RWO Options History — June 2022

Name: RWO Options Analytics - June 2022
Creator: Options Analysis Suite

In June 2022, RWO traded between $43.13 and $48.75. ATM implied volatility averaged 29.5%, placing in the 50.6% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 5.2% (HV 20d: 24.3%). Net GEX was positive for 5 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 0.50.

Notable Days

2022-06-24: Highest Volume — 6 contracts
2022-06-28: Largest IV spike — 40.8% change
2022-06-30: Highest IV Rank — 78.0%
2022-06-30: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.35	$43.13	$48.75	$48.45	$44.04
ATM IV	29.5%	21.2%	40.9%	25.6%	40.9%
Expected Move	7.9%	5.6%	11.7%	7.3%	11.7%
HV 20d	24.3%	17.5%	27.6%	23.6%	26.6%
HV 60d	22.6%	20.6%	24.0%	21.0%	23.4%
IV Rank	50.6%	30.7%	78.0%	41.2%	78.0%
IV Percentile	84.5%	55.6%	98.4%	79.4%	98.4%
Term Structure	-1.8%	-13.3%	8.8%	1.6%	-5.5%
Skew 25d	7.2%	-3.1%	20.4%	-1.1%	5.5%
Skew 10d	2.3%	-18.8%	20.8%	-9.5%	-18.8%
Call IV 25d	31.7%	19.7%	46.0%	36.4%	42.8%
Put IV 25d	38.9%	25.2%	49.8%	35.3%	48.3%
Bid-Ask Spread %	122.55	99.77	136.25	121.58	127.93
Gamma HHI	0.90	0.56	1.00	1.00	0.57
Net GEX	-103	-369	436	-338	232
Net DEX	5.0K	-3.1K	8.2K	6.6K	-2.3K
Net VEX	-20	-53	-5	-17	-52
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.50	0.50	0.50	0.50	0.50
Total Volume	2.952	2	6	2	6
Total OI	2.952	2	6	2	6

Daily Data (21 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
2022-06-01	$48.45	$0.00	25.6%	7.3%	23.6%	41.2%	0.0%	-1.1%	1.6%	-338	6.6K	-17	0.00	121.58	N/A	N/A	0	2	0	2
2022-06-02	$48.75	$0.00	29.4%	5.9%	23.3%	50.3%	0.0%	12.5%	4.5%	-363	6.7K	-16	0.00	113.66	N/A	N/A	0	2	0	2
2022-06-03	$48.13	$0.00	29.1%	6.1%	21.7%	49.6%	0.0%	4.4%	-1.0%	-369	6.6K	-15	0.00	123.86	N/A	N/A	0	2	0	2
2022-06-06	$47.85	$0.00	28.8%	5.6%	21.3%	48.9%	0.0%	11.0%	-1.1%	-344	7.1K	-13	0.00	132.96	N/A	N/A	0	2	0	2
2022-06-07	$48.34	$0.00	33.7%	6.0%	17.5%	60.9%	0.0%	7.2%	-0.7%	-360	7.1K	-15	0.00	134.09	N/A	N/A	0	2	0	2
2022-06-08	$47.37	$0.00	21.2%	6.1%	18.5%	30.7%	0.0%	12.9%	1.3%	-289	7.2K	-13	0.00	103.57	N/A	N/A	0	2	0	2
2022-06-09	$46.45	$0.00	24.5%	7.0%	19.9%	38.5%	0.0%	18.3%	0.4%	-256	7.9K	-10	0.00	123.51	N/A	N/A	0	2	0	2
2022-06-10	$45.68	$0.00	33.5%	9.6%	20.7%	60.3%	0.0%	9.5%	-9.6%	-229	7.2K	-12	0.00	116.11	N/A	N/A	0	2	0	2
2022-06-13	$43.37	$0.00	30.5%	8.8%	25.4%	53.1%	0.0%	3.2%	-0.3%	-131	7.8K	-6	0.00	99.77	N/A	N/A	0	2	0	2
2022-06-14	$43.19	$0.00	24.9%	7.1%	25.3%	39.5%	0.0%	-3.1%	8.8%	-113	7.9K	-6	0.00	109.95	N/A	N/A	0	2	0	2
2022-06-15	$44.07	$0.00	27.5%	7.9%	26.4%	45.9%	0.0%	6.9%	-1.6%	-147	8.0K	-6	0.00	134.53	N/A	N/A	0	2	0	2
2022-06-16	$43.13	$0.00	34.8%	10.0%	26.1%	63.4%	0.0%	3.8%	7.1%	-135	7.7K	-7	0.00	128.78	N/A	N/A	0	2	0	2
2022-06-17	$43.32	$0.00	33.6%	9.6%	26.2%	60.5%	0.0%	3.8%	-1.8%	-156	7.3K	-8	0.00	132.24	N/A	N/A	0	2	0	2
2022-06-21	$43.35	$0.00	22.1%	6.3%	26.3%	32.6%	0.0%	3.2%	0.8%	-130	7.9K	-5	0.00	117.94	N/A	N/A	0	2	0	2
2022-06-22	$43.56	$0.00	30.7%	8.8%	26.2%	53.6%	0.0%	5.2%	-10.2%	-165	7.6K	-7	0.00	118.32	N/A	N/A	0	2	0	2
2022-06-23	$44.16	$0.00	26.0%	7.4%	26.7%	42.1%	0.0%	16.1%	-13.3%	-125	8.2K	-5	0.00	125.25	N/A	N/A	0	2	0	2
2022-06-24	$45.01	$0.00	27.2%	7.8%	27.6%	45.1%	0.0%	0.3%	0.9%	436	-2.5K	-51	0.50	124.65	N/A	N/A	4	2	4	2
2022-06-27	$45.06	$0.00	25.3%	7.3%	27.4%	40.6%	0.0%	20.4%	-1.9%	314	-2.7K	-51	0.50	119.88	N/A	N/A	4	2	4	2
2022-06-28	$44.77	$0.00	35.7%	10.2%	26.5%	65.5%	0.0%	6.3%	-12.5%	237	-3.1K	-53	0.50	128.78	N/A	N/A	4	2	4	2
2022-06-29	$44.32	$0.00	34.3%	9.8%	26.6%	62.1%	0.0%	4.8%	-4.8%	269	-2.4K	-53	0.50	136.25	N/A	N/A	4	2	4	2
2022-06-30	$44.04	$0.00	40.9%	11.7%	26.6%	78.0%	0.0%	5.5%	-5.5%	232	-2.3K	-52	0.50	127.93	N/A	N/A	4	2	4	2