RWO Options History — July 2022

In July 2022, RWO traded between $43.24 and $47.77. ATM implied volatility averaged 31.9%, placing in the 56.4% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 12.0% (HV 20d: 19.9%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.68.

Notable Days

2022-07-29: Highest Volume — 8 contracts
2022-07-13: Largest IV drop — 49.6% change
2022-07-12: Highest IV Rank — 95.4%
2022-07-19: Largest Expected Move — 9.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$44.91	$43.24	$47.77	$44.64	$47.77
Max Pain	$51.00	$51.00	$51.00	$51.00	$51.00
ATM IV	31.9%	22.8%	48.0%	27.5%	23.7%
Expected Move	7.9%	6.5%	9.6%	7.9%	6.8%
HV 20d	19.9%	14.7%	27.2%	27.1%	16.6%
HV 60d	23.6%	22.9%	24.0%	23.6%	23.0%
IV Rank	56.4%	34.4%	95.4%	45.8%	36.6%
IV Percentile	83.3%	56.7%	99.2%	81.3%	58.3%
Term Structure	-1.8%	-12.6%	7.0%	-1.0%	-12.6%
VWIV	34.8%	27.5%	49.5%	33.9%	31.8%
Skew 25d	8.4%	1.3%	19.1%	17.5%	8.8%
Skew 10d	5.1%	-5.0%	29.6%	2.5%	4.2%
Call IV 25d	28.4%	18.1%	38.7%	29.6%	21.4%
Put IV 25d	36.8%	25.0%	47.2%	47.2%	30.2%
Bid-Ask Spread %	118.49	95.53	131.79	129.73	131.22
Gamma HHI	0.55	0.44	0.72	0.65	0.44
Net GEX	311	28	474	413	28
Net DEX	-1.8K	-5.1K	1.1K	-2.0K	-5.0K
Net VEX	-49	-57	-41	-49	-44
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.68	0.50	0.75	0.50	0.60
Total Volume	6.8	6	8	6	8
Total OI	6.7	6	7	6	7

Daily Data (20 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
2022-07-01	$44.64	$0.00	27.5%	7.9%	27.1%	45.8%	0.0%	17.5%	-1.0%	413	-2.0K	-49	0.50	129.73	N/A	N/A	4	2	4	2
2022-07-05	$44.23	$51.00	35.9%	7.0%	27.0%	66.1%	33.9%	3.9%	2.3%	355	-938	-46	0.50	116.96	N/A	N/A	4	2	4	2
2022-07-06	$44.45	$51.00	38.0%	8.4%	27.2%	71.3%	31.9%	10.7%	1.6%	336	-2.0K	-49	0.50	119.48	N/A	N/A	4	2	4	2
2022-07-07	$44.68	$51.00	42.2%	7.7%	26.9%	81.3%	29.4%	1.3%	-10.4%	451	-1.7K	-45	0.50	102.00	N/A	N/A	4	2	4	2
2022-07-08	$44.47	$51.00	41.3%	7.4%	26.2%	79.1%	32.9%	6.2%	7.0%	373	-2.1K	-49	0.50	122.53	N/A	N/A	4	2	4	2
2022-07-11	$44.02	$51.00	40.7%	7.0%	25.6%	77.7%	32.1%	8.6%	3.8%	365	-1.4K	-46	0.75	110.55	N/A	N/A	4	3	4	2
2022-07-12	$43.88	$51.00	48.0%	9.0%	25.1%	95.4%	40.2%	19.1%	1.7%	262	-1.1K	-53	0.75	109.30	N/A	N/A	4	3	4	3
2022-07-13	$43.82	$51.00	24.2%	6.9%	16.8%	37.8%	29.6%	7.6%	-3.0%	433	545	-52	0.75	95.53	N/A	N/A	4	3	4	3
2022-07-14	$43.24	$51.00	31.9%	9.2%	17.4%	56.5%	34.7%	15.1%	0.6%	319	1.1K	-51	0.75	100.77	N/A	N/A	4	3	4	3
2022-07-15	$43.89	$51.00	30.1%	8.6%	16.7%	52.1%	42.1%	14.2%	3.8%	305	-773	-57	0.75	105.21	N/A	N/A	4	3	4	3
2022-07-18	$43.88	$51.00	31.4%	9.0%	14.7%	55.3%	49.5%	3.7%	6.7%	249	-189	-52	0.75	124.90	N/A	N/A	4	3	4	3
2022-07-19	$44.98	$51.00	33.5%	9.6%	16.9%	60.2%	36.1%	6.7%	1.0%	210	-1.7K	-50	0.75	125.01	N/A	N/A	4	3	4	3
2022-07-20	$45.03	$51.00	29.9%	8.6%	16.9%	51.6%	36.4%	6.9%	-7.1%	474	-2.6K	-49	0.75	117.09	N/A	N/A	4	3	4	3
2022-07-21	$45.04	$51.00	29.7%	8.5%	16.9%	51.2%	38.1%	10.5%	-4.4%	300	-1.2K	-51	0.75	126.64	N/A	N/A	4	3	4	3
2022-07-22	$45.49	$51.00	22.8%	6.5%	16.6%	34.4%	38.3%	5.5%	-0.8%	295	-3.3K	-48	0.75	127.77	N/A	N/A	4	3	4	3
2022-07-25	$45.70	$51.00	24.3%	7.0%	15.3%	38.1%	27.5%	7.8%	-7.1%	173	-2.2K	-49	0.75	121.21	N/A	N/A	4	3	4	3
2022-07-26	$45.69	$51.00	26.9%	7.7%	15.3%	44.4%	30.5%	1.4%	-3.3%	256	-2.4K	-48	0.75	128.23	N/A	N/A	4	3	4	3
2022-07-27	$46.08	$51.00	27.6%	7.9%	15.3%	46.1%	34.5%	3.1%	-3.4%	344	-2.5K	-45	0.75	131.79	N/A	N/A	4	3	4	3
2022-07-28	$47.24	$51.00	28.0%	8.0%	16.8%	47.0%	31.5%	9.4%	-12.1%	288	-5.1K	-41	0.75	123.81	N/A	N/A	4	3	4	3
2022-07-29	$47.77	$51.00	23.7%	6.8%	16.6%	36.6%	31.8%	8.8%	-12.6%	28	-5.0K	-44	0.60	131.22	N/A	N/A	5	3	4	3