RWO Options History — December 2022

In December 2022, RWO traded between $40.21 and $43.08. ATM implied volatility averaged 33.6%, placing in the 52.5% IV rank vs the trailing year. The 30-day expected move averaged 7.8%. IV traded above realized volatility by 11.9% (HV 20d: 21.7%). Max pain ranged from $43.00 to $43.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 0 of 21 days. Put/call ratio averaged 0.00.

Notable Days

2022-12-08: Highest Volume — 4 contracts
2022-12-14: Largest IV drop — 38.9% change
2022-12-08: Highest IV Rank — 92.2%
2022-12-01: Largest Expected Move — 9.3%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.63	$40.21	$43.08	$42.79	$40.81
Max Pain	$43.00	$43.00	$43.00	$43.00	$43.00
ATM IV	33.6%	23.8%	52.6%	32.5%	31.0%
Expected Move	7.8%	6.6%	9.3%	9.3%	8.9%
HV 20d	21.7%	17.0%	29.3%	28.9%	19.6%
HV 60d	26.7%	25.2%	28.2%	28.2%	25.3%
IV Rank	52.5%	31.8%	92.2%	50.1%	46.9%
IV Percentile	66.6%	31.3%	99.6%	73.4%	65.1%
Term Structure	-3.0%	-8.6%	-0.1%	-8.6%	-5.9%
Skew 25d	3.3%	0.5%	7.2%	7.2%	2.7%
Skew 10d	10.8%	-4.9%	22.4%	18.6%	3.6%
Call IV 25d	28.8%	22.6%	35.8%	31.5%	34.6%
Put IV 25d	32.1%	25.5%	39.5%	38.6%	37.3%
Bid-Ask Spread %	164.61	146.24	179.86	146.24	164.24
Gamma HHI	0.78	0.51	1.00	0.54	1.00
Net GEX	24	-979	489	415	160
Net DEX	-620	-4.4K	14.7K	-4.4K	-1.8K
Net VEX	-9	-19	-6	-11	-6
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.00	0.00	0.00	0.00	0.00
Total Volume	0.476	0	4	0	0
Total OI	2.714	1	6	2	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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-12-01	$42.79	$43.00	32.5%	9.3%	28.9%	50.1%	0.0%	7.2%	-8.6%	415	-4.4K	-11	146.24	N/A	N/A	0	0	2	0
2022-12-02	$42.80	$43.00	29.2%	8.4%	28.7%	43.2%	0.0%	3.6%	-1.9%	489	-4.4K	-11	152.81	N/A	N/A	1	0	2	0
2022-12-05	$42.10	$0.00	35.3%	6.9%	29.1%	56.1%	0.0%	1.8%	-2.7%	457	-4.0K	-10	170.31	N/A	N/A	0	0	2	0
2022-12-06	$41.81	$0.00	40.4%	7.4%	29.3%	66.7%	0.0%	2.0%	-1.6%	386	-3.7K	-10	172.41	N/A	N/A	0	0	2	0
2022-12-07	$41.96	$0.00	46.9%	6.6%	29.2%	80.3%	0.0%	3.0%	-1.0%	409	-3.6K	-10	162.80	N/A	N/A	0	0	2	0
2022-12-08	$42.30	$0.00	52.6%	7.5%	28.6%	92.2%	0.0%	3.0%	-2.2%	388	-4.1K	-10	172.81	N/A	N/A	0	4	2	0
2022-12-09	$42.28	$0.00	46.6%	7.7%	17.5%	79.6%	0.0%	3.2%	-2.8%	-631	3.2K	-19	170.49	N/A	N/A	0	0	2	4
2022-12-12	$42.30	$0.00	49.6%	7.4%	17.4%	86.0%	0.0%	4.3%	-1.3%	-979	3.4K	-16	170.74	N/A	N/A	0	0	2	4
2022-12-13	$43.08	$0.00	43.2%	7.2%	17.1%	72.6%	0.0%	3.6%	-1.6%	-706	215	-14	169.17	N/A	N/A	1	0	2	4
2022-12-14	$42.99	$0.00	26.4%	7.6%	17.0%	37.4%	0.0%	5.0%	-2.8%	-548	1.2K	-13	172.86	N/A	N/A	0	0	2	4
2022-12-15	$42.33	$0.00	26.1%	7.5%	17.7%	36.7%	0.0%	2.6%	-1.9%	-815	3.4K	-11	173.55	N/A	N/A	0	0	2	4
2022-12-16	$41.56	$0.00	31.0%	8.9%	18.6%	47.0%	0.0%	3.7%	-4.2%	140	14.7K	-7	179.86	N/A	N/A	0	4	2	4
2022-12-19	$40.47	$0.00	28.7%	8.2%	20.1%	42.2%	0.0%	0.5%	-4.3%	155	-1.4K	-6	165.71	N/A	N/A	0	0	1	0
2022-12-20	$40.38	$0.00	28.0%	8.0%	20.1%	40.7%	0.0%	4.3%	-2.0%	160	-1.6K	-6	164.43	N/A	N/A	0	0	1	0
2022-12-21	$40.68	$0.00	27.5%	7.9%	20.2%	39.7%	0.0%	2.5%	-4.2%	164	-1.7K	-6	165.54	N/A	N/A	0	0	1	0
2022-12-22	$40.48	$0.00	24.2%	6.9%	20.2%	32.7%	0.0%	3.4%	-2.4%	182	-1.5K	-6	152.27	N/A	N/A	0	0	1	0
2022-12-23	$40.81	$0.00	23.8%	6.8%	20.2%	31.8%	0.0%	3.1%	-2.5%	182	-1.7K	-6	154.71	N/A	N/A	0	0	1	0
2022-12-27	$40.92	$0.00	23.8%	6.8%	18.8%	32.0%	0.0%	4.1%	-0.1%	183	-1.8K	-6	155.95	N/A	N/A	0	0	1	0
2022-12-28	$40.21	$0.00	30.1%	8.6%	18.8%	45.2%	0.0%	1.4%	-4.9%	158	-1.5K	-6	156.75	N/A	N/A	0	0	1	0
2022-12-29	$41.09	$0.00	29.2%	8.4%	19.5%	43.2%	0.0%	3.6%	-4.5%	165	-1.9K	-6	163.23	N/A	N/A	0	0	1	0
2022-12-30	$40.81	$0.00	31.0%	8.9%	19.6%	46.9%	0.0%	2.7%	-5.9%	160	-1.8K	-6	164.24	N/A	N/A	0	0	1	0