RWO Options History — February 2020 In February 2020, RWO traded between $47.14 and $53.54. ATM implied volatility averaged 31.5%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 21.7% (HV 20d: 9.8%). Max pain ranged from $54.00 to $54.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2020-02-06 : Highest Volume — 1 contracts2020-02-10 : Largest IV spike — 195.7% change2020-02-28 : Highest IV Rank — 60.4%2020-02-28 : Largest Expected Move — 14.5%Monthly Statistics Metric Avg Min Max Open Close Price $52.07 $47.14 $53.54 $51.81 $47.14 Max Pain $54.00 $54.00 $54.00 $54.00 $54.00 ATM IV 31.5% 13.7% 50.6% 15.1% 50.6% Expected Move 8.6% 4.3% 14.5% 4.3% 14.5% HV 20d 9.8% 7.5% 22.0% 8.4% 22.0% HV 60d 10.3% 9.6% 15.4% 9.8% 15.4% IV Rank 33.8% 9.0% 60.4% 11.0% 60.4% IV Percentile 76.4% 49.6% 96.8% 54.8% 96.8% Term Structure -6.0% -28.6% 28.7% 11.8% -13.4% Skew 25d -2.5% -18.7% 26.6% 1.5% -4.6% Skew 10d -6.1% -29.5% 26.6% -19.3% -10.7% Call IV 25d 27.6% 7.1% 55.1% 35.7% 55.1% Put IV 25d 25.1% 8.5% 50.5% 37.2% 50.5% Bid-Ask Spread % 191.21 160.67 200.00 184.19 192.85 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -78 -270 0 0 0 Net DEX 970 0 3.4K 0 0 Net VEX -2 -7 0 0 0 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.053 0 1 0 0 Total OI 0.316 0 1 0 0
Daily Data (19 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 2020-02-03 $51.81 $0.00 15.1% 4.3% 8.4% 11.0% 0.0% 1.5% 11.8% 0 0 0 0.00 184.19 N/A N/A 0 0 0 0 2020-02-04 $52.16 $0.00 39.6% 11.3% 8.7% 45.1% 0.0% -18.4% -12.5% 0 0 0 0.00 190.65 N/A N/A 0 0 0 0 2020-02-05 $52.18 $0.00 26.4% 7.6% 8.0% 26.7% 0.0% -2.1% -28.6% 0 0 0 0.00 190.22 N/A N/A 0 0 0 0 2020-02-06 $52.34 $0.00 27.3% 5.1% 8.1% 27.9% 0.0% 3.1% -5.3% 0 0 0 0.00 160.67 N/A N/A 0 1 0 0 2020-02-07 $52.25 $54.00 13.7% 7.9% 8.0% 9.0% 0.0% 1.5% -6.7% -270 3.4K -7 0.00 182.91 N/A N/A 0 0 0 1 2020-02-10 $52.56 $54.00 40.6% 8.1% 8.0% 46.5% 0.0% 26.6% -15.7% -246 3.2K -7 0.00 200.00 N/A N/A 0 0 0 1 2020-02-11 $52.70 $54.00 47.9% 8.0% 7.7% 56.7% 0.0% -18.0% -6.2% -229 3.1K -7 0.00 200.00 N/A N/A 0 0 0 1 2020-02-12 $52.85 $54.00 27.9% 8.0% 7.7% 28.8% 0.0% -16.3% -6.7% -233 3.0K -7 0.00 200.00 N/A N/A 0 0 0 1 2020-02-13 $53.02 $54.00 28.3% 8.1% 7.6% 29.3% 0.0% -18.7% -7.0% -236 3.0K -7 0.00 200.00 N/A N/A 0 0 0 1 2020-02-14 $53.51 $54.00 28.6% 8.2% 7.7% 29.8% 0.0% 1.8% -6.3% -260 2.8K -7 0.00 198.58 N/A N/A 0 0 0 1 2020-02-18 $53.54 $0.00 30.0% 8.6% 7.5% 31.7% 0.0% 2.2% -8.4% 0 0 0 0.00 190.25 N/A N/A 0 0 0 0 2020-02-19 $53.02 $0.00 30.6% 8.8% 8.4% 32.5% 0.0% -15.6% -8.5% 0 0 0 0.00 200.00 N/A N/A 0 0 0 0 2020-02-20 $53.19 $0.00 21.2% 6.1% 8.2% 19.4% 0.0% 3.5% -8.2% 0 0 0 0.00 185.17 N/A N/A 0 0 0 0 2020-02-21 $53.27 $0.00 32.8% 9.4% 7.9% 35.6% 0.0% -12.9% -10.6% 0 0 0 0.00 191.35 N/A N/A 0 0 0 0 2020-02-24 $52.49 $0.00 35.7% 10.2% 9.5% 39.7% 0.0% -2.5% 28.7% 0 0 0 0.00 191.86 N/A N/A 0 0 0 0 2020-02-25 $51.32 $0.00 22.5% 6.4% 12.3% 21.2% 0.0% 5.9% 10.8% 0 0 0 0.00 187.14 N/A N/A 0 0 0 0 2020-02-26 $50.90 $0.00 35.8% 10.3% 12.5% 39.8% 0.0% 24.2% -8.5% 0 0 0 0.00 198.18 N/A N/A 0 0 0 0 2020-02-27 $49.06 $0.00 43.3% 12.4% 17.7% 50.3% 0.0% -8.0% -12.6% 0 0 0 0.00 188.90 N/A N/A 0 0 0 0 2020-02-28 $47.14 $0.00 50.6% 14.5% 22.0% 60.4% 0.0% -4.6% -13.4% 0 0 0 0.00 192.85 N/A N/A 0 0 0 0
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