RWO Options History — December 2019

In December 2019, RWO traded between $50.55 and $52.42. ATM implied volatility averaged 33.1%, placing in the 36.1% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 23.0% (HV 20d: 10.1%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 2 of 21 days.

Notable Days

  • 2019-12-12: Highest Volume — 1 contracts
  • 2019-12-17: Largest IV spike — 268.4% change
  • 2019-12-09: Highest IV Rank — 54.0%
  • 2019-12-04: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$51.50$50.55$52.42$51.92$51.52
ATM IV33.1%8.6%46.0%34.5%37.2%
Expected Move8.7%2.5%11.1%9.9%10.7%
HV 20d10.1%8.5%12.2%9.6%11.7%
HV 60d8.6%7.9%9.7%8.1%9.3%
IV Rank36.1%1.9%54.0%38.0%41.8%
IV Percentile85.9%11.9%96.8%95.2%93.7%
Term Structure-6.5%-15.8%5.9%-7.5%-7.9%
Skew 25d-2.3%-37.3%22.4%-35.9%-37.3%
Skew 10d-2.9%-38.1%22.4%-36.7%-37.3%
Call IV 25d30.5%6.9%49.8%46.6%46.4%
Put IV 25d28.2%8.8%48.3%10.7%9.1%
Bid-Ask Spread %195.37133.94200.00190.71200.00
Gamma HHI1.001.001.001.001.00
Net GEX-116-1.1K000
Net DEX54502.5K00
Net VEX-0-3000
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume0.0480100
Total OI0.2860100

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-12-02$51.92$0.0034.5%9.9%9.6%38.0%0.0%-35.9%-7.5%0000.00190.71N/AN/A0000
2019-12-03$51.95$0.0036.1%10.4%9.6%40.2%0.0%-37.1%-8.8%0000.00197.94N/AN/A0000
2019-12-04$52.12$0.0038.6%11.1%9.1%43.6%0.0%-1.5%-11.8%0000.00197.78N/AN/A0000
2019-12-05$52.15$0.0039.2%7.6%9.1%44.5%0.0%21.6%-4.2%0000.00199.02N/AN/A0000
2019-12-06$52.42$0.0040.1%7.8%9.0%45.7%0.0%22.4%-5.9%0000.00200.00N/AN/A0000
2019-12-09$52.32$0.0046.0%8.0%8.5%54.0%0.0%20.0%-6.4%0000.00200.00N/AN/A0000
2019-12-10$52.12$0.0045.5%8.1%8.6%53.4%0.0%20.7%-5.4%0000.00199.57N/AN/A0000
2019-12-11$51.64$0.0029.6%8.5%9.0%31.2%0.0%-1.8%-4.9%0000.00198.32N/AN/A0000
2019-12-12$51.20$0.0029.3%8.4%9.5%30.8%0.0%21.0%-5.6%0000.00199.42N/AN/A0100
2019-12-13$50.92$0.0030.2%8.7%9.5%32.0%0.0%-6.0%-7.0%-2822.5K-30.00199.43N/AN/A0001
2019-12-16$51.32$0.008.6%2.5%9.7%1.9%0.0%1.9%1.1%-1.1K1.8K-20.00133.94N/AN/A0001
2019-12-17$50.91$0.0031.7%9.1%9.7%34.1%0.0%-7.4%-7.7%-2992.5K-20.00199.41N/AN/A0001
2019-12-18$51.19$0.0031.3%9.0%9.7%33.5%0.0%-3.7%-7.0%-2672.4K-20.00199.39N/AN/A0001
2019-12-19$51.42$0.0032.1%9.2%9.8%34.7%0.0%-2.9%-8.2%-3822.2K-10.00200.00N/AN/A0001
2019-12-20$51.69$0.0032.3%9.2%9.3%34.8%0.0%-1.8%-8.3%-1222100.00200.00N/AN/A0001
2019-12-23$50.55$0.0034.4%9.9%12.2%37.8%0.0%21.8%-9.2%0000.00199.12N/AN/A0000
2019-12-24$50.74$0.0034.0%9.8%12.2%37.3%0.0%-5.6%-9.3%0000.00200.00N/AN/A0000
2019-12-26$50.95$0.0026.8%7.7%11.9%27.3%0.0%-13.8%5.9%0000.00196.81N/AN/A0000
2019-12-27$51.19$0.0023.0%6.6%11.9%21.9%0.0%-15.8%-2.1%0000.00193.63N/AN/A0000
2019-12-30$51.26$0.0035.0%10.0%11.9%38.7%0.0%-7.8%-15.8%0000.00198.33N/AN/A0000
2019-12-31$51.52$0.0037.2%10.7%11.7%41.8%0.0%-37.3%-7.9%0000.00200.00N/AN/A0000