RWO Options History — August 2019 In August 2019, RWO traded between $49.18 and $50.93. ATM implied volatility averaged 19.9%, placing in the 41.8% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 7.4% (HV 20d: 12.5%). Max pain ranged from $49.00 to $49.00. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 11 of 22 days.
Notable Days 2019-08-23 : Largest IV spike — 82.8% change2019-08-13 : Highest IV Rank — 100.0%2019-08-23 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $50.29 $49.18 $50.93 $49.81 $50.93 Max Pain $49.00 $49.00 $49.00 $49.00 $49.00 ATM IV 19.9% 11.0% 37.8% 14.2% 17.2% Expected Move 4.6% 3.2% 8.0% 4.1% 4.9% HV 20d 12.5% 8.5% 13.6% 8.5% 12.9% HV 60d 10.9% 9.5% 11.5% 9.5% 11.0% IV Rank 41.8% 12.2% 100.0% 23.1% 32.4% IV Percentile 78.0% 25.4% 100.0% 62.3% 78.2% Term Structure 19.5% -8.0% 52.3% -4.1% 52.3% Skew 25d 1.2% -3.7% 8.3% -2.1% 6.7% Skew 10d 5.4% -1.3% 13.0% -1.3% 13.0% Call IV 25d 14.5% 8.1% 17.6% 16.1% 14.2% Put IV 25d 15.7% 8.6% 22.1% 14.0% 21.0% Bid-Ask Spread % 170.85 127.85 200.00 141.23 171.97 Gamma HHI 0.76 0.48 1.00 0.51 1.00 Net GEX 60 -260 355 -167 311 Net DEX -1.3K -2.5K 947 -197 -2.4K Net VEX -11 -14 -9 -14 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2.091 1 3 3 1
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 2019-08-01 $49.81 $49.00 14.2% 4.1% 8.5% 23.1% 0.0% -2.1% -4.1% -167 -197 -14 0.00 141.23 N/A N/A 0 0 1 2 2019-08-02 $50.21 $49.00 15.6% 4.5% 9.1% 27.7% 0.0% -2.4% -3.8% -129 -924 -13 0.00 129.34 N/A N/A 0 0 1 2 2019-08-05 $49.18 $0.00 22.7% 4.6% 11.5% 51.5% 0.0% 0.1% -0.2% -260 947 -12 0.00 165.38 N/A N/A 0 0 1 2 2019-08-06 $49.50 $0.00 18.9% 3.5% 11.7% 38.8% 0.0% -2.1% 1.2% -233 487 -12 0.00 168.95 N/A N/A 0 0 1 2 2019-08-07 $50.08 $0.00 28.7% 5.2% 12.4% 71.3% 0.0% 8.3% -1.4% -145 -411 -13 0.00 187.77 N/A N/A 0 0 1 2 2019-08-08 $50.46 $0.00 27.1% 4.2% 12.5% 66.0% 0.0% 5.7% -1.2% -205 -1.1K -12 0.00 177.88 N/A N/A 0 0 1 2 2019-08-09 $50.36 $0.00 26.0% 4.4% 12.5% 62.4% 0.0% 5.2% -1.6% -119 -936 -12 0.00 178.33 N/A N/A 0 0 1 2 2019-08-12 $50.11 $0.00 32.2% 4.2% 12.6% 83.1% 0.0% 1.5% -1.3% -138 -471 -11 0.00 172.92 N/A N/A 0 0 1 2 2019-08-13 $50.16 $0.00 37.8% 4.5% 12.6% 100.0% 0.0% 3.1% -2.1% -139 -592 -11 0.00 177.75 N/A N/A 0 0 1 2 2019-08-14 $49.52 $0.00 16.2% 4.6% 13.4% 29.1% 0.0% 1.1% -2.6% -209 351 -10 0.00 174.99 N/A N/A 0 0 1 2 2019-08-15 $49.87 $0.00 16.0% 4.6% 13.6% 28.5% 0.0% 2.0% -2.1% -201 -238 -10 0.00 177.99 N/A N/A 0 0 1 2 2019-08-16 $50.53 $0.00 13.7% 3.9% 13.1% 21.0% 0.0% 4.7% -8.0% 340 -2.1K -10 0.00 176.44 N/A N/A 0 0 1 2 2019-08-19 $50.86 $0.00 11.0% 3.2% 13.2% 12.2% 0.0% 3.1% 51.6% 355 -2.2K -10 0.00 127.85 N/A N/A 0 0 1 0 2019-08-20 $50.55 $0.00 11.2% 3.2% 13.1% 12.9% 0.0% 0.5% 13.1% 300 -2.4K -10 0.00 159.72 N/A N/A 0 0 1 0 2019-08-21 $50.70 $0.00 15.7% 4.5% 13.2% 27.4% 0.0% -1.1% 49.3% 298 -2.3K -10 0.00 179.72 N/A N/A 0 0 1 0 2019-08-22 $50.76 $0.00 15.3% 4.4% 13.0% 26.2% 0.0% -0.2% 50.1% 307 -2.3K -10 0.00 178.50 N/A N/A 0 0 1 0 2019-08-23 $50.38 $0.00 27.9% 8.0% 13.3% 67.5% 0.0% 0.9% 36.6% 188 -2.3K -10 0.00 180.94 N/A N/A 0 0 1 0 2019-08-26 $50.44 $0.00 18.3% 5.2% 13.3% 36.0% 0.0% -3.7% 46.9% 291 -2.1K -9 0.00 200.00 N/A N/A 0 0 1 0 2019-08-27 $50.56 $0.00 18.0% 5.2% 13.3% 35.1% 0.0% -2.8% 51.5% 224 -2.5K -9 0.00 172.12 N/A N/A 0 0 1 0 2019-08-28 $50.58 $0.00 18.1% 5.2% 13.2% 35.5% 0.0% -2.6% 51.8% 331 -2.2K -9 0.00 178.78 N/A N/A 0 0 1 0 2019-08-29 $50.81 $0.00 17.0% 4.9% 13.1% 31.9% 0.0% 0.6% 51.8% 312 -2.3K -9 0.00 180.11 N/A N/A 0 0 1 0 2019-08-30 $50.93 $0.00 17.2% 4.9% 12.9% 32.4% 0.0% 6.7% 52.3% 311 -2.4K -9 0.00 171.97 N/A N/A 0 0 1 0
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