RWO Options History — May 2022

In May 2022, RWO traded between $46.51 and $50.81. ATM implied volatility averaged 29.2%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 4.2% (HV 20d: 25.0%). Max pain ranged from $55.00 to $55.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.67.

Notable Days

  • 2022-05-02: Highest Volume — 8 contracts
  • 2022-05-05: Largest IV spike — 32.8% change
  • 2022-05-09: Highest IV Rank — 92.4%
  • 2022-05-09: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$48.13$46.51$50.81$49.99$48.75
Max Pain$55.00$55.00$55.00$55.00$55.00
ATM IV29.2%20.8%46.8%25.4%31.1%
Expected Move7.9%6.0%9.8%7.3%8.9%
HV 20d25.0%20.1%27.5%20.1%23.7%
HV 60d21.2%19.7%22.4%19.7%21.3%
IV Rank49.8%29.5%92.4%40.6%54.6%
IV Percentile85.6%55.2%99.2%84.9%90.9%
Term Structure-1.8%-10.8%9.9%-0.5%-9.4%
VWIV30.2%25.3%35.0%30.2%35.0%
Skew 25d5.8%-4.6%16.1%-1.1%5.2%
Skew 10d6.6%-11.3%22.3%7.1%5.2%
Call IV 25d29.9%20.2%41.5%34.3%31.2%
Put IV 25d35.8%25.5%49.1%33.1%36.4%
Bid-Ask Spread %118.41102.52140.04121.99132.66
Gamma HHI0.800.501.000.521.00
Net GEX-192-386126-113-366
Net DEX6.0K2.9K7.5K4.9K6.0K
Net VEX-19-28-14-25-17
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.671.671.671.671.67
Total Volume6.2862882
Total OI4.1432552

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$49.99$55.0025.4%7.3%20.1%40.6%30.2%-1.1%-0.5%-1134.9K-251.67121.99N/AN/A3532
2022-05-03$50.23$55.0026.2%7.5%20.4%42.6%25.3%0.8%2.7%873.7K-271.67129.08N/AN/A3532
2022-05-04$50.81$55.0031.1%8.9%21.1%54.6%35.0%2.3%-5.0%773.8K-271.67140.04N/AN/A3532
2022-05-05$49.43$0.0041.4%8.4%22.6%79.3%0.0%-4.6%-3.8%1262.9K-281.67121.27N/AN/A3532
2022-05-06$48.75$0.0040.0%8.5%22.8%75.9%0.0%-1.4%-1.5%-104.7K-241.67122.63N/AN/A3532
2022-05-09$47.10$0.0046.8%9.8%25.0%92.4%0.0%7.5%1.1%-374.5K-231.67126.49N/AN/A3532
2022-05-10$46.51$0.0033.7%9.2%25.0%60.6%0.0%16.1%-6.9%-2287.1K-151.67102.52N/AN/A3532
2022-05-11$46.57$0.0025.4%7.3%25.2%40.7%0.0%-1.3%2.8%-1316.3K-181.67113.30N/AN/A3532
2022-05-12$46.68$0.0031.4%9.0%24.7%55.2%0.0%10.2%-3.6%-2027.0K-151.67104.56N/AN/A3532
2022-05-13$47.85$0.0027.0%7.7%27.1%44.6%0.0%1.9%-4.2%-2786.5K-181.67114.16N/AN/A3532
2022-05-16$47.85$0.0020.8%6.0%27.1%29.5%0.0%15.2%9.9%-2896.8K-171.67108.37N/AN/A3532
2022-05-17$48.31$0.0026.4%7.6%26.6%43.0%0.0%14.1%-1.7%-2796.8K-171.67113.93N/AN/A3532
2022-05-18$47.12$0.0022.5%6.4%26.3%33.7%0.0%15.7%6.0%-2516.9K-161.67110.53N/AN/A3532
2022-05-19$47.14$0.0027.5%7.9%26.5%45.9%0.0%1.1%-2.8%-3087.0K-161.67118.44N/AN/A3532
2022-05-20$47.04$0.0023.1%6.6%26.4%35.2%0.0%5.2%-0.5%-2557.3K-141.67106.05N/AN/A3532
2022-05-23$47.36$0.0025.2%7.2%26.9%40.2%0.0%3.2%5.6%-2887.5K-140.00104.45N/AN/A0202
2022-05-24$47.68$0.0027.4%7.8%27.1%45.4%0.0%7.6%-8.4%-2877.1K-150.00110.99N/AN/A0202
2022-05-25$48.03$0.0028.0%8.0%27.5%47.0%0.0%2.4%-1.0%-3076.5K-170.00130.88N/AN/A0202
2022-05-26$48.38$0.0026.1%7.5%27.3%42.3%0.0%9.6%-10.8%-3176.7K-170.00125.18N/AN/A0202
2022-05-27$49.11$0.0026.4%7.6%25.9%43.2%0.0%13.2%-6.4%-3866.3K-180.00129.07N/AN/A0202
2022-05-31$48.75$0.0031.1%8.9%23.7%54.6%0.0%5.2%-9.4%-3666.0K-170.00132.66N/AN/A0202