RWO Options History — January 2015

Name: RWO Options Analytics - January 2015
Creator: Options Analysis Suite

In January 2015, RWO traded between $47.95 and $51.53. ATM implied volatility averaged 33.1%, placing in the 18.5% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 21.8% (HV 20d: 11.3%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 5.00.

Notable Days

2015-01-02: Highest Volume — 12 contracts
2015-01-14: Largest IV drop — 50.1% change
2015-01-13: Highest IV Rank — 33.8%
2015-01-30: Largest Expected Move — 9.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$50.10	$47.95	$51.53	$48.09	$50.34
ATM IV	33.1%	23.6%	55.1%	36.4%	32.4%
Expected Move	7.7%	6.5%	9.3%	8.2%	9.3%
HV 20d	11.3%	10.3%	12.6%	11.0%	12.1%
HV 60d	10.3%	9.8%	10.9%	10.9%	10.5%
IV Rank	18.5%	12.0%	33.8%	20.9%	18.1%
IV Percentile	66.0%	58.7%	86.1%	68.7%	65.9%
Term Structure	-1.3%	-12.6%	4.4%	-8.5%	2.9%
Skew 25d	5.9%	3.1%	8.4%	8.2%	7.1%
Skew 10d	13.3%	-6.8%	17.8%	11.4%	17.8%
Call IV 25d	26.3%	21.3%	34.6%	34.6%	29.9%
Put IV 25d	32.2%	29.0%	42.8%	42.8%	37.0%
Bid-Ask Spread %	159.64	142.75	184.48	142.75	151.28
Gamma HHI	0.67	0.53	1.00	0.83	0.62
Net GEX	-769	-2.0K	-314	-2.0K	-553
Net DEX	1.4K	-8.5K	9.0K	6.7K	3.9K
Net VEX	-82	-121	-19	-95	-95
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	7.2	0	12	12	12
Total OI	12	12	12	12	12

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
2015-01-02	$48.09	$0.00	36.4%	8.2%	11.0%	20.9%	0.0%	8.2%	-8.5%	-2.0K	6.7K	-95	5.00	142.75	N/A	N/A	2	10	2	10
2015-01-05	$47.95	$0.00	35.3%	6.9%	10.9%	20.1%	0.0%	6.3%	-0.1%	-713	9.0K	-121	0.00	184.48	N/A	N/A	0	0	2	10
2015-01-06	$48.27	$0.00	37.4%	6.9%	11.0%	21.6%	0.0%	6.8%	-10.7%	-1.3K	-709	-67	0.00	180.94	N/A	N/A	0	0	2	10
2015-01-07	$49.11	$0.00	37.0%	6.5%	12.5%	21.3%	0.0%	7.7%	0.9%	-743	4.3K	-105	0.00	175.15	N/A	N/A	0	0	2	10
2015-01-08	$49.38	$0.00	40.9%	8.3%	12.6%	23.9%	0.0%	3.1%	-2.5%	-602	4.6K	-110	5.00	149.26	N/A	N/A	2	10	2	10
2015-01-09	$49.50	$0.00	40.7%	8.1%	12.4%	23.8%	0.0%	3.5%	-2.2%	-1.1K	6.7K	-99	5.00	150.11	N/A	N/A	2	10	2	10
2015-01-12	$49.70	$0.00	52.6%	8.1%	12.4%	32.1%	0.0%	5.1%	1.1%	-1.5K	-4.3K	-19	5.00	149.41	N/A	N/A	2	10	2	10
2015-01-13	$49.75	$0.00	55.1%	8.2%	11.9%	33.8%	0.0%	3.1%	-2.1%	-1.3K	4.9K	-92	5.00	147.66	N/A	N/A	2	10	2	10
2015-01-14	$50.18	$0.00	27.5%	7.9%	11.0%	14.7%	0.0%	5.6%	0.9%	-702	4.4K	-102	5.00	152.20	N/A	N/A	2	10	2	10
2015-01-15	$50.28	$0.00	25.9%	7.4%	10.9%	13.6%	0.0%	3.8%	-12.6%	-510	-8.5K	-19	5.00	161.01	N/A	N/A	2	10	2	10
2015-01-16	$50.83	$0.00	23.6%	6.8%	10.3%	12.0%	0.0%	7.2%	-0.6%	-543	-768	-81	0.00	168.22	N/A	N/A	0	0	2	10
2015-01-20	$50.46	$0.00	25.4%	7.3%	10.9%	13.2%	0.0%	4.9%	0.5%	-624	1.6K	-93	0.00	171.85	N/A	N/A	0	0	2	10
2015-01-21	$50.63	$0.00	25.6%	7.3%	10.6%	13.3%	0.0%	5.7%	-0.4%	-611	1.1K	-87	0.00	170.68	N/A	N/A	0	0	2	10
2015-01-22	$51.17	$0.00	26.3%	7.5%	10.7%	13.8%	0.0%	5.3%	4.4%	-595	-3.6K	-61	5.00	152.00	N/A	N/A	2	10	2	10
2015-01-23	$51.16	$0.00	27.9%	8.0%	10.6%	14.9%	0.0%	7.2%	1.9%	-314	18	-80	5.00	152.85	N/A	N/A	2	10	2	10
2015-01-26	$51.53	$0.00	25.6%	7.3%	10.7%	13.3%	0.0%	8.4%	-0.9%	-525	-1.4K	-77	0.00	163.76	N/A	N/A	0	0	2	10
2015-01-27	$51.41	$0.00	26.4%	7.6%	10.8%	13.9%	0.0%	7.1%	0.2%	-352	-5.4K	-50	0.00	164.49	N/A	N/A	0	0	2	10
2015-01-28	$51.02	$0.00	29.3%	8.4%	11.4%	16.0%	0.0%	5.2%	1.3%	-490	2.6K	-92	5.00	152.80	N/A	N/A	2	10	2	10
2015-01-29	$51.20	$0.00	30.3%	8.7%	11.2%	16.6%	0.0%	6.7%	1.1%	-420	2.1K	-88	5.00	151.96	N/A	N/A	2	10	2	10
2015-01-30	$50.34	$0.00	32.4%	9.3%	12.1%	18.1%	0.0%	7.1%	2.9%	-553	3.9K	-95	5.00	151.28	N/A	N/A	2	10	2	10