RWO Options History — October 2019 In October 2019, RWO traded between $51.20 and $53.31. ATM implied volatility averaged 31.5%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 23.5% (HV 20d: 8.0%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days.
Notable Days 2019-10-04 : Largest IV spike — 141.1% change2019-10-08 : Highest IV Rank — 61.1%2019-10-28 : Largest Expected Move — 9.7%Monthly Statistics Metric Avg Min Max Open Close Price $52.44 $51.20 $53.31 $51.48 $52.99 Max Pain $51.00 $51.00 $51.00 $51.00 $51.00 ATM IV 31.5% 14.2% 51.1% 14.2% 32.9% Expected Move 8.3% 4.0% 9.7% 4.1% 9.4% HV 20d 8.0% 6.3% 8.5% 8.3% 6.3% HV 60d 9.8% 8.2% 10.4% 10.2% 8.2% IV Rank 33.8% 9.7% 61.1% 9.7% 35.8% IV Percentile 93.2% 59.5% 99.6% 59.5% 95.6% Term Structure -8.8% -23.6% 25.6% -2.8% -7.2% Skew 25d 3.0% -29.7% 30.2% 0.7% -29.2% Skew 10d -0.1% -23.7% 21.2% 1.2% -23.7% Call IV 25d 26.8% 7.1% 41.1% 11.9% 38.8% Put IV 25d 29.9% 9.7% 49.2% 12.6% 9.7% Bid-Ask Spread % 188.52 161.66 197.53 161.93 187.43 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 235 47 463 463 260 Net DEX -3.5K -5.3K -2.9K -3.2K -3.9K Net VEX -5 -7 0 -7 -4 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 (23 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 2019-10-01 $51.48 $0.00 14.2% 4.1% 8.3% 9.7% 0.0% 0.7% -2.8% 463 -3.2K -7 0.00 161.93 N/A N/A 0 0 1 0 2019-10-02 $51.20 $0.00 15.5% 4.4% 7.5% 11.4% 0.0% -3.8% -2.7% 438 -2.9K -7 0.00 161.66 N/A N/A 0 0 1 0 2019-10-03 $51.64 $51.00 18.1% 4.0% 8.0% 15.1% 0.0% 3.3% -2.0% 342 -3.1K -7 0.00 179.60 N/A N/A 0 0 1 0 2019-10-04 $52.07 $51.00 43.7% 8.1% 8.5% 50.8% 0.0% 7.0% -8.2% 200 -3.2K -7 0.00 196.65 N/A N/A 0 0 1 0 2019-10-07 $52.00 $51.00 47.9% 8.4% 8.5% 56.7% 0.0% 4.5% -9.2% 200 -3.1K -7 0.00 196.65 N/A N/A 0 0 1 0 2019-10-08 $51.85 $51.00 51.1% 8.4% 8.1% 61.1% 0.0% 1.2% -4.5% 203 -3.1K -7 0.00 197.53 N/A N/A 0 0 1 0 2019-10-09 $51.91 $51.00 28.8% 8.3% 8.0% 30.0% 0.0% 0.4% -5.7% 204 -3.1K -6 0.00 196.72 N/A N/A 0 0 1 0 2019-10-10 $51.90 $51.00 29.6% 8.5% 8.0% 31.1% 0.0% -0.7% -6.6% 193 -3.1K -6 0.00 196.65 N/A N/A 0 0 1 0 2019-10-11 $52.28 $51.00 29.9% 8.6% 8.3% 31.5% 0.0% 8.3% -10.3% 201 -3.3K -6 0.00 195.97 N/A N/A 0 0 1 0 2019-10-14 $52.08 $51.00 30.9% 8.9% 8.5% 33.0% 0.0% -7.1% -11.1% 214 -3.2K -6 0.00 195.07 N/A N/A 0 0 1 0 2019-10-15 $52.39 $51.00 32.1% 9.2% 8.4% 34.6% 0.0% 10.4% -13.3% 199 -3.3K -6 0.00 194.94 N/A N/A 0 0 1 0 2019-10-16 $52.57 $51.00 30.2% 8.7% 8.4% 32.0% 0.0% 11.2% -21.7% 200 -3.4K -6 0.00 193.13 N/A N/A 0 0 1 0 2019-10-17 $52.70 $51.00 29.4% 8.4% 8.5% 30.9% 0.0% 14.6% -21.6% 203 -3.5K -5 0.00 192.17 N/A N/A 0 0 1 0 2019-10-18 $52.91 $51.00 31.3% 9.0% 8.5% 33.5% 0.0% 12.3% -20.8% 214 -3.6K -5 0.00 190.21 N/A N/A 0 0 1 0 2019-10-21 $53.19 $51.00 33.1% 9.5% 8.1% 36.0% 0.0% 9.2% 25.6% 208 -3.7K -5 0.00 190.42 N/A N/A 0 0 1 0 2019-10-22 $53.19 $51.00 33.6% 9.6% 7.9% 36.7% 0.0% -19.5% -9.5% 234 -3.9K -5 0.00 184.91 N/A N/A 0 0 1 0 2019-10-23 $53.31 $51.00 32.8% 9.4% 7.8% 35.6% 0.0% 16.2% -9.5% 47 -5.3K 0 0.00 180.39 N/A N/A 0 0 1 0 2019-10-24 $53.22 $51.00 33.1% 9.5% 7.7% 36.1% 0.0% 11.7% -8.3% 220 -3.8K -4 0.00 188.57 N/A N/A 0 0 1 0 2019-10-25 $52.82 $51.00 33.5% 9.6% 8.2% 36.7% 0.0% 10.3% -9.8% 213 -3.6K -5 0.00 185.64 N/A N/A 0 0 1 0 2019-10-28 $52.68 $51.00 33.8% 9.7% 8.1% 37.0% 0.0% 30.2% -23.6% 264 -3.6K -4 0.00 192.11 N/A N/A 0 0 1 0 2019-10-29 $52.74 $51.00 27.4% 7.9% 7.2% 28.1% 0.0% 8.2% -16.9% 240 -3.6K -4 0.00 188.36 N/A N/A 0 0 1 0 2019-10-30 $52.90 $51.00 31.9% 9.1% 6.8% 34.3% 0.0% -29.7% -3.2% 249 -3.7K -4 0.00 189.34 N/A N/A 0 0 1 0 2019-10-31 $52.99 $51.00 32.9% 9.4% 6.3% 35.8% 0.0% -29.2% -7.2% 260 -3.9K -4 0.00 187.43 N/A N/A 0 0 1 0
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