RWO Options History — September 2019 In September 2019, RWO traded between $50.99 and $51.97. ATM implied volatility averaged 15.8%, placing in the 16.6% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 7.6% (HV 20d: 8.3%). Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 8 of 20 days.
Notable Days 2019-09-12 : Largest IV spike — 651.3% change2019-09-12 : Highest IV Rank — 100.0%2019-09-12 : Largest Expected Move — 22.6%Monthly Statistics Metric Avg Min Max Open Close Price $51.51 $50.99 $51.97 $50.99 $51.97 ATM IV 15.8% 8.1% 79.0% 11.1% 13.6% Expected Move 6.9% 2.1% 22.6% 3.2% 3.9% HV 20d 8.3% 6.8% 10.6% 10.1% 7.5% HV 60d 10.8% 9.9% 11.3% 11.0% 10.0% IV Rank 16.6% 1.1% 100.0% 12.5% 8.8% IV Percentile 43.2% 5.6% 100.0% 25.4% 51.6% Term Structure -10.0% -65.4% 59.6% 0.1% -3.1% Skew 25d 9.4% -2.7% 83.6% 1.1% 1.3% Skew 10d 9.9% -2.6% 83.6% 1.5% -2.6% Call IV 25d 10.3% 7.1% 15.3% 9.4% 14.3% Put IV 25d 19.7% 8.8% 93.3% 10.5% 15.6% Bid-Ask Spread % 157.27 118.95 200.00 131.86 159.95 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 441 331 551 400 416 Net DEX -3.0K -3.6K -2.4K -2.4K -3.6K Net VEX -8 -9 -6 -9 -6 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
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 2019-09-03 $50.99 $0.00 11.1% 3.2% 10.1% 12.5% 0.0% 1.1% 0.1% 400 -2.4K -9 0.00 131.86 N/A N/A 0 0 1 0 2019-09-04 $51.59 $0.00 14.3% 4.1% 10.6% 23.1% 0.0% 1.8% 59.6% 408 -2.9K -9 0.00 153.25 N/A N/A 0 0 1 0 2019-09-05 $51.43 $0.00 16.1% 20.7% 10.1% 29.0% 0.0% 5.4% -60.8% 395 -2.7K -9 0.00 200.00 N/A N/A 0 0 1 0 2019-09-06 $51.58 $0.00 15.6% 20.7% 9.8% 27.3% 0.0% 78.7% -64.0% 398 -2.9K -9 0.00 200.00 N/A N/A 0 0 1 0 2019-09-09 $51.56 $0.00 9.1% 2.1% 9.8% 6.0% 0.0% 1.5% 3.5% 429 -3.0K -9 0.00 127.94 N/A N/A 0 0 1 0 2019-09-10 $51.18 $0.00 22.9% 22.1% 10.0% 51.2% 0.0% 4.0% -63.8% 335 -2.6K -9 0.00 200.00 N/A N/A 0 0 1 0 2019-09-11 $51.35 $0.00 10.5% 3.0% 10.1% 10.6% 0.0% 3.6% 0.4% 450 -2.6K -9 0.00 129.11 N/A N/A 0 0 1 0 2019-09-12 $51.34 $0.00 79.0% 22.6% 8.6% 100.0% 0.0% 83.6% -65.4% 331 -2.7K -9 0.00 200.00 N/A N/A 0 0 1 0 2019-09-13 $51.27 $0.00 9.6% 2.8% 8.5% 3.3% 0.0% 1.9% 0.2% 480 -2.9K -8 0.00 121.08 N/A N/A 0 0 1 0 2019-09-16 $51.38 $0.00 10.5% 3.0% 7.2% 4.5% 0.0% 1.3% 0.3% 486 -2.6K -8 0.00 133.07 N/A N/A 0 0 1 0 2019-09-17 $51.73 $0.00 9.7% 2.8% 7.3% 3.4% 0.0% -0.8% -1.6% 485 -2.9K -8 0.00 118.95 N/A N/A 0 0 1 0 2019-09-18 $51.66 $0.00 15.6% 4.5% 6.8% 11.6% 0.0% 7.5% -1.5% 396 -3.0K -8 0.00 177.68 N/A N/A 0 0 1 0 2019-09-19 $51.73 $0.00 11.3% 3.2% 6.8% 5.6% 0.0% -1.5% -0.9% 513 -3.2K -8 0.00 164.50 N/A N/A 0 0 1 0 2019-09-20 $51.76 $0.00 12.2% 3.5% 6.8% 6.8% 0.0% 0.2% -1.8% 512 -3.2K -8 0.00 164.23 N/A N/A 0 0 1 0 2019-09-23 $51.39 $0.00 8.7% 2.5% 6.8% 2.0% 0.0% 1.4% 2.2% 551 -2.9K -8 0.00 132.38 N/A N/A 0 0 1 0 2019-09-24 $51.27 $0.00 13.1% 3.7% 6.9% 8.1% 0.0% -2.7% -2.2% 442 -3.0K -8 0.00 164.38 N/A N/A 0 0 1 0 2019-09-25 $51.55 $0.00 12.9% 3.7% 7.0% 7.9% 0.0% -1.3% -1.5% 439 -3.2K -7 0.00 163.75 N/A N/A 0 0 1 0 2019-09-26 $51.86 $0.00 8.1% 2.3% 7.2% 1.1% 0.0% 1.3% 1.8% 510 -3.6K -7 0.00 143.99 N/A N/A 0 0 1 0 2019-09-27 $51.69 $0.00 13.3% 3.8% 7.3% 8.4% 0.0% -1.2% -1.7% 435 -3.3K -7 0.00 159.30 N/A N/A 0 0 1 0 2019-09-30 $51.97 $0.00 13.6% 3.9% 7.5% 8.8% 0.0% 1.3% -3.1% 416 -3.6K -6 0.00 159.95 N/A N/A 0 0 1 0
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