RWO Options History — December 2017

In December 2017, RWO traded between $47.94 and $49.21. ATM implied volatility averaged 14.4%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 7.6% (HV 20d: 6.7%). Max pain ranged from $49.00 to $49.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.07.

Notable Days

2017-12-13: Highest Volume — 16 contracts
2017-12-13: Largest IV drop — 62.7% change
2017-12-12: Highest IV Rank — 87.3%
2017-12-01: Largest Expected Move — 4.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$48.65	$47.94	$49.21	$48.73	$48.92
Max Pain	$49.00	$49.00	$49.00	$49.00	$49.00
ATM IV	14.4%	8.0%	30.2%	14.7%	8.0%
Expected Move	3.1%	2.3%	4.2%	4.2%	2.3%
HV 20d	6.7%	5.1%	8.9%	5.7%	8.8%
HV 60d	6.4%	5.8%	7.0%	6.4%	6.9%
IV Rank	23.5%	0.0%	87.3%	24.4%	0.0%
IV Percentile	41.9%	0.0%	98.8%	70.6%	0.0%
Term Structure	0.2%	-3.4%	5.5%	-1.1%	4.1%
VWIV	10.2%	8.0%	12.7%	12.7%	8.0%
Skew 25d	2.2%	-3.1%	6.3%	2.6%	2.9%
Skew 10d	3.4%	0.9%	8.9%	6.3%	1.4%
Call IV 25d	10.5%	7.9%	15.2%	15.2%	8.5%
Put IV 25d	12.8%	9.4%	17.8%	17.8%	11.4%
Bid-Ask Spread %	156.44	139.07	169.32	169.32	160.65
Gamma HHI	0.79	0.48	1.00	0.63	1.00
Net GEX	2.4K	507	4.2K	3.6K	1.0K
Net DEX	-20.1K	-41.0K	1.1K	-34.5K	-2.3K
Net VEX	-63	-105	-17	-105	-23
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.07	0.07	0.07	0.07	0.07
Total Volume	15.15	15	16	15	15
Total OI	10.6	5	16	15	5

Daily Data (20 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
2017-12-01	$48.73	$49.00	14.7%	4.2%	5.7%	24.4%	12.7%	2.6%	-1.1%	3.6K	-34.5K	-105	0.07	169.32	N/A	N/A	14	1	14	1
2017-12-04	$48.62	$49.00	17.2%	3.3%	5.7%	34.8%	10.6%	1.2%	-0.8%	3.7K	-34.5K	-101	0.07	155.04	N/A	N/A	14	1	14	1
2017-12-05	$48.44	$49.00	17.0%	3.2%	5.8%	33.9%	11.0%	0.7%	-0.9%	3.5K	-32.3K	-102	0.07	156.92	N/A	N/A	14	1	14	1
2017-12-06	$48.40	$49.00	19.0%	3.8%	5.7%	41.8%	10.6%	2.7%	-0.4%	4.1K	-31.8K	-104	0.07	144.53	N/A	N/A	14	1	14	1
2017-12-07	$48.48	$49.00	18.9%	3.6%	5.4%	41.7%	9.5%	2.8%	-1.9%	4.2K	-31.4K	-104	0.07	144.00	N/A	N/A	14	1	14	1
2017-12-08	$48.72	$49.00	19.8%	2.9%	5.5%	45.2%	10.2%	1.0%	1.7%	3.6K	-34.6K	-99	0.07	157.59	N/A	N/A	14	1	14	1
2017-12-11	$48.71	$49.00	25.6%	3.0%	5.5%	68.5%	10.8%	1.4%	-0.7%	4.0K	-36.0K	-87	0.07	165.87	N/A	N/A	14	1	14	1
2017-12-12	$48.98	$49.00	30.2%	3.0%	5.8%	87.3%	9.5%	1.2%	0.6%	3.4K	-37.4K	-91	0.07	159.07	N/A	N/A	14	1	14	1
2017-12-13	$49.15	$49.00	11.3%	3.2%	5.9%	10.7%	11.3%	4.2%	-3.4%	4.0K	-40.4K	-85	0.07	139.07	N/A	N/A	15	1	14	1
2017-12-14	$49.13	$49.00	10.1%	2.9%	5.2%	6.2%	10.1%	1.1%	0.9%	4.1K	-41.0K	-98	0.07	156.52	N/A	N/A	15	1	15	1
2017-12-15	$48.82	$49.00	11.0%	3.1%	5.1%	9.5%	11.0%	1.7%	1.6%	4.0K	-40.3K	-87	0.07	150.54	N/A	N/A	15	1	15	1
2017-12-18	$49.21	$49.00	10.7%	3.1%	5.7%	8.3%	10.7%	-0.8%	-0.8%	953	-3.2K	-27	0.07	156.80	N/A	N/A	14	1	4	1
2017-12-19	$48.49	$49.00	11.2%	3.2%	7.9%	10.2%	12.0%	-3.1%	-1.2%	618	-1.1K	-26	0.07	155.80	N/A	N/A	14	1	4	1
2017-12-20	$48.08	$49.00	10.9%	3.1%	8.2%	9.4%	9.8%	3.3%	-1.9%	593	663	-20	0.07	160.77	N/A	N/A	14	1	4	1
2017-12-21	$47.94	$49.00	11.4%	3.3%	8.2%	11.3%	10.0%	2.6%	1.2%	579	82	-21	0.07	152.47	N/A	N/A	14	1	4	1
2017-12-22	$48.17	$49.00	11.2%	3.2%	8.4%	10.5%	9.6%	3.6%	-1.0%	507	1.1K	-17	0.07	161.39	N/A	N/A	14	1	4	1
2017-12-26	$48.43	$49.00	12.0%	3.4%	8.6%	13.7%	9.8%	3.3%	-2.2%	671	-182	-19	0.07	161.53	N/A	N/A	14	1	4	1
2017-12-27	$48.67	$49.00	9.4%	2.7%	8.7%	3.0%	9.4%	6.3%	5.0%	751	-819	-19	0.07	160.38	N/A	N/A	14	1	4	1
2017-12-28	$48.90	$49.00	8.3%	2.4%	8.9%	0.0%	8.3%	5.5%	5.5%	909	-2.3K	-23	0.07	160.44	N/A	N/A	14	1	4	1
2017-12-29	$48.92	$49.00	8.0%	2.3%	8.8%	0.0%	8.0%	2.9%	4.1%	1.0K	-2.3K	-23	0.07	160.65	N/A	N/A	14	1	4	1