RWO Options History — January 2019 In January 2019, RWO traded between $43.47 and $48.81. ATM implied volatility averaged 15.3%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded below realized volatility by 4.3% (HV 20d: 19.5%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-01-11 : Highest Volume — 2 contracts2019-01-03 : Largest IV drop — 28.8% change2019-01-02 : Highest IV Rank — 12.7%2019-01-02 : Largest Expected Move — 7.5%Monthly Statistics Metric Avg Min Max Open Close Price $46.35 $43.47 $48.81 $43.47 $48.81 Max Pain $44.00 $44.00 $44.00 $44.00 $44.00 ATM IV 15.3% 12.2% 26.2% 26.2% 14.8% Expected Move 4.2% 3.5% 7.5% 7.5% 4.4% HV 20d 19.5% 8.9% 23.8% 22.7% 8.9% HV 60d 16.8% 16.5% 17.3% 17.1% 16.5% IV Rank 4.7% 2.6% 12.7% 12.7% 4.3% IV Percentile 47.7% 13.5% 97.2% 97.2% 50.0% Term Structure -1.5% -8.3% 1.9% -8.3% -1.7% Skew 25d 1.7% 0.5% 3.4% 0.5% 3.4% Skew 10d 2.3% -4.3% 7.2% -4.3% 7.2% Call IV 25d 15.1% 9.9% 27.7% 27.7% 15.0% Put IV 25d 16.8% 10.4% 28.3% 28.3% 18.4% Bid-Ask Spread % 146.34 125.22 169.89 148.42 169.89 Gamma HHI 0.75 0.50 1.00 0.50 1.00 Net GEX 566 276 881 638 276 Net DEX -8.4K -11.5K -5.4K -5.4K -7.7K Net VEX -19 -25 -10 -24 -15 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 0.143 0 2 0 0 Total OI 2.619 2 3 3 2
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 2019-01-02 $43.47 $44.00 26.2% 7.5% 22.7% 12.7% 0.0% 0.5% -8.3% 638 -5.4K -24 0.00 148.42 N/A N/A 0 0 3 0 2019-01-03 $43.82 $0.00 18.6% 4.7% 23.0% 7.1% 0.0% 1.7% -1.2% 844 -5.6K -24 0.00 134.37 N/A N/A 0 0 3 0 2019-01-04 $44.43 $0.00 17.9% 4.2% 23.8% 6.3% 0.0% 2.0% 0.6% 881 -6.8K -25 0.00 143.82 N/A N/A 1 0 3 0 2019-01-07 $44.88 $0.00 19.2% 4.4% 22.9% 7.2% 0.0% 2.5% 1.4% 837 -7.5K -24 0.00 141.17 N/A N/A 0 0 3 0 2019-01-08 $45.49 $0.00 18.9% 3.9% 23.7% 7.0% 0.0% 2.6% 1.9% 746 -8.7K -23 0.00 143.76 N/A N/A 0 0 3 0 2019-01-09 $45.56 $0.00 13.7% 3.9% 23.5% 3.6% 0.0% 2.3% -0.1% 749 -8.9K -23 0.00 148.62 N/A N/A 0 0 3 0 2019-01-10 $45.97 $0.00 13.8% 3.9% 23.8% 3.6% 0.0% 1.9% 1.6% 677 -9.5K -22 0.00 145.17 N/A N/A 0 0 3 0 2019-01-11 $46.10 $0.00 13.6% 3.9% 23.7% 3.5% 0.0% 1.4% -0.0% 652 -9.9K -22 0.00 150.36 N/A N/A 2 0 3 0 2019-01-14 $45.98 $0.00 14.0% 4.0% 23.7% 3.8% 0.0% 1.7% -1.0% 683 -9.9K -21 0.00 149.79 N/A N/A 0 0 3 0 2019-01-15 $46.20 $0.00 13.2% 3.8% 23.8% 3.3% 0.0% 0.9% -0.4% 643 -10.3K -20 0.00 149.21 N/A N/A 0 0 3 0 2019-01-16 $46.51 $0.00 12.7% 3.7% 21.8% 3.0% 0.0% 1.2% -2.4% 550 -11.0K -18 0.00 149.99 N/A N/A 0 0 3 0 2019-01-17 $46.66 $0.00 12.8% 3.7% 21.7% 3.0% 0.0% 1.6% -1.7% 562 -11.1K -19 0.00 162.61 N/A N/A 0 0 3 0 2019-01-18 $46.89 $0.00 13.0% 3.7% 21.4% 3.1% 0.0% 1.3% -1.1% 458 -11.5K -18 0.00 147.84 N/A N/A 0 0 3 0 2019-01-22 $46.46 $0.00 14.9% 4.3% 21.6% 4.3% 0.0% 0.7% -3.1% 375 -6.0K -19 0.00 144.74 N/A N/A 0 0 2 0 2019-01-23 $46.75 $0.00 14.1% 4.0% 20.8% 3.8% 0.0% 1.7% -2.3% 429 -6.5K -18 0.00 144.83 N/A N/A 0 0 2 0 2019-01-24 $46.92 $0.00 13.6% 3.9% 13.5% 3.5% 0.0% 1.8% -1.5% 471 -6.9K -17 0.00 150.99 N/A N/A 0 0 2 0 2019-01-25 $47.49 $0.00 14.3% 4.1% 11.5% 3.9% 0.0% 1.6% -3.1% 430 -7.7K -14 0.00 138.95 N/A N/A 0 0 2 0 2019-01-28 $47.84 $0.00 12.2% 3.5% 11.2% 2.6% 0.0% 0.5% -2.1% 385 -7.8K -14 0.00 125.22 N/A N/A 0 0 2 0 2019-01-29 $48.32 $0.00 14.1% 4.0% 11.4% 3.8% 0.0% 1.5% -2.6% 333 -8.3K -11 0.00 137.05 N/A N/A 0 0 2 0 2019-01-30 $48.80 $0.00 15.3% 4.4% 11.5% 4.6% 0.0% 2.1% -3.5% 277 -8.7K -10 0.00 146.40 N/A N/A 0 0 2 0 2019-01-31 $48.81 $0.00 14.8% 4.4% 8.9% 4.3% 0.0% 3.4% -1.7% 276 -7.7K -15 0.00 169.89 N/A N/A 0 0 2 0
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