RWO Options History — December 2021

In December 2021, RWO traded between $53.13 and $56.74. ATM implied volatility averaged 22.0%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 4.7% (HV 20d: 17.3%). Max pain ranged from $55.00 to $56.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 22.00.

Notable Days

  • 2021-12-30: Highest Volume — 34 contracts
  • 2021-12-15: Largest IV drop — 56.8% change
  • 2021-12-14: Highest IV Rank — 39.9%
  • 2021-12-03: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$55.04$53.13$56.74$53.13$56.74
Max Pain$55.40$55.00$56.00$55.00$56.00
ATM IV22.0%16.1%40.1%22.1%16.5%
Expected Move5.1%4.3%6.9%6.3%4.7%
HV 20d17.3%13.4%20.7%13.4%16.2%
HV 60d13.1%11.8%13.8%11.8%13.6%
IV Rank16.0%8.1%39.9%16.2%8.7%
IV Percentile56.5%18.7%94.8%71.8%23.0%
Term Structure-3.4%-11.5%0.6%-9.6%-4.5%
VWIV21.4%16.2%25.1%25.1%20.0%
Skew 25d0.9%-4.3%10.1%-1.4%10.1%
Skew 10d5.1%-2.7%19.1%1.7%12.6%
Call IV 25d19.0%13.9%26.5%23.6%13.9%
Put IV 25d19.9%13.8%29.3%22.2%24.0%
Bid-Ask Spread %142.51117.99159.82149.86131.82
Gamma HHI0.700.380.860.750.38
Net GEX-4.6K-7.9K-2.7K-2.7K-5.8K
Net DEX31.8K23.0K39.0K39.0K23.8K
Net VEX-112-170-81-104-114
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio22.0022.0022.0022.0022.00
Total Volume26.31823342334
Total OI20.63611451345

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$53.13$55.0022.1%6.3%13.4%16.2%25.1%-1.4%-9.6%-2.7K39.0K-10422.00149.86N/AN/A122112
2021-12-02$54.04$55.0022.0%6.3%14.4%16.0%24.1%4.2%-4.6%-3.6K38.1K-9822.00151.47N/AN/A122112
2021-12-03$53.57$55.0024.0%6.9%14.6%18.6%24.8%2.8%-8.7%-2.8K37.6K-10522.00158.37N/AN/A122112
2021-12-06$54.61$0.0024.9%4.5%15.9%19.8%0.0%1.2%0.1%-3.3K32.2K-10822.00152.03N/AN/A122112
2021-12-07$55.01$0.0025.8%4.6%16.1%21.0%0.0%1.9%-6.1%-3.8K30.3K-10222.00159.82N/AN/A122112
2021-12-08$55.53$0.0024.9%4.3%16.4%19.8%0.0%1.3%-0.6%-4.9K26.6K-9722.00157.15N/AN/A122112
2021-12-09$55.11$0.0026.9%4.7%16.6%22.4%0.0%2.2%-5.1%-5.4K30.4K-9722.00155.79N/AN/A122112
2021-12-10$55.00$0.0028.0%4.6%16.6%23.8%0.0%2.1%-0.8%-3.8K30.1K-9922.00158.16N/AN/A122112
2021-12-13$55.32$0.0034.6%4.3%16.7%32.5%0.0%-4.2%-2.3%-4.2K27.9K-9522.00150.75N/AN/A122112
2021-12-14$54.65$0.0040.1%4.5%17.2%39.9%0.0%-0.2%-2.4%-3.8K32.9K-9322.00142.05N/AN/A122112
2021-12-15$55.22$0.0017.3%5.0%17.6%9.8%0.0%3.9%0.1%-3.7K28.2K-9422.00147.22N/AN/A122112
2021-12-16$55.01$0.0016.1%4.6%17.6%8.1%0.0%-0.2%-2.1%-3.8K30.0K-9222.00149.82N/AN/A122112
2021-12-17$55.29$0.0017.6%5.0%17.7%10.2%0.0%1.2%-1.7%-3.9K27.6K-9022.00150.33N/AN/A122112
2021-12-20$53.86$0.0020.1%5.8%20.0%13.5%0.0%2.3%-0.4%-3.4K33.7K-870.00122.30N/AN/A030011
2021-12-21$54.50$0.0018.8%5.4%20.5%11.8%0.0%0.3%0.3%-5.3K36.5K-1290.00123.62N/AN/A030021
2021-12-22$54.98$0.0016.6%4.8%20.7%8.9%0.0%-3.2%-7.0%-6.4K36.8K-1370.00129.74N/AN/A030021
2021-12-23$55.02$0.0018.1%5.2%20.6%10.8%0.0%3.0%-6.6%-6.3K36.1K-1560.00135.31N/AN/A030031
2021-12-27$55.50$0.0019.0%5.4%18.4%12.0%0.0%-4.3%-11.5%-5.2K32.4K-1460.00136.13N/AN/A030031
2021-12-28$55.85$0.0016.6%4.7%18.4%8.8%0.0%0.7%0.2%-4.8K23.0K-810.00126.54N/AN/A030041
2021-12-29$56.36$0.0017.2%4.9%17.5%9.7%18.4%-1.0%-2.1%-7.9K33.4K-1700.00117.99N/AN/A032041
2021-12-30$56.50$56.0016.4%4.7%17.0%8.7%16.2%-3.0%0.6%-7.3K34.0K-1610.00128.94N/AN/A034043
2021-12-31$56.74$56.0016.5%4.7%16.2%8.7%20.0%10.1%-4.5%-5.8K23.8K-1140.00131.82N/AN/A034045