RWO Options History — August 2021

In August 2021, RWO traded between $53.12 and $54.39. ATM implied volatility averaged 18.2%, placing in the 11.0% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 5.7% (HV 20d: 12.5%). Max pain ranged from $40.00 to $52.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 2 of 22 days. Put/call ratio averaged 0.00.

Notable Days

2021-08-24: Highest Volume — 6 contracts
2021-08-10: Largest IV spike — 43.4% change
2021-08-24: Highest IV Rank — 20.1%
2021-08-24: Largest Expected Move — 7.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.66	$53.12	$54.39	$53.72	$54.39
Max Pain	$44.80	$40.00	$52.00	$40.00	$52.00
ATM IV	18.2%	14.2%	25.1%	19.6%	18.9%
Expected Move	5.1%	4.1%	7.2%	5.6%	5.4%
HV 20d	12.5%	8.5%	17.5%	17.2%	10.0%
HV 60d	13.4%	12.6%	14.6%	14.6%	12.7%
IV Rank	11.0%	5.8%	20.1%	12.9%	12.0%
IV Percentile	28.6%	7.5%	61.5%	36.5%	37.7%
Term Structure	-3.0%	-19.1%	3.5%	-1.1%	-3.3%
VWIV	19.6%	15.8%	23.5%	23.5%	15.8%
Skew 25d	2.7%	-2.4%	6.0%	1.6%	2.2%
Skew 10d	6.0%	-14.2%	14.3%	-1.6%	14.3%
Call IV 25d	18.2%	13.4%	23.4%	22.9%	21.5%
Put IV 25d	20.9%	17.5%	27.7%	24.6%	23.7%
Bid-Ask Spread %	141.04	117.03	162.31	117.03	161.26
Gamma HHI	0.31	0.23	0.45	0.26	0.45
Net GEX	-4.8K	-10.3K	-1.7K	-2.4K	-10.3K
Net DEX	-193.0K	-338.2K	86.3K	-318.8K	55.3K
Net VEX	-622	-693	-549	-693	-549
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	0.864	0	6	0	0
Total OI	106.636	53	133	129	53

Daily Data (22 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2021-08-02	$53.72	$40.00	19.6%	5.6%	17.2%	12.9%	0.0%	1.6%	-1.1%	-2.4K	-318.8K	-693	117.03	N/A	N/A	0	0	88	41
2021-08-03	$53.75	$40.00	21.0%	6.0%	17.0%	14.7%	0.0%	5.0%	-4.1%	-2.2K	-322.0K	-668	130.61	N/A	N/A	0	0	88	41
2021-08-04	$53.44	$40.00	20.8%	6.0%	17.2%	14.4%	0.0%	1.1%	-6.9%	-2.1K	-311.0K	-684	125.74	N/A	N/A	0	0	88	41
2021-08-05	$54.14	$0.00	14.9%	4.5%	17.5%	6.6%	0.0%	3.6%	-1.1%	-3.3K	-338.2K	-638	141.38	N/A	N/A	1	0	88	41
2021-08-06	$53.98	$0.00	16.9%	4.7%	16.3%	9.2%	0.0%	3.4%	-5.0%	-3.5K	-336.0K	-645	142.91	N/A	N/A	0	0	88	41
2021-08-09	$53.79	$0.00	16.8%	4.4%	16.1%	9.2%	0.0%	5.5%	-0.4%	-1.7K	-334.3K	-654	147.52	N/A	N/A	0	2	89	41
2021-08-10	$53.35	$0.00	24.1%	4.8%	15.6%	18.8%	0.0%	1.5%	-3.1%	-2.1K	-310.3K	-648	162.31	N/A	N/A	0	1	89	41
2021-08-11	$53.55	$0.00	16.4%	4.7%	15.5%	8.6%	0.0%	2.5%	-2.7%	-3.3K	-312.1K	-654	138.55	N/A	N/A	0	0	89	43
2021-08-12	$53.53	$0.00	14.7%	4.2%	15.5%	6.4%	0.0%	2.6%	-0.3%	-2.7K	-309.0K	-652	134.37	N/A	N/A	0	0	89	44
2021-08-13	$53.91	$0.00	14.6%	4.2%	15.7%	6.2%	0.0%	1.8%	3.5%	-3.3K	-325.5K	-655	142.66	N/A	N/A	0	0	89	44
2021-08-16	$53.90	$0.00	15.7%	4.5%	12.5%	7.7%	0.0%	6.0%	-2.1%	-4.9K	-326.2K	-617	133.19	N/A	N/A	0	0	88	44
2021-08-17	$53.42	$0.00	17.9%	5.1%	8.8%	10.7%	0.0%	0.9%	-3.3%	-4.2K	-302.0K	-610	148.54	N/A	N/A	0	2	88	44
2021-08-18	$53.37	$0.00	18.3%	5.2%	8.8%	11.0%	0.0%	5.9%	-2.9%	-3.7K	-302.5K	-621	154.82	N/A	N/A	0	0	88	44
2021-08-19	$53.12	$0.00	21.1%	6.1%	8.5%	14.8%	0.0%	3.6%	-2.0%	-3.3K	-289.7K	-599	146.00	N/A	N/A	0	0	88	44
2021-08-20	$53.57	$0.00	14.2%	4.1%	8.8%	5.8%	0.0%	1.2%	2.1%	-8.7K	-291.9K	-575	140.31	N/A	N/A	1	0	88	44
2021-08-23	$53.34	$0.00	18.8%	5.4%	8.9%	11.8%	0.0%	2.6%	-4.2%	-8.3K	78.7K	-583	138.61	N/A	N/A	0	0	11	42
2021-08-24	$53.32	$0.00	25.1%	7.2%	8.7%	20.1%	23.5%	0.9%	-19.1%	-7.5K	83.5K	-584	148.30	N/A	N/A	6	0	11	42
2021-08-25	$53.36	$0.00	18.4%	5.3%	8.5%	11.2%	15.8%	4.1%	-2.8%	-8.6K	86.3K	-572	138.09	N/A	N/A	6	0	11	42
2021-08-26	$53.28	$52.00	18.3%	5.2%	8.6%	11.1%	0.0%	3.7%	-1.7%	-5.7K	66.2K	-604	135.51	N/A	N/A	0	0	17	42
2021-08-27	$54.02	$52.00	18.0%	5.2%	10.0%	10.7%	0.0%	-2.4%	-2.3%	-6.2K	48.8K	-596	143.35	N/A	N/A	0	0	17	42
2021-08-30	$54.22	$0.00	16.0%	4.6%	10.0%	8.1%	0.0%	2.5%	-3.2%	-8.4K	64.9K	-578	131.76	N/A	N/A	0	0	11	42
2021-08-31	$54.39	$0.00	18.9%	5.4%	10.0%	12.0%	0.0%	2.2%	-3.3%	-10.3K	55.3K	-549	161.26	N/A	N/A	0	0	11	42