RWO Options History — August 2018

In August 2018, RWO traded between $47.86 and $49.44. ATM implied volatility averaged 14.1%, placing in the 4.9% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 5.8% (HV 20d: 8.3%). Max pain ranged from $49.00 to $49.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 4 of 23 days. Put/call ratio averaged 0.25.

Notable Days

  • 2018-08-01: Highest Volume — 25 contracts
  • 2018-08-15: Largest IV drop — 56.0% change
  • 2018-08-14: Highest IV Rank — 11.5%
  • 2018-08-02: Largest Expected Move — 4.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.67$47.86$49.44$48.53$49.12
Max Pain$49.00$49.00$49.00$49.00$49.00
ATM IV14.1%9.8%24.4%13.6%11.9%
Expected Move3.4%2.8%4.2%3.9%3.4%
HV 20d8.3%7.5%8.9%8.2%8.3%
HV 60d9.4%8.9%10.0%9.9%9.1%
IV Rank4.9%2.1%11.5%4.6%3.5%
IV Percentile46.3%4.0%96.8%54.0%26.2%
Term Structure-1.0%-3.7%0.6%-1.8%0.3%
VWIV14.4%13.8%15.1%14.3%13.8%
Skew 25d1.7%0.8%2.4%2.3%1.5%
Skew 10d2.4%-1.1%7.1%7.1%5.0%
Call IV 25d12.1%9.8%15.6%14.9%13.4%
Put IV 25d13.8%11.9%17.7%17.2%14.9%
Bid-Ask Spread %148.91124.43169.19131.77158.21
Gamma HHI0.740.461.000.471.00
Net GEX6.2K-51438.1K9.7K-377
Net DEX-9.2K-30.7K2.0K-24.6K1.1K
Net VEX-38-88-10-81-11
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.250.250.250.250.25
Total Volume16.304525255
Total OI16.304525255

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2018-08-01$48.53$49.0013.6%3.9%8.2%4.6%14.3%2.3%-1.8%9.7K-24.6K-810.25131.77N/AN/A205205
2018-08-02$48.44$49.0014.5%4.2%7.8%5.2%15.1%2.2%-3.7%9.1K-20.4K-880.25124.43N/AN/A205205
2018-08-03$48.81$49.0013.9%4.0%7.9%4.8%13.8%2.2%-1.0%10.7K-30.7K-860.25128.19N/AN/A205205
2018-08-06$48.67$0.0014.6%3.2%7.9%5.2%0.0%2.3%0.2%10.5K-26.2K-740.25145.95N/AN/A205205
2018-08-07$48.68$0.0016.1%3.0%7.9%6.2%0.0%2.1%-0.7%10.5K-26.5K-750.25153.57N/AN/A205205
2018-08-08$48.62$0.0016.6%3.1%7.5%6.5%0.0%1.8%-1.9%10.5K-24.9K-680.25144.24N/AN/A205205
2018-08-09$48.47$0.0019.0%3.0%7.6%8.0%0.0%1.3%-0.7%9.8K-21.7K-610.25158.52N/AN/A205205
2018-08-10$47.98$0.0017.4%3.4%8.4%7.0%0.0%0.8%-3.0%6.8K-9.8K-510.25147.90N/AN/A205205
2018-08-13$47.86$0.0024.0%4.0%8.3%11.3%0.0%2.2%-1.8%6.1K-5.6K-480.25133.15N/AN/A205205
2018-08-14$48.00$0.0024.4%3.3%8.3%11.5%0.0%1.7%-0.4%6.7K-8.3K-370.25147.69N/AN/A205205
2018-08-15$48.16$0.0010.8%3.1%8.2%2.7%0.0%1.5%-1.7%7.7K-8.4K-310.25151.06N/AN/A205205
2018-08-16$48.47$0.0012.0%3.5%8.3%3.6%0.0%1.4%-0.1%10.5K-16.9K-280.25156.20N/AN/A205205
2018-08-17$48.90$0.009.8%2.8%8.8%2.1%0.0%2.4%-1.6%38.1K-865-150.25146.02N/AN/A205205
2018-08-20$49.09$0.0010.7%3.1%8.7%2.7%0.0%1.1%-0.3%-3751.3K-130.00152.97N/AN/A0505
2018-08-21$48.91$0.0013.0%3.7%8.9%4.2%0.0%2.2%-0.8%-3711.0K-100.00151.89N/AN/A0505
2018-08-22$48.76$0.0011.7%3.4%8.7%3.3%0.0%1.5%-1.6%-4241.2K-120.00169.19N/AN/A0505
2018-08-23$48.57$0.0011.3%3.2%8.8%3.1%0.0%1.3%-1.4%-4741.6K-140.00158.08N/AN/A0505
2018-08-24$48.85$0.0011.4%3.3%8.7%3.2%0.0%1.0%-0.7%-5142.0K-170.00156.21N/AN/A0505
2018-08-27$48.87$0.0011.7%3.4%8.7%3.4%0.0%0.9%0.6%-4901.8K-160.00159.71N/AN/A0505
2018-08-28$49.30$0.0012.1%3.5%8.0%3.6%0.0%1.4%-0.1%-333938-100.00146.26N/AN/A0505
2018-08-29$49.44$0.0012.5%3.6%8.0%3.9%0.0%2.4%-1.2%-3821.3K-120.00151.69N/AN/A0505
2018-08-30$49.00$0.0012.0%3.4%8.7%3.5%0.0%1.4%0.2%-3851.2K-120.00152.03N/AN/A0505
2018-08-31$49.12$0.0011.9%3.4%8.3%3.5%0.0%1.5%0.3%-3771.1K-110.00158.21N/AN/A0505