RWO Options History — November 2019 In November 2019, RWO traded between $51.30 and $53.06. ATM implied volatility averaged 39.8%, placing in the 45.3% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 32.2% (HV 20d: 7.5%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2019-11-21 : Largest IV spike — 150.9% change2019-11-21 : Highest IV Rank — 98.4%2019-11-21 : Largest Expected Move — 22.3%Monthly Statistics Metric Avg Min Max Open Close Price $52.11 $51.30 $53.06 $53.06 $52.43 Max Pain $51.00 $51.00 $51.00 $51.00 $51.00 ATM IV 39.8% 28.4% 77.8% 31.6% 29.4% Expected Move 8.7% 2.7% 22.3% 9.1% 8.4% HV 20d 7.5% 5.7% 9.1% 5.7% 9.1% HV 60d 7.8% 7.5% 8.3% 8.1% 7.8% IV Rank 45.3% 29.6% 98.4% 34.0% 30.8% IV Percentile 92.4% 84.9% 99.6% 92.9% 84.9% Term Structure -5.6% -42.7% 30.1% -3.2% -8.6% Skew 25d 3.4% -29.9% 26.2% 14.5% 0.4% Skew 10d 5.1% -30.1% 27.5% 27.5% 0.4% Call IV 25d 20.3% 6.2% 39.2% 39.2% 11.1% Put IV 25d 23.7% 9.3% 53.8% 53.8% 11.5% Bid-Ask Spread % 192.90 123.47 200.00 191.13 193.39 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 133 0 406 220 0 Net DEX -1.9K -5.2K 0 -3.7K 0 Net VEX -1 -4 0 -4 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0.55 0 1 1 0
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 2019-11-01 $53.06 $51.00 31.6% 9.1% 5.7% 34.0% 0.0% 14.5% -3.2% 220 -3.7K -4 0.00 191.13 N/A N/A 0 0 1 0 2019-11-04 $52.93 $0.00 41.6% 7.5% 5.8% 47.9% 0.0% 21.4% -14.9% 211 -3.6K -3 0.00 199.49 N/A N/A 0 0 1 0 2019-11-05 $52.41 $0.00 34.2% 5.6% 6.8% 37.6% 0.0% 12.2% -0.6% 406 -4.0K -3 0.00 178.51 N/A N/A 0 0 1 0 2019-11-06 $52.43 $0.00 46.5% 7.8% 6.8% 54.7% 0.0% 17.6% -4.4% 269 -3.5K -3 0.00 197.80 N/A N/A 0 0 1 0 2019-11-07 $52.07 $0.00 52.4% 7.9% 7.3% 62.9% 0.0% 18.0% -6.6% 255 -3.2K -3 0.00 198.60 N/A N/A 0 0 1 0 2019-11-08 $51.68 $0.00 36.1% 7.9% 7.3% 40.2% 0.0% 17.9% -6.6% 250 -3.0K -3 0.00 199.42 N/A N/A 0 0 1 0 2019-11-11 $51.63 $0.00 73.8% 2.7% 7.2% 92.7% 0.0% -14.7% 5.6% 294 -3.0K -2 0.00 123.47 N/A N/A 0 0 1 0 2019-11-12 $51.30 $0.00 72.8% 8.3% 7.1% 91.3% 0.0% -6.3% -8.1% 231 -2.8K -2 0.00 197.59 N/A N/A 0 0 1 0 2019-11-13 $51.41 $0.00 30.0% 8.6% 7.0% 31.7% 0.0% -4.2% -8.8% 290 -2.9K -1 0.00 198.11 N/A N/A 0 0 1 0 2019-11-14 $51.63 $0.00 28.5% 8.2% 7.1% 29.6% 0.0% 1.1% -7.7% 230 -3.0K -1 0.00 198.97 N/A N/A 0 0 1 0 2019-11-15 $51.95 $0.00 28.4% 8.2% 7.4% 29.6% 0.0% 19.6% -5.4% 0 -5.2K 0 0.00 200.00 N/A N/A 0 0 1 0 2019-11-18 $52.24 $0.00 29.8% 8.5% 7.4% 31.4% 0.0% 0.2% 30.1% 0 0 0 0.00 197.69 N/A N/A 0 0 0 0 2019-11-19 $52.54 $0.00 30.5% 8.8% 7.8% 32.5% 0.0% 1.0% -6.1% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-11-20 $52.29 $0.00 31.0% 8.9% 7.8% 33.1% 0.0% 0.4% -5.6% 0 0 0 0.00 199.61 N/A N/A 0 0 0 0 2019-11-21 $51.74 $0.00 77.8% 22.3% 8.5% 98.4% 0.0% -7.8% -42.7% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2019-11-22 $51.67 $0.00 29.7% 8.5% 8.2% 31.3% 0.0% -29.9% -4.1% 0 0 0 0.00 195.91 N/A N/A 0 0 0 0 2019-11-25 $51.90 $0.00 28.6% 8.2% 8.4% 29.8% 0.0% 26.2% -3.1% 0 0 0 0.00 192.30 N/A N/A 0 0 0 0 2019-11-26 $52.31 $0.00 33.0% 9.4% 8.9% 35.8% 0.0% -27.9% -12.6% 0 0 0 0.00 198.15 N/A N/A 0 0 0 0 2019-11-27 $52.57 $0.00 29.7% 8.5% 9.1% 31.3% 0.0% 8.2% 0.5% 0 0 0 0.00 197.96 N/A N/A 0 0 0 0 2019-11-29 $52.43 $0.00 29.4% 8.4% 9.1% 30.8% 0.0% 0.4% -8.6% 0 0 0 0.00 193.39 N/A N/A 0 0 0 0
« Oct 2019 | All History | Dec 2019 » Home RWO History November 2019