RWO Options History — February 2022 In February 2022, RWO traded between $50.84 and $53.48. ATM implied volatility averaged 22.4%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 7.4% (HV 20d: 15.1%). Max pain ranged from $48.00 to $55.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 2 of 19 days.
Notable Days 2022-02-01 : Highest Volume — 31 contracts2022-02-09 : Largest IV drop — 40.2% change2022-02-08 : Highest IV Rank — 51.1%2022-02-02 : Largest Expected Move — 7.6%Monthly Statistics Metric Avg Min Max Open Close Price $52.13 $50.84 $53.48 $52.90 $51.55 Max Pain $48.74 $48.00 $55.00 $55.00 $48.00 ATM IV 22.4% 16.5% 27.6% 20.1% 25.9% Expected Move 6.1% 4.7% 7.6% 5.8% 7.4% HV 20d 15.1% 13.1% 17.9% 13.9% 17.9% HV 60d 15.9% 15.1% 16.5% 15.1% 16.4% IV Rank 37.3% 21.3% 51.1% 31.0% 46.4% IV Percentile 75.6% 24.6% 93.3% 68.3% 90.1% Term Structure -3.4% -9.3% 1.6% -4.6% -8.3% VWIV 31.3% 13.6% 54.5% 14.6% 39.8% Skew 25d 6.6% 1.0% 18.6% 18.6% 2.9% Skew 10d 12.8% 3.2% 25.4% 25.4% 15.8% Call IV 25d 21.0% 9.9% 26.8% 16.1% 21.9% Put IV 25d 27.7% 21.3% 34.8% 34.7% 24.8% Bid-Ask Spread % 132.52 116.32 151.35 126.33 127.10 Gamma HHI 0.68 0.35 1.00 0.50 1.00 Net GEX -8.0K -16.9K -177 -11.3K -272 Net DEX 56.6K 258 101.0K 79.1K 433 Net VEX -53 -149 -1 -141 -1 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 23.105 1 31 31 1 Total OI 32.684 1 44 44 1
Daily Data (19 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 2022-02-01 $52.90 $55.00 20.1% 5.8% 13.9% 31.0% 14.6% 18.6% -4.6% -11.3K 79.1K -141 0.00 126.33 N/A N/A 0 31 0 44 2022-02-02 $53.48 $55.00 26.3% 7.6% 14.4% 47.7% 13.6% 17.9% -6.5% -11.9K 66.9K -90 0.00 136.88 N/A N/A 0 31 0 44 2022-02-03 $53.06 $48.00 24.2% 5.6% 13.1% 41.9% 25.9% 3.7% -2.9% -11.4K 77.3K -109 0.00 145.25 N/A N/A 0 31 0 44 2022-02-04 $52.67 $48.00 22.3% 5.1% 13.2% 36.9% 25.3% 3.3% -1.1% -9.5K 82.9K -149 0.00 140.24 N/A N/A 0 31 0 44 2022-02-07 $52.26 $48.00 27.3% 5.7% 13.3% 50.2% 26.2% 2.6% -3.1% -12.1K 77.6K -100 0.00 149.50 N/A N/A 0 31 0 44 2022-02-08 $52.11 $48.00 27.6% 5.6% 13.1% 51.1% 25.4% 2.9% -3.1% -12.4K 82.7K -94 0.00 144.18 N/A N/A 0 31 0 44 2022-02-09 $53.02 $48.00 16.5% 4.7% 14.7% 21.3% 30.5% 3.8% -0.7% -12.1K 64.1K -56 0.00 130.68 N/A N/A 0 31 0 44 2022-02-10 $52.14 $48.00 18.3% 5.2% 15.4% 26.0% 26.9% 5.7% 0.4% -9.7K 64.6K -50 0.00 120.18 N/A N/A 0 31 0 44 2022-02-11 $51.74 $48.00 21.0% 6.0% 15.5% 33.3% 54.5% 1.0% -9.3% -16.9K 101.0K -71 0.00 151.35 N/A N/A 0 31 0 44 2022-02-14 $51.55 $48.00 20.4% 5.9% 15.4% 31.9% 26.0% 4.7% -2.1% -12.5K 93.2K -64 0.00 134.22 N/A N/A 0 31 0 44 2022-02-15 $51.91 $48.00 23.4% 6.7% 15.4% 39.7% 30.5% 6.4% -5.9% -11.6K 72.5K -24 0.00 118.97 N/A N/A 0 31 0 44 2022-02-16 $52.47 $48.00 21.0% 6.0% 15.9% 33.4% 37.4% 3.8% -4.2% -11.6K 79.0K -40 0.00 130.89 N/A N/A 0 31 0 44 2022-02-17 $52.09 $48.00 21.1% 6.0% 15.5% 33.6% 30.9% 7.2% -0.8% -1.0K 62.0K -2 0.00 134.34 N/A N/A 0 31 0 44 2022-02-18 $51.85 $48.00 21.6% 6.2% 15.5% 35.1% 38.3% 8.5% -3.7% -6.9K 69.6K -5 0.00 131.41 N/A N/A 0 31 0 44 2022-02-22 $51.53 $48.00 22.1% 6.3% 15.3% 36.3% 38.7% 8.2% -5.7% -200 911 -3 0.00 120.48 N/A N/A 0 1 0 1 2022-02-23 $50.84 $48.00 23.8% 6.8% 15.8% 40.8% 34.3% 13.9% -3.1% -199 971 -3 0.00 116.32 N/A N/A 0 1 0 1 2022-02-24 $51.04 $48.00 21.6% 6.2% 15.5% 34.8% 35.5% 6.8% 1.6% -368 397 -2 0.00 130.46 N/A N/A 0 1 0 1 2022-02-25 $52.28 $48.00 22.1% 6.3% 17.6% 36.4% 40.2% 4.3% -2.6% -177 258 -1 0.00 129.21 N/A N/A 0 1 0 1 2022-02-28 $51.55 $48.00 25.9% 7.4% 17.9% 46.4% 39.8% 2.9% -8.3% -272 433 -1 0.00 127.10 N/A N/A 0 1 0 1
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