RWO Options History — July 2019 In July 2019, RWO traded between $49.86 and $51.41. ATM implied volatility averaged 11.0%, placing in the 12.5% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded below realized volatility by 0.2% (HV 20d: 11.2%). Max pain ranged from $49.00 to $49.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 12 of 22 days.
Notable Days 2019-07-26 : Largest IV spike — 86.5% change2019-07-26 : Highest IV Rank — 33.8%2019-07-26 : Largest Expected Move — 5.0%Monthly Statistics Metric Avg Min Max Open Close Price $50.59 $49.86 $51.41 $49.86 $50.02 Max Pain $49.00 $49.00 $49.00 $49.00 $49.00 ATM IV 11.0% 7.9% 17.4% 13.8% 14.3% Expected Move 3.1% 2.3% 5.0% 4.0% 4.1% HV 20d 11.2% 9.7% 12.6% 10.3% 9.7% HV 60d 9.9% 9.3% 10.3% 9.7% 9.9% IV Rank 12.5% 2.1% 33.8% 21.8% 23.6% IV Percentile 28.3% 4.4% 82.1% 56.3% 63.9% Term Structure 2.3% -9.6% 52.8% -1.9% 0.9% Skew 25d 1.2% -5.6% 4.8% -5.6% 4.8% Skew 10d 2.5% -1.4% 13.3% -1.1% 13.3% Call IV 25d 9.3% 6.4% 14.8% 14.8% 14.1% Put IV 25d 10.4% 7.6% 18.9% 9.1% 18.9% Bid-Ask Spread % 123.39 106.24 165.09 165.09 143.21 Gamma HHI 0.51 0.47 0.54 0.47 0.53 Net GEX -20 -189 165 -135 -189 Net DEX -1.5K -2.4K -174 -174 -576 Net VEX -15 -19 -12 -19 -14 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 (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 2019-07-01 $49.86 $0.00 13.8% 4.0% 10.3% 21.8% 0.0% -5.6% -1.9% -135 -174 -19 0.00 165.09 N/A N/A 0 0 1 2 2019-07-02 $50.44 $0.00 12.8% 3.7% 11.0% 18.4% 0.0% 1.3% -9.6% -39 -788 -17 0.00 158.56 N/A N/A 0 0 1 2 2019-07-03 $51.08 $0.00 8.6% 2.5% 11.1% 4.4% 0.0% 2.2% 0.7% -43 -2.2K -14 0.00 123.58 N/A N/A 0 0 1 2 2019-07-05 $50.92 $49.00 11.6% 2.6% 11.2% 14.4% 0.0% 1.2% 1.2% 77 -2.1K -15 0.00 116.52 N/A N/A 0 0 1 2 2019-07-08 $50.99 $49.00 10.9% 2.7% 11.0% 12.0% 0.0% 1.2% 0.9% 23 -2.0K -15 0.00 109.42 N/A N/A 0 0 1 2 2019-07-09 $51.14 $49.00 12.9% 2.4% 11.0% 18.8% 0.0% 2.2% 3.7% 92 -2.1K -15 0.00 119.58 N/A N/A 0 0 1 2 2019-07-10 $51.41 $49.00 12.2% 3.5% 11.2% 16.4% 0.0% 2.6% -1.8% 92 -2.3K -15 0.00 131.94 N/A N/A 0 0 1 2 2019-07-11 $50.99 $49.00 11.9% 3.4% 11.6% 15.5% 0.0% 2.1% -0.1% -16 -1.7K -16 0.00 130.24 N/A N/A 0 0 1 2 2019-07-12 $50.94 $49.00 11.9% 3.4% 11.6% 15.4% 0.0% 0.6% -0.7% -13 -1.7K -16 0.00 127.12 N/A N/A 0 0 1 2 2019-07-15 $50.92 $49.00 8.8% 2.5% 11.6% 5.2% 0.0% 0.8% 1.3% 118 -2.3K -14 0.00 111.69 N/A N/A 0 0 1 2 2019-07-16 $50.81 $49.00 8.4% 2.4% 11.6% 3.8% 0.0% 0.5% -0.1% 66 -2.1K -14 0.00 109.81 N/A N/A 0 0 1 2 2019-07-17 $50.77 $49.00 7.9% 2.3% 11.5% 2.1% 0.0% 0.7% 1.4% 165 -2.4K -13 0.00 111.70 N/A N/A 0 0 1 2 2019-07-18 $50.97 $49.00 12.9% 3.7% 11.4% 18.9% 0.0% 2.7% -0.2% 29 -1.6K -15 0.00 130.74 N/A N/A 0 0 1 2 2019-07-19 $50.12 $49.00 11.7% 3.4% 12.6% 14.8% 0.0% 0.9% -1.2% -110 -708 -16 0.00 136.38 N/A N/A 0 0 1 2 2019-07-22 $49.92 $49.00 9.5% 2.7% 12.4% 7.4% 0.0% 1.3% 52.8% -163 -1.0K -14 0.00 109.93 N/A N/A 0 0 1 2 2019-07-23 $50.32 $49.00 9.8% 2.8% 11.6% 8.6% 0.0% 4.2% 3.4% -68 -1.3K -13 0.00 106.24 N/A N/A 0 0 1 2 2019-07-24 $50.38 $49.00 8.3% 2.4% 11.6% 3.3% 0.0% 0.9% 1.3% 14 -1.8K -13 0.00 114.08 N/A N/A 0 0 1 2 2019-07-25 $50.12 $49.00 9.3% 2.7% 10.5% 6.9% 0.0% -0.1% -1.5% -130 -1.2K -14 0.00 108.43 N/A N/A 0 0 1 2 2019-07-26 $50.22 $49.00 17.4% 5.0% 10.5% 33.8% 0.0% 0.7% -2.1% -134 -915 -15 0.00 112.94 N/A N/A 0 0 1 2 2019-07-29 $50.31 $49.00 8.6% 2.4% 10.5% 4.3% 0.0% -0.0% 1.1% -19 -1.7K -12 0.00 118.00 N/A N/A 0 0 1 2 2019-07-30 $50.26 $49.00 9.1% 2.6% 10.5% 6.3% 0.0% 0.3% 1.1% -46 -1.4K -12 0.00 119.39 N/A N/A 0 0 1 2 2019-07-31 $50.02 $49.00 14.3% 4.1% 9.7% 23.6% 0.0% 4.8% 0.9% -189 -576 -14 0.00 143.21 N/A N/A 0 0 1 2
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