RWO Options History — February 2021 In February 2021, RWO traded between $44.54 and $47.41. ATM implied volatility averaged 21.5%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 8.2% (HV 20d: 13.3%). Max pain ranged from $41.00 to $41.00. Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2021-02-12 : Highest Volume — 10 contracts2021-02-05 : Largest IV spike — 58.4% change2021-02-02 : Highest IV Rank — 26.5%2021-02-02 : Largest Expected Move — 11.9%Monthly Statistics Metric Avg Min Max Open Close Price $45.78 $44.54 $47.41 $44.54 $46.03 Max Pain $41.00 $41.00 $41.00 $41.00 $41.00 ATM IV 21.5% 14.1% 41.4% 35.9% 23.6% Expected Move 6.0% 4.0% 11.9% 10.3% 6.8% HV 20d 13.3% 11.5% 16.8% 16.8% 13.6% HV 60d 15.7% 14.0% 19.5% 19.5% 14.9% IV Rank 7.2% 0.0% 26.5% 21.2% 9.1% IV Percentile 11.6% 0.0% 63.9% 48.4% 14.3% Term Structure -1.6% -10.0% 2.8% -1.2% 1.4% VWIV 15.7% 14.6% 16.8% 14.6% 16.8% Skew 25d 3.4% -4.8% 11.4% -4.8% 2.4% Skew 10d 7.8% -23.9% 16.6% -23.9% 13.7% Call IV 25d 20.9% 10.5% 51.2% 44.8% 25.9% Put IV 25d 24.4% 14.3% 53.7% 40.0% 28.4% Bid-Ask Spread % 140.65 115.94 165.42 152.31 149.78 Gamma HHI 0.80 0.51 1.00 0.82 0.72 Net GEX 797 -1.8K 2.6K -1.8K 2.2K Net DEX -14.8K -39.2K 7.2K 5.8K -31.8K Net VEX -86 -154 -19 -52 -152 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 0.632 0 10 0 0 Total OI 17.211 14 25 15 16
Daily Data (19 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 2021-02-01 $44.54 $41.00 35.9% 10.3% 16.8% 21.2% 0.0% -4.8% -1.2% -1.8K 5.8K -52 0.00 152.31 N/A N/A 0 0 2 13 2021-02-02 $44.72 $41.00 41.4% 11.9% 14.8% 26.5% 0.0% 2.5% -10.0% -1.3K 7.2K -57 0.00 157.53 N/A N/A 0 0 2 13 2021-02-03 $44.79 $41.00 24.3% 7.0% 14.7% 10.1% 0.0% 2.3% -5.2% -886 806 -36 0.00 144.70 N/A N/A 0 0 2 13 2021-02-04 $44.98 $41.00 15.4% 4.4% 14.7% 1.6% 0.0% 1.6% 0.6% -234 -1.5K -26 0.00 153.77 N/A N/A 0 0 2 13 2021-02-05 $45.12 $41.00 24.5% 5.5% 14.3% 10.3% 0.0% 5.9% 1.9% -627 -846 -33 0.00 159.82 N/A N/A 0 0 2 13 2021-02-08 $45.34 $41.00 27.1% 5.7% 14.3% 12.8% 0.0% 8.2% 0.5% -477 -1.8K -29 0.00 160.91 N/A N/A 0 0 2 13 2021-02-09 $45.59 $41.00 18.4% 5.2% 13.0% 3.9% 0.0% -0.9% -3.3% 424 -4.1K -19 0.00 125.37 N/A N/A 0 0 2 13 2021-02-10 $45.81 $41.00 19.0% 5.4% 13.0% 4.5% 0.0% 3.8% -4.6% 119 -4.2K -21 0.00 137.30 N/A N/A 0 0 2 13 2021-02-11 $45.99 $41.00 18.0% 5.2% 12.8% 3.6% 0.0% 4.1% 0.2% 437 -4.4K -19 0.00 120.72 N/A N/A 0 0 2 13 2021-02-12 $46.08 $41.00 14.1% 4.0% 12.6% 0.0% 0.0% 1.8% 2.8% 454 -4.6K -19 0.00 117.14 N/A N/A 10 0 2 13 2021-02-16 $46.12 $41.00 18.5% 5.3% 12.6% 4.2% 0.0% 4.3% -0.2% 1.9K -27.4K -148 0.00 132.37 N/A N/A 0 0 12 13 2021-02-17 $45.94 $41.00 17.0% 4.9% 12.7% 2.8% 0.0% 11.4% -4.1% 2.0K -26.3K -145 0.00 129.85 N/A N/A 0 0 12 13 2021-02-18 $45.66 $41.00 14.2% 4.1% 11.9% 0.0% 0.0% 8.1% 2.3% 1.6K -26.2K -144 0.00 115.94 N/A N/A 0 0 12 13 2021-02-19 $45.90 $41.00 17.8% 5.1% 11.5% 3.5% 0.0% 2.8% 0.9% 2.0K -26.5K -144 0.00 124.25 N/A N/A 0 0 12 13 2021-02-22 $46.31 $41.00 19.3% 5.5% 11.8% 5.0% 14.6% 2.1% -2.4% 2.2K -27.2K -141 0.00 138.17 N/A N/A 1 0 12 2 2021-02-23 $47.01 $41.00 17.4% 5.0% 12.6% 3.1% 16.8% 4.0% -5.4% 2.6K -35.4K -147 0.00 135.29 N/A N/A 1 0 13 2 2021-02-24 $47.41 $41.00 19.0% 5.4% 12.5% 4.7% 0.0% 5.9% 0.7% 2.4K -39.2K -151 0.00 151.81 N/A N/A 0 0 14 2 2021-02-25 $46.43 $41.00 24.8% 7.1% 13.4% 10.3% 0.0% -0.4% -5.3% 1.9K -34.6K -154 0.00 165.42 N/A N/A 0 0 14 2 2021-02-26 $46.03 $41.00 23.6% 6.8% 13.6% 9.1% 0.0% 2.4% 1.4% 2.2K -31.8K -152 0.00 149.78 N/A N/A 0 0 14 2
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