RWO Options History — August 2022

In August 2022, RWO traded between $44.69 and $48.81. ATM implied volatility averaged 25.5%, placing in the 41.0% IV rank vs the trailing year. The 30-day expected move averaged 6.9%. IV traded above realized volatility by 8.1% (HV 20d: 17.5%). Max pain ranged from $51.00 to $51.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 5 of 23 days. Put/call ratio averaged 0.54.

Notable Days

  • 2022-08-01: Highest Volume — 8 contracts
  • 2022-08-17: Largest IV spike — 50.6% change
  • 2022-08-02: Highest IV Rank — 63.4%
  • 2022-08-02: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$46.97$44.69$48.81$47.39$44.69
Max Pain$51.00$51.00$51.00$51.00$51.00
ATM IV25.5%15.0%34.8%23.3%30.7%
Expected Move6.9%4.3%10.0%6.7%8.8%
HV 20d17.5%15.1%19.6%16.7%19.0%
HV 60d21.2%20.4%22.9%22.9%21.6%
IV Rank41.0%15.7%63.4%35.6%53.6%
IV Percentile60.8%3.2%93.7%57.1%83.3%
Term Structure-2.0%-11.5%14.3%-1.1%-11.5%
VWIV37.1%30.8%42.6%30.8%42.6%
Skew 25d5.6%-4.7%18.6%2.1%14.5%
Skew 10d5.8%-6.0%20.9%3.2%-6.0%
Call IV 25d24.6%11.9%36.8%30.4%27.3%
Put IV 25d30.2%17.2%41.7%32.5%41.7%
Bid-Ask Spread %136.55121.70147.26126.47132.79
Gamma HHI0.510.370.780.380.70
Net GEX3177723136522
Net DEX-7.4K-12.3K-3.3K-5.8K-9.3K
Net VEX-41-50-30-47-40
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.200.600.600.20
Total Volume2.3480886
Total OI7.3046886

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$47.39$51.0023.3%6.7%16.7%35.6%30.8%2.1%-1.1%136-5.8K-470.60126.47N/AN/A5353
2022-08-02$46.83$51.0034.8%10.0%17.0%63.4%37.8%3.1%-9.9%149-4.6K-500.60129.88N/AN/A5353
2022-08-03$46.89$51.0030.5%8.8%17.0%53.1%42.6%2.6%-5.9%142-4.5K-500.60134.16N/AN/A5353
2022-08-04$46.71$0.0031.5%6.7%17.1%55.3%0.0%10.7%3.5%204-3.8K-500.60143.42N/AN/A5353
2022-08-05$46.62$0.0030.1%6.9%17.0%52.2%0.0%-0.1%-0.7%334-3.3K-460.60121.70N/AN/A5353
2022-08-08$47.09$0.0029.6%5.8%16.5%50.9%0.0%9.7%-0.7%240-3.9K-460.60137.18N/AN/A5353
2022-08-09$47.11$0.0032.9%6.6%16.4%58.8%0.0%4.3%-3.1%275-3.8K-470.00144.47N/AN/A0053
2022-08-10$48.24$0.0016.5%4.7%17.8%19.2%0.0%1.7%-1.7%240-7.1K-300.00132.86N/AN/A0053
2022-08-11$48.01$0.0020.9%6.0%16.8%29.8%0.0%6.0%-6.0%100-5.9K-420.00134.30N/AN/A0053
2022-08-12$48.66$0.0019.6%5.6%16.7%26.8%0.0%15.8%-2.5%7-7.1K-400.00137.35N/AN/A0053
2022-08-15$48.81$0.0020.4%5.8%16.6%28.6%0.0%5.0%-0.1%17-7.9K-330.00135.69N/AN/A0053
2022-08-16$48.75$0.0015.0%4.3%15.1%15.7%0.0%5.2%-0.4%32-7.0K-340.00133.98N/AN/A0053
2022-08-17$47.95$0.0022.6%6.5%16.7%34.0%0.0%2.4%-2.2%130-6.5K-370.00146.16N/AN/A0053
2022-08-18$47.95$0.0026.0%7.5%16.7%42.3%0.0%9.8%5.0%550-6.4K-330.00138.35N/AN/A0053
2022-08-19$47.25$0.0022.2%6.4%17.7%33.1%0.0%2.8%14.3%439-4.2K-400.00125.13N/AN/A0053
2022-08-22$46.34$0.0026.1%7.5%19.2%42.5%0.0%2.6%-6.1%485-11.8K-420.00140.49N/AN/A0051
2022-08-23$45.87$0.0023.1%6.6%19.6%35.2%0.0%-4.1%2.7%584-11.7K-390.00143.02N/AN/A0051
2022-08-24$46.09$0.0023.3%6.7%19.4%35.6%0.0%9.3%-2.4%723-11.9K-360.00126.93N/AN/A0051
2022-08-25$46.62$0.0027.5%7.9%17.6%45.8%0.0%18.6%-0.8%499-12.3K-400.00147.26N/AN/A0051
2022-08-26$45.63$0.0021.1%6.0%18.5%30.2%0.0%2.0%0.4%456-11.3K-410.00143.53N/AN/A0051
2022-08-29$45.37$0.0027.7%7.9%18.4%46.1%0.0%-4.7%-9.3%522-10.4K-380.00138.76N/AN/A0051
2022-08-30$45.48$0.0031.7%9.1%18.1%56.0%0.0%9.8%-8.2%514-10.4K-390.00146.84N/AN/A0051
2022-08-31$44.69$0.0030.7%8.8%19.0%53.6%0.0%14.5%-11.5%522-9.3K-400.20132.79N/AN/A5151