RWO Options History — November 2020 In November 2020, RWO traded between $38.81 and $44.15. ATM implied volatility averaged 34.7%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 9.4%. IV traded above realized volatility by 7.6% (HV 20d: 27.1%). Max pain ranged from $40.00 to $43.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2020-11-12 : Highest Volume — 2 contracts2020-11-18 : Largest IV spike — 39.9% change2020-11-02 : Highest IV Rank — 39.0%2020-11-02 : Largest Expected Move — 14.7%Monthly Statistics Metric Avg Min Max Open Close Price $42.53 $38.81 $44.15 $38.81 $43.17 Max Pain $42.25 $40.00 $43.00 $40.00 $43.00 ATM IV 34.7% 20.4% 51.3% 51.3% 35.4% Expected Move 9.4% 5.9% 14.7% 14.7% 10.2% HV 20d 27.1% 18.4% 30.6% 18.4% 26.8% HV 60d 23.6% 20.4% 24.7% 20.4% 24.4% IV Rank 23.9% 10.8% 39.0% 39.0% 24.5% IV Percentile 43.5% 4.0% 83.3% 83.3% 45.2% Term Structure -4.8% -21.4% 8.9% -21.4% -5.4% VWIV 33.2% 33.2% 33.2% 33.2% 33.2% Skew 25d 2.9% -7.6% 28.9% 1.1% 1.2% Skew 10d 10.9% -9.0% 36.7% 3.1% -0.7% Call IV 25d 37.1% 13.7% 54.9% 54.9% 40.4% Put IV 25d 39.9% 26.9% 56.0% 56.0% 41.7% Bid-Ask Spread % 147.64 125.29 162.70 133.75 155.25 Gamma HHI 0.60 0.31 1.00 0.36 1.00 Net GEX 388 -97 1.1K -68 -91 Net DEX -6.5K -15.8K -302 -430 -302 Net VEX -25 -37 -18 -30 -21 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.3 0 2 0 0 Total OI 49.8 3 67 64 3
Daily Data (20 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 2020-11-02 $38.81 $40.00 51.3% 14.7% 18.4% 39.0% 0.0% 1.1% -21.4% -68 -430 -30 0.00 133.75 N/A N/A 0 0 4 60 2020-11-03 $40.04 $40.00 48.9% 14.0% 22.0% 36.7% 0.0% -0.4% -8.7% 343 -3.2K -21 0.00 127.93 N/A N/A 0 0 4 60 2020-11-04 $40.05 $40.00 35.3% 10.1% 22.0% 24.4% 0.0% 0.7% 1.1% 362 -2.9K -20 0.00 125.29 N/A N/A 0 0 4 60 2020-11-05 $40.39 $0.00 47.5% 10.2% 21.9% 35.5% 0.0% 28.9% -16.9% 301 -4.0K -23 0.00 162.70 N/A N/A 0 0 4 60 2020-11-06 $40.15 $0.00 39.4% 8.1% 22.0% 28.1% 0.0% 6.5% -6.5% 363 -3.5K -20 0.00 135.55 N/A N/A 0 0 4 60 2020-11-09 $42.32 $0.00 36.7% 8.2% 29.1% 25.6% 0.0% 2.0% -4.6% 646 -8.2K -18 0.00 130.25 N/A N/A 0 1 4 60 2020-11-10 $43.16 $43.00 31.6% 7.2% 29.2% 21.0% 0.0% -2.2% -5.6% 1.1K -12.4K -22 0.00 140.51 N/A N/A 0 0 5 60 2020-11-11 $43.07 $43.00 28.4% 8.1% 28.9% 18.1% 0.0% 8.5% 4.5% 934 -12.6K -22 0.00 138.39 N/A N/A 0 0 5 60 2020-11-12 $42.33 $43.00 27.9% 8.0% 29.8% 17.6% 0.0% 2.7% -1.4% 822 -9.7K -23 0.00 143.20 N/A N/A 0 2 5 60 2020-11-13 $43.37 $43.00 20.4% 5.9% 30.3% 10.8% 0.0% 1.0% 8.9% 696 -9.8K -37 0.00 152.25 N/A N/A 0 0 5 62 2020-11-16 $43.96 $43.00 23.9% 6.8% 30.0% 14.0% 33.2% 1.6% -0.0% 635 -13.0K -30 0.00 152.35 N/A N/A 1 0 5 62 2020-11-17 $44.15 $43.00 26.5% 7.6% 29.9% 16.4% 0.0% 1.3% 1.3% 769 -12.6K -32 0.00 146.90 N/A N/A 0 0 5 62 2020-11-18 $43.48 $43.00 37.1% 10.6% 30.6% 26.0% 0.0% 2.5% -7.5% 274 -8.4K -35 0.00 160.16 N/A N/A 2 0 5 62 2020-11-19 $43.50 $43.00 37.5% 10.7% 30.6% 26.4% 0.0% 3.3% -6.3% 362 -10.3K -27 0.00 162.42 N/A N/A 0 0 5 62 2020-11-20 $43.49 $43.00 37.1% 10.6% 30.6% 26.0% 0.0% 2.7% -6.4% 642 -15.8K -27 0.00 161.69 N/A N/A 0 0 5 62 2020-11-23 $43.57 $0.00 29.6% 8.5% 29.3% 19.1% 0.0% 5.3% -4.5% -96 -659 -21 0.00 155.51 N/A N/A 0 0 1 2 2020-11-24 $44.01 $0.00 27.8% 8.0% 28.8% 17.5% 0.0% -3.3% -2.8% -90 -813 -21 0.00 153.76 N/A N/A 0 0 1 2 2020-11-25 $43.94 $0.00 37.1% 10.6% 26.1% 26.0% 0.0% 2.1% -5.5% -87 -627 -21 0.00 159.73 N/A N/A 0 0 1 2 2020-11-27 $43.71 $0.00 35.8% 10.3% 26.4% 24.8% 0.0% -7.6% -7.4% -97 -839 -21 0.00 155.15 N/A N/A 0 0 1 2 2020-11-30 $43.17 $0.00 35.4% 10.2% 26.8% 24.5% 0.0% 1.2% -5.4% -91 -302 -21 0.00 155.25 N/A N/A 0 0 1 2
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