RWO Options History — June 2015

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

In June 2015, RWO traded between $45.77 and $48.30. ATM implied volatility averaged 20.8%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 7.8% (HV 20d: 12.9%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 1.26.

Notable Days

2015-06-30: Highest Volume — 10 contracts
2015-06-10: Largest IV drop — 39.2% change
2015-06-29: Highest IV Rank — 30.2%
2015-06-29: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.05	$45.77	$48.30	$48.30	$45.85
ATM IV	20.8%	15.8%	28.4%	22.0%	24.9%
Expected Move	5.5%	4.2%	7.2%	6.3%	7.1%
HV 20d	12.9%	11.0%	15.0%	15.0%	13.3%
HV 60d	13.0%	12.3%	14.6%	14.6%	12.8%
IV Rank	21.2%	14.1%	30.2%	20.7%	29.6%
IV Percentile	67.1%	55.6%	79.0%	69.8%	75.0%
Term Structure	-1.8%	-12.2%	44.6%	-9.3%	-10.2%
VWIV	27.0%	27.0%	27.0%	27.0%	27.0%
Skew 25d	5.6%	-1.7%	11.4%	11.4%	3.8%
Skew 10d	6.1%	0.3%	9.9%	4.3%	2.4%
Call IV 25d	17.3%	14.7%	23.1%	16.8%	23.1%
Put IV 25d	22.9%	17.3%	28.2%	28.2%	27.0%
Bid-Ask Spread %	133.09	80.97	151.50	136.13	131.66
Gamma HHI	0.53	0.50	0.60	0.51	0.50
Net GEX	-372	-742	-65	-88	-129
Net DEX	6.4K	353	11.9K	353	11.9K
Net VEX	-73	-88	-53	-88	-53
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.26	1.25	1.50	1.25	1.50
Total Volume	8.636	0	10	9	10
Total OI	8.909	7	9	9	9

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
2015-06-01	$48.30	$0.00	22.0%	6.3%	15.0%	20.7%	0.0%	11.4%	-9.3%	-88	353	-88	1.25	136.13	N/A	N/A	4	5	4	5
2015-06-02	$48.05	$0.00	19.3%	5.5%	15.0%	17.2%	0.0%	6.0%	-4.6%	-207	5.9K	-70	0.00	151.50	N/A	N/A	0	0	2	5
2015-06-03	$47.51	$0.00	24.3%	7.0%	14.3%	23.7%	0.0%	6.7%	-7.3%	-93	371	-86	1.25	133.90	N/A	N/A	4	5	4	5
2015-06-04	$47.30	$0.00	28.0%	4.2%	14.2%	28.6%	0.0%	7.4%	11.3%	-153	2.6K	-86	1.25	134.66	N/A	N/A	4	5	4	5
2015-06-05	$46.73	$0.00	24.0%	5.0%	14.4%	23.4%	0.0%	0.4%	44.6%	-65	1.3K	-85	1.25	135.64	N/A	N/A	4	5	4	5
2015-06-08	$46.65	$0.00	22.6%	4.8%	12.4%	21.5%	0.0%	3.3%	-1.0%	-77	11.4K	-67	1.25	80.97	N/A	N/A	4	5	4	5
2015-06-09	$46.43	$0.00	28.4%	4.5%	11.8%	29.2%	0.0%	-1.7%	13.9%	-162	3.7K	-82	1.25	137.43	N/A	N/A	4	5	4	5
2015-06-10	$47.06	$0.00	17.3%	5.0%	13.0%	14.5%	0.0%	6.4%	-6.2%	-442	8.8K	-71	1.25	131.60	N/A	N/A	4	5	4	5
2015-06-11	$47.25	$0.00	17.0%	4.9%	13.1%	14.1%	0.0%	7.4%	-5.9%	-584	7.1K	-75	1.25	133.98	N/A	N/A	4	5	4	5
2015-06-12	$47.20	$0.00	17.2%	4.9%	11.7%	17.5%	0.0%	7.0%	-5.5%	-560	6.3K	-77	1.25	134.46	N/A	N/A	4	5	4	5
2015-06-15	$47.01	$0.00	18.2%	5.2%	11.0%	19.0%	0.0%	5.2%	-3.1%	-481	7.5K	-73	1.25	131.90	N/A	N/A	4	5	4	5
2015-06-16	$47.28	$0.00	17.2%	4.9%	11.2%	17.5%	0.0%	7.2%	-5.7%	-671	6.4K	-75	1.25	138.19	N/A	N/A	4	5	4	5
2015-06-17	$47.38	$0.00	17.1%	4.9%	11.3%	17.3%	0.0%	7.6%	-5.9%	-742	6.7K	-75	1.25	138.38	N/A	N/A	4	5	4	5
2015-06-18	$47.92	$0.00	15.8%	4.5%	12.2%	15.3%	0.0%	7.8%	-2.4%	-712	5.4K	-75	1.25	138.10	N/A	N/A	4	5	4	5
2015-06-19	$47.26	$0.00	21.0%	6.0%	13.0%	23.6%	0.0%	8.3%	-8.5%	-674	6.4K	-74	1.25	124.33	N/A	N/A	4	5	4	5
2015-06-22	$47.46	$0.00	18.1%	5.2%	13.2%	18.9%	0.0%	7.5%	-2.6%	-672	5.8K	-73	1.25	142.26	N/A	N/A	4	5	4	5
2015-06-23	$46.96	$0.00	21.0%	6.0%	13.2%	23.3%	0.0%	5.6%	-8.4%	-351	6.7K	-69	1.25	127.56	N/A	N/A	4	5	4	5
2015-06-24	$46.75	$0.00	20.9%	6.0%	12.8%	23.2%	0.0%	3.8%	-4.1%	-397	7.3K	-67	1.25	133.41	N/A	N/A	4	5	4	5
2015-06-25	$46.45	$0.00	18.9%	5.4%	12.8%	19.9%	0.0%	4.2%	-3.6%	-423	8.5K	-67	1.25	142.96	N/A	N/A	4	5	4	5
2015-06-26	$46.63	$0.00	18.5%	5.3%	12.4%	19.3%	0.0%	5.7%	-3.1%	-315	8.7K	-65	1.25	145.39	N/A	N/A	4	5	4	5
2015-06-29	$45.77	$0.00	25.3%	7.2%	13.3%	30.2%	0.0%	2.0%	-12.2%	-191	11.2K	-55	1.25	123.68	N/A	N/A	4	5	4	5
2015-06-30	$45.85	$0.00	24.9%	7.1%	13.3%	29.6%	27.0%	3.8%	-10.2%	-129	11.9K	-53	1.50	131.66	N/A	N/A	4	6	4	5