RWO Options History — June 2017

In June 2017, RWO traded between $47.76 and $49.10. ATM implied volatility averaged 14.2%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 7.0% (HV 20d: 7.2%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.49.

Notable Days

2017-06-12: Highest Volume — 40 contracts
2017-06-09: Largest IV spike — 67.6% change
2017-06-13: Highest IV Rank — 96.0%
2017-06-02: Largest Expected Move — 4.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.34	$47.76	$49.10	$48.01	$47.76
Max Pain	$46.00	$46.00	$46.00	$46.00	$46.00
ATM IV	14.2%	10.3%	32.4%	12.6%	12.6%
Expected Move	3.5%	2.9%	4.1%	3.6%	3.6%
HV 20d	7.2%	6.2%	8.3%	6.5%	7.4%
HV 60d	7.5%	6.8%	8.6%	8.6%	7.5%
IV Rank	15.9%	2.0%	96.0%	2.0%	12.3%
IV Percentile	30.4%	0.4%	99.6%	17.5%	21.0%
Term Structure	-0.9%	-3.9%	1.9%	1.9%	0.5%
VWIV	12.4%	11.1%	13.8%	11.1%	13.8%
Skew 25d	1.6%	-1.7%	4.3%	3.0%	4.3%
Skew 10d	2.4%	-3.0%	6.4%	1.1%	0.6%
Call IV 25d	11.6%	9.7%	13.8%	13.8%	9.7%
Put IV 25d	13.2%	10.4%	16.9%	16.9%	14.0%
Bid-Ask Spread %	146.95	139.54	153.87	144.08	146.96
Gamma HHI	0.55	0.30	0.69	0.48	0.61
Net GEX	-235	-2.2K	445	-1.5K	338
Net DEX	-20.8K	-51.9K	-3.6K	-25.5K	-3.6K
Net VEX	-42	-74	-25	-72	-26
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.49	0.50	2.60	2.60	0.50
Total Volume	22.364	3	40	36	3
Total OI	22.182	3	40	36	3

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
2017-06-01	$48.01	$46.00	12.6%	3.6%	6.5%	2.0%	11.1%	3.0%	1.9%	-1.5K	-25.5K	-72	2.60	144.08	N/A	N/A	10	26	10	26
2017-06-02	$48.45	$46.00	14.4%	4.1%	7.1%	3.2%	13.8%	3.8%	-3.9%	-1.5K	-32.7K	-55	2.60	139.71	N/A	N/A	10	26	10	26
2017-06-05	$48.30	$0.00	14.1%	3.5%	6.9%	3.0%	0.0%	1.8%	-0.1%	-1.2K	-32.1K	-51	2.17	139.54	N/A	N/A	12	26	10	26
2017-06-06	$48.17	$0.00	14.1%	3.3%	6.8%	3.0%	0.0%	1.4%	-0.9%	109	-37.8K	-71	2.17	142.89	N/A	N/A	12	26	12	26
2017-06-07	$48.38	$0.00	12.8%	3.6%	6.6%	2.1%	0.0%	2.7%	-0.5%	309	-51.9K	-29	2.17	143.58	N/A	N/A	12	26	12	26
2017-06-08	$48.23	$0.00	10.4%	3.3%	6.3%	3.0%	0.0%	3.0%	-2.1%	-372	-34.4K	-70	2.17	145.93	N/A	N/A	12	26	12	26
2017-06-09	$48.32	$0.00	17.4%	3.1%	6.2%	32.7%	0.0%	2.6%	0.4%	-902	-31.6K	-74	2.17	147.08	N/A	N/A	12	26	12	26
2017-06-12	$48.61	$0.00	26.7%	3.4%	6.3%	71.7%	0.0%	3.3%	-1.3%	-322	-38.0K	-54	2.33	146.50	N/A	N/A	12	28	12	26
2017-06-13	$48.82	$0.00	32.4%	3.0%	6.3%	96.0%	0.0%	0.3%	1.4%	-2.2K	-22.7K	-64	2.33	151.97	N/A	N/A	12	28	12	28
2017-06-14	$48.97	$0.00	11.5%	3.3%	6.2%	7.7%	0.0%	1.1%	-1.3%	-283	-38.2K	-40	2.33	149.92	N/A	N/A	12	28	12	28
2017-06-15	$49.10	$0.00	10.3%	2.9%	6.2%	2.4%	0.0%	4.1%	0.6%	-1.4K	-33.1K	-40	2.33	144.21	N/A	N/A	12	28	12	28
2017-06-16	$48.58	$0.00	11.3%	3.2%	7.6%	6.7%	0.0%	1.2%	-2.5%	354	-43.0K	-28	2.33	151.83	N/A	N/A	12	28	12	28
2017-06-19	$48.59	$0.00	10.9%	3.1%	7.5%	5.3%	0.0%	1.5%	-0.5%	379	-4.0K	-28	0.50	149.97	N/A	N/A	2	1	2	1
2017-06-20	$48.16	$0.00	12.5%	3.6%	8.3%	12.0%	0.0%	1.5%	-2.9%	329	-3.7K	-28	0.50	149.56	N/A	N/A	2	1	2	1
2017-06-21	$48.12	$0.00	12.8%	3.7%	8.2%	13.2%	0.0%	0.2%	-0.1%	342	-3.7K	-27	0.50	146.53	N/A	N/A	2	1	2	1
2017-06-22	$48.04	$0.00	13.2%	3.8%	7.9%	14.6%	0.0%	-1.0%	-0.3%	338	-3.8K	-27	0.50	147.59	N/A	N/A	2	1	2	1
2017-06-23	$48.32	$0.00	12.5%	3.6%	8.2%	12.0%	0.0%	2.2%	-2.7%	412	-3.7K	-28	0.50	148.76	N/A	N/A	2	1	2	1
2017-06-26	$48.40	$0.00	11.8%	3.4%	7.9%	8.8%	0.0%	-0.3%	-2.3%	430	-3.9K	-27	0.50	153.87	N/A	N/A	2	1	2	1
2017-06-27	$48.13	$0.00	12.9%	3.7%	8.2%	13.6%	0.0%	-1.7%	0.6%	368	-3.8K	-26	0.50	144.95	N/A	N/A	2	1	2	1
2017-06-28	$48.14	$0.00	13.0%	3.7%	8.1%	14.1%	0.0%	2.2%	-3.1%	408	-3.6K	-27	0.50	150.36	N/A	N/A	2	1	2	1
2017-06-29	$47.85	$0.00	12.3%	3.5%	8.2%	11.0%	0.0%	-1.7%	-1.2%	445	-3.6K	-25	0.50	147.00	N/A	N/A	2	1	2	1
2017-06-30	$47.76	$0.00	12.6%	3.6%	7.4%	12.3%	0.0%	4.3%	0.5%	338	-3.6K	-26	0.50	146.96	N/A	N/A	2	1	2	1