RWO Options History — November 2018

In November 2018, RWO traded between $45.73 and $47.63. ATM implied volatility averaged 19.6%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 6.6% (HV 20d: 13.1%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 6.00.

Notable Days

2018-11-01: Highest Volume — 7 contracts
2018-11-05: Largest IV spike — 83.3% change
2018-11-13: Highest IV Rank — 19.8%
2018-11-23: Largest Expected Move — 6.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.93	$45.73	$47.63	$46.25	$47.50
Max Pain	$45.00	$45.00	$45.00	$45.00	$45.00
ATM IV	19.6%	13.1%	37.3%	18.5%	15.2%
Expected Move	4.6%	3.7%	6.5%	5.3%	4.4%
HV 20d	13.1%	11.0%	15.5%	14.6%	11.0%
HV 60d	13.2%	12.7%	13.5%	12.7%	13.1%
IV Rank	8.4%	4.2%	19.8%	7.7%	5.6%
IV Percentile	74.6%	34.1%	99.6%	86.1%	59.9%
Term Structure	0.4%	-6.6%	51.8%	-4.2%	-3.3%
VWIV	15.5%	15.0%	16.1%	16.1%	15.0%
Skew 25d	1.6%	-3.8%	5.5%	3.0%	0.2%
Skew 10d	2.3%	-5.7%	9.3%	-1.7%	1.4%
Call IV 25d	16.5%	13.0%	22.2%	16.8%	15.6%
Put IV 25d	18.1%	14.0%	26.5%	19.9%	15.8%
Bid-Ask Spread %	156.26	136.74	180.92	153.54	154.50
Gamma HHI	0.50	0.37	0.63	0.63	0.52
Net GEX	-499	-1.9K	0	-1.9K	0
Net DEX	1.2K	0	6.1K	2.8K	0
Net VEX	-3	-16	0	-9	0
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	6.00	6.00	6.00	6.00	6.00
Total Volume	4	0	7	7	0
Total OI	4	0	7	7	0

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
2018-11-01	$46.25	$45.00	18.5%	5.3%	14.6%	7.7%	16.1%	3.0%	-4.2%	-1.9K	2.8K	-9	6.00	153.54	N/A	N/A	1	6	1	6
2018-11-02	$45.73	$45.00	17.7%	5.1%	15.2%	7.2%	15.0%	-2.7%	-6.6%	-1.7K	5.7K	-16	6.00	143.20	N/A	N/A	1	6	1	6
2018-11-05	$46.21	$0.00	32.5%	6.1%	15.1%	16.7%	0.0%	2.6%	1.3%	-1.3K	6.1K	-16	6.00	162.76	N/A	N/A	1	6	1	6
2018-11-06	$46.44	$0.00	20.6%	4.5%	15.1%	9.1%	0.0%	4.7%	-2.4%	-1.1K	2.6K	-7	6.00	149.97	N/A	N/A	1	6	1	6
2018-11-07	$47.15	$0.00	25.1%	4.8%	15.5%	12.0%	0.0%	0.7%	-2.1%	-427	412	-2	6.00	162.34	N/A	N/A	1	6	1	6
2018-11-08	$46.97	$0.00	19.4%	3.7%	13.4%	8.3%	0.0%	1.1%	-1.5%	-536	860	-3	6.00	158.24	N/A	N/A	1	6	1	6
2018-11-09	$47.06	$0.00	26.4%	4.9%	13.2%	12.8%	0.0%	-2.4%	0.2%	-712	1.7K	-6	6.00	165.47	N/A	N/A	1	6	1	6
2018-11-12	$46.99	$0.00	25.4%	3.9%	13.1%	12.2%	0.0%	2.1%	-2.1%	-508	765	-2	6.00	151.31	N/A	N/A	1	6	1	6
2018-11-13	$47.16	$0.00	37.3%	5.0%	12.3%	19.8%	0.0%	-3.8%	-3.8%	-687	1.7K	-4	6.00	167.12	N/A	N/A	1	6	1	6
2018-11-14	$47.20	$0.00	17.9%	5.1%	12.2%	7.3%	0.0%	0.3%	-4.2%	-651	1.6K	-3	6.00	151.57	N/A	N/A	1	6	1	6
2018-11-15	$46.68	$0.00	14.8%	4.2%	12.9%	5.3%	0.0%	3.0%	-1.6%	-907	1.8K	-2	6.00	160.28	N/A	N/A	1	6	1	6
2018-11-16	$47.17	$0.00	13.1%	3.7%	13.3%	4.2%	0.0%	3.0%	-1.6%	0	0	0	6.00	146.72	N/A	N/A	1	6	1	6
2018-11-19	$47.07	$0.00	15.5%	4.4%	12.9%	5.8%	0.0%	0.3%	51.8%	0	0	0	0.00	151.88	N/A	N/A	0	0	0	0
2018-11-20	$46.76	$0.00	17.0%	4.9%	13.2%	6.7%	0.0%	4.4%	-2.3%	0	0	0	0.00	136.74	N/A	N/A	0	0	0	0
2018-11-21	$46.96	$0.00	13.7%	3.9%	13.2%	4.7%	0.0%	1.6%	-2.6%	0	0	0	0.00	156.94	N/A	N/A	0	0	0	0
2018-11-23	$46.87	$0.00	22.8%	6.5%	12.6%	10.5%	0.0%	4.3%	-2.2%	0	0	0	0.00	180.92	N/A	N/A	0	0	0	0
2018-11-26	$47.05	$0.00	16.8%	4.8%	11.6%	6.6%	0.0%	2.3%	-4.8%	0	0	0	0.00	159.12	N/A	N/A	0	0	0	0
2018-11-27	$47.17	$0.00	15.1%	4.3%	11.6%	5.6%	0.0%	1.5%	-1.5%	0	0	0	0.00	155.04	N/A	N/A	0	0	0	0
2018-11-28	$47.63	$0.00	13.8%	3.9%	11.4%	4.7%	0.0%	5.5%	0.6%	0	0	0	0.00	156.11	N/A	N/A	0	0	0	0
2018-11-29	$47.54	$0.00	13.5%	3.9%	11.0%	4.5%	0.0%	1.9%	0.2%	0	0	0	0.00	157.74	N/A	N/A	0	0	0	0
2018-11-30	$47.50	$0.00	15.2%	4.4%	11.0%	5.6%	0.0%	0.2%	-3.3%	0	0	0	0.00	154.50	N/A	N/A	0	0	0	0