RWO Options History — October 2022

In October 2022, RWO traded between $37.18 and $40.36. ATM implied volatility averaged 38.4%, placing in the 62.4% IV rank vs the trailing year. The 30-day expected move averaged 10.3%. IV traded above realized volatility by 10.6% (HV 20d: 27.8%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.86.

Notable Days

2022-10-06: Highest Volume — 10 contracts
2022-10-17: Largest IV spike — 45.7% change
2022-10-10: Highest IV Rank — 84.7%
2022-10-24: Largest Expected Move — 13.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$38.58	$37.18	$40.36	$39.39	$40.18
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	38.4%	25.6%	49.0%	35.3%	33.9%
Expected Move	10.3%	7.3%	13.5%	10.1%	9.7%
HV 20d	27.8%	24.8%	30.2%	28.0%	26.9%
HV 60d	23.5%	22.2%	24.9%	22.2%	24.9%
IV Rank	62.4%	35.6%	84.7%	56.0%	53.1%
IV Percentile	89.9%	55.6%	99.2%	92.5%	82.9%
Term Structure	-4.5%	-17.8%	13.8%	-9.4%	-11.5%
VWIV	40.3%	29.9%	53.1%	31.7%	48.0%
Skew 25d	6.8%	-5.3%	16.5%	9.0%	8.8%
Skew 10d	10.2%	-8.6%	39.9%	15.5%	4.5%
Call IV 25d	38.9%	24.7%	52.4%	38.9%	46.0%
Put IV 25d	45.7%	31.3%	59.3%	47.8%	54.8%
Bid-Ask Spread %	116.21	105.67	126.71	124.69	122.95
Gamma HHI	0.32	0.24	0.46	0.39	0.38
Net GEX	-254	-726	188	65	-31
Net DEX	4.2K	-1.1K	10.5K	-1.1K	1.0K
Net VEX	-30	-44	-20	-30	-20
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.86	0.40	1.00	0.40	0.80
Total Volume	9.286	7	10	7	9
Total OI	9.619	7	12	7	9

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
2022-10-03	$39.39	$0.00	35.3%	10.1%	28.0%	56.0%	0.0%	9.0%	-9.4%	65	-1.1K	-30	0.40	124.69	N/A	N/A	5	2	5	2
2022-10-04	$39.95	$0.00	35.1%	10.1%	28.6%	55.6%	0.0%	6.0%	-17.7%	188	-864	-27	0.80	118.53	N/A	N/A	5	4	5	2
2022-10-05	$39.28	$0.00	35.9%	10.3%	27.7%	57.3%	0.0%	-5.3%	-17.0%	-210	2.9K	-33	0.80	117.43	N/A	N/A	5	4	5	4
2022-10-06	$38.44	$40.00	38.3%	8.2%	28.1%	62.2%	31.7%	6.5%	0.8%	-237	4.0K	-31	1.00	106.11	N/A	N/A	5	5	5	4
2022-10-07	$37.57	$40.00	40.6%	8.7%	27.1%	67.0%	29.9%	6.7%	-1.5%	-726	10.5K	-44	0.80	109.22	N/A	N/A	5	4	5	7
2022-10-10	$37.42	$40.00	49.0%	8.1%	26.3%	84.7%	38.0%	3.5%	7.8%	-334	6.5K	-35	0.80	107.31	N/A	N/A	5	4	5	5
2022-10-11	$37.61	$40.00	43.9%	9.0%	24.8%	74.0%	34.7%	7.2%	-8.3%	-374	5.7K	-33	0.80	109.36	N/A	N/A	5	4	5	5
2022-10-12	$37.54	$40.00	30.9%	8.9%	24.9%	46.8%	37.3%	1.5%	-5.8%	-291	6.2K	-36	0.80	124.99	N/A	N/A	5	4	5	5
2022-10-13	$37.90	$40.00	31.2%	9.0%	25.6%	47.5%	30.7%	10.5%	-5.0%	-579	8.6K	-27	1.00	126.71	N/A	N/A	5	5	5	5
2022-10-14	$37.18	$40.00	25.6%	7.3%	25.9%	35.6%	32.9%	5.0%	2.0%	-424	6.5K	-35	1.00	115.63	N/A	N/A	5	5	5	6
2022-10-17	$38.43	$40.00	37.3%	10.7%	29.4%	60.1%	34.5%	-3.9%	-14.9%	-453	6.3K	-33	1.00	105.67	N/A	N/A	5	5	5	6
2022-10-18	$38.61	$40.00	42.8%	12.3%	29.1%	71.6%	40.8%	13.4%	-17.8%	-351	5.0K	-35	1.00	115.29	N/A	N/A	5	5	5	6
2022-10-19	$37.66	$40.00	42.9%	12.3%	29.9%	71.8%	39.2%	16.5%	-10.3%	-475	6.6K	-33	1.00	108.14	N/A	N/A	5	5	5	6
2022-10-20	$37.79	$40.00	43.8%	12.6%	29.9%	73.8%	51.3%	10.9%	4.1%	-287	4.0K	-28	1.00	119.46	N/A	N/A	5	5	5	5
2022-10-21	$38.06	$40.00	44.5%	12.7%	29.5%	75.2%	49.1%	8.8%	13.8%	-329	4.9K	-26	1.00	116.99	N/A	N/A	5	5	5	5
2022-10-24	$38.02	$40.00	47.2%	13.5%	28.0%	80.8%	53.1%	6.9%	7.0%	-165	3.9K	-25	0.80	119.13	N/A	N/A	5	4	5	4
2022-10-25	$39.48	$40.00	39.1%	11.2%	30.2%	64.0%	42.1%	-1.0%	3.6%	-129	2.6K	-24	0.80	113.96	N/A	N/A	5	4	5	4
2022-10-26	$39.62	$40.00	40.1%	11.5%	29.1%	66.0%	47.8%	6.9%	-10.2%	-51	1.4K	-25	0.80	116.77	N/A	N/A	5	4	5	4
2022-10-27	$39.78	$40.00	33.0%	9.5%	27.5%	51.2%	39.8%	9.4%	-2.6%	-53	1.5K	-21	0.80	119.26	N/A	N/A	5	4	5	4
2022-10-28	$40.36	$40.00	35.2%	10.1%	27.2%	55.8%	45.3%	14.8%	-1.6%	-92	1.2K	-20	0.80	122.84	N/A	N/A	5	4	5	4
2022-10-31	$40.18	$40.00	33.9%	9.7%	26.9%	53.1%	48.0%	8.8%	-11.5%	-31	1.0K	-20	0.80	122.95	N/A	N/A	5	4	5	4