RWO Options History — December 2020

In December 2020, RWO traded between $43.07 and $44.97. ATM implied volatility averaged 32.0%, placing in the 20.2% IV rank vs the trailing year. The 30-day expected move averaged 8.7%. IV traded above realized volatility by 14.1% (HV 20d: 18.0%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 3 of 22 days. Put/call ratio averaged 0.00.

Notable Days

  • 2020-12-09: Highest Volume — 11 contracts
  • 2020-12-31: Largest IV spike — 158.6% change
  • 2020-12-21: Highest IV Rank — 39.2%
  • 2020-12-21: Largest Expected Move — 15.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$44.01$43.07$44.97$43.76$44.36
Max Pain$43.00$43.00$43.00$43.00$43.00
ATM IV32.0%15.6%53.6%35.2%45.4%
Expected Move8.7%4.5%15.4%10.1%13.0%
HV 20d18.0%12.4%26.6%26.6%15.6%
HV 60d22.8%21.1%24.6%24.5%21.1%
IV Rank20.2%3.5%39.2%24.3%31.5%
IV Percentile36.4%2.0%86.9%42.9%74.6%
Term Structure-6.2%-17.7%8.6%-17.7%-15.0%
VWIV24.9%24.9%24.9%24.9%24.9%
Skew 25d6.1%-11.5%26.8%-11.5%1.7%
Skew 10d11.1%-19.2%35.7%7.7%9.5%
Call IV 25d32.2%14.7%64.7%46.0%55.1%
Put IV 25d38.4%20.7%64.9%34.5%56.8%
Bid-Ask Spread %162.72134.18192.24141.90183.47
Gamma HHI0.870.561.001.000.66
Net GEX-1.1K-2.4K-90-99-1.5K
Net DEX6.4K-2.0K17.9K-8036.4K
Net VEX-55-91-16-20-55
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.54501100
Total OI10.5314314

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$43.76$0.0035.2%10.1%26.6%24.3%0.0%-11.5%-17.7%-99-803-200.00141.90N/AN/A0012
2020-12-02$43.61$0.0030.4%8.7%25.0%19.9%0.0%-1.1%-11.4%-99-959-200.00144.67N/AN/A0012
2020-12-03$43.96$0.0027.2%5.6%25.0%17.0%0.0%-1.6%-3.7%-109-2.0K-160.00147.63N/AN/A0012
2020-12-04$44.58$0.0028.8%6.4%25.2%18.5%0.0%14.1%-6.8%-90-1.6K-170.00148.46N/AN/A0012
2020-12-07$44.13$0.0033.8%5.7%25.5%23.0%0.0%7.0%8.6%-90-1.3K-180.00146.10N/AN/A0012
2020-12-08$44.14$0.0037.6%7.3%18.1%26.5%0.0%18.7%-4.6%-112-1.5K-170.00143.87N/AN/A0012
2020-12-09$43.99$0.0021.8%6.2%17.0%12.0%0.0%4.5%2.0%-97-1.7K-160.00148.39N/AN/A01112
2020-12-10$43.90$0.0023.1%6.6%17.0%13.2%0.0%15.2%-6.2%-1.4K11.9K-880.00152.09N/AN/A00113
2020-12-11$43.75$0.0033.2%9.5%15.6%22.4%0.0%17.8%-3.5%-1.9K12.1K-840.00192.24N/AN/A00113
2020-12-14$43.74$0.0033.2%9.5%13.2%22.5%0.0%16.3%-6.6%-2.4K4.2K-550.00190.84N/AN/A00113
2020-12-15$44.49$0.0034.0%9.8%13.7%23.2%0.0%26.6%-6.8%-1.3K11.8K-860.00179.96N/AN/A00113
2020-12-16$44.71$0.0034.5%9.9%13.7%21.3%0.0%26.8%-6.2%-1.7K4.7K-580.00178.75N/AN/A00113
2020-12-17$44.97$0.0034.1%9.8%12.4%20.9%0.0%2.2%-6.5%-1.4K8.8K-750.00173.56N/AN/A00113
2020-12-18$43.94$0.0034.5%9.9%15.3%21.2%0.0%1.3%-8.8%-1.6K11.3K-790.00181.46N/AN/A00113
2020-12-21$43.07$0.0053.6%15.4%16.9%39.2%0.0%0.2%-6.6%-1.1K17.9K-910.00179.47N/AN/A00113
2020-12-22$43.39$0.0015.6%4.5%17.1%3.5%0.0%-8.7%0.3%-1.7K10.5K-780.00134.18N/AN/A00113
2020-12-23$43.64$0.0031.8%9.1%16.8%18.7%0.0%2.8%-7.7%-1.6K9.6K-720.00162.33N/AN/A00113
2020-12-24$43.74$0.0032.6%9.3%16.9%19.4%24.9%5.1%-14.7%-1.8K12.7K-750.00150.63N/AN/A10113
2020-12-28$44.02$43.0023.5%6.7%16.9%10.9%0.0%-4.9%-5.3%-1.3K8.2K-630.00151.70N/AN/A00113
2020-12-29$44.03$43.0042.9%12.3%16.2%29.2%0.0%1.1%-5.3%-1.4K14.8K-760.00170.18N/AN/A00113
2020-12-30$44.24$43.0017.6%5.0%15.6%5.3%0.0%1.6%-4.2%-1.4K6.7K-600.00177.99N/AN/A00113
2020-12-31$44.36$43.0045.4%13.0%15.6%31.5%0.0%1.7%-15.0%-1.5K6.4K-550.00183.47N/AN/A00113