RWO Options History — December 2014

Name: RWO Options Analytics - December 2014
Creator: Options Analysis Suite

In December 2014, RWO traded between $46.96 and $48.48. ATM implied volatility averaged 19.3%, placing in the 9.0% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 10.8% (HV 20d: 8.5%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 5.00.

Notable Days

2014-12-01: Highest Volume — 12 contracts
2014-12-18: Largest IV spike — 263.8% change
2014-12-18: Highest IV Rank — 21.0%
2014-12-18: Largest Expected Move — 10.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.94	$46.96	$48.48	$48.12	$47.73
ATM IV	19.3%	9.5%	36.6%	11.3%	29.4%
Expected Move	8.3%	5.3%	10.4%	9.4%	6.4%
HV 20d	8.5%	6.4%	10.6%	8.1%	10.6%
HV 60d	10.9%	10.6%	11.7%	11.7%	11.0%
IV Rank	9.0%	2.1%	21.0%	3.4%	16.0%
IV Percentile	49.6%	19.4%	69.0%	38.5%	62.7%
Term Structure	7.5%	-7.4%	27.7%	-1.8%	-7.4%
Skew 25d	5.9%	-1.0%	23.0%	5.9%	6.2%
Skew 10d	6.4%	-12.2%	28.7%	4.3%	8.4%
Call IV 25d	17.4%	8.6%	34.1%	9.8%	34.1%
Put IV 25d	23.3%	9.5%	40.3%	15.8%	40.3%
Bid-Ask Spread %	159.18	138.19	186.16	145.70	183.36
Gamma HHI	0.72	0.62	0.82	0.70	0.62
Net GEX	-1.1K	-2.0K	-709	-785	-938
Net DEX	9.0K	2.6K	12.3K	11.4K	2.6K
Net VEX	-122	-141	-91	-141	-96
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	5.00	5.00	5.00	5.00	5.00
Total Volume	9.818	0	12	12	0
Total OI	12	12	12	12	12

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
2014-12-01	$48.12	$0.00	11.3%	9.4%	8.1%	3.4%	0.0%	5.9%	-1.8%	-785	11.4K	-141	5.00	145.70	N/A	N/A	2	10	2	10
2014-12-02	$48.35	$0.00	10.3%	5.3%	8.1%	2.7%	0.0%	4.7%	0.1%	-1.2K	10.0K	-128	5.00	154.75	N/A	N/A	2	10	2	10
2014-12-03	$48.31	$0.00	11.4%	9.4%	8.1%	3.5%	0.0%	-1.0%	-3.6%	-1.1K	11.5K	-135	5.00	143.89	N/A	N/A	2	10	2	10
2014-12-04	$48.09	$0.00	9.5%	8.1%	8.1%	2.1%	0.0%	0.3%	-0.0%	-889	9.8K	-135	0.00	185.12	N/A	N/A	0	0	2	10
2014-12-05	$47.82	$0.00	10.8%	9.1%	7.2%	3.1%	0.0%	6.5%	21.1%	-814	11.2K	-139	5.00	146.34	N/A	N/A	2	10	2	10
2014-12-08	$47.86	$0.00	11.3%	9.7%	7.1%	3.4%	0.0%	6.8%	22.6%	-709	9.8K	-137	5.00	151.12	N/A	N/A	2	10	2	10
2014-12-09	$47.96	$0.00	11.0%	8.5%	6.5%	3.2%	0.0%	4.8%	22.3%	-996	8.6K	-133	5.00	163.43	N/A	N/A	2	10	2	10
2014-12-10	$47.74	$0.00	14.0%	9.4%	6.8%	5.3%	0.0%	6.1%	18.9%	-1.5K	10.0K	-119	5.00	145.26	N/A	N/A	2	10	2	10
2014-12-11	$47.84	$0.00	10.5%	9.2%	6.4%	2.9%	0.0%	4.9%	25.9%	-1.2K	11.2K	-127	5.00	168.18	N/A	N/A	2	10	2	10
2014-12-12	$47.48	$0.00	13.3%	9.8%	6.9%	4.8%	0.0%	4.0%	20.3%	-800	11.2K	-135	5.00	147.18	N/A	N/A	2	10	2	10
2014-12-15	$46.96	$0.00	13.2%	8.9%	7.9%	4.7%	0.0%	2.5%	23.6%	-728	11.5K	-134	5.00	179.85	N/A	N/A	2	10	2	10
2014-12-16	$46.97	$0.00	13.7%	9.2%	7.9%	5.1%	0.0%	6.3%	20.8%	-1.6K	12.3K	-120	5.00	167.07	N/A	N/A	2	10	2	10
2014-12-17	$47.72	$0.00	10.1%	8.8%	9.7%	2.5%	0.0%	5.9%	27.7%	-803	10.3K	-133	5.00	158.97	N/A	N/A	2	10	2	10
2014-12-18	$48.02	$0.00	36.6%	10.4%	9.7%	21.0%	0.0%	7.2%	1.8%	-1.3K	11.7K	-124	5.00	150.72	N/A	N/A	2	10	2	10
2014-12-19	$47.82	$0.00	25.7%	9.0%	9.8%	13.4%	0.0%	6.8%	6.7%	-829	8.1K	-124	0.00	186.16	N/A	N/A	0	0	2	10
2014-12-22	$48.28	$0.00	29.6%	7.6%	9.9%	16.1%	0.0%	6.2%	-2.9%	-1.8K	6.5K	-97	5.00	138.19	N/A	N/A	2	10	2	10
2014-12-23	$48.19	$0.00	31.0%	7.5%	9.9%	17.1%	0.0%	5.5%	-4.8%	-1.4K	8.8K	-113	5.00	139.66	N/A	N/A	2	10	2	10
2014-12-24	$48.21	$0.00	28.1%	6.6%	9.9%	15.1%	0.0%	7.4%	-5.5%	-1.1K	7.6K	-115	5.00	159.61	N/A	N/A	2	10	2	10
2014-12-26	$48.48	$0.00	32.9%	7.9%	9.7%	18.4%	0.0%	6.2%	-5.1%	-2.0K	5.3K	-91	5.00	141.01	N/A	N/A	2	10	2	10
2014-12-29	$48.45	$0.00	31.7%	6.8%	9.8%	17.6%	0.0%	4.2%	-7.1%	-1.2K	3.3K	-95	5.00	165.04	N/A	N/A	2	10	2	10
2014-12-30	$48.33	$0.00	29.8%	6.4%	9.8%	16.3%	0.0%	23.0%	-7.4%	-851	5.3K	-114	0.00	181.31	N/A	N/A	0	0	2	10
2014-12-31	$47.73	$0.00	29.4%	6.4%	10.6%	16.0%	0.0%	6.2%	-7.4%	-938	2.6K	-96	0.00	183.36	N/A	N/A	0	0	2	10