RWO Options History — March 2022

In March 2022, RWO traded between $50.91 and $55.16. ATM implied volatility averaged 23.4%, placing in the 39.9% IV rank vs the trailing year. The 30-day expected move averaged 6.8%. IV traded above realized volatility by 3.8% (HV 20d: 19.7%). Max pain ranged from $48.00 to $55.00. Net GEX was positive for 6 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 0.44.

Notable Days

  • 2022-03-24: Highest Volume — 7 contracts
  • 2022-03-23: Largest IV spike — 65.6% change
  • 2022-03-07: Highest IV Rank — 66.8%
  • 2022-03-08: Largest Expected Move — 11.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$52.57$50.91$55.16$50.91$54.38
Max Pain$50.80$48.00$55.00$48.00$55.00
ATM IV23.4%14.7%33.5%23.3%16.8%
Expected Move6.8%3.9%11.8%6.7%3.9%
HV 20d19.7%17.4%21.3%17.4%19.1%
HV 60d16.8%16.2%17.8%16.2%17.7%
IV Rank39.9%16.5%66.8%39.5%22.2%
IV Percentile73.8%9.5%97.6%82.5%27.0%
Term Structure-3.8%-12.1%0.8%-4.3%-4.8%
VWIV30.8%12.7%53.5%43.1%17.7%
Skew 25d8.4%-0.2%17.6%11.9%-0.2%
Skew 10d11.8%-12.0%25.8%11.0%11.5%
Call IV 25d22.6%17.8%31.3%28.1%21.7%
Put IV 25d31.0%21.2%40.0%40.0%21.5%
Bid-Ask Spread %118.9690.06143.20114.9396.09
Gamma HHI0.700.401.001.000.53
Net GEX-85-515850-176850
Net DEX-344-16.4K5.9K1.0K-15.2K
Net VEX-28-50-1-3-48
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.440.400.670.670.40
Total Volume3.7831717
Total OI3.4781717

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$50.91$48.0023.3%6.7%17.4%39.5%43.1%11.9%-4.3%-1761.0K-30.00114.93N/AN/A0101
2022-03-02$52.14$48.0020.5%5.9%19.7%32.0%45.4%5.9%-6.4%-230433-10.00124.74N/AN/A0101
2022-03-03$51.98$48.0026.5%7.6%19.2%48.2%48.5%10.9%-2.3%-167488-20.00121.57N/AN/A0101
2022-03-04$51.97$48.0026.1%7.5%19.1%47.0%39.0%1.7%-0.5%-182679-20.00116.74N/AN/A0301
2022-03-07$51.11$48.0033.5%9.6%19.7%66.8%53.5%3.7%-0.4%-4435.9K-290.00137.97N/AN/A0303
2022-03-08$51.19$48.0032.1%11.8%19.6%63.0%34.6%12.0%-9.1%-4285.8K-290.00136.55N/AN/A0303
2022-03-09$52.36$48.0028.3%10.8%21.3%52.9%38.8%16.3%-5.2%-4834.8K-280.00136.68N/AN/A0303
2022-03-10$52.00$48.0022.4%11.0%20.5%37.2%40.8%14.7%0.8%-4955.1K-280.00130.94N/AN/A0303
2022-03-11$51.76$48.0028.8%11.3%19.7%54.2%21.7%11.6%-2.4%-3975.3K-280.00143.20N/AN/A0303
2022-03-14$51.49$0.0024.9%5.8%19.6%43.8%0.0%5.4%-3.5%-4985.5K-270.0095.99N/AN/A0303
2022-03-15$51.72$0.0024.1%7.1%19.6%41.6%0.0%6.9%-0.8%-4485.4K-270.0098.67N/AN/A0303
2022-03-16$52.34$0.0022.4%5.5%19.9%37.0%0.0%14.5%-2.8%-5154.9K-260.00130.02N/AN/A0303
2022-03-17$53.02$0.0018.1%5.5%20.0%25.6%0.0%13.0%0.1%-3304.0K-260.00113.38N/AN/A0303
2022-03-18$53.33$0.0021.3%5.0%19.9%34.2%0.0%6.5%-4.4%-4373.9K-250.00121.72N/AN/A0303
2022-03-21$52.70$0.0020.2%6.0%20.4%31.2%0.0%4.5%-4.7%-3544.3K-250.00118.00N/AN/A0202
2022-03-22$53.19$0.0014.7%4.8%20.4%16.5%0.0%9.1%-2.4%-3883.7K-250.00115.74N/AN/A0202
2022-03-23$52.46$0.0024.3%5.6%20.4%42.3%27.2%17.6%-1.9%-3224.1K-250.67125.96N/AN/A3202
2022-03-24$52.51$55.0019.1%4.3%20.4%28.3%14.1%2.6%-12.1%412-942-480.40117.90N/AN/A5232
2022-03-25$53.24$55.0021.2%5.3%19.2%33.9%12.7%6.7%-3.2%764-12.2K-500.40108.85N/AN/A5252
2022-03-28$53.59$55.0023.1%4.9%18.4%38.9%19.2%7.5%-12.0%814-13.1K-500.40130.45N/AN/A5252
2022-03-29$55.16$55.0024.1%6.1%19.9%41.5%18.5%7.9%-3.0%671-16.4K-470.40109.89N/AN/A5252
2022-03-30$54.63$55.0023.1%4.9%19.0%38.9%18.6%1.9%-1.5%830-15.3K-470.4090.06N/AN/A5252
2022-03-31$54.38$55.0016.8%3.9%19.1%22.2%17.7%-0.2%-4.8%850-15.2K-480.4096.09N/AN/A5252