RWO Options History — April 2021 In April 2021, RWO traded between $47.74 and $50.31. ATM implied volatility averaged 17.3%, placing in the 6.1% IV rank vs the trailing year. The 30-day expected move averaged 3.9%. IV traded above realized volatility by 8.9% (HV 20d: 8.4%). Max pain ranged from $46.00 to $46.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2021-04-13 : Highest Volume — 27 contracts2021-04-06 : Largest IV spike — 59.9% change2021-04-12 : Highest IV Rank — 17.9%2021-04-27 : Largest Expected Move — 5.3%Monthly Statistics Metric Avg Min Max Open Close Price $49.18 $47.74 $50.31 $47.74 $50.22 Max Pain $46.00 $46.00 $46.00 $46.00 $46.00 ATM IV 17.3% 9.9% 29.7% 15.4% 9.9% Expected Move 3.9% 2.8% 5.3% 4.4% 2.9% HV 20d 8.4% 5.9% 10.7% 10.6% 5.9% HV 60d 11.5% 10.0% 12.7% 12.6% 10.1% IV Rank 6.1% 0.0% 17.9% 2.1% 0.1% IV Percentile 11.4% 0.0% 45.2% 2.8% 0.4% Term Structure -1.2% -8.1% 3.8% -5.8% 0.4% VWIV 13.1% 10.9% 17.3% 10.9% 11.3% Skew 25d 3.3% -2.7% 12.3% 12.3% 4.8% Skew 10d 1.8% -10.5% 11.1% -10.5% 11.1% Call IV 25d 13.6% 8.0% 21.2% 8.5% 10.7% Put IV 25d 16.8% 11.8% 22.3% 20.8% 15.5% Bid-Ask Spread % 127.33 116.45 144.10 144.10 123.45 Gamma HHI 0.35 0.31 0.38 0.38 0.31 Net GEX 6.1K 5.1K 7.0K 5.1K 5.6K Net DEX -82.7K -100.5K -61.4K -61.4K -100.5K Net VEX -228 -257 -191 -257 -210 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 1.476 0 27 0 0 Total OI 26.762 26 28 26 28
Daily Data (21 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 2021-04-01 $47.74 $0.00 15.4% 4.4% 10.6% 2.1% 0.0% 12.3% -5.8% 5.1K -61.4K -257 0.00 144.10 N/A N/A 0 0 26 0 2021-04-05 $48.03 $46.00 12.8% 3.7% 10.7% 0.0% 0.0% 0.9% 0.4% 5.7K -63.7K -252 0.00 117.46 N/A N/A 0 0 26 0 2021-04-06 $48.16 $46.00 20.4% 3.9% 10.0% 8.1% 0.0% -1.4% 2.3% 5.6K -67.2K -256 0.00 128.48 N/A N/A 0 0 26 0 2021-04-07 $48.40 $46.00 20.9% 3.4% 10.0% 8.7% 0.0% 5.2% 3.5% 5.3K -69.3K -254 0.00 122.81 N/A N/A 0 0 26 0 2021-04-08 $48.41 $46.00 18.6% 4.0% 10.0% 6.2% 0.0% 7.0% -4.8% 6.7K -68.5K -228 0.00 119.33 N/A N/A 0 0 26 0 2021-04-09 $48.34 $46.00 29.0% 2.9% 10.0% 17.2% 10.9% 4.7% 3.0% 6.7K -69.2K -224 0.00 116.45 N/A N/A 1 0 26 0 2021-04-12 $48.28 $46.00 29.7% 2.9% 9.5% 17.9% 0.0% 6.5% 1.5% 6.1K -70.2K -252 0.00 123.88 N/A N/A 0 0 27 0 2021-04-13 $48.62 $46.00 29.2% 3.0% 9.1% 17.4% 13.1% 1.3% 3.8% 6.7K -77.8K -244 0.00 118.09 N/A N/A 27 0 27 0 2021-04-14 $48.64 $46.00 13.8% 4.0% 9.1% 1.1% 0.0% 4.3% -2.3% 6.9K -73.2K -244 0.00 128.03 N/A N/A 0 0 27 0 2021-04-15 $49.12 $46.00 16.3% 4.7% 9.6% 3.7% 0.0% 1.8% -0.9% 5.8K -82.6K -244 0.00 139.61 N/A N/A 0 0 27 0 2021-04-16 $49.51 $46.00 17.0% 4.9% 8.7% 4.5% 0.0% 1.7% -2.4% 5.7K -87.7K -238 0.00 138.77 N/A N/A 0 0 27 0 2021-04-19 $49.44 $46.00 14.1% 4.0% 8.5% 1.4% 0.0% -2.7% -1.6% 6.3K -88.5K -224 0.00 125.59 N/A N/A 0 0 27 0 2021-04-20 $49.62 $46.00 9.9% 2.8% 7.5% 0.0% 17.3% 4.3% 0.6% 5.9K -86.6K -237 0.00 125.63 N/A N/A 1 0 27 0 2021-04-21 $49.93 $46.00 11.3% 3.2% 7.0% 1.5% 0.0% 4.2% 0.2% 6.8K -96.0K -198 0.00 120.93 N/A N/A 0 0 27 0 2021-04-22 $49.78 $46.00 14.7% 4.2% 7.3% 5.0% 0.0% 3.4% -4.2% 5.8K -93.0K -218 0.00 131.12 N/A N/A 0 0 27 0 2021-04-23 $49.93 $46.00 12.0% 3.4% 7.3% 2.2% 0.0% 0.9% -0.8% 6.3K -95.2K -200 0.00 135.92 N/A N/A 0 0 27 0 2021-04-26 $50.09 $46.00 15.1% 4.3% 6.7% 5.4% 0.0% -1.9% -3.2% 5.7K -97.5K -205 0.00 131.61 N/A N/A 0 0 27 0 2021-04-27 $50.10 $46.00 18.5% 5.3% 6.5% 8.9% 0.0% 1.2% -2.6% 5.5K -95.9K -210 0.00 134.31 N/A N/A 0 0 27 0 2021-04-28 $50.08 $46.00 17.3% 5.0% 6.6% 7.7% 0.0% 1.2% -3.2% 7.0K -95.8K -191 0.00 126.88 N/A N/A 0 0 27 0 2021-04-29 $50.31 $46.00 18.2% 5.2% 6.0% 8.6% 11.3% 9.1% -8.1% 6.3K -96.1K -200 0.00 121.50 N/A N/A 2 0 27 0 2021-04-30 $50.22 $46.00 9.9% 2.9% 5.9% 0.1% 0.0% 4.8% 0.4% 5.6K -100.5K -210 0.00 123.45 N/A N/A 0 0 28 0
« Mar 2021 | All History | May 2021 » Home RWO History April 2021