RWO Options History — March 2018 In March 2018, RWO traded between $44.85 and $46.35. ATM implied volatility averaged 17.0%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 4.1%. IV traded above realized volatility by 2.9% (HV 20d: 14.2%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2018-03-01 : Highest Volume — 20 contracts2018-03-14 : Largest IV drop — 63.1% change2018-03-13 : Highest IV Rank — 14.6%2018-03-02 : Largest Expected Move — 6.0%Monthly Statistics Metric Avg Min Max Open Close Price $45.83 $44.85 $46.35 $45.09 $46.32 ATM IV 17.0% 10.8% 29.2% 17.3% 19.4% Expected Move 4.1% 3.1% 6.0% 4.9% 5.6% HV 20d 14.2% 8.6% 21.3% 21.3% 10.6% HV 60d 14.8% 14.4% 15.3% 14.8% 15.3% IV Rank 6.8% 2.7% 14.6% 6.9% 8.3% IV Percentile 74.9% 9.9% 98.0% 89.7% 92.9% Term Structure -1.8% -10.4% 3.7% -5.2% -1.1% Skew 25d 2.9% -0.1% 9.0% 9.0% 2.8% Skew 10d 2.8% -2.7% 10.0% 2.9% 7.4% Call IV 25d 13.1% 7.7% 20.2% 11.7% 18.9% Put IV 25d 16.0% 11.4% 24.5% 20.7% 21.8% Bid-Ask Spread % 139.53 119.08 162.89 126.42 160.04 Gamma HHI 0.52 0.51 0.62 0.51 0.51 Net GEX 2.9K 2.0K 3.6K 2.8K 3.4K Net DEX -15.3K -24.6K -7.4K -15.0K -24.6K Net VEX -144 -188 -87 -145 -188 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 20 20 20 20 20 Total OI 20 20 20 20 20
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 2018-03-01 $45.09 $0.00 17.3% 4.9% 21.3% 6.9% 0.0% 9.0% -5.2% 2.8K -15.0K -145 0.00 126.42 N/A N/A 20 0 20 0 2018-03-02 $45.31 $0.00 21.0% 6.0% 20.8% 9.3% 0.0% 4.3% -10.4% 2.2K -10.7K -117 0.00 124.14 N/A N/A 20 0 20 0 2018-03-05 $45.58 $0.00 17.5% 3.3% 20.7% 7.1% 0.0% 4.2% 1.0% 2.4K -12.5K -131 0.00 137.59 N/A N/A 20 0 20 0 2018-03-06 $45.63 $0.00 18.4% 4.0% 17.1% 7.7% 0.0% 4.1% -0.6% 2.3K -10.2K -111 0.00 128.02 N/A N/A 20 0 20 0 2018-03-07 $45.92 $0.00 16.7% 3.7% 17.1% 6.6% 0.0% 5.0% -1.4% 2.6K -12.7K -131 0.00 128.05 N/A N/A 20 0 20 0 2018-03-08 $46.01 $0.00 20.2% 3.8% 17.0% 8.8% 0.0% 2.5% -3.4% 3.0K -10.8K -110 0.00 145.25 N/A N/A 20 0 20 0 2018-03-09 $46.23 $0.00 19.9% 3.7% 14.6% 8.6% 0.0% 2.5% -3.3% 2.9K -15.7K -153 0.00 140.32 N/A N/A 20 0 20 0 2018-03-12 $46.31 $0.00 26.4% 3.6% 13.7% 12.8% 0.0% 2.2% -3.1% 3.3K -21.1K -173 0.00 146.99 N/A N/A 20 0 20 0 2018-03-13 $46.21 $0.00 29.2% 3.4% 13.7% 14.6% 0.0% 0.1% -0.9% 2.9K -16.9K -157 0.00 142.11 N/A N/A 20 0 20 0 2018-03-14 $46.35 $0.00 10.8% 3.1% 13.6% 2.7% 0.0% 3.7% 3.7% 3.1K -13.0K -137 0.00 119.08 N/A N/A 20 0 20 0 2018-03-15 $46.29 $0.00 14.2% 4.1% 13.6% 4.9% 0.0% 7.7% -3.4% 3.4K -22.6K -181 0.00 138.05 N/A N/A 20 0 20 0 2018-03-16 $46.28 $0.00 12.8% 3.7% 13.2% 4.0% 0.0% 0.3% -1.4% 3.5K -12.4K -131 0.00 145.85 N/A N/A 20 0 20 0 2018-03-19 $46.10 $0.00 13.5% 3.9% 13.1% 4.5% 0.0% -0.1% -0.1% 3.4K -18.8K -165 0.00 142.34 N/A N/A 20 0 20 0 2018-03-20 $45.92 $0.00 14.5% 4.1% 12.7% 5.1% 0.0% 1.3% -1.6% 3.4K -14.6K -146 0.00 141.14 N/A N/A 20 0 20 0 2018-03-21 $45.82 $0.00 13.1% 3.8% 11.4% 4.3% 0.0% 2.6% -1.5% 3.6K -19.8K -171 0.00 162.89 N/A N/A 20 0 20 0 2018-03-22 $45.47 $0.00 17.5% 5.0% 11.5% 7.1% 0.0% 2.4% -1.5% 2.9K -18.7K -164 0.00 134.19 N/A N/A 20 0 20 0 2018-03-23 $44.85 $0.00 12.7% 3.7% 11.1% 4.0% 0.0% 1.2% 1.4% 2.0K -7.4K -87 0.00 138.69 N/A N/A 20 0 20 0 2018-03-26 $45.34 $0.00 14.8% 4.3% 11.7% 5.4% 0.0% 0.1% -2.9% 2.6K -12.6K -131 0.00 144.44 N/A N/A 20 0 20 0 2018-03-27 $45.33 $0.00 13.5% 3.9% 8.6% 4.5% 0.0% 0.9% 0.8% 2.7K -13.6K -129 0.00 137.13 N/A N/A 20 0 20 0 2018-03-28 $46.15 $0.00 14.5% 4.2% 10.6% 5.1% 0.0% 3.8% -2.6% 3.4K -17.5K -159 0.00 147.46 N/A N/A 20 0 20 0 2018-03-29 $46.32 $0.00 19.4% 5.6% 10.6% 8.3% 0.0% 2.8% -1.1% 3.4K -24.6K -188 0.00 160.04 N/A N/A 20 0 20 0
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