RWO Options History — September 2021

In September 2021, RWO traded between $51.23 and $55.23. ATM implied volatility averaged 19.2%, placing in the 12.4% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 8.1% (HV 20d: 11.2%). Max pain ranged from $50.00 to $55.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.05.

Notable Days

2021-09-28: Highest Volume — 24 contracts
2021-09-29: Largest IV spike — 60.0% change
2021-09-29: Highest IV Rank — 28.2%
2021-09-29: Largest Expected Move — 9.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.30	$51.23	$55.23	$55.01	$51.23
Max Pain	$53.40	$50.00	$55.00	$50.00	$52.00
ATM IV	19.2%	14.8%	31.2%	18.2%	30.5%
Expected Move	5.3%	4.2%	9.0%	5.2%	8.7%
HV 20d	11.2%	9.4%	13.1%	10.4%	11.2%
HV 60d	13.0%	12.6%	13.6%	12.8%	13.6%
IV Rank	12.4%	6.5%	28.2%	11.0%	27.2%
IV Percentile	37.0%	10.7%	78.6%	31.3%	78.2%
Term Structure	-2.5%	-13.5%	4.0%	-3.9%	-6.3%
VWIV	17.0%	13.4%	22.2%	15.4%	22.2%
Skew 25d	4.5%	-0.8%	10.5%	7.2%	0.6%
Skew 10d	3.8%	-9.9%	21.3%	16.1%	-2.6%
Call IV 25d	19.7%	9.7%	35.9%	16.2%	35.9%
Put IV 25d	24.2%	16.4%	42.1%	23.4%	36.5%
Bid-Ask Spread %	148.30	126.39	160.86	157.99	147.50
Gamma HHI	0.42	0.33	0.48	0.47	0.33
Net GEX	-8.4K	-11.1K	-684	-10.9K	-684
Net DEX	82.0K	35.8K	140.4K	39.9K	106.2K
Net VEX	-510	-547	-467	-519	-519
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.05	0.00	0.20	0.00	0.20
Total Volume	2.19	0	24	2	4
Total OI	55.143	53	76	53	76

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
2021-09-01	$55.01	$0.00	18.2%	5.2%	10.4%	11.0%	0.0%	7.2%	-3.9%	-10.9K	39.9K	-519	0.00	157.99	N/A	N/A	0	2	11	42
2021-09-02	$55.21	$0.00	16.8%	4.3%	9.5%	9.2%	0.0%	1.4%	-2.1%	-9.9K	40.8K	-540	0.00	128.57	N/A	N/A	0	0	11	42
2021-09-03	$55.23	$0.00	19.7%	4.2%	9.4%	12.9%	0.0%	1.7%	-1.4%	-11.1K	35.8K	-499	0.00	158.63	N/A	N/A	5	0	11	42
2021-09-07	$54.68	$0.00	23.0%	4.5%	10.1%	17.3%	0.0%	1.2%	-2.3%	-11.0K	49.9K	-517	0.00	157.55	N/A	N/A	4	0	11	42
2021-09-08	$54.55	$0.00	15.1%	4.3%	9.6%	6.8%	0.0%	1.7%	-2.0%	-8.5K	41.6K	-531	0.00	158.34	N/A	N/A	1	0	16	42
2021-09-09	$54.05	$0.00	15.5%	4.4%	10.2%	7.4%	0.0%	4.0%	1.3%	-8.7K	63.0K	-547	0.00	136.67	N/A	N/A	0	0	12	42
2021-09-10	$53.49	$0.00	17.7%	5.1%	10.9%	10.3%	0.0%	2.5%	-0.7%	-8.1K	74.4K	-543	0.00	141.50	N/A	N/A	0	0	12	42
2021-09-13	$53.75	$0.00	16.2%	4.6%	10.8%	8.4%	0.0%	7.7%	-2.5%	-8.5K	76.1K	-522	0.00	126.39	N/A	N/A	0	0	12	42
2021-09-14	$53.53	$0.00	14.8%	4.2%	10.9%	6.5%	0.0%	3.1%	4.0%	-8.5K	74.2K	-532	0.00	133.00	N/A	N/A	0	0	12	42
2021-09-15	$53.67	$0.00	15.8%	4.5%	10.4%	7.8%	0.0%	8.0%	1.8%	-8.6K	75.2K	-526	0.00	160.86	N/A	N/A	0	0	12	42
2021-09-16	$53.66	$0.00	15.2%	4.4%	10.4%	7.0%	0.0%	10.5%	-1.5%	-8.6K	77.3K	-515	0.00	143.60	N/A	N/A	0	0	12	42
2021-09-17	$52.94	$0.00	17.6%	5.0%	11.4%	10.2%	0.0%	2.8%	1.4%	-7.5K	86.5K	-521	0.00	149.56	N/A	N/A	0	0	12	42
2021-09-20	$52.15	$0.00	19.3%	5.5%	12.1%	12.5%	0.0%	-0.8%	-4.6%	-7.3K	102.4K	-488	0.00	137.83	N/A	N/A	0	0	11	42
2021-09-21	$52.60	$0.00	19.0%	5.4%	12.5%	12.0%	0.0%	9.8%	-0.3%	-7.8K	88.8K	-513	0.00	160.04	N/A	N/A	0	0	11	42
2021-09-22	$52.81	$0.00	19.0%	5.5%	12.6%	12.1%	15.4%	3.9%	-2.3%	-8.1K	92.4K	-496	0.00	152.00	N/A	N/A	0	1	11	42
2021-09-23	$52.95	$0.00	19.1%	5.5%	12.6%	12.1%	13.4%	5.2%	-6.1%	-8.8K	83.9K	-502	0.00	142.66	N/A	N/A	0	5	11	42
2021-09-24	$52.42	$50.00	19.4%	5.6%	13.1%	12.6%	0.0%	2.4%	-3.3%	-8.8K	103.8K	-475	0.00	156.70	N/A	N/A	0	0	11	43
2021-09-27	$52.12	$55.00	21.3%	6.1%	12.0%	15.1%	0.0%	9.8%	-3.9%	-9.1K	136.2K	-472	0.00	152.03	N/A	N/A	0	0	9	47
2021-09-28	$51.59	$55.00	19.5%	5.6%	12.2%	12.7%	22.2%	4.5%	-4.5%	-8.1K	140.4K	-467	0.20	153.51	N/A	N/A	20	4	9	47
2021-09-29	$51.72	$55.00	31.2%	9.0%	12.1%	28.2%	0.0%	7.4%	-13.5%	-7.4K	133.6K	-467	0.00	159.29	N/A	N/A	0	0	9	47
2021-09-30	$51.23	$52.00	30.5%	8.7%	11.2%	27.2%	0.0%	0.6%	-6.3%	-684	106.2K	-519	0.00	147.50	N/A	N/A	0	4	29	47