RWO Options History — June 2021

In June 2021, RWO traded between $51.55 and $53.78. ATM implied volatility averaged 17.5%, placing in the 7.9% IV rank vs the trailing year. The 30-day expected move averaged 4.7%. IV traded above realized volatility by 4.6% (HV 20d: 13.0%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 3.48.

Notable Days

  • 2021-06-29: Highest Volume — 119 contracts
  • 2021-06-18: Largest IV spike — 116.5% change
  • 2021-06-28: Highest IV Rank — 17.7%
  • 2021-06-28: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.60$51.55$53.78$51.87$51.55
Max Pain$51.00$51.00$51.00$51.00$51.00
ATM IV17.5%10.1%27.0%20.8%17.2%
Expected Move4.7%2.9%7.7%6.0%4.9%
HV 20d13.0%10.6%16.1%16.1%10.6%
HV 60d11.7%11.3%11.9%11.5%11.9%
IV Rank7.9%0.2%17.7%11.3%7.6%
IV Percentile18.7%0.8%56.0%28.6%16.7%
Term Structure-1.6%-13.2%7.0%-13.2%7.0%
VWIV16.7%13.6%19.4%19.4%16.6%
Skew 25d6.5%1.3%14.6%11.9%3.9%
Skew 10d3.4%-14.8%16.6%14.0%-14.8%
Call IV 25d14.3%9.9%19.3%13.6%14.7%
Put IV 25d20.8%12.2%28.3%25.5%18.6%
Bid-Ask Spread %117.9791.07135.65115.47126.70
Gamma HHI0.470.300.610.540.30
Net GEX-2.8K-6.8K4.7K4.7K3.0K
Net DEX-89.2K-323.0K24.7K-115.1K-225.4K
Net VEX-604-783-223-223-725
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.480.0020.0020.000.51
Total Volume12.9550119151
Total OI76.7732913529125

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$51.87$0.0020.8%6.0%16.1%11.3%0.0%11.9%-13.2%4.7K-115.1K-2230.00115.47N/AN/A015290
2021-06-02$52.54$0.0018.9%5.4%16.1%9.3%19.4%8.2%-2.7%-781-79.4K-30720.00135.30N/AN/A1202915
2021-06-03$52.19$0.0022.3%4.0%15.8%12.8%0.0%1.4%0.2%-2.6K-16.7K-5880.0091.07N/AN/A003035
2021-06-04$52.42$0.0019.3%3.1%15.5%9.7%0.0%5.8%-3.9%-5.1K-21.1K-6000.00116.03N/AN/A003035
2021-06-07$52.98$0.0019.5%3.8%15.6%9.9%0.0%14.6%4.8%-3.6K-36.3K-5920.00107.80N/AN/A503035
2021-06-08$53.42$0.0018.3%4.0%15.7%8.7%13.6%6.3%5.1%-3.6K-58.9K-6720.00101.62N/AN/A103535
2021-06-09$53.44$51.0017.4%5.0%13.6%7.7%0.0%8.6%-4.1%-3.1K-62.3K-6460.00116.85N/AN/A003635
2021-06-10$53.78$51.0014.5%4.2%11.1%4.8%0.0%6.3%-1.0%-4.7K-80.4K-6060.00114.94N/AN/A003635
2021-06-11$53.49$51.0016.1%4.6%11.4%6.4%0.0%5.2%-1.1%-4.8K-73.2K-6040.00108.09N/AN/A003635
2021-06-14$53.75$51.0010.1%2.9%11.3%0.2%0.0%4.4%3.7%-6.8K-72.5K-5990.00109.73N/AN/A003635
2021-06-15$53.31$51.0013.3%3.8%12.0%3.5%0.0%5.7%2.8%-4.1K-65.6K-6020.00112.49N/AN/A003635
2021-06-16$52.91$51.0016.1%4.6%12.6%6.4%0.0%7.9%-2.6%-4.7K-57.1K-6130.00134.87N/AN/A003635
2021-06-17$52.52$51.0010.1%2.9%12.3%0.3%0.0%2.4%-1.9%-3.6K-46.6K-6090.00123.37N/AN/A003635
2021-06-18$51.90$51.0021.9%6.3%12.5%12.4%0.0%5.3%-1.7%-3.3K-18.2K-5732.00120.86N/AN/A123635
2021-06-21$52.37$51.0020.2%5.8%12.6%10.7%0.0%8.9%-5.9%-5.8K-50.7K-6050.00109.24N/AN/A003635
2021-06-22$52.32$51.0016.7%4.8%11.8%7.0%0.0%5.8%-5.1%-3.1K-43.7K-6160.00133.00N/AN/A003635
2021-06-23$52.23$51.0021.2%6.1%11.8%11.6%17.4%8.9%-10.6%-4.8K24.7K-5891.75113.84N/AN/A20352435
2021-06-24$52.14$51.0013.2%3.8%11.8%3.4%0.0%10.4%0.8%-2.8K-38.2K-6130.08109.16N/AN/A6053735
2021-06-25$52.32$51.0016.8%4.8%11.8%7.1%0.0%8.0%-5.7%-1.4K-323.0K-7830.00133.17N/AN/A009540
2021-06-28$51.87$51.0027.0%7.7%12.2%17.7%0.0%1.9%-3.4%-137-256.0K-7500.00135.65N/AN/A008540
2021-06-29$51.85$51.0015.2%4.3%11.5%5.4%16.6%1.3%3.0%-296-246.9K-7730.51126.13N/AN/A79408540
2021-06-30$51.55$51.0017.2%4.9%10.6%7.6%0.0%3.9%7.0%3.0K-225.4K-7250.00126.70N/AN/A018540