RWO Options History — March 2015

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

In March 2015, RWO traded between $47.88 and $50.82. ATM implied volatility averaged 16.6%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 0.5% (HV 20d: 16.1%). Net GEX was positive for 1 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 6.25.

Notable Days

2015-03-06: Highest Volume — 17 contracts
2015-03-03: Largest IV drop — 45.2% change
2015-03-02: Highest IV Rank — 18.7%
2015-03-02: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$49.48	$47.88	$50.82	$50.13	$49.71
ATM IV	16.6%	12.6%	33.3%	33.3%	18.3%
Expected Move	4.6%	3.6%	9.6%	9.6%	5.2%
HV 20d	16.1%	14.5%	17.9%	15.2%	17.9%
HV 60d	14.3%	12.8%	15.2%	12.8%	15.1%
IV Rank	7.1%	4.3%	18.7%	18.7%	8.2%
IV Percentile	47.1%	40.9%	68.3%	68.3%	52.0%
Term Structure	17.5%	-7.5%	52.6%	-2.3%	-7.5%
Skew 25d	1.1%	-15.0%	4.1%	-15.0%	2.3%
Skew 10d	0.3%	-15.0%	4.4%	-15.0%	2.7%
Call IV 25d	16.3%	13.1%	35.2%	35.2%	17.8%
Put IV 25d	17.4%	15.3%	20.2%	20.1%	20.1%
Bid-Ask Spread %	149.07	124.23	172.72	172.72	143.27
Gamma HHI	0.46	0.34	0.70	0.67	0.35
Net GEX	-881	-1.9K	117	-599	-867
Net DEX	10.9K	761	25.9K	3.1K	4.6K
Net VEX	-108	-154	-69	-80	-88
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.25	5.00	7.50	5.00	7.50
Total Volume	5.273	0	17	12	17
Total OI	15.864	12	17	12	17

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
2015-03-02	$50.13	$0.00	33.3%	9.6%	15.2%	18.7%	0.0%	-15.0%	-2.3%	-599	3.1K	-80	5.00	172.72	N/A	N/A	2	10	2	10
2015-03-03	$50.04	$0.00	18.3%	5.2%	15.1%	8.3%	0.0%	1.7%	-3.1%	-515	4.2K	-78	5.00	150.75	N/A	N/A	2	10	2	10
2015-03-04	$49.60	$0.00	19.7%	5.6%	15.0%	9.2%	0.0%	1.7%	-2.8%	-508	4.1K	-77	5.00	156.44	N/A	N/A	2	10	2	10
2015-03-05	$49.63	$0.00	18.2%	4.0%	14.9%	8.2%	0.0%	4.1%	16.7%	-633	3.5K	-77	5.00	136.09	N/A	N/A	2	10	2	10
2015-03-06	$48.22	$0.00	16.8%	4.8%	16.5%	7.2%	0.0%	1.9%	48.4%	-424	10.7K	-93	7.50	124.23	N/A	N/A	2	15	2	10
2015-03-09	$48.16	$0.00	18.7%	4.2%	14.7%	8.6%	0.0%	0.2%	47.5%	-1.5K	25.9K	-150	0.00	143.99	N/A	N/A	0	0	2	15
2015-03-10	$47.88	$0.00	18.5%	4.3%	14.6%	8.4%	0.0%	-0.2%	48.6%	-835	23.0K	-154	0.00	141.40	N/A	N/A	0	0	2	15
2015-03-11	$47.92	$0.00	15.1%	4.3%	14.5%	6.1%	0.0%	-0.4%	48.9%	-835	22.9K	-153	0.00	141.83	N/A	N/A	0	0	2	15
2015-03-12	$48.66	$0.00	14.2%	4.1%	15.8%	5.5%	0.0%	3.0%	50.2%	-969	20.8K	-152	0.00	147.72	N/A	N/A	0	0	2	15
2015-03-13	$48.64	$0.00	14.3%	4.1%	14.8%	5.5%	0.0%	1.4%	17.3%	-1.9K	20.3K	-139	0.00	147.59	N/A	N/A	0	0	2	15
2015-03-16	$49.14	$0.00	13.6%	3.9%	15.4%	5.0%	0.0%	2.1%	-1.8%	-1.8K	11.9K	-105	0.00	148.35	N/A	N/A	0	0	2	15
2015-03-17	$48.92	$0.00	14.2%	4.1%	15.4%	5.4%	0.0%	1.9%	19.2%	-1.8K	18.8K	-137	0.00	149.36	N/A	N/A	0	0	2	15
2015-03-18	$49.92	$0.00	12.7%	3.6%	17.0%	4.4%	0.0%	2.9%	52.6%	-829	17.9K	-146	0.00	152.74	N/A	N/A	0	0	2	15
2015-03-19	$49.89	$0.00	12.6%	3.6%	16.2%	4.3%	0.0%	2.0%	20.2%	-1.4K	14.6K	-133	0.00	155.80	N/A	N/A	0	0	2	15
2015-03-20	$50.80	$0.00	12.9%	3.7%	17.2%	4.5%	0.0%	2.0%	51.7%	-855	16.0K	-141	0.00	155.27	N/A	N/A	0	0	2	15
2015-03-23	$50.82	$0.00	13.4%	3.8%	17.2%	4.8%	0.0%	2.2%	-2.6%	-715	761	-74	0.00	155.79	N/A	N/A	0	0	2	15
2015-03-24	$50.69	$0.00	13.6%	3.9%	16.9%	5.0%	0.0%	1.9%	-2.5%	-722	1.1K	-75	0.00	153.64	N/A	N/A	0	0	2	15
2015-03-25	$50.08	$0.00	15.7%	4.5%	17.5%	6.5%	0.0%	2.8%	-2.9%	-446	3.3K	-81	0.00	153.18	N/A	N/A	0	0	2	15
2015-03-26	$49.68	$0.00	17.6%	5.0%	17.5%	7.8%	0.0%	2.4%	-3.4%	-925	6.2K	-93	7.50	148.84	N/A	N/A	2	15	2	15
2015-03-27	$49.89	$0.00	15.7%	4.5%	17.5%	6.4%	0.0%	2.8%	-3.2%	-459	3.6K	-83	0.00	153.96	N/A	N/A	0	0	2	15
2015-03-30	$50.19	$0.00	18.5%	5.3%	17.5%	8.4%	0.0%	0.4%	-5.1%	117	2.4K	-69	7.50	146.68	N/A	N/A	2	15	2	15
2015-03-31	$49.71	$0.00	18.3%	5.2%	17.9%	8.2%	0.0%	2.3%	-7.5%	-867	4.6K	-88	7.50	143.27	N/A	N/A	2	15	2	15