RWO Options History — October 2017

In October 2017, RWO traded between $47.11 and $48.54. ATM implied volatility averaged 12.1%, placing in the 13.9% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 5.5% (HV 20d: 6.6%). Max pain ranged from $48.00 to $49.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2017-10-10: Highest Volume — 9 contracts
2017-10-11: Largest IV drop — 21.2% change
2017-10-10: Highest IV Rank — 22.5%
2017-10-30: Largest Expected Move — 3.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$47.81	$47.11	$48.54	$47.60	$47.34
Max Pain	$48.21	$48.00	$49.00	$49.00	$48.00
ATM IV	12.1%	10.3%	14.2%	12.6%	12.8%
Expected Move	3.3%	2.9%	3.9%	3.6%	3.7%
HV 20d	6.6%	5.6%	8.1%	8.1%	5.7%
HV 60d	7.6%	7.4%	8.1%	8.1%	7.5%
IV Rank	13.9%	6.6%	22.5%	15.9%	16.9%
IV Percentile	21.7%	2.8%	51.6%	25.0%	32.9%
Term Structure	17.9%	-2.9%	40.3%	0.9%	-1.1%
VWIV	11.6%	9.9%	15.9%	10.1%	9.9%
Skew 25d	1.1%	-0.8%	5.7%	-0.7%	5.7%
Skew 10d	-0.1%	-5.3%	4.0%	-5.3%	-5.1%
Call IV 25d	11.8%	9.7%	15.2%	11.4%	11.0%
Put IV 25d	12.9%	10.7%	16.7%	10.7%	16.7%
Bid-Ask Spread %	152.34	141.31	165.42	160.30	145.22
Gamma HHI	0.56	0.47	0.71	0.68	0.57
Net GEX	2.6K	940	3.9K	947	3.3K
Net DEX	-14.1K	-23.3K	-6.5K	-9.0K	-13.2K
Net VEX	-53	-69	-34	-45	-49
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	7.909	5	9	5	9
Total OI	7.727	5	9	5	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	Spread %	Call Wall	Put Wall	Call Vol	Call OI
2017-10-02	$47.60	$0.00	12.6%	3.6%	8.1%	15.9%	0.0%	-0.7%	0.9%	947	-9.0K	-45	160.30	N/A	N/A	5	5
2017-10-03	$47.57	$0.00	12.6%	3.6%	8.1%	16.1%	0.0%	-0.5%	-2.4%	1.2K	-6.5K	-39	165.42	N/A	N/A	5	5
2017-10-04	$47.68	$0.00	12.7%	3.6%	8.0%	16.6%	0.0%	2.1%	0.4%	976	-8.8K	-45	159.19	N/A	N/A	5	5
2017-10-05	$47.78	$49.00	11.9%	3.0%	7.4%	13.2%	10.1%	0.8%	36.5%	1.1K	-9.4K	-46	149.65	N/A	N/A	5	5
2017-10-06	$47.65	$49.00	13.2%	3.2%	7.4%	18.7%	11.3%	1.2%	36.7%	940	-8.4K	-43	149.44	N/A	N/A	5	5
2017-10-09	$47.74	$49.00	13.9%	3.4%	7.1%	21.2%	10.7%	1.1%	7.6%	1.3K	-7.3K	-41	148.16	N/A	N/A	5	5
2017-10-10	$47.98	$49.00	14.2%	3.1%	6.8%	22.5%	10.8%	0.9%	33.8%	1.1K	-9.4K	-45	154.48	N/A	N/A	9	5
2017-10-11	$48.17	$48.00	11.2%	3.2%	6.9%	10.3%	11.1%	-0.2%	33.3%	3.4K	-19.4K	-69	151.24	N/A	N/A	9	9
2017-10-12	$48.34	$48.00	11.3%	3.2%	6.5%	10.9%	11.0%	0.2%	34.5%	3.5K	-20.6K	-68	151.19	N/A	N/A	9	9
2017-10-13	$48.54	$48.00	10.3%	2.9%	6.4%	6.6%	10.5%	1.2%	40.3%	3.2K	-23.3K	-68	152.91	N/A	N/A	9	9
2017-10-16	$48.36	$48.00	10.9%	3.1%	6.3%	9.1%	11.1%	0.8%	34.6%	3.3K	-21.6K	-67	155.20	N/A	N/A	9	9
2017-10-17	$48.36	$48.00	11.5%	3.3%	5.9%	11.6%	11.5%	0.7%	34.6%	3.8K	-20.9K	-65	156.12	N/A	N/A	9	9
2017-10-18	$48.39	$48.00	10.8%	3.1%	5.8%	8.6%	10.6%	1.4%	35.9%	3.3K	-22.0K	-65	154.68	N/A	N/A	9	9
2017-10-19	$48.20	$48.00	11.3%	3.2%	5.8%	11.0%	11.4%	0.2%	35.3%	3.7K	-19.9K	-64	154.77	N/A	N/A	9	9
2017-10-20	$47.95	$48.00	11.7%	3.3%	6.1%	12.3%	11.6%	0.6%	40.0%	3.6K	-19.4K	-63	147.93	N/A	N/A	9	9
2017-10-23	$47.70	$48.00	11.2%	3.2%	6.4%	10.4%	10.7%	2.9%	-1.8%	3.9K	-13.0K	-43	153.48	N/A	N/A	9	9
2017-10-24	$47.54	$48.00	10.8%	3.1%	6.5%	9.0%	11.8%	1.3%	1.7%	3.3K	-15.0K	-57	152.57	N/A	N/A	9	9
2017-10-25	$47.30	$48.00	11.8%	3.4%	6.1%	13.0%	15.9%	-0.8%	-0.5%	2.6K	-15.0K	-56	146.52	N/A	N/A	9	9
2017-10-26	$47.11	$48.00	12.4%	3.6%	6.1%	15.5%	12.6%	1.8%	-1.4%	2.9K	-7.9K	-34	155.57	N/A	N/A	9	9
2017-10-27	$47.27	$48.00	12.7%	3.6%	5.7%	16.6%	12.9%	2.5%	-1.4%	3.0K	-11.6K	-49	146.10	N/A	N/A	9	9
2017-10-30	$47.23	$48.00	13.7%	3.9%	5.6%	20.7%	14.2%	1.0%	-2.9%	3.1K	-8.8K	-34	141.31	N/A	N/A	9	9
2017-10-31	$47.34	$48.00	12.8%	3.7%	5.7%	16.9%	9.9%	5.7%	-1.1%	3.3K	-13.2K	-49	145.22	N/A	N/A	9	9