	2.67	0.00
Total Volume	5.1	0	23	11	11
Total OI	106.5	73	122	96	121

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
2013-06-03	$43.79	$47.00	21.7%	6.2%	14.6%	0.0%	24.0%	3.7%	-3.8%	1.0K	30.2K	-319	2.67	61.03	N/A	N/A	3	8	75	21
2013-06-04	$43.59	$42.00	21.4%	6.1%	14.4%	0.0%	0.0%	2.7%	-3.3%	-942	37.4K	-341	0.00	61.18	N/A	N/A	0	0	78	29
2013-06-05	$42.89	$42.00	22.4%	6.4%	14.7%	0.0%	0.0%	2.6%	-2.9%	-2.7K	55.1K	-289	0.00	54.02	N/A	N/A	0	0	78	29
2013-06-06	$43.38	$42.00	22.1%	6.3%	15.7%	0.0%	0.0%	6.6%	-3.6%	-2.2K	46.2K	-308	0.00	56.49	N/A	N/A	0	0	78	29
2013-06-07	$43.65	$45.00	19.7%	4.9%	16.1%	0.0%	0.0%	5.1%	-0.0%	-2.3K	41.7K	-307	0.00	62.96	N/A	N/A	0	0	78	29
2013-06-10	$43.28	$45.00	22.3%	5.4%	16.0%	0.0%	0.0%	4.4%	-0.2%	-3.3K	50.5K	-276	0.00	63.66	N/A	N/A	0	0	78	29
2013-06-11	$42.39	$45.00	24.2%	5.6%	16.9%	0.0%	0.0%	2.2%	-0.5%	-4.2K	70.5K	-213	0.00	52.40	N/A	N/A	0	0	78	29
2013-06-12	$41.84	$45.00	25.8%	6.0%	17.0%	0.0%	0.0%	1.7%	-0.5%	-3.9K	75.9K	-197	0.00	54.65	N/A	N/A	0	0	78	29
2013-06-13	$43.01	$45.00	19.1%	5.5%	20.6%	0.0%	20.0%	4.2%	-0.2%	-3.7K	54.9K	-258	0.50	86.02	N/A	N/A	2	1	78	29
2013-06-14	$43.22	$44.00	19.1%	5.5%	20.9%	0.0%	0.0%	4.0%	-0.2%	-3.6K	49.8K	-261	0.00	39.38	N/A	N/A	0	0	79	30
2013-06-17	$43.32	$44.00	18.8%	5.4%	20.5%	0.0%	0.0%	4.3%	0.1%	-3.5K	47.8K	-252	0.00	66.81	N/A	N/A	1	0	79	30
2013-06-18	$43.65	$44.00	16.8%	4.8%	20.8%	0.0%	0.0%	3.9%	0.5%	-2.6K	35.3K	-273	0.00	102.58	N/A	N/A	18	0	80	30
2013-06-19	$42.49	$44.00	19.7%	5.7%	22.1%	0.0%	0.0%	3.5%	0.3%	-43	56.5K	-211	0.00	61.67	N/A	N/A	0	3	89	30
2013-06-20	$40.69	$44.00	26.6%	7.6%	25.0%	0.0%	0.0%	2.6%	-1.9%	-1.7K	77.8K	-144	0.00	54.78	N/A	N/A	6	0	89	27
2013-06-21	$40.47	$44.00	26.2%	7.5%	24.8%	0.0%	0.0%	2.8%	-0.8%	-4.1K	79.7K	-177	0.00	50.55	N/A	N/A	0	1	95	27
2013-06-24	$40.02	$44.00	27.6%	7.9%	24.8%	0.0%	26.2%	4.5%	-1.8%	-384	69.7K	-158	0.00	43.43	N/A	N/A	5	0	50	23
2013-06-25	$40.66	$44.00	21.6%	6.2%	26.1%	0.0%	20.3%	6.7%	-1.1%	553	63.6K	-164	0.00	33.92	N/A	N/A	23	0	55	23
2013-06-26	$41.15	$44.00	21.1%	6.0%	26.3%	0.0%	21.2%	5.4%	-1.2%	5.7K	11.8K	-309	0.00	68.26	N/A	N/A	19	0	78	23
2013-06-27	$42.04	$41.00	17.8%	5.1%	27.6%	0.0%	0.0%	6.2%	0.1%	10.7K	-67.3K	-415	0.00	46.14	N/A	N/A	1	0	97	23
2013-06-28	$42.09	$41.00	18.5%	5.3%	27.2%	0.0%	16.5%	6.4%	0.0%	10.5K	-73.2K	-425	0.00	45.13	N/A	N/A	11	0	98	23