RWO Options History — June 2019 In June 2019, RWO traded between $49.45 and $51.49. ATM implied volatility averaged 11.0%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded above realized volatility by 2.2% (HV 20d: 8.8%). Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2019-06-26 : Largest IV spike — 44.3% change2019-06-26 : Highest IV Rank — 27.8%2019-06-26 : Largest Expected Move — 4.5%Monthly Statistics Metric Avg Min Max Open Close Price $50.35 $49.45 $51.49 $49.48 $49.76 ATM IV 11.0% 7.3% 15.6% 13.5% 12.6% Expected Move 3.1% 2.1% 4.5% 3.9% 3.6% HV 20d 8.8% 7.7% 10.3% 9.2% 10.2% HV 60d 9.1% 8.6% 9.7% 9.1% 9.7% IV Rank 12.4% 0.3% 27.8% 20.8% 17.9% IV Percentile 25.6% 0.4% 74.2% 48.4% 38.1% Term Structure -0.8% -5.2% 2.9% 0.3% -3.2% Skew 25d 1.8% -0.5% 4.4% 4.2% 0.0% Skew 10d 2.7% -3.5% 8.4% 8.4% -3.5% Call IV 25d 9.7% 6.9% 15.7% 12.8% 15.5% Put IV 25d 11.5% 7.8% 17.6% 17.0% 15.5% Bid-Ask Spread % 144.69 116.91 173.29 160.64 158.52 Gamma HHI 0.49 0.40 0.54 0.40 0.50 Net GEX -87 -220 44 -129 -155 Net DEX -669 -1.9K 832 832 -401 Net VEX -19 -23 -17 -23 -19 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 3 3 3 3 3
Daily Data (20 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 2019-06-03 $49.48 $0.00 13.5% 3.9% 9.2% 20.8% 0.0% 4.2% 0.3% -129 832 -23 0.00 160.64 N/A N/A 0 0 1 2 2019-06-04 $49.49 $0.00 15.1% 4.3% 9.1% 26.1% 0.0% 4.1% -3.4% -209 803 -22 0.00 173.29 N/A N/A 0 0 1 2 2019-06-05 $50.07 $0.00 10.7% 3.1% 8.7% 11.3% 0.0% 1.4% -0.4% -120 266 -20 0.00 140.17 N/A N/A 0 0 1 2 2019-06-06 $50.24 $0.00 12.2% 3.4% 8.7% 16.6% 0.0% 4.2% -0.6% -106 -251 -22 0.00 168.66 N/A N/A 0 0 1 2 2019-06-07 $50.52 $0.00 9.2% 2.2% 8.9% 6.3% 0.0% 1.6% 2.6% -92 -620 -20 0.00 121.84 N/A N/A 0 0 1 2 2019-06-10 $50.44 $0.00 10.4% 2.8% 8.6% 10.5% 0.0% 1.7% 0.6% -92 -733 -20 0.00 123.06 N/A N/A 0 0 1 2 2019-06-11 $50.43 $0.00 11.7% 2.9% 8.5% 14.9% 0.0% 1.1% 0.1% -108 -561 -20 0.00 130.16 N/A N/A 0 0 1 2 2019-06-12 $50.45 $0.00 12.3% 3.5% 8.5% 16.7% 0.0% 4.4% -1.4% -91 -548 -21 0.00 170.26 N/A N/A 0 0 1 2 2019-06-13 $50.58 $0.00 7.3% 2.1% 8.2% 0.3% 0.0% 1.3% 2.0% -88 -850 -20 0.00 116.91 N/A N/A 0 0 1 2 2019-06-14 $50.61 $0.00 7.7% 2.2% 8.2% 1.4% 0.0% 1.7% 1.7% -96 -814 -19 0.00 129.42 N/A N/A 0 0 1 2 2019-06-17 $50.80 $0.00 7.9% 2.3% 8.1% 2.1% 0.0% 2.0% -0.1% -90 -1.1K -19 0.00 132.00 N/A N/A 0 0 1 2 2019-06-18 $50.93 $0.00 10.0% 2.9% 7.9% 9.2% 0.0% -0.4% -0.8% -10 -1.7K -18 0.00 126.27 N/A N/A 0 0 1 2 2019-06-19 $51.21 $0.00 12.0% 3.4% 7.7% 15.7% 0.0% 3.3% -1.3% 12 -1.5K -18 0.00 167.91 N/A N/A 0 0 1 2 2019-06-20 $51.49 $0.00 12.5% 3.6% 7.7% 17.5% 0.0% 2.6% -1.5% 44 -1.9K -18 0.00 166.65 N/A N/A 0 0 1 2 2019-06-21 $51.07 $0.00 8.0% 2.3% 8.4% 2.5% 0.0% 0.4% 0.9% -7 -1.7K -18 0.00 135.34 N/A N/A 0 0 1 2 2019-06-24 $50.30 $0.00 10.7% 3.1% 10.0% 11.6% 0.0% -0.3% -5.2% -16 -1.7K -17 0.00 152.87 N/A N/A 0 0 1 2 2019-06-25 $50.15 $0.00 10.8% 3.1% 9.3% 11.8% 0.0% -0.5% -5.2% -17 -1.5K -17 0.00 136.74 N/A N/A 0 0 1 2 2019-06-26 $49.45 $0.00 15.6% 4.5% 10.2% 27.8% 0.0% -0.0% -3.7% -154 364 -20 0.00 153.44 N/A N/A 0 0 1 2 2019-06-27 $49.62 $0.00 9.5% 2.7% 10.3% 7.5% 0.0% 2.2% 2.9% -220 346 -18 0.00 129.60 N/A N/A 0 0 1 2 2019-06-28 $49.76 $0.00 12.6% 3.6% 10.2% 17.9% 0.0% 0.0% -3.2% -155 -401 -19 0.00 158.52 N/A N/A 0 0 1 2
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