RWO Options History — January 2014

In January 2014, RWO traded between $41.14 and $42.33. ATM implied volatility averaged 34.7%, placing in the 25.3% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 24.6% (HV 20d: 10.0%). Max pain ranged from $40.00 to $44.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2014-01-28: Highest Volume — 10 contracts
2014-01-13: Largest IV spike — 1512.2% change
2014-01-13: Highest IV Rank — 100.0%
2014-01-24: Largest Expected Move — 15.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.63	$41.14	$42.33	$41.24	$41.56
Max Pain	$43.62	$40.00	$44.00	$40.00	$44.00
ATM IV	34.7%	8.0%	143.2%	41.9%	9.5%
Expected Move	7.1%	2.7%	15.5%	12.0%	2.7%
HV 20d	10.0%	7.2%	11.8%	11.1%	11.5%
HV 60d	10.8%	10.0%	12.1%	12.1%	11.1%
IV Rank	25.3%	1.4%	100.0%	50.5%	1.8%
IV Percentile	52.6%	1.0%	100.0%	96.8%	5.3%
Term Structure	-1.8%	-31.3%	31.9%	-31.3%	2.2%
VWIV	8.3%	8.3%	8.3%	8.3%	8.3%
Skew 25d	1.0%	-48.7%	41.7%	-5.8%	-13.0%
Skew 10d	-1.2%	-54.3%	19.6%	-5.8%	-54.3%
Call IV 25d	33.0%	6.0%	88.7%	88.7%	23.8%
Put IV 25d	34.0%	8.7%	82.9%	82.9%	10.8%
Bid-Ask Spread %	101.26	43.13	198.52	198.52	72.35
Gamma HHI	0.44	0.21	0.67	0.66	0.28
Net GEX	-4.4K	-6.8K	-2.1K	-3.8K	-2.6K
Net DEX	102.0K	76.9K	123.1K	82.9K	120.6K
Net VEX	-109	-188	-57	-188	-159
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.667	0	10	0	0
Total OI	36.286	34	47	34	47

Daily Data (21 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2014-01-02	$41.24	$40.00	41.9%	12.0%	11.1%	50.5%	0.0%	-5.8%	-31.3%	-3.8K	82.9K	-188	198.52	N/A	N/A	0	0	1	33
2014-01-03	$41.38	$40.00	11.1%	3.2%	11.2%	5.9%	0.0%	3.8%	1.6%	-4.9K	109.4K	-85	94.44	N/A	N/A	0	0	1	33
2014-01-06	$41.39	$44.00	48.2%	12.2%	11.2%	59.6%	0.0%	3.8%	-15.3%	-3.9K	82.0K	-181	158.94	N/A	N/A	0	0	1	33
2014-01-07	$41.61	$44.00	50.0%	3.1%	11.1%	62.2%	0.0%	21.2%	1.7%	-5.9K	106.5K	-84	91.61	N/A	N/A	0	0	1	33
2014-01-08	$41.40	$44.00	12.9%	8.0%	11.2%	8.6%	0.0%	-24.8%	2.8%	-6.0K	105.2K	-93	99.51	N/A	N/A	0	0	1	33
2014-01-09	$41.43	$44.00	9.1%	3.4%	11.2%	3.0%	0.0%	3.5%	1.8%	-4.5K	110.9K	-65	48.89	N/A	N/A	0	0	1	33
2014-01-10	$41.84	$44.00	8.0%	2.9%	9.5%	1.4%	0.0%	2.9%	2.3%	-5.3K	107.0K	-66	45.09	N/A	N/A	0	0	1	33
2014-01-13	$41.56	$44.00	128.3%	13.0%	9.6%	100.0%	0.0%	4.0%	-19.5%	-4.0K	80.8K	-173	159.90	N/A	N/A	0	0	1	33
2014-01-14	$41.76	$44.00	143.2%	13.2%	9.7%	100.0%	0.0%	4.0%	-19.6%	-4.1K	79.5K	-170	155.80	N/A	N/A	0	0	1	33
2014-01-15	$41.98	$44.00	10.7%	2.9%	9.8%	2.7%	0.0%	41.7%	16.9%	-6.4K	102.4K	-70	96.63	N/A	N/A	0	0	1	33
2014-01-16	$41.99	$44.00	47.0%	13.5%	9.8%	29.4%	0.0%	4.1%	-20.1%	-4.2K	76.9K	-170	157.63	N/A	N/A	0	0	1	33
2014-01-17	$41.92	$44.00	9.9%	2.8%	8.1%	2.1%	0.0%	3.1%	2.5%	-5.8K	104.1K	-64	51.88	N/A	N/A	0	1	1	33
2014-01-21	$42.13	$44.00	30.1%	8.6%	7.5%	17.0%	0.0%	16.1%	2.2%	-6.2K	104.1K	-70	76.45	N/A	N/A	0	0	1	33
2014-01-22	$42.33	$44.00	9.6%	2.7%	7.2%	1.9%	0.0%	2.5%	1.9%	-6.8K	101.5K	-74	43.13	N/A	N/A	0	0	1	33
2014-01-23	$41.93	$44.00	9.5%	2.7%	8.1%	1.8%	8.3%	3.7%	1.4%	-5.0K	107.2K	-57	44.40	N/A	N/A	3	0	1	33
2014-01-24	$41.30	$44.00	54.2%	15.5%	9.9%	34.6%	0.0%	1.6%	-13.7%	-2.1K	106.8K	-63	135.89	N/A	N/A	0	0	4	33
2014-01-27	$41.14	$44.00	12.5%	3.6%	10.0%	4.0%	0.0%	-48.7%	28.2%	-2.6K	107.6K	-65	113.24	N/A	N/A	0	0	4	33
2014-01-28	$41.52	$44.00	36.1%	10.3%	10.5%	21.3%	0.0%	1.8%	-17.5%	-2.4K	104.3K	-63	125.53	N/A	N/A	0	10	4	33
2014-01-29	$41.14	$44.00	12.1%	3.5%	10.7%	3.7%	0.0%	5.3%	1.6%	-3.7K	123.1K	-174	46.79	N/A	N/A	0	0	4	43
2014-01-30	$41.70	$44.00	34.2%	9.8%	11.8%	20.0%	0.0%	-9.8%	31.9%	-2.7K	119.0K	-165	109.83	N/A	N/A	0	0	4	43
2014-01-31	$41.56	$44.00	9.5%	2.7%	11.5%	1.8%	0.0%	-13.0%	2.2%	-2.6K	120.6K	-159	72.35	N/A	N/A	0	0	4	43