RWO Options History — April 2014 In April 2014, RWO traded between $43.86 and $45.18. ATM implied volatility averaged 50.6%, placing in the 32.0% IV rank vs the trailing year. The 30-day expected move averaged 14.0%. IV traded above realized volatility by 41.4% (HV 20d: 9.2%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days.
Notable Days 2014-04-02 : Largest IV spike — 111.0% change2014-04-30 : Highest IV Rank — 42.2%2014-04-30 : Largest Expected Move — 18.5%Monthly Statistics Metric Avg Min Max Open Close Price $44.47 $43.86 $45.18 $43.86 $45.18 Max Pain $44.00 $44.00 $44.00 $44.00 $44.00 ATM IV 50.6% 20.8% 64.5% 20.8% 64.5% Expected Move 14.0% 6.0% 18.5% 6.0% 18.5% HV 20d 9.2% 6.9% 10.7% 10.6% 6.9% HV 60d 10.8% 9.3% 11.3% 11.2% 9.3% IV Rank 32.0% 10.2% 42.2% 10.2% 42.2% IV Percentile 90.0% 73.4% 96.4% 73.4% 96.4% Term Structure -19.5% -27.4% 19.4% 19.4% -25.7% Skew 25d 12.5% 5.6% 49.1% 43.6% 13.4% Skew 10d 32.5% 12.6% 49.1% 46.1% 42.4% Call IV 25d 60.9% 38.6% 79.0% 38.6% 79.0% Put IV 25d 73.4% 53.3% 92.4% 82.2% 92.4% Bid-Ask Spread % 167.90 161.06 200.00 200.00 161.25 Gamma HHI 0.62 0.48 0.81 0.48 0.81 Net GEX -1.1K -1.3K -804 -1.3K -804 Net DEX 12.8K 9.4K 15.4K 15.4K 9.4K Net VEX -85 -98 -70 -98 -70 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 12.238 11 13 13 11
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 P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2014-04-01 $43.86 $44.00 20.8% 6.0% 10.6% 10.2% 0.0% 43.6% 19.4% -1.3K 15.4K -98 0.00 200.00 N/A N/A 0 0 0 13 2014-04-02 $44.01 $44.00 44.0% 12.6% 10.6% 27.2% 0.0% 49.1% -25.5% -1.2K 14.9K -98 0.00 197.24 N/A N/A 0 0 0 13 2014-04-03 $43.89 $44.00 40.9% 11.7% 10.6% 24.9% 0.0% 12.6% -27.4% -1.2K 15.2K -97 0.00 198.52 N/A N/A 0 0 0 13 2014-04-04 $43.98 $0.00 42.3% 11.9% 10.2% 25.9% 0.0% 5.6% -17.6% -1.2K 15.1K -97 0.00 163.64 N/A N/A 0 0 0 13 2014-04-07 $44.17 $0.00 52.2% 12.3% 10.0% 33.2% 0.0% 6.2% -18.4% -1.2K 14.5K -89 0.00 163.80 N/A N/A 0 0 0 13 2014-04-08 $44.34 $0.00 54.4% 12.5% 10.1% 34.8% 0.0% 6.8% -18.4% -1.2K 14.1K -89 0.00 163.76 N/A N/A 0 0 0 13 2014-04-09 $44.51 $0.00 63.4% 12.5% 10.1% 41.4% 0.0% 7.2% -20.3% -1.2K 13.8K -88 0.00 163.57 N/A N/A 0 0 0 13 2014-04-10 $44.03 $0.00 44.9% 12.9% 10.6% 27.8% 0.0% 6.1% -20.2% -1.2K 15.0K -93 0.00 164.11 N/A N/A 0 0 0 13 2014-04-11 $43.90 $0.00 45.5% 13.1% 10.7% 28.3% 0.0% 5.9% -21.0% -1.2K 15.2K -92 0.00 164.01 N/A N/A 0 0 0 13 2014-04-14 $44.07 $0.00 47.5% 13.6% 10.6% 29.7% 0.0% 6.6% -22.3% -1.2K 14.8K -89 0.00 163.64 N/A N/A 0 0 0 13 2014-04-15 $44.32 $0.00 48.0% 13.8% 10.6% 30.1% 0.0% 7.4% -21.7% -1.2K 14.6K -84 0.00 163.64 N/A N/A 0 0 0 13 2014-04-16 $44.65 $0.00 48.1% 13.8% 9.2% 30.1% 0.0% 8.4% -23.7% -1.2K 13.9K -84 0.00 163.18 N/A N/A 0 0 0 13 2014-04-17 $44.67 $0.00 48.8% 14.0% 8.5% 30.7% 0.0% 8.6% -24.3% -1.2K 14.0K -83 0.00 162.25 N/A N/A 0 0 0 13 2014-04-21 $44.80 $0.00 52.4% 15.0% 8.5% 33.3% 0.0% 9.6% -17.3% -831 10.0K -79 0.00 162.07 N/A N/A 0 0 0 11 2014-04-22 $44.93 $0.00 53.4% 15.3% 8.3% 34.1% 0.0% 9.4% -17.8% -822 9.8K -79 0.00 162.05 N/A N/A 0 0 0 11 2014-04-23 $44.76 $0.00 54.6% 15.6% 8.3% 34.9% 0.0% 9.9% -18.9% -832 10.1K -78 0.00 161.84 N/A N/A 0 0 0 11 2014-04-24 $44.90 $0.00 55.7% 16.0% 7.4% 35.7% 0.0% 10.6% -19.5% -825 9.8K -78 0.00 162.22 N/A N/A 0 0 0 11 2014-04-25 $44.73 $0.00 57.0% 16.3% 7.4% 36.7% 0.0% 10.3% -20.8% -835 10.2K -77 0.00 161.86 N/A N/A 0 0 0 11 2014-04-28 $45.01 $0.00 61.2% 17.5% 7.2% 39.8% 0.0% 12.0% -23.5% -818 9.6K -76 0.00 162.22 N/A N/A 0 0 0 11 2014-04-29 $45.09 $0.00 62.8% 18.0% 6.9% 41.0% 0.0% 12.7% -24.6% -810 9.6K -76 0.00 161.06 N/A N/A 0 0 0 11 2014-04-30 $45.18 $0.00 64.5% 18.5% 6.9% 42.2% 0.0% 13.4% -25.7% -804 9.4K -70 0.00 161.25 N/A N/A 0 0 0 11
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