RWO Options History — August 2013

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

In August 2013, RWO traded between $40.08 and $42.77. ATM implied volatility averaged 17.5%. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 5.2% (HV 20d: 12.4%). Max pain ranged from $41.00 to $42.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 3.33.

Notable Days

2013-08-13: Highest Volume — 73 contracts
2013-08-12: Largest IV spike — 36.6% change
2013-08-19: Largest Expected Move — 6.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.43	$40.08	$42.77	$42.75	$40.08
Max Pain	$41.87	$41.00	$42.00	$41.00	$42.00
ATM IV	17.5%	12.0%	21.3%	16.3%	20.7%
Expected Move	5.4%	3.9%	6.1%	4.7%	5.9%
HV 20d	12.4%	9.1%	14.8%	14.7%	13.4%
HV 60d	19.7%	19.0%	19.9%	19.8%	19.0%
Term Structure	0.8%	-1.3%	2.9%	1.9%	0.8%
VWIV	19.3%	19.1%	19.4%	19.1%	19.4%
Skew 25d	5.4%	3.9%	7.9%	7.9%	4.4%
Skew 10d	10.8%	7.2%	15.6%	7.4%	7.3%
Call IV 25d	16.4%	11.9%	18.7%	12.2%	18.4%
Put IV 25d	21.8%	17.2%	24.9%	20.1%	22.8%
Bid-Ask Spread %	60.56	37.20	101.76	39.41	68.80
Gamma HHI	0.56	0.27	0.84	0.35	0.55
Net GEX	-6.8K	-21.1K	9.3K	3.9K	-20.0K
Net DEX	121.0K	-50.9K	297.6K	-42.3K	297.6K
Net VEX	-329	-545	-161	-227	-429
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.33	0.00	9.00	0.00	1.00
Total Volume	5.318	0	73	0	0
Total OI	105.955	88	163	88	122

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
2013-08-01	$42.75	$41.00	16.3%	4.7%	14.7%	0.0%	0.0%	7.9%	1.9%	3.9K	-42.3K	-227	0.00	39.41	N/A	N/A	0	0	72	16
2013-08-02	$42.62	$41.00	13.6%	3.9%	14.8%	0.0%	0.0%	5.4%	2.9%	4.6K	-39.6K	-210	0.00	42.94	N/A	N/A	0	0	72	16
2013-08-05	$42.65	$0.00	13.5%	4.8%	14.7%	0.0%	0.0%	5.4%	1.1%	4.8K	-43.1K	-192	0.00	42.15	N/A	N/A	0	0	72	16
2013-08-06	$42.63	$0.00	13.3%	4.9%	14.2%	0.0%	0.0%	5.0%	0.7%	5.7K	-43.0K	-182	0.00	43.80	N/A	N/A	2	0	72	16
2013-08-07	$42.33	$0.00	15.5%	5.1%	14.3%	0.0%	0.0%	6.1%	0.8%	7.3K	-37.3K	-198	0.00	64.08	N/A	N/A	0	0	74	16
2013-08-08	$42.53	$0.00	12.5%	4.8%	9.1%	0.0%	0.0%	5.9%	1.5%	5.5K	-43.8K	-188	0.00	44.70	N/A	N/A	0	0	74	16
2013-08-09	$42.77	$0.00	12.0%	4.9%	9.1%	0.0%	0.0%	5.1%	1.1%	4.1K	-50.9K	-172	0.00	54.66	N/A	N/A	0	0	74	16
2013-08-12	$42.40	$0.00	16.4%	5.2%	9.2%	0.0%	0.0%	4.6%	0.4%	7.2K	-43.2K	-165	0.00	41.48	N/A	N/A	0	0	74	16
2013-08-13	$42.10	$0.00	16.2%	5.4%	9.4%	0.0%	19.1%	5.7%	0.5%	9.3K	-36.4K	-161	0.00	73.16	N/A	N/A	0	73	74	16
2013-08-14	$42.03	$42.00	15.6%	5.2%	9.3%	0.0%	0.0%	5.8%	1.2%	-12.9K	121.3K	-545	0.00	44.92	N/A	N/A	0	0	74	89
2013-08-15	$41.41	$42.00	20.4%	5.8%	9.9%	0.0%	0.0%	5.4%	0.5%	-1.3K	166.9K	-512	0.00	39.66	N/A	N/A	0	0	74	89
2013-08-16	$40.62	$42.00	19.8%	5.7%	11.4%	0.0%	0.0%	6.0%	0.8%	798	238.0K	-449	0.00	41.37	N/A	N/A	0	0	74	89
2013-08-19	$40.17	$42.00	21.3%	6.1%	11.2%	0.0%	0.0%	6.7%	0.1%	-15.2K	241.5K	-347	0.00	38.22	N/A	N/A	0	0	13	79
2013-08-20	$40.80	$42.00	19.2%	5.5%	13.3%	0.0%	0.0%	5.0%	0.6%	-18.6K	221.7K	-409	0.00	83.27	N/A	N/A	0	0	13	79
2013-08-21	$40.38	$42.00	21.0%	6.0%	12.9%	0.0%	0.0%	4.3%	-1.3%	-15.9K	238.7K	-353	0.00	88.35	N/A	N/A	0	0	13	79
2013-08-22	$40.59	$42.00	18.8%	5.4%	13.1%	0.0%	0.0%	5.1%	1.2%	-18.0K	234.7K	-382	0.00	101.76	N/A	N/A	0	0	13	79
2013-08-23	$40.90	$42.00	18.9%	5.4%	13.7%	0.0%	0.0%	4.8%	1.2%	-20.3K	216.4K	-405	0.00	37.20	N/A	N/A	0	0	13	79
2013-08-26	$40.80	$42.00	18.9%	5.4%	13.5%	0.0%	19.4%	3.9%	1.1%	-20.1K	230.1K	-367	9.00	53.49	N/A	N/A	3	27	13	79
2013-08-27	$40.41	$42.00	20.7%	5.9%	13.7%	0.0%	0.0%	5.4%	0.5%	-21.1K	268.7K	-480	0.00	95.98	N/A	N/A	0	0	16	106
2013-08-28	$40.27	$42.00	20.8%	6.0%	13.5%	0.0%	0.0%	4.9%	-0.2%	-19.1K	283.3K	-438	0.00	95.96	N/A	N/A	0	0	16	106
2013-08-29	$40.33	$42.00	20.5%	5.9%	13.3%	0.0%	0.0%	4.7%	-0.2%	-19.8K	283.4K	-423	1.00	97.05	N/A	N/A	6	6	16	106
2013-08-30	$40.08	$42.00	20.7%	5.9%	13.4%	0.0%	0.0%	4.4%	0.8%	-20.0K	297.6K	-429	0.00	68.80	N/A	N/A	0	0	10	112