RWO Options History — October 2021

In October 2021, RWO traded between $51.56 and $54.69. ATM implied volatility averaged 21.2%, placing in the 14.9% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 10.1% (HV 20d: 11.1%). Max pain ranged from $52.00 to $53.00. Net GEX was positive for 6 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 1.78.

Notable Days

2021-10-20: Highest Volume — 33 contracts
2021-10-11: Largest IV spike — 53.9% change
2021-10-04: Highest IV Rank — 31.7%
2021-10-01: Largest Expected Move — 8.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$53.12	$51.56	$54.69	$51.69	$54.35
Max Pain	$52.95	$52.00	$53.00	$52.00	$53.00
ATM IV	21.2%	15.6%	33.9%	29.0%	18.5%
Expected Move	5.2%	4.5%	8.3%	8.3%	5.3%
HV 20d	11.1%	8.5%	13.5%	11.8%	8.8%
HV 60d	11.5%	10.7%	13.6%	13.6%	10.7%
IV Rank	14.9%	7.6%	31.7%	25.3%	11.4%
IV Percentile	45.2%	15.5%	82.5%	74.6%	42.5%
Term Structure	-3.5%	-9.0%	1.3%	-9.0%	-3.2%
VWIV	19.3%	14.9%	23.8%	14.9%	19.5%
Skew 25d	1.3%	-7.7%	8.9%	6.4%	-7.7%
Skew 10d	0.8%	-8.8%	13.8%	-1.4%	0.3%
Call IV 25d	19.4%	14.0%	36.5%	36.5%	20.3%
Put IV 25d	20.7%	12.4%	42.9%	42.9%	12.6%
Bid-Ask Spread %	131.14	118.31	152.69	152.69	135.76
Gamma HHI	0.41	0.33	0.46	0.34	0.42
Net GEX	-5.8K	-13.7K	5.5K	-17	-13.0K
Net DEX	83.9K	17.6K	122.7K	105.6K	80.3K
Net VEX	-434	-530	-356	-502	-358
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.78	0.00	2.00	0.00	2.00
Total Volume	13.524	0	33	0	33
Total OI	66.476	51	79	76	51

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
2021-10-01	$51.69	$52.00	29.0%	8.3%	11.8%	25.3%	0.0%	6.4%	-9.0%	-17	105.6K	-502	0.00	152.69	N/A	N/A	0	0	29	47
2021-10-04	$51.73	$53.00	33.9%	6.4%	11.8%	31.7%	0.0%	2.5%	-3.3%	-746	100.8K	-530	0.00	150.69	N/A	N/A	0	0	29	50
2021-10-05	$51.56	$53.00	26.6%	5.3%	11.5%	22.0%	0.0%	4.5%	-5.4%	366	110.9K	-502	0.00	121.99	N/A	N/A	0	0	29	50
2021-10-06	$51.59	$53.00	24.9%	4.9%	11.6%	19.9%	0.0%	8.9%	-3.3%	2.3K	122.7K	-472	0.00	126.65	N/A	N/A	0	0	29	50
2021-10-07	$51.95	$53.00	21.5%	5.5%	11.8%	15.4%	0.0%	5.6%	-5.8%	2.6K	95.0K	-506	0.00	130.71	N/A	N/A	0	0	29	50
2021-10-08	$51.64	$53.00	20.9%	4.9%	11.5%	14.5%	0.0%	6.3%	-3.4%	3.0K	107.0K	-478	0.00	131.43	N/A	N/A	0	0	29	50
2021-10-11	$51.69	$53.00	32.2%	4.9%	11.3%	29.4%	0.0%	2.1%	-3.9%	5.4K	114.0K	-439	0.00	126.46	N/A	N/A	0	0	29	50
2021-10-12	$52.24	$53.00	30.1%	4.5%	12.1%	26.6%	0.0%	-2.9%	-1.9%	5.5K	91.0K	-441	0.00	128.13	N/A	N/A	0	0	29	50
2021-10-13	$52.88	$53.00	17.7%	5.1%	13.0%	10.3%	0.0%	2.0%	-4.5%	-2.5K	60.9K	-447	0.00	140.02	N/A	N/A	0	0	29	50
2021-10-14	$53.39	$53.00	16.8%	4.8%	13.5%	9.1%	0.0%	1.3%	-3.0%	-5.3K	38.3K	-464	0.00	128.32	N/A	N/A	20	0	29	50
2021-10-15	$53.52	$53.00	17.0%	4.9%	12.6%	9.4%	0.0%	1.5%	-1.3%	-5.0K	17.6K	-435	0.00	128.18	N/A	N/A	0	0	29	50
2021-10-18	$53.62	$53.00	16.7%	4.8%	11.1%	9.0%	0.0%	-0.5%	-3.0%	-13.0K	90.5K	-412	0.00	126.64	N/A	N/A	0	0	9	46
2021-10-19	$53.61	$53.00	15.6%	4.5%	10.8%	7.6%	0.0%	0.1%	1.3%	-12.2K	81.0K	-410	0.00	121.15	N/A	N/A	0	0	9	46
2021-10-20	$54.08	$53.00	15.7%	4.5%	11.1%	7.7%	14.9%	4.4%	-3.8%	-13.2K	77.5K	-415	2.00	118.31	N/A	N/A	11	22	9	46
2021-10-21	$54.01	$53.00	17.7%	5.1%	11.1%	10.3%	18.6%	1.0%	-4.5%	-11.8K	75.8K	-413	2.00	126.34	N/A	N/A	11	22	9	46
2021-10-22	$54.23	$53.00	17.2%	4.9%	10.4%	9.6%	17.9%	-2.6%	-2.7%	-11.9K	71.3K	-411	2.00	125.77	N/A	N/A	11	22	9	46
2021-10-25	$54.30	$53.00	19.0%	5.4%	10.0%	12.0%	17.7%	1.6%	-4.6%	-12.5K	90.7K	-393	2.00	121.41	N/A	N/A	11	22	5	46
2021-10-26	$54.50	$53.00	17.9%	5.1%	8.9%	10.6%	20.7%	-4.5%	-2.1%	-13.1K	77.0K	-373	2.00	135.99	N/A	N/A	11	22	5	46
2021-10-27	$54.21	$53.00	17.0%	4.9%	9.3%	9.4%	21.2%	-4.5%	-2.1%	-13.7K	81.4K	-365	2.00	137.46	N/A	N/A	11	22	5	46
2021-10-28	$54.69	$53.00	18.3%	5.2%	8.5%	11.1%	23.8%	2.4%	-3.6%	-12.4K	73.5K	-356	2.00	139.80	N/A	N/A	11	22	5	46
2021-10-29	$54.35	$53.00	18.5%	5.3%	8.8%	11.4%	19.5%	-7.7%	-3.2%	-13.0K	80.3K	-358	2.00	135.76	N/A	N/A	11	22	5	46