RWO Options History — April 2016 In April 2016, RWO traded between $48.17 and $49.36. ATM implied volatility averaged 80.3%, placing in the 41.1% IV rank vs the trailing year. The 30-day expected move averaged 18.7%. IV traded above realized volatility by 67.7% (HV 20d: 12.6%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.
Notable Days 2016-04-13 : Largest IV spike — 1307.2% change2016-04-07 : Highest IV Rank — 97.8%2016-04-29 : Largest Expected Move — 32.1%Monthly Statistics Metric Avg Min Max Open Close Price $48.76 $48.17 $49.36 $48.79 $48.51 ATM IV 80.3% 5.9% 182.2% 15.7% 112.1% Expected Move 18.7% 4.4% 32.1% 4.5% 32.1% HV 20d 12.6% 10.5% 15.2% 14.7% 10.8% HV 60d 17.8% 15.6% 19.6% 19.6% 15.6% IV Rank 41.1% 0.0% 97.8% 4.4% 58.9% IV Percentile 63.4% 0.0% 99.6% 7.9% 84.5% Term Structure -21.9% -57.8% 49.9% -2.3% -37.1% Skew 25d 23.3% 1.4% 45.2% 2.6% 45.2% Skew 10d 24.0% 2.6% 46.7% 3.8% 46.7% Call IV 25d 67.9% 10.5% 114.7% 15.4% 114.7% Put IV 25d 91.2% 16.5% 159.9% 18.0% 159.9% Bid-Ask Spread % 168.46 128.51 189.40 137.78 180.91 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
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 2016-04-01 $48.79 $0.00 15.7% 4.5% 14.7% 4.4% 0.0% 2.6% -2.3% 0 0 0 0.00 137.78 N/A N/A 0 0 0 0 2016-04-04 $48.63 $0.00 152.1% 21.2% 14.8% 80.9% 0.0% 30.5% -18.8% 0 0 0 0.00 173.41 N/A N/A 0 0 0 0 2016-04-05 $48.31 $0.00 158.9% 21.7% 15.0% 84.7% 0.0% 28.0% -53.3% 0 0 0 0.00 180.77 N/A N/A 0 0 0 0 2016-04-06 $48.60 $0.00 165.4% 21.7% 14.7% 88.3% 0.0% 30.1% -28.4% 0 0 0 0.00 177.69 N/A N/A 0 0 0 0 2016-04-07 $48.21 $0.00 182.2% 22.1% 15.1% 97.8% 0.0% 18.9% -57.8% 0 0 0 0.00 189.40 N/A N/A 0 0 0 0 2016-04-08 $48.60 $0.00 26.7% 4.4% 15.2% 10.6% 0.0% 5.1% -1.4% 0 0 0 0.00 158.22 N/A N/A 0 0 0 0 2016-04-11 $48.71 $0.00 42.1% 4.6% 12.8% 19.2% 0.0% 5.8% -3.4% 0 0 0 0.00 128.51 N/A N/A 0 0 0 0 2016-04-12 $49.01 $0.00 5.9% 24.0% 12.9% 0.0% 0.0% 25.7% -40.9% 0 0 0 0.00 176.32 N/A N/A 0 0 0 0 2016-04-13 $49.06 $0.00 82.3% 23.6% 12.9% 42.4% 0.0% 28.1% -36.1% 0 0 0 0.00 182.17 N/A N/A 0 0 0 0 2016-04-14 $48.77 $0.00 85.8% 24.6% 12.5% 44.3% 0.0% 30.1% -35.6% 0 0 0 0.00 181.68 N/A N/A 0 0 0 0 2016-04-15 $48.93 $0.00 85.9% 24.6% 11.4% 44.4% 0.0% 35.6% -35.6% 0 0 0 0.00 171.56 N/A N/A 0 0 0 0 2016-04-18 $49.22 $0.00 20.2% 5.8% 11.0% 8.0% 0.0% 2.9% 49.9% 0 0 0 0.00 156.91 N/A N/A 0 0 0 0 2016-04-19 $49.36 $0.00 90.1% 25.8% 10.7% 46.7% 0.0% 33.7% -24.5% 0 0 0 0.00 180.99 N/A N/A 0 0 0 0 2016-04-20 $48.87 $0.00 95.3% 27.3% 11.3% 49.6% 0.0% 35.3% -28.9% 0 0 0 0.00 178.54 N/A N/A 0 0 0 0 2016-04-21 $48.17 $0.00 95.8% 27.5% 12.4% 49.9% 0.0% 35.3% -29.7% 0 0 0 0.00 179.24 N/A N/A 0 0 0 0 2016-04-22 $48.42 $0.00 96.0% 27.5% 12.3% 50.0% 0.0% 35.3% -22.8% 0 0 0 0.00 171.78 N/A N/A 0 0 0 0 2016-04-25 $48.84 $0.00 18.8% 5.4% 12.5% 7.2% 0.0% 7.6% 0.5% 0 0 0 0.00 140.62 N/A N/A 0 0 0 0 2016-04-26 $49.17 $0.00 26.7% 7.6% 10.6% 11.5% 0.0% 8.5% -9.3% 0 0 0 0.00 163.40 N/A N/A 0 0 0 0 2016-04-27 $49.08 $0.00 106.4% 30.5% 10.5% 55.7% 0.0% 43.0% -43.6% 0 0 0 0.00 181.02 N/A N/A 0 0 0 0 2016-04-28 $48.73 $0.00 22.8% 6.5% 10.8% 9.4% 0.0% 1.4% -0.7% 0 0 0 0.00 146.65 N/A N/A 0 0 0 0 2016-04-29 $48.51 $0.00 112.1% 32.1% 10.8% 58.9% 0.0% 45.2% -37.1% 0 0 0 0.00 180.91 N/A N/A 0 0 0 0
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