RWO Options History — November 2022

In November 2022, RWO traded between $39.16 and $42.80. ATM implied volatility averaged 32.1%, placing in the 49.3% IV rank vs the trailing year. The 30-day expected move averaged 8.6%. IV traded above realized volatility by 3.4% (HV 20d: 28.7%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 1.91.

Notable Days

2022-11-18: Highest Volume — 31 contracts
2022-11-09: Largest IV drop — 31.4% change
2022-11-07: Highest IV Rank — 70.4%
2022-11-02: Largest Expected Move — 11.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.26	$39.16	$42.80	$40.17	$42.80
Max Pain	$40.00	$40.00	$40.00	$40.00	$40.00
ATM IV	32.1%	21.4%	42.2%	36.1%	29.6%
Expected Move	8.6%	6.1%	11.7%	10.3%	8.5%
HV 20d	28.7%	24.5%	33.3%	26.4%	30.1%
HV 60d	27.0%	24.4%	28.4%	24.8%	28.4%
IV Rank	49.3%	26.9%	70.4%	57.6%	44.1%
IV Percentile	70.2%	24.2%	94.4%	88.5%	63.1%
Term Structure	-4.1%	-8.9%	1.4%	0.6%	-5.7%
VWIV	42.3%	27.9%	50.4%	50.4%	27.9%
Skew 25d	5.7%	-0.6%	13.3%	2.9%	5.3%
Skew 10d	11.1%	-3.0%	29.0%	3.7%	4.3%
Call IV 25d	33.6%	23.2%	47.8%	47.0%	30.7%
Put IV 25d	39.3%	27.2%	54.5%	49.9%	35.9%
Bid-Ask Spread %	135.67	123.60	152.17	125.36	143.04
Gamma HHI	0.62	0.35	1.00	0.39	1.00
Net GEX	-62	-1.1K	323	58	166
Net DEX	-153	-2.3K	3.8K	186	-2.3K
Net VEX	-10	-20	0	-16	-8
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.91	0.00	5.00	0.80	0.00
Total Volume	11.952	0	31	9	1
Total OI	13.286	1	43	9	1

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
2022-11-01	$40.17	$40.00	36.1%	10.3%	26.4%	57.6%	50.4%	2.9%	0.6%	58	186	-16	0.80	125.36	N/A	N/A	5	4	5	4
2022-11-02	$39.39	$40.00	40.7%	11.7%	26.7%	67.2%	48.7%	6.7%	-0.5%	19	713	-20	0.80	125.11	N/A	N/A	5	4	5	4
2022-11-03	$39.16	$0.00	40.0%	8.1%	25.5%	65.7%	0.0%	-0.1%	-7.2%	-262	3.8K	-16	0.80	136.98	N/A	N/A	5	4	5	4
2022-11-04	$39.88	$0.00	33.1%	8.2%	24.6%	51.4%	0.0%	9.9%	-6.4%	-288	2.7K	-14	0.80	131.76	N/A	N/A	5	4	5	4
2022-11-07	$39.87	$0.00	42.2%	8.1%	24.5%	70.4%	0.0%	6.2%	-3.3%	-184	2.4K	-14	0.80	127.14	N/A	N/A	5	4	5	4
2022-11-08	$40.26	$0.00	42.1%	8.7%	24.6%	70.2%	0.0%	11.7%	-6.0%	-143	1.7K	-12	0.80	134.33	N/A	N/A	5	4	5	4
2022-11-09	$39.69	$0.00	28.9%	8.3%	25.3%	42.5%	0.0%	2.4%	-3.6%	-241	3.7K	-12	2.60	125.62	N/A	N/A	5	13	5	4
2022-11-10	$42.30	$0.00	23.1%	6.6%	33.3%	30.4%	0.0%	4.0%	-0.3%	-405	-1.8K	-12	2.60	140.16	N/A	N/A	5	13	5	15
2022-11-11	$42.51	$0.00	21.4%	6.1%	32.0%	26.9%	0.0%	4.1%	0.5%	323	-2.3K	-16	2.60	128.20	N/A	N/A	5	13	5	15
2022-11-14	$41.71	$0.00	27.1%	7.8%	31.6%	38.8%	0.0%	10.3%	-4.8%	-165	938	-11	2.60	123.60	N/A	N/A	5	13	5	15
2022-11-15	$42.01	$0.00	29.8%	8.5%	31.6%	44.5%	0.0%	-0.6%	1.4%	20	-23	-11	5.00	134.81	N/A	N/A	5	25	5	15
2022-11-16	$41.67	$0.00	32.9%	9.4%	30.1%	51.0%	0.0%	2.0%	-6.0%	133	57	-2	5.00	130.31	N/A	N/A	5	25	5	38
2022-11-17	$41.23	$0.00	29.6%	8.5%	30.6%	44.0%	0.0%	11.3%	-5.9%	-1.1K	-140	-2	5.00	140.25	N/A	N/A	5	25	5	38
2022-11-18	$41.83	$0.00	32.2%	9.2%	30.8%	49.5%	0.0%	4.7%	-4.5%	-52	42	0	4.17	125.67	N/A	N/A	6	25	5	38
2022-11-21	$41.87	$0.00	33.0%	9.5%	30.8%	51.2%	0.0%	8.3%	-8.9%	134	-2.2K	-8	0.00	141.97	N/A	N/A	1	0	1	0
2022-11-22	$42.12	$0.00	25.1%	7.2%	28.2%	34.6%	0.0%	5.6%	-0.0%	153	-2.2K	-8	0.00	140.09	N/A	N/A	1	0	1	0
2022-11-23	$42.08	$0.00	31.1%	8.9%	28.3%	47.1%	0.0%	13.3%	-5.2%	118	-2.2K	-8	0.00	152.17	N/A	N/A	1	0	1	0
2022-11-25	$42.41	$0.00	31.1%	8.9%	28.3%	47.1%	0.0%	4.4%	-5.4%	118	-2.3K	-8	0.00	147.62	N/A	N/A	0	0	1	0
2022-11-28	$41.48	$0.00	33.0%	9.5%	29.4%	51.3%	0.0%	3.4%	-7.6%	156	-1.9K	-8	0.00	146.60	N/A	N/A	0	0	1	0
2022-11-29	$42.08	$0.00	32.8%	9.4%	29.6%	50.7%	0.0%	5.0%	-6.5%	151	-2.2K	-8	0.00	148.29	N/A	N/A	0	0	1	0
2022-11-30	$42.80	$0.00	29.6%	8.5%	30.1%	44.1%	27.9%	5.3%	-5.7%	166	-2.3K	-8	0.00	143.04	N/A	N/A	1	0	1	0