RWO Options History — October 2018 In October 2018, RWO traded between $44.99 and $47.29. ATM implied volatility averaged 16.8%, placing in the 6.6% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.5% (HV 20d: 14.3%). Max pain ranged from $44.00 to $49.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 0 of 23 days. Put/call ratio averaged 2.63.
Notable Days 2018-10-01 : Highest Volume — 11 contracts2018-10-29 : Largest IV spike — 44.4% change2018-10-29 : Highest IV Rank — 11.4%2018-10-29 : Largest Expected Move — 6.9%Monthly Statistics Metric Avg Min Max Open Close Price $46.04 $44.99 $47.29 $47.29 $46.05 Max Pain $44.96 $44.00 $49.00 $49.00 $45.00 ATM IV 16.8% 12.4% 24.2% 12.4% 18.8% Expected Move 4.6% 3.6% 6.9% 3.6% 5.4% HV 20d 14.3% 12.4% 16.3% 13.0% 15.4% HV 60d 11.6% 10.0% 12.6% 10.0% 12.6% IV Rank 6.6% 3.8% 11.4% 3.8% 7.9% IV Percentile 75.1% 31.7% 96.8% 31.7% 86.9% Term Structure -4.3% -8.8% -1.2% -3.0% -5.6% VWIV 18.0% 13.0% 24.4% 17.5% 16.4% Skew 25d 1.3% -6.1% 5.1% 1.0% 1.6% Skew 10d -1.9% -15.5% 3.4% 2.4% -1.7% Call IV 25d 16.5% 13.1% 24.6% 16.4% 16.9% Put IV 25d 17.8% 14.6% 24.0% 17.3% 18.4% Bid-Ask Spread % 148.91 129.33 164.36 147.20 160.70 Gamma HHI 0.63 0.41 0.95 0.43 0.61 Net GEX -888 -2.2K 1.0K 1.0K -1.5K Net DEX 3.8K -1.1K 6.7K -1.1K 4.4K Net VEX -21 -31 -10 -29 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.63 0.83 6.00 0.83 6.00 Total Volume 9.609 7 11 11 7 Total OI 9.565 6 11 11 7
Daily Data (23 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 2018-10-01 $47.29 $49.00 12.4% 3.6% 13.0% 3.8% 17.5% 1.0% -3.0% 1.0K -1.1K -29 0.83 147.20 N/A N/A 6 5 6 5 2018-10-02 $47.05 $49.00 16.2% 4.6% 12.4% 6.2% 19.2% 1.3% -4.7% 664 -216 -27 0.83 159.66 N/A N/A 6 5 6 5 2018-10-03 $46.60 $49.00 14.3% 4.1% 12.5% 5.0% 20.1% 1.0% -1.7% 281 1.1K -25 0.83 147.39 N/A N/A 6 5 6 5 2018-10-04 $45.93 $44.00 16.4% 3.9% 13.1% 6.4% 16.3% 1.4% -4.4% -589 2.8K -22 0.83 145.13 N/A N/A 6 5 6 5 2018-10-05 $45.98 $44.00 19.4% 4.7% 12.9% 8.3% 16.1% 3.0% -8.0% -527 3.7K -27 0.83 140.27 N/A N/A 6 5 6 5 2018-10-08 $46.52 $44.00 18.7% 3.8% 13.5% 7.8% 16.9% 1.9% -3.2% -246 1.9K -22 0.83 157.04 N/A N/A 6 5 6 5 2018-10-09 $46.67 $44.00 17.6% 3.8% 13.7% 7.2% 13.0% 2.5% -2.8% -143 2.3K -22 0.83 151.35 N/A N/A 6 5 6 5 2018-10-10 $46.15 $44.00 14.2% 4.1% 13.9% 4.9% 13.8% 1.5% -1.2% -486 3.1K -21 0.83 144.19 N/A N/A 6 5 6 5 2018-10-11 $45.22 $44.00 17.4% 5.0% 15.0% 7.0% 16.0% -4.4% -8.8% -593 6.2K -31 0.83 156.39 N/A N/A 6 5 6 5 2018-10-12 $44.99 $44.00 22.0% 6.3% 14.9% 10.0% 24.4% -0.1% -4.8% -532 6.2K -31 0.83 164.36 N/A N/A 6 5 6 5 2018-10-15 $45.31 $44.00 15.4% 4.4% 15.0% 5.8% 20.9% 5.1% -2.3% -1.4K 6.7K -23 0.83 143.29 N/A N/A 6 5 6 5 2018-10-16 $45.97 $44.00 13.9% 4.0% 16.3% 4.8% 17.1% 2.9% -2.9% -1.4K 4.0K -17 0.83 143.47 N/A N/A 6 5 6 5 2018-10-17 $45.84 $44.00 14.6% 4.2% 16.0% 5.2% 17.3% 1.2% -3.9% -1.1K 3.7K -17 0.83 151.56 N/A N/A 6 5 6 5 2018-10-18 $45.80 $44.00 13.7% 3.9% 15.5% 4.6% 18.0% 1.8% -3.8% -1.1K 3.3K -15 0.83 146.70 N/A N/A 6 5 6 5 2018-10-19 $46.05 $44.00 15.9% 4.6% 15.7% 6.1% 17.6% 0.8% -5.3% -1.3K 3.6K -16 0.83 150.60 N/A N/A 6 5 6 5 2018-10-22 $45.66 $44.00 15.5% 4.4% 13.7% 5.8% 19.3% 3.0% -4.5% -1.2K 5.0K -19 6.00 129.33 N/A N/A 1 6 1 5 2018-10-23 $45.70 $45.00 15.3% 4.4% 13.6% 5.6% 19.0% 3.1% -3.9% -1.8K 6.5K -22 6.00 141.13 N/A N/A 1 6 1 6 2018-10-24 $45.79 $45.00 17.2% 4.9% 13.7% 6.9% 20.1% 3.8% -6.7% -1.7K 5.9K -20 6.00 143.55 N/A N/A 1 6 1 6 2018-10-25 $46.35 $45.00 17.0% 4.9% 14.5% 6.8% 19.3% 0.0% -3.5% -2.2K 2.6K -10 6.00 151.72 N/A N/A 1 6 1 6 2018-10-26 $45.74 $45.00 16.7% 4.8% 15.0% 6.6% 20.9% 2.4% -3.1% -1.6K 5.2K -18 6.00 145.71 N/A N/A 1 6 1 6 2018-10-29 $45.84 $45.00 24.2% 6.9% 15.0% 11.4% 18.1% -6.1% -7.7% -1.3K 5.9K -19 6.00 153.40 N/A N/A 1 6 1 6 2018-10-30 $46.37 $45.00 19.6% 5.6% 15.6% 8.4% 15.8% 1.1% -4.2% -1.6K 3.9K -13 6.00 150.72 N/A N/A 1 6 1 6 2018-10-31 $46.05 $45.00 18.8% 5.4% 15.4% 7.9% 16.4% 1.6% -5.6% -1.5K 4.4K -14 6.00 160.70 N/A N/A 1 6 1 6
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