RWO Options History — March 2019 In March 2019, RWO traded between $48.68 and $50.24. ATM implied volatility averaged 11.1%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 3.7% (HV 20d: 7.4%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-03-01 : Highest Volume — 1 contracts2019-03-08 : Largest IV spike — 113.4% change2019-03-08 : Highest IV Rank — 44.3%2019-03-08 : Largest Expected Move — 5.9%Monthly Statistics Metric Avg Min Max Open Close Price $49.42 $48.68 $50.24 $48.76 $49.99 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 11.1% 7.3% 20.7% 14.3% 12.8% Expected Move 3.1% 2.4% 5.9% 4.1% 3.1% HV 20d 7.4% 6.1% 8.4% 6.6% 8.3% HV 60d 13.3% 8.8% 15.9% 15.9% 8.8% IV Rank 12.5% 0.0% 44.3% 22.8% 18.6% IV Percentile 17.9% 0.0% 92.1% 49.6% 31.7% Term Structure -0.2% -3.5% 3.4% -2.6% -2.3% Skew 25d 0.9% -6.2% 3.7% -1.0% -6.2% Skew 10d 1.1% -5.5% 3.9% -5.0% -5.5% Call IV 25d 10.3% 6.3% 17.2% 17.2% 14.0% Put IV 25d 11.2% 7.6% 16.2% 16.2% 7.8% Bid-Ask Spread % 135.51 105.76 165.57 154.08 137.61 Gamma HHI 0.68 0.50 1.00 0.50 0.90 Net GEX 127 -524 1.5K -53 883 Net DEX -8.0K -14.2K -5.4K -5.4K -12.8K Net VEX -13 -18 -9 -15 -17 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 0.429 0 1 1 1 Total OI 3.524 3 5 3 5
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 2019-03-01 $48.76 $0.00 14.3% 4.1% 6.6% 22.8% 0.0% -1.0% -2.6% -53 -5.4K -15 0.00 154.08 N/A N/A 0 1 2 1 2019-03-04 $48.81 $0.00 13.6% 3.9% 6.3% 20.3% 0.0% 2.1% -0.6% -71 -5.5K -14 0.00 149.25 N/A N/A 0 0 2 1 2019-03-05 $49.06 $0.00 10.0% 2.9% 6.3% 8.1% 0.0% 1.2% -0.8% -122 -5.8K -14 0.00 158.97 N/A N/A 0 0 2 1 2019-03-06 $48.86 $0.00 8.5% 2.4% 6.4% 3.1% 0.0% 3.2% 0.7% -225 -5.7K -13 0.00 123.28 N/A N/A 0 0 2 1 2019-03-07 $48.68 $0.00 9.7% 2.8% 6.3% 7.2% 0.0% 3.7% 1.6% -231 -5.9K -11 0.00 134.43 N/A N/A 0 0 2 1 2019-03-08 $48.76 $0.00 20.7% 5.9% 6.1% 44.3% 0.0% 1.1% -1.0% -44 -5.4K -14 0.00 165.57 N/A N/A 0 0 2 1 2019-03-11 $49.23 $45.00 13.1% 2.9% 7.0% 18.7% 0.0% 2.5% 0.2% -167 -5.8K -12 0.00 105.76 N/A N/A 0 0 2 1 2019-03-12 $49.51 $45.00 12.0% 3.0% 7.3% 14.7% 0.0% 1.3% -1.7% -234 -6.4K -11 0.00 145.10 N/A N/A 0 0 2 1 2019-03-13 $49.69 $45.00 7.3% 2.5% 7.1% 0.0% 0.0% 2.5% 1.9% -366 -6.4K -12 0.00 110.08 N/A N/A 0 0 2 1 2019-03-14 $49.75 $45.00 11.4% 2.8% 7.1% 13.8% 0.0% 0.8% -0.9% -306 -6.8K -11 0.00 145.62 N/A N/A 0 0 2 1 2019-03-15 $49.70 $45.00 11.1% 2.8% 7.1% 12.8% 0.0% 0.7% -1.1% -303 -6.7K -11 0.00 145.97 N/A N/A 0 0 2 1 2019-03-18 $49.23 $45.00 9.1% 2.6% 7.9% 6.2% 0.0% -0.2% -3.0% -524 -7.0K -9 0.00 116.33 N/A N/A 0 0 2 1 2019-03-19 $49.13 $45.00 11.5% 3.0% 7.8% 14.2% 0.0% 0.8% -1.2% -297 -6.5K -11 0.00 144.29 N/A N/A 0 0 2 1 2019-03-20 $49.38 $45.00 13.2% 3.1% 7.5% 19.8% 0.0% 1.5% -3.5% -343 -6.9K -10 0.00 143.25 N/A N/A 1 0 2 1 2019-03-21 $49.89 $45.00 11.1% 3.0% 8.3% 12.7% 0.0% 1.6% -1.4% 277 -9.9K -15 0.00 136.97 N/A N/A 1 0 3 1 2019-03-22 $49.57 $45.00 10.1% 3.0% 8.3% 9.4% 0.0% -0.3% 2.5% 298 -9.1K -15 0.00 142.50 N/A N/A 1 0 3 1 2019-03-25 $49.67 $45.00 10.0% 3.0% 8.2% 9.0% 0.0% 0.4% 3.4% 324 -9.2K -12 0.00 121.63 N/A N/A 1 0 3 1 2019-03-26 $49.98 $45.00 8.2% 3.0% 8.4% 3.2% 0.0% 0.8% 1.9% 1.5K -12.5K -18 0.00 136.26 N/A N/A 1 0 4 1 2019-03-27 $50.02 $45.00 7.9% 2.5% 8.2% 2.1% 0.0% 0.9% 0.7% 1.2K -13.1K -17 0.00 118.50 N/A N/A 1 0 4 1 2019-03-28 $50.24 $45.00 7.4% 2.5% 8.2% 0.5% 0.0% 1.7% 2.1% 1.5K -14.2K -16 0.00 110.32 N/A N/A 1 0 4 1 2019-03-29 $49.99 $45.00 12.8% 3.1% 8.3% 18.6% 0.0% -6.2% -2.3% 883 -12.8K -17 0.00 137.61 N/A N/A 1 0 4 1
« Feb 2019 | All History | Apr 2019 » Home RWO History March 2019