RWO Options History — January 2020 In January 2020, RWO traded between $50.87 and $52.67. ATM implied volatility averaged 32.7%, placing in the 35.5% IV rank vs the trailing year. The 30-day expected move averaged 7.7%. IV traded above realized volatility by 22.2% (HV 20d: 10.5%). Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 5 of 21 days.
Notable Days 2020-01-21 : Largest IV spike — 152.9% change2020-01-14 : Highest IV Rank — 66.5%2020-01-03 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $51.80 $50.87 $52.67 $51.14 $51.65 ATM IV 32.7% 11.9% 54.9% 33.2% 22.1% Expected Move 7.7% 3.4% 10.5% 9.5% 6.3% HV 20d 10.5% 7.7% 12.1% 11.9% 8.5% HV 60d 9.6% 9.4% 10.0% 9.4% 10.0% IV Rank 35.5% 6.5% 66.5% 36.1% 20.7% IV Percentile 79.4% 34.1% 98.4% 89.3% 65.1% Term Structure -1.2% -18.8% 31.4% -4.9% 18.1% Skew 25d -2.4% -43.2% 27.9% -21.3% 1.7% Skew 10d -1.7% -43.5% 41.1% -24.0% -27.6% Call IV 25d 25.0% 4.7% 51.7% 51.1% 41.1% Put IV 25d 22.5% 8.2% 42.7% 29.8% 42.7% Bid-Ask Spread % 194.06 183.44 200.00 197.29 191.21 Net GEX 0 0 0 0 0 Net DEX 0 0 0 0 0 Net VEX 0 0 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 0 0 0 0 0
Daily Data (21 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 2020-01-02 $51.14 $0.00 33.2% 9.5% 11.9% 36.1% 0.0% -21.3% -4.9% 0 0 0 0.00 197.29 N/A N/A 0 0 0 0 2020-01-03 $51.35 $0.00 36.5% 10.5% 11.9% 40.8% 0.0% -43.2% -14.9% 0 0 0 0.00 197.44 N/A N/A 0 0 0 0 2020-01-06 $51.44 $0.00 49.3% 7.9% 12.0% 58.6% 0.0% 3.7% -8.0% 0 0 0 0.00 198.81 N/A N/A 0 0 0 0 2020-01-07 $51.01 $0.00 47.5% 7.6% 12.1% 56.1% 0.0% -22.4% -6.0% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-01-08 $51.05 $0.00 35.6% 7.8% 12.1% 39.6% 0.0% 3.1% -5.7% 0 0 0 0.00 199.25 N/A N/A 0 0 0 0 2020-01-09 $50.87 $0.00 51.5% 7.7% 12.1% 61.7% 0.0% -5.3% -5.0% 0 0 0 0.00 193.94 N/A N/A 0 0 0 0 2020-01-10 $51.12 $0.00 39.4% 7.8% 11.9% 44.9% 0.0% -1.6% -6.5% 0 0 0 0.00 199.68 N/A N/A 0 0 0 0 2020-01-13 $51.49 $0.00 31.7% 8.3% 11.8% 34.1% 0.0% -10.2% -7.5% 0 0 0 0.00 198.46 N/A N/A 0 0 0 0 2020-01-14 $51.44 $0.00 54.9% 5.8% 11.6% 66.5% 0.0% -16.7% -5.4% 0 0 0 0.00 191.23 N/A N/A 0 0 0 0 2020-01-15 $51.70 $0.00 12.1% 3.5% 11.4% 6.7% 0.0% -18.3% -3.3% 0 0 0 0.00 191.50 N/A N/A 0 0 0 0 2020-01-16 $52.17 $0.00 28.4% 8.1% 11.3% 29.4% 0.0% -11.5% -18.8% 0 0 0 0.00 196.28 N/A N/A 0 0 0 0 2020-01-17 $52.42 $0.00 11.9% 3.4% 11.3% 6.5% 0.0% 4.4% 8.3% 0 0 0 0.00 190.56 N/A N/A 0 0 0 0 2020-01-21 $52.56 $0.00 30.1% 8.6% 11.2% 31.9% 0.0% -1.9% 31.4% 0 0 0 0.00 194.61 N/A N/A 0 0 0 0 2020-01-22 $52.29 $0.00 31.0% 8.9% 11.3% 33.1% 0.0% 27.2% 27.6% 0 0 0 0.00 189.23 N/A N/A 0 0 0 0 2020-01-23 $52.67 $0.00 20.6% 5.9% 7.7% 18.6% 0.0% 27.9% -1.4% 0 0 0 0.00 183.44 N/A N/A 0 0 0 0 2020-01-24 $52.53 $0.00 32.7% 9.4% 7.9% 35.5% 0.0% -18.0% -8.1% 0 0 0 0.00 192.60 N/A N/A 0 0 0 0 2020-01-27 $52.18 $0.00 35.5% 10.2% 8.3% 39.4% 0.0% 2.5% -9.9% 0 0 0 0.00 187.56 N/A N/A 0 0 0 0 2020-01-28 $52.25 $0.00 22.9% 6.6% 8.2% 21.9% 0.0% 9.6% 13.3% 0 0 0 0.00 189.93 N/A N/A 0 0 0 0 2020-01-29 $52.23 $0.00 35.0% 10.0% 8.3% 38.6% 0.0% 13.8% -9.1% 0 0 0 0.00 195.92 N/A N/A 0 0 0 0 2020-01-30 $52.16 $0.00 24.5% 7.0% 8.1% 24.0% 0.0% 25.3% -9.4% 0 0 0 0.00 196.27 N/A N/A 0 0 0 0 2020-01-31 $51.65 $0.00 22.1% 6.3% 8.5% 20.7% 0.0% 1.7% 18.1% 0 0 0 0.00 191.21 N/A N/A 0 0 0 0
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