RWO Options History — February 2018

Name: RWO Options Analytics - February 2018
Creator: Options Analysis Suite

In February 2018, RWO traded between $44.39 and $47.57. ATM implied volatility averaged 24.8%, placing in the 15.4% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded above realized volatility by 6.0% (HV 20d: 18.7%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.05.

Notable Days

2018-02-01: Highest Volume — 36 contracts
2018-02-05: Largest IV spike — 751.4% change
2018-02-05: Highest IV Rank — 100.0%
2018-02-05: Largest Expected Move — 24.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.63	$44.39	$47.57	$47.57	$45.11
ATM IV	24.8%	11.3%	161.6%	16.7%	17.0%
Expected Move	5.7%	3.2%	24.4%	3.8%	4.9%
HV 20d	18.7%	12.6%	22.0%	12.6%	22.0%
HV 60d	12.9%	9.5%	14.8%	9.5%	14.8%
IV Rank	15.4%	3.1%	100.0%	37.8%	6.8%
IV Percentile	82.5%	17.5%	100.0%	88.5%	88.5%
Term Structure	15.5%	-33.7%	43.4%	38.5%	-8.6%
Skew 25d	2.1%	-10.2%	8.8%	0.8%	-5.3%
Skew 10d	-0.2%	-10.7%	4.9%	-0.3%	-10.7%
Call IV 25d	20.7%	12.4%	96.2%	12.4%	18.9%
Put IV 25d	22.8%	13.1%	86.0%	13.2%	13.6%
Bid-Ask Spread %	135.23	120.32	167.49	147.62	132.31
Gamma HHI	0.49	0.37	0.55	0.37	0.55
Net GEX	1.4K	416	2.6K	416	2.6K
Net DEX	-30.0K	-41.7K	-10.9K	-40.5K	-16.0K
Net VEX	-233	-285	-146	-285	-146
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.09	0.09	0.00
Total Volume	29.789	20	36	36	20
Total OI	23.263	20	26	26	20

Daily Data (19 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
2018-02-01	$47.57	$0.00	16.7%	3.8%	12.6%	37.8%	0.0%	0.8%	38.5%	416	-40.5K	-285	0.09	147.62	N/A	N/A	33	3	23	3
2018-02-02	$46.98	$0.00	19.0%	3.7%	12.6%	46.4%	0.0%	4.0%	42.1%	519	-38.3K	-277	0.09	139.70	N/A	N/A	33	3	23	3
2018-02-05	$45.46	$0.00	161.6%	24.4%	16.7%	100.0%	0.0%	-10.2%	-33.7%	1.0K	-35.4K	-259	0.09	167.49	N/A	N/A	33	3	23	3
2018-02-06	$45.67	$0.00	25.7%	5.3%	16.8%	12.4%	0.0%	8.8%	38.3%	877	-31.1K	-266	0.09	130.23	N/A	N/A	33	3	23	3
2018-02-07	$45.42	$0.00	20.5%	5.9%	16.8%	9.0%	0.0%	7.3%	42.9%	870	-30.7K	-259	0.09	137.31	N/A	N/A	33	3	23	3
2018-02-08	$44.39	$0.00	16.7%	4.8%	18.1%	6.5%	0.0%	1.0%	36.8%	1.1K	-21.3K	-239	0.09	125.83	N/A	N/A	33	3	23	3
2018-02-09	$45.09	$0.00	20.6%	5.9%	19.4%	9.1%	0.0%	5.1%	37.5%	914	-34.1K	-248	0.09	141.55	N/A	N/A	33	3	23	3
2018-02-12	$45.18	$0.00	22.7%	6.5%	19.4%	10.4%	0.0%	2.5%	28.9%	1.2K	-33.5K	-248	0.09	157.21	N/A	N/A	33	3	23	1
2018-02-13	$45.43	$0.00	16.2%	4.6%	19.6%	6.2%	0.0%	3.9%	-2.3%	2.4K	-10.9K	-154	0.09	133.83	N/A	N/A	33	3	23	1
2018-02-14	$45.34	$0.00	16.2%	4.6%	19.2%	6.2%	0.0%	2.9%	4.6%	2.0K	-21.6K	-217	0.03	123.71	N/A	N/A	33	1	23	1
2018-02-15	$45.77	$0.00	15.6%	4.5%	19.6%	5.8%	0.0%	4.5%	42.4%	1.2K	-36.3K	-255	0.03	125.92	N/A	N/A	33	1	23	1
2018-02-16	$46.10	$0.00	15.9%	4.6%	19.8%	6.0%	0.0%	7.4%	43.4%	1.2K	-36.9K	-255	0.03	128.01	N/A	N/A	33	1	23	1
2018-02-20	$45.66	$0.00	14.8%	4.3%	19.6%	5.4%	0.0%	4.2%	-2.1%	1.9K	-32.4K	-236	0.00	127.14	N/A	N/A	20	0	20	0
2018-02-21	$44.98	$0.00	13.7%	3.9%	19.4%	4.6%	0.0%	0.3%	-2.7%	1.4K	-41.7K	-245	0.00	129.89	N/A	N/A	20	0	20	0
2018-02-22	$45.34	$0.00	15.5%	4.5%	19.9%	5.8%	0.0%	-0.0%	-2.7%	1.4K	-35.9K	-242	0.00	133.76	N/A	N/A	20	0	20	0
2018-02-23	$46.02	$0.00	15.2%	4.3%	20.9%	5.6%	0.0%	-2.7%	-3.3%	1.7K	-31.4K	-224	0.00	132.65	N/A	N/A	20	0	20	0
2018-02-26	$46.25	$0.00	15.7%	4.5%	21.1%	5.9%	0.0%	2.5%	-4.2%	2.2K	-24.2K	-204	0.00	134.82	N/A	N/A	20	0	20	0
2018-02-27	$45.23	$0.00	11.3%	3.2%	22.0%	3.1%	0.0%	2.6%	-1.2%	2.3K	-17.9K	-166	0.00	120.32	N/A	N/A	20	0	20	0
2018-02-28	$45.11	$0.00	17.0%	4.9%	22.0%	6.8%	0.0%	-5.3%	-8.6%	2.6K	-16.0K	-146	0.00	132.31	N/A	N/A	20	0	20	0