RWO Options History — November 2021

In November 2021, RWO traded between $53.60 and $55.57. ATM implied volatility averaged 18.5%, placing in the 11.3% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 9.5% (HV 20d: 9.0%). Max pain ranged from $53.00 to $56.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 7.48.

Notable Days

  • 2021-11-17: Highest Volume — 43 contracts
  • 2021-11-24: Largest IV spike — 57.8% change
  • 2021-11-24: Highest IV Rank — 18.8%
  • 2021-11-24: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$54.94$53.60$55.57$54.38$53.60
Max Pain$55.15$53.00$56.00$53.00$55.00
ATM IV18.5%14.7%24.1%19.2%20.3%
Expected Move5.1%4.1%6.9%5.5%5.8%
HV 20d9.0%7.7%13.2%8.8%13.2%
HV 60d10.8%10.3%11.9%10.7%11.9%
IV Rank11.3%6.4%18.8%12.3%13.8%
IV Percentile41.2%9.5%74.6%49.6%61.9%
Term Structure-3.0%-8.1%0.3%-2.8%-7.0%
VWIV17.8%8.7%24.9%20.6%16.9%
Skew 25d1.9%-9.6%10.3%-7.0%0.3%
Skew 10d9.1%-3.9%18.4%-0.9%-3.7%
Call IV 25d17.2%11.5%25.4%21.2%21.4%
Put IV 25d19.2%12.7%26.2%14.3%21.6%
Bid-Ask Spread %148.39125.16171.12135.42155.18
Gamma HHI0.530.350.860.440.75
Net GEX-7.8K-13.3K-3.0K-12.2K-3.1K
Net DEX31.5K-9.7K74.8K74.8K38.5K
Net VEX-215-344-106-344-106
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.481.4722.002.0022.00
Total Volume33.52423433323
Total OI40.90513555113

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$54.38$53.0019.2%5.5%8.8%12.3%20.6%-7.0%-2.8%-12.2K74.8K-3442.00135.42N/AN/A1122546
2021-11-02$54.64$53.0019.8%5.7%8.6%13.0%23.0%-9.6%-4.6%-12.3K72.8K-3402.00138.16N/AN/A1122546
2021-11-03$55.16$53.0019.4%5.5%8.9%12.5%20.7%-6.4%-5.3%-11.4K60.5K-3262.00132.82N/AN/A1122546
2021-11-04$54.85$0.0018.4%4.1%9.3%11.3%8.7%4.5%-0.3%-10.9K62.2K-3231.47130.51N/AN/A1522546
2021-11-05$55.37$56.0014.7%4.1%9.0%6.4%14.4%1.2%-0.3%-8.0K21.5K-2921.47126.51N/AN/A1522946
2021-11-08$55.14$56.0020.0%4.3%9.3%13.3%14.9%10.3%-2.5%-10.0K26.8K-2891.47133.41N/AN/A1522946
2021-11-09$55.21$56.0017.5%4.8%9.0%10.1%19.2%6.6%-2.6%-8.4K17.6K-2441.47139.37N/AN/A1522946
2021-11-10$54.95$56.0016.6%4.7%8.6%8.8%16.4%6.4%-0.0%-8.8K28.0K-2761.47125.16N/AN/A1522946
2021-11-11$55.02$56.0016.5%4.7%8.1%8.8%16.2%2.9%-1.7%-13.3K36.9K-2751.47158.87N/AN/A1522946
2021-11-12$55.12$56.0016.7%4.8%8.1%9.0%16.1%2.7%-2.5%-7.5K19.2K-2471.47158.90N/AN/A1522946
2021-11-15$55.33$56.0017.0%4.9%8.1%9.4%16.5%5.4%-1.6%-6.9K14.3K-2261.47160.15N/AN/A1522946
2021-11-16$55.19$56.0017.5%5.0%8.2%10.0%16.8%4.7%-8.1%-11.6K38.2K-2561.80154.13N/AN/A1527946
2021-11-17$55.21$56.0016.8%4.8%7.8%9.2%17.5%7.0%0.3%-5.4K-9.7K-1231.87145.24N/AN/A1528936
2021-11-18$55.30$55.0017.7%5.1%7.7%10.3%17.4%3.2%-3.1%-8.1K1.4K-1391.87156.44N/AN/A1528937
2021-11-19$55.07$55.0017.7%5.1%7.9%10.3%17.2%1.4%-2.6%-8.8K4.2K-1181.87150.07N/AN/A1528937
2021-11-22$54.98$55.0017.8%5.1%7.9%10.5%17.8%-5.8%-2.1%-3.5K30.0K-12122.00159.88N/AN/A122112
2021-11-23$55.19$55.0015.3%4.4%7.9%7.1%15.3%-0.2%-2.4%-3.8K29.0K-11822.00157.88N/AN/A122112
2021-11-24$55.57$55.0024.1%6.9%7.9%18.8%24.9%9.9%-4.8%-3.7K25.7K-11522.00171.12N/AN/A122112
2021-11-26$54.12$55.0022.1%6.3%12.2%16.2%22.7%0.8%-3.7%-3.0K34.8K-11522.00166.21N/AN/A122112
2021-11-29$54.40$55.0022.3%6.4%12.1%16.4%19.8%2.3%-4.7%-3.5K34.3K-11222.00160.70N/AN/A122112
2021-11-30$53.60$55.0020.3%5.8%13.2%13.8%16.9%0.3%-7.0%-3.1K38.5K-10622.00155.18N/AN/A122112