RWO Options History — October 2020 In October 2020, RWO traded between $37.97 and $41.41. ATM implied volatility averaged 34.8%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 12.5% (HV 20d: 22.3%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2020-10-06 : Largest IV spike — 95.0% change2020-10-13 : Highest IV Rank — 43.7%2020-10-02 : Largest Expected Move — 12.7%Monthly Statistics Metric Avg Min Max Open Close Price $40.10 $37.97 $41.41 $40.11 $38.11 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 34.8% 22.4% 56.4% 30.0% 41.5% Expected Move 8.6% 6.3% 12.7% 8.6% 11.9% HV 20d 22.3% 16.5% 26.9% 26.3% 17.0% HV 60d 19.3% 18.8% 20.1% 19.2% 20.1% IV Rank 23.9% 12.6% 43.7% 19.5% 30.0% IV Percentile 41.7% 6.7% 88.9% 29.4% 65.1% Term Structure -5.4% -26.4% 9.5% -9.8% -20.1% Skew 25d 5.1% -19.1% 33.4% -18.5% 1.5% Skew 10d 2.8% -20.3% 26.7% 26.7% -1.0% Call IV 25d 29.1% 15.3% 78.5% 42.9% 41.2% Put IV 25d 34.2% 19.0% 59.4% 24.4% 42.7% Bid-Ask Spread % 134.20 120.87 182.20 172.43 131.11 Gamma HHI 0.40 0.27 0.51 0.47 0.39 Net GEX 237 -222 428 335 206 Net DEX -2.8K -5.8K 705 -4.5K -744 Net VEX -29 -61 -18 -33 -18 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 64 64 64 64 64
Daily Data (22 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 2020-10-01 $40.11 $0.00 30.0% 8.6% 26.3% 19.5% 0.0% -18.5% -9.8% 335 -4.5K -33 0.00 172.43 N/A N/A 0 0 4 60 2020-10-02 $40.75 $0.00 44.2% 12.7% 26.8% 32.5% 0.0% -19.1% -12.7% 302 -4.8K -32 0.00 182.20 N/A N/A 0 0 4 60 2020-10-05 $41.01 $40.00 27.0% 6.8% 26.9% 16.8% 0.0% 23.7% -11.4% 305 -4.6K -38 0.00 128.35 N/A N/A 0 0 4 60 2020-10-06 $40.94 $40.00 52.6% 8.2% 26.7% 40.2% 0.0% 5.9% 9.5% 389 -5.0K -31 0.00 139.16 N/A N/A 0 0 4 60 2020-10-07 $40.92 $40.00 49.8% 7.4% 26.6% 37.6% 0.0% 23.4% 2.6% -222 -1.7K -49 0.00 120.87 N/A N/A 0 0 4 60 2020-10-08 $41.31 $40.00 35.4% 10.8% 26.4% 24.4% 0.0% 2.1% -17.3% -220 -3.0K -61 0.00 131.23 N/A N/A 0 0 4 60 2020-10-09 $41.15 $40.00 46.8% 6.3% 26.3% 34.8% 0.0% 2.6% -2.6% 428 -4.7K -29 0.00 127.69 N/A N/A 0 0 4 60 2020-10-12 $41.41 $40.00 39.5% 10.7% 25.5% 28.2% 0.0% 6.3% -14.0% 396 -5.8K -30 0.00 128.22 N/A N/A 0 0 4 60 2020-10-13 $40.81 $40.00 56.4% 7.9% 25.9% 43.7% 0.0% -1.4% -5.1% 352 -3.8K -27 0.00 132.00 N/A N/A 0 0 4 60 2020-10-14 $40.45 $40.00 30.0% 8.6% 25.6% 19.6% 0.0% -2.6% 3.8% 386 -4.0K -28 0.00 126.47 N/A N/A 0 0 4 60 2020-10-15 $40.53 $40.00 31.9% 9.1% 25.4% 21.3% 0.0% 5.2% -6.6% 386 -4.2K -28 0.00 132.57 N/A N/A 0 0 4 60 2020-10-16 $40.08 $40.00 27.0% 7.7% 24.8% 16.8% 0.0% 1.6% -2.8% 365 -3.0K -26 0.00 130.41 N/A N/A 0 0 4 60 2020-10-19 $39.62 $40.00 23.1% 6.6% 19.7% 13.2% 0.0% 19.4% -3.5% 299 -2.1K -23 0.00 140.57 N/A N/A 0 0 4 60 2020-10-20 $39.95 $40.00 22.4% 6.4% 19.6% 12.6% 0.0% 19.3% 8.7% 216 -1.2K -21 0.00 137.60 N/A N/A 0 0 4 60 2020-10-21 $39.75 $40.00 29.3% 8.4% 17.2% 18.9% 0.0% -0.7% -26.4% 307 -2.1K -23 0.00 126.66 N/A N/A 0 0 4 60 2020-10-22 $40.10 $40.00 26.1% 7.5% 17.4% 16.0% 0.0% 2.5% 5.1% 385 -3.0K -24 0.00 130.77 N/A N/A 0 0 4 60 2020-10-23 $40.25 $40.00 34.4% 9.9% 17.1% 23.5% 0.0% -11.0% -2.0% 333 -3.6K -28 0.00 125.79 N/A N/A 0 0 4 60 2020-10-26 $39.44 $40.00 24.5% 7.0% 16.6% 14.5% 0.0% 8.8% -1.4% 248 -867 -19 0.00 123.47 N/A N/A 0 0 4 60 2020-10-27 $39.04 $40.00 23.4% 6.7% 16.5% 13.5% 0.0% 4.8% 2.7% 124 -783 -23 0.00 123.36 N/A N/A 0 0 4 60 2020-10-28 $37.97 $40.00 41.9% 12.0% 19.2% 30.4% 0.0% 5.1% -12.8% -143 705 -30 0.00 128.04 N/A N/A 0 0 4 60 2020-10-29 $38.40 $40.00 28.6% 8.2% 18.2% 18.3% 0.0% 33.4% -2.6% 36 200 -23 0.00 133.35 N/A N/A 0 0 4 60 2020-10-30 $38.11 $40.00 41.5% 11.9% 17.0% 30.0% 0.0% 1.5% -20.1% 206 -744 -18 0.00 131.11 N/A N/A 0 0 4 60
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