RWO Options History — February 2019

In February 2019, RWO traded between $48.58 and $49.25. ATM implied volatility averaged 11.1%, placing in the 8.4% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 2.7% (HV 20d: 8.4%). Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 11 of 19 days.

Notable Days

  • 2019-02-28: Highest Volume — 1 contracts
  • 2019-02-28: Largest IV spike — 59.4% change
  • 2019-02-26: Highest IV Rank — 24.1%
  • 2019-02-26: Largest Expected Move — 4.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.94$48.58$49.25$48.58$48.95
ATM IV11.1%7.6%17.0%16.6%12.8%
Expected Move3.1%2.2%4.2%3.3%3.7%
HV 20d8.4%6.4%9.6%9.6%6.4%
HV 60d16.1%15.9%16.4%16.4%15.9%
IV Rank8.4%0.0%24.1%5.5%17.5%
IV Percentile18.5%0.0%73.0%68.7%25.0%
Term Structure0.2%-2.9%4.2%-0.6%-1.5%
Skew 25d1.9%0.1%4.6%2.4%4.6%
Skew 10d3.8%1.8%6.1%4.4%5.0%
Call IV 25d9.8%6.7%14.7%11.7%7.1%
Put IV 25d11.7%8.1%17.4%14.1%11.7%
Bid-Ask Spread %140.03115.68161.01153.15142.65
Gamma HHI1.001.001.001.001.00
Net GEX258203321321245
Net DEX-8.9K-9.3K-8.3K-8.3K-9.1K
Net VEX-8-12-5-12-6
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0530101
Total OI22222

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-02-01$48.58$0.0016.6%3.3%9.6%5.5%0.0%2.4%-0.6%321-8.3K-120.00153.15N/AN/A0020
2019-02-04$48.83$0.0017.0%3.4%9.1%5.7%0.0%2.9%0.1%303-8.5K-110.00153.69N/AN/A0020
2019-02-05$49.01$0.009.3%3.3%8.8%0.7%0.0%2.8%0.6%268-8.8K-90.00156.14N/AN/A0020
2019-02-06$48.81$0.009.1%2.6%8.7%3.1%0.0%1.3%0.9%276-8.8K-90.00127.03N/AN/A0020
2019-02-07$49.03$0.008.8%2.5%8.6%2.1%0.0%0.2%1.5%259-8.9K-90.00125.31N/AN/A0020
2019-02-08$48.92$0.009.4%2.7%8.6%4.1%0.0%1.5%0.9%271-8.8K-90.00117.05N/AN/A0020
2019-02-11$48.96$0.0012.7%3.6%8.7%15.6%0.0%2.1%-1.4%245-8.9K-80.00159.32N/AN/A0020
2019-02-12$48.76$0.0010.8%3.1%8.8%8.9%0.0%0.1%-1.3%268-8.9K-80.00127.58N/AN/A0020
2019-02-13$48.86$0.0012.5%3.6%8.8%14.7%0.0%2.1%-1.3%279-8.7K-90.00161.01N/AN/A0020
2019-02-14$48.84$0.009.3%2.7%8.7%3.7%0.0%0.5%1.1%273-8.8K-90.00129.82N/AN/A0020
2019-02-15$49.01$0.007.6%2.2%8.7%0.0%0.0%1.7%3.4%251-9.0K-80.00135.53N/AN/A0020
2019-02-19$49.25$0.008.6%2.5%8.7%3.5%0.0%3.2%4.2%213-9.2K-60.00127.75N/AN/A0020
2019-02-20$48.91$0.0013.5%3.9%8.4%19.9%0.0%2.0%-1.7%269-8.9K-80.00158.75N/AN/A0020
2019-02-21$48.87$0.008.1%2.3%8.3%1.9%0.0%0.6%1.1%258-9.0K-70.00115.68N/AN/A0020
2019-02-22$49.24$0.009.3%2.7%8.5%5.7%0.0%2.6%0.3%203-9.3K-50.00133.75N/AN/A0020
2019-02-25$49.06$0.0013.8%4.0%8.0%20.9%0.0%1.4%-2.2%219-9.2K-60.00157.84N/AN/A0020
2019-02-26$49.15$0.0014.7%4.2%7.7%24.1%0.0%2.7%-2.9%236-9.1K-60.00155.99N/AN/A0020
2019-02-27$48.91$0.008.0%2.3%7.3%1.4%0.0%1.6%2.0%240-9.1K-60.00122.61N/AN/A0020
2019-02-28$48.95$0.0012.8%3.7%6.4%17.5%0.0%4.6%-1.5%245-9.1K-60.00142.65N/AN/A0120