RWO Options History — July 2020

In July 2020, RWO traded between $38.57 and $40.35. ATM implied volatility averaged 43.9%, placing in the 32.6% IV rank vs the trailing year. The 30-day expected move averaged 11.1%. IV traded above realized volatility by 21.6% (HV 20d: 22.3%). Max pain ranged from $32.00 to $32.00. Net GEX was positive for 4 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 101.75.

Notable Days

  • 2020-07-15: Highest Volume — 234 contracts
  • 2020-07-08: Largest IV spike — 143.5% change
  • 2020-07-08: Highest IV Rank — 89.8%
  • 2020-07-08: Largest Expected Move — 27.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.26$38.57$40.35$39.87$39.95
Max Pain$32.00$32.00$32.00$32.00$32.00
ATM IV43.9%22.1%107.0%35.2%28.2%
Expected Move11.1%6.3%27.4%10.1%8.1%
HV 20d22.3%16.7%34.9%34.9%16.8%
HV 60d33.2%31.2%37.4%37.4%31.2%
IV Rank32.6%12.7%89.8%24.8%18.3%
IV Percentile58.2%21.0%99.6%57.5%28.2%
Term Structure-5.7%-37.5%13.7%-2.8%-9.4%
VWIV32.7%24.1%41.3%41.3%24.1%
Skew 25d3.0%-10.2%73.4%11.9%0.7%
Skew 10d-2.6%-34.5%31.7%5.1%-11.7%
Call IV 25d42.4%28.1%101.7%29.1%35.4%
Put IV 25d45.4%22.2%110.1%41.1%36.1%
Bid-Ask Spread %142.88121.31187.65187.65121.31
Gamma HHI0.690.330.920.890.37
Net GEX-5.0K-12.2K463-6.5K448
Net DEX38.5K-6.4K133.7K74.4K-6.4K
Net VEX-304-729-33-527-37
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio101.7587.50116.0087.50116.00
Total Volume21.273023400
Total OI217.273181238181238

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$39.87$0.0035.2%10.1%34.9%24.8%0.0%11.9%-2.8%-6.5K74.4K-5270.00187.65N/AN/A004177
2020-07-02$40.00$0.0079.9%22.9%34.9%65.3%0.0%4.9%-7.0%-3.0K8.9K-1910.00187.39N/AN/A004177
2020-07-06$39.95$32.0044.9%9.3%31.9%33.6%41.3%20.7%-5.2%-6.0K52.6K-45487.50154.64N/AN/A21754177
2020-07-07$39.06$32.0043.9%17.7%30.9%32.7%0.0%73.4%-1.0%-2.9K8.3K-1460.00160.28N/AN/A004177
2020-07-08$39.05$32.00107.0%27.4%30.7%89.8%0.0%10.4%-37.5%-6.4K133.7K-7290.00164.70N/AN/A004177
2020-07-09$38.59$32.0040.2%8.6%30.2%29.3%0.0%0.7%-2.6%-7.3K69.7K-4660.00138.37N/AN/A004177
2020-07-10$38.85$32.0046.6%9.3%21.8%35.1%0.0%1.7%-0.2%-8.4K63.6K-4350.00140.60N/AN/A004177
2020-07-13$38.66$32.0090.0%12.5%19.8%74.5%0.0%4.5%-5.9%-7.6K91.8K-5590.00149.18N/AN/A0574177
2020-07-14$38.84$32.0072.6%10.5%20.0%58.7%0.0%-6.3%-11.4%-12.2K92.8K-6400.00130.78N/AN/A004234
2020-07-15$39.24$32.0031.7%9.1%18.7%21.6%24.1%-0.3%13.7%-8.9K55.1K-461116.00136.04N/AN/A22324234
2020-07-16$38.71$32.0039.4%11.3%19.1%28.6%0.0%-6.2%-1.0%-8.9K73.1K-5390.00132.81N/AN/A004234
2020-07-17$39.06$32.0022.1%6.3%19.4%12.7%0.0%-9.0%-0.8%-1.8K-1.8K-390.00140.58N/AN/A004234
2020-07-20$38.57$32.0026.8%7.7%18.9%17.0%0.0%-10.1%-1.9%-5.5K21.2K-2030.00136.78N/AN/A004234
2020-07-21$38.76$32.0023.4%6.7%18.8%13.9%0.0%5.9%-6.0%-6.7K5.7K-1250.00143.49N/AN/A004234
2020-07-22$39.27$32.0026.5%7.6%19.4%16.7%0.0%-10.2%1.2%378-4.8K-330.00136.99N/AN/A004234
2020-07-23$39.02$32.0041.6%11.9%17.2%30.5%0.0%-9.0%-8.3%-9.8K85.0K-5060.00136.21N/AN/A004234
2020-07-24$38.84$32.0038.6%11.1%17.2%27.7%0.0%-2.5%-16.9%-4.8K21.6K-2130.00122.41N/AN/A004234
2020-07-27$39.08$32.0034.2%9.8%17.0%23.7%0.0%-3.8%-0.9%-2.3K2.6K-1070.00132.81N/AN/A004234
2020-07-28$39.75$32.0023.9%6.9%17.8%14.4%0.0%-5.9%6.9%20-1.3K-670.00124.18N/AN/A004234
2020-07-29$40.35$32.0034.1%9.8%18.4%23.6%0.0%2.3%-10.1%-2.9K7.7K-1800.00139.76N/AN/A004234
2020-07-30$40.20$32.0034.6%9.9%16.7%24.1%0.0%-7.6%-18.7%463-5.4K-340.00126.32N/AN/A004234
2020-07-31$39.95$32.0028.2%8.1%16.8%18.3%0.0%0.7%-9.4%448-6.4K-370.00121.31N/AN/A004234