RWO Options History — December 2018 In December 2018, RWO traded between $42.90 and $48.00. ATM implied volatility averaged 17.1%, placing in the 6.9% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 2.1% (HV 20d: 15.0%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2018-12-24 : Highest Volume — 3 contracts2018-12-19 : Largest IV spike — 60.2% change2018-12-19 : Highest IV Rank — 10.9%2018-12-19 : Largest Expected Move — 6.7%Monthly Statistics Metric Avg Min Max Open Close Price $45.97 $42.90 $48.00 $47.75 $44.14 Max Pain $44.00 $44.00 $44.00 $44.00 $44.00 ATM IV 17.1% 12.2% 23.5% 14.4% 19.2% Expected Move 4.6% 3.4% 6.7% 4.1% 5.5% HV 20d 15.0% 10.0% 22.9% 10.0% 22.6% HV 60d 14.5% 13.0% 17.2% 13.0% 16.9% IV Rank 6.9% 3.6% 10.9% 5.1% 8.2% IV Percentile 68.7% 21.8% 94.8% 50.0% 84.9% Term Structure -1.5% -4.1% 2.4% -2.2% -3.9% VWIV 18.0% 14.7% 22.8% 14.7% 22.8% Skew 25d 1.2% -5.3% 7.0% 2.1% 2.1% Skew 10d 0.2% -9.2% 9.9% 5.5% 1.4% Call IV 25d 17.1% 12.7% 25.8% 15.7% 19.4% Put IV 25d 18.3% 12.9% 27.6% 17.8% 21.5% Bid-Ask Spread % 155.08 139.72 180.12 160.82 153.68 Gamma HHI 0.67 0.50 1.00 1.00 0.50 Net GEX 167 0 791 0 791 Net DEX -1.6K -6.3K 0 0 -6.3K Net VEX -7 -26 0 0 -25 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 0.5 0 3 0 0 Total OI 0.8 0 3 0 3
Daily Data (20 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 2018-12-03 $47.75 $0.00 14.4% 4.1% 10.0% 5.1% 0.0% 2.1% -2.2% 0 0 0 0.00 160.82 N/A N/A 0 0 0 0 2018-12-04 $47.17 $0.00 14.4% 4.1% 10.7% 5.1% 0.0% 2.4% -1.3% 0 0 0 0.00 151.95 N/A N/A 0 0 0 0 2018-12-05 $47.10 $0.00 14.9% 4.3% 10.6% 5.4% 0.0% 1.9% -1.6% 0 0 0 0.00 150.88 N/A N/A 0 0 0 0 2018-12-06 $48.00 $0.00 16.9% 3.4% 11.4% 6.7% 0.0% 5.7% 2.4% 0 0 0 0.00 145.10 N/A N/A 0 0 0 0 2018-12-07 $47.86 $0.00 15.9% 3.4% 11.3% 6.0% 0.0% 0.8% -1.3% 0 0 0 0.00 162.48 N/A N/A 0 0 0 0 2018-12-10 $47.35 $0.00 17.8% 3.8% 12.1% 7.3% 0.0% 1.6% -0.5% 0 0 0 0.00 152.55 N/A N/A 0 0 0 0 2018-12-11 $47.39 $0.00 19.4% 3.7% 12.0% 8.3% 0.0% 0.9% -0.1% 0 0 0 0.00 159.47 N/A N/A 0 0 0 0 2018-12-12 $47.00 $0.00 12.2% 3.5% 12.4% 3.6% 0.0% 1.2% 0.6% 0 0 0 0.00 154.85 N/A N/A 0 0 0 0 2018-12-13 $47.00 $0.00 12.7% 3.6% 12.4% 4.0% 0.0% 1.6% -1.0% 0 0 0 0.00 160.75 N/A N/A 0 0 0 0 2018-12-14 $46.81 $0.00 13.0% 3.7% 11.8% 4.2% 0.0% 0.9% -0.8% 0 0 0 0.00 161.31 N/A N/A 0 0 0 0 2018-12-17 $45.57 $0.00 17.0% 4.9% 14.6% 6.8% 0.0% -2.9% -4.1% 0 0 0 0.00 139.72 N/A N/A 0 0 0 0 2018-12-18 $45.95 $0.00 14.6% 4.2% 15.0% 5.2% 0.0% -1.7% -2.0% 0 0 0 0.00 152.51 N/A N/A 0 0 0 0 2018-12-19 $45.52 $0.00 23.5% 6.7% 15.1% 10.9% 0.0% -2.4% -3.4% 0 0 0 0.00 180.12 N/A N/A 0 0 0 0 2018-12-20 $45.31 $0.00 15.3% 4.4% 15.0% 5.6% 0.0% -1.1% 0.1% 0 0 0 0.00 146.98 N/A N/A 2 0 0 0 2018-12-21 $44.65 $0.00 17.7% 5.1% 15.7% 7.2% 0.0% -5.3% -3.1% 300 -4.1K -22 0.00 160.08 N/A N/A 2 0 2 0 2018-12-24 $42.90 $0.00 19.0% 5.5% 20.4% 8.1% 14.7% 7.0% -0.5% 311 -3.8K -21 0.00 140.22 N/A N/A 3 0 2 0 2018-12-26 $44.00 $44.00 21.7% 6.2% 22.9% 9.8% 18.4% 4.2% -2.9% 637 -5.5K -25 0.00 150.51 N/A N/A 1 0 3 0 2018-12-27 $43.85 $44.00 21.4% 6.2% 22.4% 9.6% 16.2% 4.5% -1.0% 610 -5.3K -25 0.00 158.49 N/A N/A 1 0 3 0 2018-12-28 $44.01 $44.00 22.0% 6.3% 22.5% 10.0% 22.8% 1.0% -3.9% 688 -6.3K -26 0.00 159.11 N/A N/A 1 0 3 0 2018-12-31 $44.14 $44.00 19.2% 5.5% 22.6% 8.2% 0.0% 2.1% -3.9% 791 -6.3K -25 0.00 153.68 N/A N/A 0 0 3 0
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