RWO Options History — November 2013

In November 2013, RWO traded between $41.89 and $43.86. ATM implied volatility averaged 13.8%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 2.3% (HV 20d: 11.5%). Max pain ranged from $38.00 to $43.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.38.

Notable Days

2013-11-25: Highest Volume — 20 contracts
2013-11-29: Largest IV spike — 271.2% change
2013-11-29: Highest IV Rank — 78.2%
2013-11-29: Largest Expected Move — 11.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.63	$41.89	$43.86	$43.75	$41.95
Max Pain	$42.75	$38.00	$43.00	$38.00	$43.00
ATM IV	13.8%	10.4%	38.6%	10.7%	38.6%
Expected Move	4.2%	3.0%	11.1%	3.1%	11.1%
HV 20d	11.5%	9.9%	14.2%	13.9%	10.2%
HV 60d	14.8%	14.4%	15.7%	15.4%	14.4%
IV Rank	16.8%	8.4%	78.2%	9.1%	78.2%
IV Percentile	29.9%	7.9%	99.4%	13.7%	99.4%
Term Structure	1.5%	-0.6%	21.6%	3.1%	21.6%
VWIV	12.6%	10.7%	14.5%	14.5%	10.7%
Skew 25d	3.6%	-5.3%	8.1%	1.0%	-5.3%
Skew 10d	5.1%	-15.6%	8.0%	1.8%	-15.6%
Call IV 25d	14.2%	7.7%	66.9%	10.4%	66.9%
Put IV 25d	17.9%	11.3%	61.6%	11.3%	61.6%
Bid-Ask Spread %	77.54	42.57	142.49	135.71	142.49
Gamma HHI	0.40	0.31	0.55	0.34	0.32
Net GEX	-8.4K	-18.2K	2.9K	1.6K	-9.2K
Net DEX	108.5K	21.1K	172.5K	25.0K	170.1K
Net VEX	-355	-443	-274	-443	-440
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.38	0.00	1.00	0.00	0.15
Total Volume	2.55	0	20	0	0
Total OI	80.85	48	93	93	87

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
2013-11-01	$43.75	$38.00	10.7%	3.1%	13.9%	9.1%	0.0%	1.0%	3.1%	1.6K	25.0K	-443	0.00	135.71	N/A	N/A	0	0	41	52
2013-11-04	$43.86	$43.00	10.6%	3.9%	13.7%	9.0%	0.0%	2.8%	0.1%	2.9K	21.1K	-428	0.00	51.64	N/A	N/A	0	0	41	52
2013-11-05	$43.32	$43.00	12.3%	4.2%	14.2%	13.0%	0.0%	2.7%	0.1%	-3.1K	52.4K	-395	0.00	55.60	N/A	N/A	0	0	41	52
2013-11-06	$43.30	$43.00	12.5%	4.1%	14.1%	13.7%	0.0%	2.9%	0.1%	-4.0K	53.8K	-384	0.00	60.57	N/A	N/A	0	0	41	52
2013-11-07	$42.67	$43.00	10.7%	3.7%	12.8%	9.2%	0.0%	2.5%	1.2%	-8.4K	79.6K	-347	0.00	54.05	N/A	N/A	0	0	41	52
2013-11-08	$42.50	$43.00	12.5%	4.4%	12.5%	13.7%	0.0%	3.0%	0.2%	-7.2K	87.5K	-324	0.00	60.75	N/A	N/A	0	0	41	52
2013-11-11	$42.39	$43.00	14.6%	4.2%	12.4%	18.9%	0.0%	5.3%	1.3%	-8.2K	88.0K	-318	0.00	55.30	N/A	N/A	0	0	41	52
2013-11-12	$42.17	$43.00	12.6%	4.4%	12.3%	13.9%	0.0%	4.1%	-0.1%	-8.6K	99.7K	-274	0.00	97.60	N/A	N/A	10	0	41	52
2013-11-13	$42.48	$43.00	13.2%	4.5%	11.4%	15.4%	0.0%	2.8%	-0.1%	-9.5K	136.0K	-288	0.00	42.57	N/A	N/A	0	0	31	52
2013-11-14	$42.79	$43.00	13.8%	3.9%	10.4%	16.7%	0.0%	4.3%	0.5%	-9.5K	124.1K	-320	0.00	57.02	N/A	N/A	0	0	31	52
2013-11-15	$43.08	$43.00	14.0%	4.0%	10.7%	17.4%	0.0%	3.4%	0.4%	-9.0K	111.8K	-327	0.00	54.60	N/A	N/A	0	0	31	52
2013-11-18	$42.90	$43.00	13.3%	3.8%	10.6%	15.6%	0.0%	3.7%	-0.3%	-14.4K	129.7K	-300	1.00	60.42	N/A	N/A	3	3	1	47
2013-11-19	$42.60	$43.00	13.6%	3.9%	10.0%	16.4%	0.0%	4.8%	-0.4%	-12.9K	138.7K	-325	0.00	98.60	N/A	N/A	0	0	4	50
2013-11-20	$42.21	$43.00	14.6%	4.2%	10.3%	18.8%	14.5%	3.4%	-0.6%	-11.6K	150.1K	-294	0.15	112.49	N/A	N/A	13	2	4	50
2013-11-21	$42.35	$43.00	13.1%	3.7%	10.5%	15.0%	0.0%	4.5%	0.6%	-8.7K	120.6K	-361	0.00	95.63	N/A	N/A	0	0	17	52
2013-11-22	$42.24	$43.00	11.2%	3.2%	9.9%	10.4%	0.0%	4.1%	0.7%	-8.1K	122.2K	-365	0.00	77.94	N/A	N/A	0	0	17	52
2013-11-25	$41.93	$43.00	12.4%	3.6%	9.9%	13.4%	10.7%	7.8%	-0.6%	-6.6K	133.6K	-336	0.00	86.86	N/A	N/A	0	20	17	52
2013-11-26	$41.89	$43.00	11.3%	3.3%	9.9%	10.7%	0.0%	8.1%	0.6%	-15.0K	172.5K	-408	0.00	64.06	N/A	N/A	0	0	17	70
2013-11-27	$42.14	$43.00	10.4%	3.0%	10.2%	8.4%	0.0%	6.4%	1.6%	-18.2K	153.3K	-421	0.00	86.80	N/A	N/A	0	0	17	70
2013-11-29	$41.95	$43.00	38.6%	11.1%	10.2%	78.2%	0.0%	-5.3%	21.6%	-9.2K	170.1K	-440	0.00	142.49	N/A	N/A	0	0	17	70