RWO Options History — April 2020 In April 2020, RWO traded between $32.78 and $39.22. ATM implied volatility averaged 42.2%, placing in the 31.4% IV rank vs the trailing year. The 30-day expected move averaged 11.4%. IV traded below realized volatility by 27.7% (HV 20d: 69.9%). Max pain ranged from $28.00 to $34.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 6 of 21 days.
Notable Days 2020-04-20 : Highest Volume — 174 contracts2020-04-08 : Largest IV drop — 44.1% change2020-04-07 : Highest IV Rank — 50.5%2020-04-01 : Largest Expected Move — 18.0%Monthly Statistics Metric Avg Min Max Open Close Price $36.79 $32.78 $39.22 $33.72 $38.33 Max Pain $28.29 $28.00 $34.00 $34.00 $28.00 ATM IV 42.2% 34.5% 63.3% 62.8% 36.3% Expected Move 11.4% 9.9% 18.0% 18.0% 10.4% HV 20d 69.9% 44.1% 94.4% 88.9% 44.1% HV 60d 58.7% 54.8% 60.8% 54.8% 60.8% IV Rank 31.4% 24.5% 50.5% 50.1% 26.1% IV Percentile 81.0% 71.8% 94.8% 94.8% 73.8% Term Structure -1.3% -22.0% 43.5% -21.9% 23.1% Skew 25d 8.0% -5.0% 20.9% -5.0% 20.7% Skew 10d 1.6% -15.2% 14.6% -15.2% 1.4% Call IV 25d 36.6% 23.2% 68.9% 68.9% 24.2% Put IV 25d 44.6% 29.5% 63.9% 63.9% 44.9% Bid-Ask Spread % 130.27 117.47 138.74 137.62 132.24 Gamma HHI 0.76 0.34 0.99 0.73 0.99 Net GEX -4.0K -13.9K -66 -668 -9.5K Net DEX 58.2K 670 186.2K 12.0K 103.2K Net VEX -403 -1.2K -6 -28 -833 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 8.333 0 174 0 0 Total OI 73.476 4 178 9 178
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 2020-04-01 $33.72 $34.00 62.8% 18.0% 88.9% 50.1% 0.0% -5.0% -21.9% -668 12.0K -28 0.00 137.62 N/A N/A 0 0 1 8 2020-04-02 $33.35 $28.00 51.2% 12.2% 88.9% 39.6% 0.0% 6.7% -8.8% -849 12.6K -26 0.00 122.84 N/A N/A 0 0 1 8 2020-04-03 $32.78 $28.00 50.1% 12.0% 88.9% 38.6% 0.0% 6.4% -7.6% -829 13.9K -25 0.00 123.60 N/A N/A 0 0 1 8 2020-04-06 $34.90 $28.00 49.6% 9.9% 92.2% 38.1% 0.0% 5.5% -4.2% -961 8.8K -22 0.00 128.01 N/A N/A 0 0 1 8 2020-04-07 $36.33 $28.00 63.3% 11.9% 94.0% 50.5% 0.0% 2.5% -8.7% -682 6.1K -20 0.00 133.96 N/A N/A 0 1 1 8 2020-04-08 $37.39 $28.00 35.4% 10.1% 94.4% 25.3% 0.0% 9.0% -3.2% -634 4.4K -21 0.00 132.23 N/A N/A 0 0 1 9 2020-04-09 $39.22 $28.00 34.7% 10.0% 88.4% 24.7% 0.0% 7.4% 0.1% -280 670 -6 0.00 135.94 N/A N/A 0 0 1 9 2020-04-13 $38.30 $28.00 38.3% 11.0% 88.2% 27.9% 0.0% -0.1% -13.0% -438 2.7K -17 0.00 136.34 N/A N/A 0 0 1 9 2020-04-14 $38.87 $28.00 36.5% 10.5% 74.6% 26.3% 0.0% 4.5% -9.0% -321 1.8K -14 0.00 136.30 N/A N/A 0 0 1 9 2020-04-15 $37.35 $28.00 45.3% 13.0% 76.2% 34.3% 0.0% 4.9% -9.7% -610 4.5K -20 0.00 138.74 N/A N/A 0 0 1 9 2020-04-16 $36.86 $28.00 37.9% 10.9% 63.6% 27.6% 0.0% 5.5% -6.8% -679 3.4K -16 0.00 127.22 N/A N/A 0 0 1 9 2020-04-17 $37.94 $28.00 36.4% 10.4% 64.0% 26.2% 0.0% 6.2% -1.2% -66 1.2K -13 0.00 128.38 N/A N/A 0 0 1 9 2020-04-20 $36.95 $28.00 41.3% 11.8% 64.4% 30.6% 0.0% 18.7% 43.5% -107 1.6K -14 0.00 117.47 N/A N/A 0 174 1 3 2020-04-21 $36.18 $28.00 34.5% 9.9% 61.5% 24.5% 0.0% 14.1% 15.4% -9.5K 171.6K -1.2K 0.00 120.79 N/A N/A 0 0 1 177 2020-04-22 $36.50 $28.00 37.4% 10.7% 54.4% 27.1% 0.0% 16.7% -7.2% -8.2K 186.2K -1.2K 0.00 122.42 N/A N/A 0 0 1 177 2020-04-23 $36.44 $28.00 40.3% 11.6% 48.0% 29.7% 0.0% 9.7% -22.0% -9.2K 160.8K -1.2K 0.00 125.64 N/A N/A 0 0 1 177 2020-04-24 $36.56 $28.00 40.1% 11.5% 47.6% 29.6% 0.0% 20.9% 9.6% -9.1K 152.5K -1.1K 0.00 127.16 N/A N/A 0 0 1 177 2020-04-27 $37.60 $28.00 40.4% 11.6% 48.4% 29.8% 0.0% 4.6% -6.3% -6.6K 148.3K -1.1K 0.00 135.14 N/A N/A 0 0 1 177 2020-04-28 $38.09 $28.00 38.4% 11.0% 48.5% 28.0% 0.0% 7.6% -1.1% -9.9K 107.5K -894 0.00 134.93 N/A N/A 0 0 1 177 2020-04-29 $39.01 $28.00 35.9% 10.3% 48.9% 25.8% 0.0% 0.7% 12.7% -13.9K 118.9K -722 0.00 138.74 N/A N/A 0 0 1 177 2020-04-30 $38.33 $28.00 36.3% 10.4% 44.1% 26.1% 0.0% 20.7% 23.1% -9.5K 103.2K -833 0.00 132.24 N/A N/A 0 0 1 177
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