RWO Options History — May 2014 In May 2014, RWO traded between $45.30 and $46.52. ATM implied volatility averaged 53.7%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 10.2%. IV traded above realized volatility by 47.2% (HV 20d: 6.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2014-05-14 : Largest IV spike — 362.7% change2014-05-14 : Highest IV Rank — 100.0%2014-05-02 : Largest Expected Move — 19.7%Monthly Statistics Metric Avg Min Max Open Close Price $45.98 $45.30 $46.52 $45.41 $46.52 ATM IV 53.7% 17.8% 150.3% 66.3% 19.0% Expected Move 10.2% 5.1% 19.7% 19.0% 5.4% HV 20d 6.5% 5.3% 7.6% 7.0% 7.0% HV 60d 8.8% 8.3% 9.0% 9.0% 8.3% IV Rank 33.4% 7.2% 100.0% 43.5% 8.0% IV Percentile 78.2% 49.2% 100.0% 96.4% 53.2% Term Structure -10.6% -28.6% 1.5% -26.4% -0.2% Skew 25d 7.9% 2.4% 15.9% 14.7% 4.1% Skew 10d 11.4% -16.9% 45.1% 44.3% 10.4% Call IV 25d 40.0% 17.9% 83.2% 79.9% 19.2% Put IV 25d 47.9% 20.3% 97.8% 94.6% 23.3% Bid-Ask Spread % 181.17 160.71 195.63 160.71 164.07 Gamma HHI 0.81 0.79 0.81 0.81 0.80 Net GEX -712 -796 -579 -787 -579 Net DEX 6.8K 3.5K 9.2K 9.0K 3.5K Net VEX -54 -70 -31 -70 -31 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 11 11 11 11 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 2014-05-01 $45.41 $0.00 66.3% 19.0% 7.0% 43.5% 0.0% 14.7% -26.4% -787 9.0K -70 0.00 160.71 N/A N/A 0 0 0 11 2014-05-02 $45.30 $0.00 68.6% 19.7% 6.9% 45.2% 0.0% 14.6% -28.6% -796 9.2K -70 0.00 161.61 N/A N/A 0 0 0 11 2014-05-05 $45.39 $0.00 76.6% 11.1% 6.9% 51.1% 0.0% 7.3% -12.5% -789 9.0K -69 0.00 195.63 N/A N/A 0 0 0 11 2014-05-06 $45.35 $0.00 80.0% 11.2% 6.9% 53.6% 0.0% 7.1% -12.8% -792 9.1K -68 0.00 195.15 N/A N/A 0 0 0 11 2014-05-07 $45.82 $0.00 82.6% 11.1% 7.6% 55.5% 0.0% 10.5% -13.5% -757 8.3K -63 0.00 194.29 N/A N/A 0 0 0 11 2014-05-08 $45.91 $0.00 87.1% 11.2% 7.5% 58.8% 0.0% 8.0% -13.7% -746 8.4K -68 0.00 192.00 N/A N/A 0 0 0 11 2014-05-09 $45.97 $0.00 92.3% 11.3% 6.0% 62.5% 0.0% 8.5% -14.0% -741 8.3K -65 0.00 191.24 N/A N/A 0 0 0 11 2014-05-12 $46.10 $0.00 73.3% 11.8% 5.6% 48.5% 0.0% 9.8% -14.9% -732 8.1K -61 0.00 190.97 N/A N/A 0 0 0 11 2014-05-13 $46.03 $0.00 32.5% 5.2% 5.8% 18.4% 0.0% 2.4% -4.1% -632 3.5K -34 0.00 182.21 N/A N/A 0 0 0 11 2014-05-14 $46.10 $0.00 150.3% 12.1% 5.6% 100.0% 0.0% 10.0% -15.7% -731 8.1K -61 0.00 190.27 N/A N/A 0 0 0 11 2014-05-15 $46.06 $0.00 42.6% 12.2% 5.3% 24.6% 0.0% 9.8% -21.6% -737 8.0K -60 0.00 190.27 N/A N/A 0 0 0 11 2014-05-16 $46.40 $0.00 31.5% 9.0% 5.7% 16.8% 0.0% 5.3% -8.1% -670 5.6K -49 0.00 188.72 N/A N/A 0 0 0 11 2014-05-19 $46.28 $0.00 45.2% 13.0% 5.9% 26.4% 0.0% 13.6% -11.8% -695 7.4K -59 0.00 188.98 N/A N/A 0 0 0 11 2014-05-20 $46.00 $0.00 32.3% 9.3% 6.5% 17.3% 0.0% 9.4% -12.8% -742 8.1K -59 0.00 183.85 N/A N/A 0 0 0 11 2014-05-21 $45.91 $0.00 17.8% 5.1% 6.3% 7.2% 0.0% 2.6% 1.3% -725 5.1K -42 0.00 171.01 N/A N/A 0 0 0 11 2014-05-22 $45.94 $0.00 18.4% 5.3% 6.3% 7.6% 0.0% 2.8% 1.1% -719 5.0K -42 0.00 171.01 N/A N/A 0 0 0 11 2014-05-23 $46.24 $0.00 18.5% 5.3% 6.3% 7.7% 0.0% 3.8% 1.5% -637 4.1K -37 0.00 168.98 N/A N/A 0 0 0 11 2014-05-27 $46.50 $0.00 19.3% 5.5% 6.2% 8.3% 0.0% 3.4% 1.2% -594 3.7K -32 0.00 165.33 N/A N/A 0 0 0 11 2014-05-28 $46.15 $0.00 19.0% 5.5% 7.0% 8.0% 0.0% 3.3% 1.3% -649 4.2K -36 0.00 169.30 N/A N/A 0 0 0 11 2014-05-29 $46.30 $0.00 54.1% 15.5% 7.1% 32.6% 0.0% 15.9% -17.6% -701 7.5K -55 0.00 188.98 N/A N/A 0 0 0 11 2014-05-30 $46.52 $0.00 19.0% 5.4% 7.0% 8.0% 0.0% 4.1% -0.2% -579 3.5K -31 0.00 164.07 N/A N/A 0 0 0 11
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