RWO Options History — June 2020

In June 2020, RWO traded between $38.43 and $43.86. ATM implied volatility averaged 49.7%, placing in the 38.1% IV rank vs the trailing year. The 30-day expected move averaged 14.8%. IV traded above realized volatility by 11.0% (HV 20d: 38.7%). Max pain ranged from $33.00 to $33.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 1 of 22 days. Put/call ratio averaged 31.81.

Notable Days

  • 2020-06-04: Highest Volume — 313 contracts
  • 2020-06-10: Largest IV spike — 99.0% change
  • 2020-06-16: Highest IV Rank — 61.6%
  • 2020-06-16: Largest Expected Move — 21.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.55$38.43$43.86$39.55$38.97
Max Pain$33.00$33.00$33.00$33.00$33.00
ATM IV49.7%25.4%75.8%37.6%42.0%
Expected Move14.8%8.6%21.7%10.8%12.0%
HV 20d38.7%36.0%43.1%36.0%37.0%
HV 60d49.6%39.1%62.9%62.9%39.1%
IV Rank38.1%16.3%61.6%27.3%30.9%
IV Percentile79.5%35.3%95.6%72.2%73.0%
Term Structure-16.1%-47.9%0.8%-22.0%-7.0%
Skew 25d4.7%-41.6%49.6%12.8%11.7%
Skew 10d4.5%-93.2%69.6%18.0%5.6%
Call IV 25d51.8%16.8%91.3%20.5%27.8%
Put IV 25d56.5%22.2%86.1%33.4%39.5%
Bid-Ask Spread %174.28149.82189.69149.82184.93
Gamma HHI0.670.390.970.500.89
Net GEX-5.9K-12.4K2.8K-12.2K-5.9K
Net DEX46.2K-59.7K165.8K82.6K37.3K
Net VEX-448-893-34-671-369
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio31.810.00103.33103.330.00
Total Volume23.091031300
Total OI278.909177330317181

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$39.55$33.0037.6%10.8%36.0%27.3%0.0%12.8%-22.0%-12.2K82.6K-6710.00149.82N/AN/A003314
2020-06-02$40.12$33.0044.1%12.7%36.0%33.2%0.0%6.4%-13.5%-12.4K46.1K-3760.00151.29N/AN/A003314
2020-06-03$41.74$33.0041.9%12.0%38.2%31.1%0.0%10.1%-10.8%-8.7K46.9K-4400.00150.87N/AN/A003314
2020-06-04$41.32$0.0035.5%8.6%37.8%25.4%0.0%5.4%-1.1%-351-5.5K-34103.33164.28N/AN/A33103314
2020-06-05$42.83$0.0043.2%15.0%39.2%32.4%0.0%11.2%-33.2%-1.4K-976-680.00170.00N/AN/A1303314
2020-06-08$43.86$0.0025.4%10.4%39.2%16.3%0.0%10.2%-36.0%2.0K-59.7K-460.00169.29N/AN/A1016314
2020-06-09$43.18$0.0027.2%15.7%39.6%17.9%0.0%10.2%-37.0%2.8K-55.5K-460.00151.10N/AN/A0016314
2020-06-10$42.22$0.0054.1%15.5%36.8%42.2%0.0%49.6%-15.5%-5.3K32.7K-5900.00184.56N/AN/A0016314
2020-06-11$39.73$0.0061.0%17.5%42.7%48.4%0.0%4.7%-18.1%-6.9K78.3K-7480.00167.49N/AN/A0016314
2020-06-12$40.68$0.0059.8%17.1%43.1%47.3%0.0%-7.6%-16.5%-7.8K41.3K-5620.00189.69N/AN/A0016314
2020-06-15$40.59$0.0065.8%18.9%42.8%52.6%0.0%7.8%-47.9%-4.6K3.7K-2740.00177.92N/AN/A0015314
2020-06-16$41.43$0.0075.8%21.7%38.6%61.6%0.0%1.5%-15.9%-6.3K26.9K-4500.00184.08N/AN/A0015314
2020-06-17$41.19$0.0049.4%14.2%38.4%37.6%0.0%14.4%-8.9%-3.4K21-2820.00173.48N/AN/A0015314
2020-06-18$40.78$0.0046.9%13.4%38.8%35.3%0.0%3.0%-2.8%-7.5K72.8K-6270.00186.95N/AN/A0015314
2020-06-19$40.07$0.0047.1%13.5%39.6%35.5%0.0%-10.6%-10.1%-7.2K60.2K-4980.00189.10N/AN/A0015314
2020-06-22$39.66$0.0047.5%13.6%39.8%35.9%0.0%-41.6%-7.9%-5.6K38.9K-3190.00182.48N/AN/A201176
2020-06-23$39.58$0.0068.2%19.5%36.9%54.7%0.0%2.5%-20.2%-7.7K81.1K-58687.50181.32N/AN/A21753176
2020-06-24$38.57$0.0035.4%10.1%37.9%24.9%0.0%-1.5%0.8%-11.4K86.1K-5360.00182.40N/AN/A013176
2020-06-25$38.74$0.0070.0%20.1%38.0%56.3%0.0%13.8%-2.7%-5.0K165.8K-8930.00172.23N/AN/A003177
2020-06-26$38.43$0.0051.3%14.7%38.1%39.3%0.0%-2.8%-11.8%-7.6K117.0K-6970.00182.37N/AN/A003177
2020-06-29$38.76$0.0064.0%18.3%37.3%50.9%0.0%-8.4%-15.1%-7.2K119.5K-7330.00188.59N/AN/A103177
2020-06-30$38.97$0.0042.0%12.0%37.0%30.9%0.0%11.7%-7.0%-5.9K37.3K-3690.00184.93N/AN/A004177