RWO Options History — May 2019 In May 2019, RWO traded between $49.29 and $50.27. ATM implied volatility averaged 13.3%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 3.6% (HV 20d: 9.7%). Max pain ranged from $45.00 to $45.00. Net GEX was positive for 12 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-05-06 : Highest Volume — 1 contracts2019-05-10 : Largest IV spike — 153.8% change2019-05-10 : Highest IV Rank — 82.8%2019-05-29 : Largest Expected Move — 4.3%Monthly Statistics Metric Avg Min Max Open Close Price $49.78 $49.29 $50.27 $49.82 $49.47 Max Pain $45.00 $45.00 $45.00 $45.00 $45.00 ATM IV 13.3% 7.8% 32.1% 12.8% 9.0% Expected Move 3.1% 2.2% 4.3% 3.7% 2.6% HV 20d 9.7% 8.5% 11.3% 10.0% 9.4% HV 60d 8.8% 8.3% 9.2% 8.3% 9.2% IV Rank 20.2% 1.9% 82.8% 18.6% 5.7% IV Percentile 35.2% 2.0% 99.2% 34.9% 9.9% Term Structure -0.8% -3.4% 3.3% -2.7% 3.3% Skew 25d 1.7% -6.9% 6.4% -6.9% 3.1% Skew 10d 2.7% -5.1% 8.8% -5.1% 2.4% Call IV 25d 9.8% 6.7% 17.8% 15.6% 7.6% Put IV 25d 11.4% 7.9% 22.4% 8.7% 10.7% Bid-Ask Spread % 140.26 86.34 166.50 128.75 134.87 Gamma HHI 0.52 0.26 0.86 0.46 0.46 Net GEX -72 -896 255 -178 -243 Net DEX -7.4K -14.7K 1.2K -10.8K 1.2K Net VEX -17 -24 -7 -10 -22 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 0.364 0 1 0 1 Total OI 4.273 2 6 5 3
Daily Data (22 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 2019-05-01 $49.82 $45.00 12.8% 3.7% 10.0% 18.6% 0.0% -6.9% -2.7% -178 -10.8K -10 0.00 128.75 N/A N/A 0 0 3 2 2019-05-02 $49.89 $45.00 8.3% 2.4% 10.0% 3.5% 0.0% 0.3% 0.7% -491 -11.5K -8 0.00 94.61 N/A N/A 0 0 3 2 2019-05-03 $50.15 $45.00 8.6% 2.5% 10.1% 4.3% 0.0% 0.3% 0.6% -719 -12.2K -9 0.00 86.34 N/A N/A 0 0 3 2 2019-05-06 $49.99 $0.00 13.4% 3.1% 10.2% 20.5% 0.0% 1.7% -0.1% -442 -11.6K -7 0.00 164.37 N/A N/A 1 0 3 2 2019-05-07 $49.30 $0.00 13.7% 3.5% 11.3% 21.4% 0.0% 0.4% -3.4% 123 -11.0K -21 0.00 151.20 N/A N/A 1 0 4 2 2019-05-08 $49.32 $0.00 20.2% 3.5% 11.0% 42.9% 0.0% 5.9% -1.7% 198 -10.6K -24 0.00 165.65 N/A N/A 1 0 4 2 2019-05-09 $49.33 $0.00 12.7% 3.2% 10.4% 18.0% 0.0% 0.8% -0.0% 216 -10.5K -22 0.00 123.11 N/A N/A 1 0 4 2 2019-05-10 $49.68 $0.00 32.1% 4.3% 10.8% 82.8% 0.0% 4.6% -1.7% 240 -11.4K -23 0.00 149.44 N/A N/A 0 0 4 2 2019-05-13 $49.55 $0.00 26.7% 3.5% 10.7% 64.7% 0.0% 6.3% -1.9% 124 -11.3K -22 0.00 162.84 N/A N/A 0 0 4 2 2019-05-14 $49.71 $0.00 19.1% 3.3% 10.6% 39.4% 0.0% 0.8% -1.4% -11 -12.4K -18 0.00 132.87 N/A N/A 1 0 4 2 2019-05-15 $50.07 $0.00 10.8% 3.1% 9.7% 11.7% 0.0% 0.7% 0.3% -450 -13.5K -19 0.00 112.69 N/A N/A 0 0 4 2 2019-05-16 $50.18 $0.00 9.2% 2.6% 9.4% 6.4% 0.0% 1.8% 0.7% -896 -14.7K -16 0.00 126.48 N/A N/A 0 0 4 2 2019-05-17 $50.03 $0.00 11.1% 3.2% 9.5% 12.8% 0.0% 1.9% -1.8% -314 -12.9K -18 0.00 166.50 N/A N/A 0 0 4 2 2019-05-20 $49.78 $0.00 11.4% 3.3% 8.9% 13.8% 0.0% 2.0% -1.5% 200 -1.6K -14 0.00 160.39 N/A N/A 0 0 1 1 2019-05-21 $50.15 $0.00 12.0% 3.4% 8.8% 15.7% 0.0% 2.4% -1.1% 203 -1.6K -16 0.00 166.12 N/A N/A 0 0 1 1 2019-05-22 $50.03 $0.00 10.1% 2.9% 8.5% 9.4% 0.0% 6.4% 1.2% 234 -1.7K -14 0.00 138.51 N/A N/A 0 0 1 1 2019-05-23 $49.96 $0.00 7.8% 2.2% 8.5% 1.9% 0.0% 1.1% 1.3% 234 -1.7K -14 0.00 133.42 N/A N/A 0 0 1 1 2019-05-24 $50.27 $0.00 8.3% 2.4% 8.7% 3.5% 0.0% 1.0% -2.8% 255 -1.9K -14 0.00 129.87 N/A N/A 0 0 1 1 2019-05-28 $49.77 $0.00 12.2% 3.5% 9.0% 16.5% 0.0% 1.1% -2.4% 205 -1.6K -16 0.00 165.32 N/A N/A 0 0 1 1 2019-05-29 $49.36 $0.00 15.0% 4.3% 9.4% 25.8% 0.0% 0.4% -2.8% 147 -1.2K -15 0.00 153.02 N/A N/A 0 1 1 1 2019-05-30 $49.29 $0.00 8.9% 2.6% 9.3% 5.6% 0.0% 0.8% 0.8% -221 1.0K -22 0.00 139.26 N/A N/A 0 1 1 2 2019-05-31 $49.47 $0.00 9.0% 2.6% 9.4% 5.7% 0.0% 3.1% 3.3% -243 1.2K -22 0.00 134.87 N/A N/A 0 1 1 2
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