RWO Options History — April 2019 In April 2019, RWO traded between $48.79 and $50.32. ATM implied volatility averaged 10.9%, placing in the 12.2% IV rank vs the trailing year. The 30-day expected move averaged 3.0%. IV traded above realized volatility by 2.1% (HV 20d: 8.8%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-04-08 : Highest Volume — 1 contracts2019-04-08 : Largest IV spike — 101.3% change2019-04-08 : Highest IV Rank — 28.7%2019-04-22 : Largest Expected Move — 3.8%Monthly Statistics Metric Avg Min Max Open Close Price $49.76 $48.79 $50.32 $50.09 $49.70 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 10.9% 7.7% 15.9% 13.6% 9.2% Expected Move 3.0% 2.2% 3.8% 3.1% 2.6% HV 20d 8.8% 7.6% 10.1% 8.3% 10.1% HV 60d 8.3% 7.9% 8.8% 8.8% 8.3% IV Rank 12.2% 1.5% 28.7% 21.1% 6.5% IV Percentile 22.8% 1.2% 71.8% 43.3% 8.7% Term Structure -0.4% -4.0% 2.3% -2.4% 2.3% VWIV 12.3% 8.1% 14.7% 13.7% 13.4% Skew 25d 0.9% -4.6% 4.1% -4.6% 2.6% Skew 10d 1.9% -4.8% 5.2% -4.8% 3.0% Call IV 25d 9.6% 6.0% 14.1% 14.1% 7.8% Put IV 25d 10.4% 7.2% 15.4% 9.5% 10.4% Bid-Ask Spread % 123.83 102.30 145.22 136.24 109.31 Gamma HHI 0.58 0.39 1.00 0.65 0.47 Net GEX 360 -291 1.2K 238 -291 Net DEX -11.2K -15.1K -8.3K -10.4K -10.5K Net VEX -12 -15 -10 -12 -11 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 0.619 0 1 0 0 Total OI 4.667 4 5 4 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 2019-04-01 $50.09 $45.00 13.6% 3.1% 8.3% 21.1% 0.0% -4.6% -2.4% 238 -10.4K -12 0.00 136.24 N/A N/A 0 0 3 1 2019-04-02 $50.31 $45.00 7.8% 2.4% 8.3% 1.9% 0.0% 1.6% 1.7% 346 -11.2K -11 0.00 107.21 N/A N/A 0 0 3 1 2019-04-03 $50.32 $45.00 14.7% 3.2% 8.1% 24.7% 0.0% -1.7% -0.5% 203 -11.0K -11 0.00 132.30 N/A N/A 0 0 3 1 2019-04-04 $50.10 $45.00 8.3% 2.3% 8.1% 3.3% 0.0% 1.7% 1.8% 462 -10.9K -11 0.00 102.30 N/A N/A 0 0 3 1 2019-04-05 $50.12 $45.00 7.9% 2.4% 8.1% 2.1% 0.0% 1.5% 1.5% 524 -10.6K -10 0.00 107.52 N/A N/A 0 0 3 1 2019-04-08 $50.01 $45.00 15.9% 3.3% 7.6% 28.7% 13.7% 3.0% -1.1% 329 -10.2K -11 0.00 134.02 N/A N/A 1 0 3 1 2019-04-09 $49.68 $45.00 8.6% 3.0% 7.8% 4.3% 9.1% -0.0% -0.9% 1.1K -12.4K -15 0.00 123.71 N/A N/A 1 0 4 1 2019-04-10 $50.15 $45.00 11.5% 3.3% 8.4% 14.2% 14.7% 2.1% -1.2% 649 -14.3K -15 0.00 133.53 N/A N/A 1 0 4 1 2019-04-11 $50.06 $45.00 7.7% 2.2% 8.4% 1.5% 8.1% 1.5% 2.0% 1.1K -15.1K -12 0.00 109.79 N/A N/A 1 0 4 1 2019-04-12 $50.27 $45.00 11.4% 3.3% 8.5% 13.8% 13.2% 2.6% 0.1% 744 -14.9K -13 0.00 137.10 N/A N/A 1 0 4 1 2019-04-15 $50.02 $45.00 8.3% 2.4% 8.0% 3.6% 0.0% 0.3% -1.3% 1.2K -14.1K -12 0.00 118.31 N/A N/A 0 0 4 1 2019-04-16 $49.33 $45.00 12.8% 3.7% 9.5% 18.4% 12.0% -0.8% -0.1% 690 -11.3K -13 0.00 123.95 N/A N/A 0 1 4 1 2019-04-17 $49.08 $45.00 12.9% 3.7% 9.5% 18.7% 14.1% 1.4% -1.9% 741 -10.2K -13 0.00 141.50 N/A N/A 0 1 4 1 2019-04-18 $49.26 $45.00 13.0% 3.7% 8.8% 19.2% 13.4% 1.1% -1.8% 76 -9.6K -12 0.00 145.22 N/A N/A 0 1 4 1 2019-04-22 $48.79 $45.00 13.2% 3.8% 9.1% 19.9% 0.0% -0.6% -2.5% 185 -8.3K -10 0.00 133.08 N/A N/A 0 1 3 1 2019-04-23 $49.21 $45.00 12.9% 3.7% 9.7% 18.7% 0.0% 4.1% -1.5% -16 -8.8K -15 0.00 133.40 N/A N/A 0 1 3 2 2019-04-24 $49.59 $45.00 8.4% 2.4% 9.8% 3.7% 0.0% 1.9% 2.3% -206 -10.1K -13 0.00 115.80 N/A N/A 0 1 3 2 2019-04-25 $49.61 $45.00 8.3% 2.4% 9.8% 3.5% 0.0% 1.8% 2.0% -216 -10.2K -13 0.00 107.54 N/A N/A 0 1 3 2 2019-04-26 $49.83 $45.00 13.1% 3.7% 9.8% 19.3% 0.0% -0.1% -2.3% -129 -10.6K -12 0.00 133.34 N/A N/A 0 1 3 2 2019-04-29 $49.47 $45.00 10.0% 2.9% 10.0% 9.1% 0.0% -1.1% -4.0% -124 -9.6K -12 0.00 115.35 N/A N/A 0 0 3 2 2019-04-30 $49.70 $45.00 9.2% 2.6% 10.1% 6.5% 0.0% 2.6% 2.3% -291 -10.5K -11 0.00 109.31 N/A N/A 0 0 3 2
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