RWO Options History — September 2022

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

In September 2022, RWO traded between $38.09 and $45.89. ATM implied volatility averaged 32.4%, placing in the 52.7% IV rank vs the trailing year. The 30-day expected move averaged 7.9%. IV traded above realized volatility by 10.9% (HV 20d: 21.5%). Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 0.31.

Notable Days

2022-09-26: Highest Volume — 7 contracts
2022-09-12: Largest IV spike — 53.5% change
2022-09-13: Highest IV Rank — 100.0%
2022-09-30: Largest Expected Move — 11.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$42.29	$38.09	$45.89	$44.14	$38.82
ATM IV	32.4%	20.8%	56.3%	32.6%	39.2%
Expected Move	7.9%	6.0%	11.2%	9.4%	11.2%
HV 20d	21.5%	17.7%	27.0%	19.3%	27.0%
HV 60d	19.9%	17.9%	21.9%	21.6%	21.9%
IV Rank	52.7%	25.6%	100.0%	58.2%	64.1%
IV Percentile	78.4%	30.6%	100.0%	88.1%	94.8%
Term Structure	-4.4%	-16.8%	4.8%	-13.9%	-5.0%
Skew 25d	7.4%	-6.8%	24.8%	12.8%	20.3%
Skew 10d	4.7%	-9.4%	37.4%	-9.4%	37.4%
Call IV 25d	29.4%	22.0%	40.3%	27.6%	37.1%
Put IV 25d	36.8%	25.4%	57.3%	40.4%	57.3%
Bid-Ask Spread %	130.43	117.49	142.67	127.12	124.22
Gamma HHI	0.65	0.37	0.84	0.75	0.40
Net GEX	452	-8	922	520	59
Net DEX	-5.5K	-11.9K	2.6K	-8.1K	1.1K
Net VEX	-31	-39	-19	-39	-26
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.20	0.40	0.20	0.40
Total Volume	2.81	0	7	0	7
Total OI	6.19	6	7	6	7

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
2022-09-01	$44.14	$0.00	32.6%	9.4%	19.3%	58.2%	0.0%	12.8%	-13.9%	520	-8.1K	-39	0.00	127.12	N/A	N/A	0	0	5	1
2022-09-02	$43.90	$0.00	32.8%	9.4%	19.3%	58.7%	0.0%	3.5%	-11.9%	490	-7.9K	-39	0.00	141.25	N/A	N/A	0	0	5	1
2022-09-06	$44.15	$0.00	34.3%	7.2%	19.0%	62.2%	0.0%	3.3%	1.9%	540	-8.5K	-38	0.20	130.10	N/A	N/A	5	1	5	1
2022-09-07	$44.89	$0.00	32.8%	7.4%	20.2%	58.6%	0.0%	9.8%	-0.6%	623	-9.2K	-37	0.20	126.88	N/A	N/A	5	1	5	1
2022-09-08	$44.76	$0.00	37.2%	6.7%	17.7%	69.1%	0.0%	4.9%	-1.4%	681	-10.1K	-35	0.00	133.01	N/A	N/A	0	0	5	1
2022-09-09	$45.52	$0.00	30.4%	6.0%	19.2%	52.8%	0.0%	7.5%	-4.7%	922	-11.6K	-32	0.00	138.54	N/A	N/A	0	0	5	1
2022-09-12	$45.89	$0.00	46.7%	6.2%	18.6%	92.1%	0.0%	-2.9%	-1.0%	668	-11.9K	-32	0.00	142.53	N/A	N/A	0	0	5	1
2022-09-13	$44.21	$0.00	56.3%	6.1%	22.1%	100.0%	0.0%	-0.8%	2.2%	523	-9.4K	-36	0.20	133.62	N/A	N/A	5	1	5	1
2022-09-14	$43.98	$0.00	26.3%	7.5%	22.1%	37.2%	0.0%	7.6%	-4.4%	633	-8.1K	-35	0.00	142.67	N/A	N/A	0	0	5	1
2022-09-15	$43.86	$0.00	23.7%	6.8%	21.7%	31.7%	0.0%	-0.3%	-11.8%	616	-7.3K	-33	0.00	134.26	N/A	N/A	0	0	5	1
2022-09-16	$43.26	$0.00	25.8%	7.4%	21.8%	36.0%	0.0%	11.5%	-1.5%	545	-6.5K	-34	0.20	125.02	N/A	N/A	5	1	5	1
2022-09-19	$42.66	$0.00	25.1%	7.2%	21.8%	34.7%	0.0%	5.5%	-1.8%	531	-6.6K	-34	0.00	138.57	N/A	N/A	0	0	5	1
2022-09-20	$41.82	$0.00	20.8%	6.0%	21.8%	25.6%	0.0%	12.5%	4.8%	534	-3.5K	-28	0.00	122.28	N/A	N/A	0	0	5	1
2022-09-21	$41.23	$0.00	30.4%	8.7%	22.0%	45.7%	0.0%	5.5%	-3.6%	494	-4.5K	-30	0.00	142.19	N/A	N/A	0	0	5	1
2022-09-22	$40.86	$0.00	27.9%	8.0%	21.7%	40.6%	0.0%	-6.8%	-5.2%	381	-3.2K	-29	0.00	126.77	N/A	N/A	0	0	5	1
2022-09-23	$40.01	$0.00	27.4%	7.8%	21.3%	39.4%	0.0%	24.8%	-16.8%	292	-1.7K	-25	0.00	125.35	N/A	N/A	0	0	5	1
2022-09-26	$38.94	$0.00	29.6%	8.5%	21.9%	44.0%	0.0%	4.7%	-2.6%	260	-1.7K	-25	0.40	120.06	N/A	N/A	5	2	5	1
2022-09-27	$38.14	$0.00	34.7%	9.9%	22.3%	54.7%	0.0%	22.4%	1.8%	117	102	-28	0.40	117.49	N/A	N/A	5	2	5	2
2022-09-28	$39.04	$0.00	33.1%	9.5%	24.8%	51.5%	0.0%	1.2%	-6.2%	-8	2.6K	-19	0.40	126.59	N/A	N/A	5	2	5	2
2022-09-29	$38.09	$0.00	32.3%	9.2%	25.3%	49.6%	0.0%	8.2%	-9.9%	81	896	-26	0.40	120.45	N/A	N/A	5	2	5	2
2022-09-30	$38.82	$0.00	39.2%	11.2%	27.0%	64.1%	0.0%	20.3%	-5.0%	59	1.1K	-26	0.40	124.22	N/A	N/A	5	2	5	2