RWO Options History — May 2018 In May 2018, RWO traded between $46.36 and $47.89. ATM implied volatility averaged 14.1%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 3.8%. IV traded above realized volatility by 3.2% (HV 20d: 10.9%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.02.
Notable Days 2018-05-30 : Highest Volume — 25 contracts2018-05-03 : Largest IV spike — 35.1% change2018-05-03 : Highest IV Rank — 8.9%2018-05-25 : Largest Expected Move — 4.7%Monthly Statistics Metric Avg Min Max Open Close Price $47.20 $46.36 $47.89 $47.25 $47.72 ATM IV 14.1% 11.3% 20.3% 13.2% 13.6% Expected Move 3.8% 3.1% 4.7% 3.8% 3.9% HV 20d 10.9% 9.6% 12.1% 11.3% 10.5% HV 60d 12.1% 10.8% 15.1% 15.1% 11.1% IV Rank 4.9% 3.1% 8.9% 4.3% 4.5% IV Percentile 57.8% 19.0% 94.0% 53.6% 56.3% Term Structure -1.9% -5.3% 1.4% 0.9% -3.8% Skew 25d 0.9% -3.3% 5.3% 4.1% -1.9% Skew 10d 0.1% -6.8% 6.9% 2.8% -6.8% Call IV 25d 13.0% 6.8% 17.4% 13.0% 17.4% Put IV 25d 13.9% 10.3% 17.3% 17.1% 15.5% Bid-Ask Spread % 142.96 125.65 153.43 139.10 141.51 Gamma HHI 0.51 0.50 0.53 0.51 0.51 Net GEX 4.7K 3.2K 5.8K 5.0K 4.8K Net DEX -19.4K -29.8K -9.7K -20.3K -22.9K Net VEX -131 -165 -85 -146 -132 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.02 0.00 0.25 0.00 0.25 Total Volume 20.455 20 25 20 25 Total OI 20.227 20 25 20 25
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 2018-05-01 $47.25 $0.00 13.2% 3.8% 11.3% 4.3% 0.0% 4.1% 0.9% 5.0K -20.3K -146 0.00 139.10 N/A N/A 20 0 20 0 2018-05-02 $46.94 $0.00 15.0% 4.3% 10.6% 5.5% 0.0% -0.1% -4.5% 4.4K -17.2K -133 0.00 142.03 N/A N/A 20 0 20 0 2018-05-03 $47.00 $0.00 20.3% 4.1% 10.5% 8.9% 0.0% 1.4% -2.4% 4.2K -23.2K -160 0.00 153.43 N/A N/A 20 0 20 0 2018-05-04 $47.28 $0.00 14.9% 4.4% 10.4% 5.4% 0.0% 5.3% -2.2% 4.9K -22.1K -155 0.00 136.39 N/A N/A 20 0 20 0 2018-05-07 $47.46 $0.00 15.6% 3.1% 10.5% 5.9% 0.0% 2.0% -0.2% 5.4K -20.8K -143 0.00 138.28 N/A N/A 20 0 20 0 2018-05-08 $47.40 $0.00 17.0% 3.7% 10.5% 6.8% 0.0% -0.3% -1.3% 5.4K -21.1K -144 0.00 149.24 N/A N/A 20 0 20 0 2018-05-09 $47.47 $0.00 12.2% 3.5% 10.5% 3.6% 0.0% 1.4% -0.3% 5.5K -21.8K -143 0.00 150.15 N/A N/A 20 0 20 0 2018-05-10 $47.84 $0.00 11.9% 3.4% 10.3% 3.5% 0.0% 2.6% -2.5% 5.8K -25.5K -158 0.00 137.06 N/A N/A 20 0 20 0 2018-05-11 $47.77 $0.00 11.6% 3.3% 10.4% 3.3% 0.0% 2.0% -1.6% 5.8K -29.8K -165 0.00 144.22 N/A N/A 20 0 20 0 2018-05-14 $47.62 $0.00 12.5% 3.6% 10.5% 3.9% 0.0% 0.2% -4.2% 5.7K -25.3K -151 0.00 143.67 N/A N/A 20 0 20 0 2018-05-15 $46.77 $0.00 11.3% 3.2% 12.0% 3.1% 0.0% 2.2% -0.4% 4.1K -13.4K -101 0.00 125.65 N/A N/A 20 0 20 0 2018-05-16 $46.58 $0.00 13.2% 3.8% 12.1% 4.3% 0.0% -1.4% -3.4% 3.8K -12.6K -101 0.00 151.39 N/A N/A 20 0 20 0 2018-05-17 $46.36 $0.00 13.8% 4.0% 11.6% 4.7% 0.0% -2.0% -0.8% 3.3K -9.7K -85 0.00 149.54 N/A N/A 20 0 20 0 2018-05-18 $46.39 $0.00 15.2% 4.4% 11.3% 5.6% 0.0% -3.3% -5.3% 3.2K -11.8K -96 0.00 141.68 N/A N/A 20 0 20 0 2018-05-21 $46.82 $0.00 13.9% 4.0% 11.6% 4.8% 0.0% -0.0% 0.5% 4.2K -15.7K -112 0.00 141.79 N/A N/A 20 0 20 0 2018-05-22 $46.94 $0.00 12.1% 3.5% 11.6% 3.6% 0.0% -0.5% -3.0% 4.3K -19.2K -127 0.00 141.85 N/A N/A 20 0 20 0 2018-05-23 $47.22 $0.00 15.4% 4.4% 11.7% 5.7% 0.0% 3.3% 1.4% 4.7K -20.9K -133 0.00 145.96 N/A N/A 20 0 20 0 2018-05-24 $47.23 $0.00 13.7% 3.9% 10.8% 4.6% 0.0% 1.6% -0.9% 4.8K -19.3K -127 0.00 145.72 N/A N/A 20 0 20 0 2018-05-25 $47.28 $0.00 16.2% 4.7% 9.6% 6.3% 0.0% 2.2% -2.8% 4.8K -20.8K -131 0.00 142.95 N/A N/A 20 0 20 0 2018-05-29 $47.19 $0.00 15.2% 4.4% 9.6% 5.6% 0.0% 0.1% -1.5% 4.4K -18.6K -121 0.00 146.62 N/A N/A 20 0 20 0 2018-05-30 $47.89 $0.00 12.2% 3.5% 10.8% 3.7% 0.0% 1.1% -4.1% 5.7K -16.1K -108 0.25 136.96 N/A N/A 20 5 20 0 2018-05-31 $47.72 $0.00 13.6% 3.9% 10.5% 4.5% 0.0% -1.9% -3.8% 4.8K -22.9K -132 0.25 141.51 N/A N/A 20 5 20 5
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