RWO Options History — February 2023 In February 2023, RWO traded between $42.52 and $45.91. ATM implied volatility averaged 25.7%, placing in the 26.5% IV rank vs the trailing year. The 30-day expected move averaged 7.1%. IV traded above realized volatility by 9.5% (HV 20d: 16.3%). Max pain ranged from $42.00 to $42.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 3 of 19 days.
Notable Days 2023-02-02 : Highest Volume — 11 contracts2023-02-08 : Largest IV drop — 28.0% change2023-02-06 : Highest IV Rank — 41.0%2023-02-23 : Largest Expected Move — 8.7%Monthly Statistics Metric Avg Min Max Open Close Price $44.06 $42.52 $45.91 $45.23 $42.77 Max Pain $42.00 $42.00 $42.00 $42.00 $42.00 ATM IV 25.7% 20.0% 31.8% 22.4% 29.2% Expected Move 7.1% 5.7% 8.7% 6.4% 8.4% HV 20d 16.3% 14.5% 19.5% 19.5% 14.9% HV 60d 20.1% 18.4% 23.5% 23.2% 18.4% IV Rank 26.5% 12.7% 41.0% 18.5% 34.9% IV Percentile 35.6% 6.0% 69.0% 17.5% 56.3% Term Structure -3.4% -9.7% 9.5% 0.6% -6.6% Skew 25d 3.1% -6.0% 7.5% -6.0% 6.6% Skew 10d 7.4% -4.3% 19.0% -4.3% 2.9% Call IV 25d 25.1% 19.8% 33.1% 28.7% 26.8% Put IV 25d 28.2% 22.4% 33.5% 22.7% 33.5% Bid-Ask Spread % 133.81 118.12 152.16 124.58 134.28 Gamma HHI 0.17 0.17 0.19 0.19 0.18 Net GEX -4.6K -8.0K -1.4K -4.7K -1.4K Net DEX -192.5K -325.5K -87.4K -260.5K -119.7K Net VEX -2.1K -2.3K -1.9K -2.0K -2.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 1.316 0 11 0 1 Total OI 249.789 240 252 240 246
Daily Data (19 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 2023-02-01 $45.23 $42.00 22.4% 6.4% 19.5% 18.5% 0.0% -6.0% 0.6% -4.7K -260.5K -2.0K 0.00 124.58 N/A N/A 0 0 127 113 2023-02-02 $45.91 $0.00 24.8% 5.9% 19.5% 24.3% 0.0% 4.9% -3.7% -6.2K -325.5K -1.9K 0.00 120.60 N/A N/A 0 11 127 113 2023-02-03 $45.08 $0.00 25.8% 6.9% 19.1% 26.7% 0.0% 6.7% -4.9% -5.7K -264.1K -2.1K 0.00 120.41 N/A N/A 0 0 127 124 2023-02-06 $44.88 $0.00 31.8% 7.7% 18.1% 41.0% 0.0% 2.9% -9.3% -5.7K -237.2K -2.1K 0.00 137.35 N/A N/A 0 0 127 124 2023-02-07 $44.89 $0.00 27.7% 6.6% 18.0% 31.3% 0.0% 3.9% -5.8% -6.1K -229.6K -2.2K 0.00 139.52 N/A N/A 0 0 127 124 2023-02-08 $44.64 $0.00 20.0% 5.7% 18.2% 12.7% 0.0% 0.4% -3.2% -6.0K -211.9K -2.3K 0.00 132.66 N/A N/A 0 0 127 124 2023-02-09 $44.23 $0.00 23.5% 6.7% 15.4% 21.1% 0.0% 4.0% -0.4% -5.6K -219.1K -2.2K 0.00 144.25 N/A N/A 0 0 127 124 2023-02-10 $44.23 $0.00 28.3% 8.1% 14.7% 32.6% 0.0% -0.5% -6.1% -3.1K -192.0K -2.2K 0.00 118.12 N/A N/A 0 0 127 124 2023-02-13 $44.53 $0.00 23.4% 6.7% 14.7% 20.9% 0.0% 4.8% -6.4% -3.6K -225.9K -2.1K 0.00 128.74 N/A N/A 0 1 127 124 2023-02-14 $44.34 $0.00 26.0% 7.4% 14.9% 27.1% 0.0% 5.1% -5.9% -4.9K -213.9K -2.2K 0.00 127.36 N/A N/A 0 0 127 125 2023-02-15 $44.16 $0.00 23.6% 6.8% 14.6% 21.5% 0.0% 0.4% -4.3% -4.0K -186.7K -2.1K 0.00 150.69 N/A N/A 0 0 127 125 2023-02-16 $43.95 $0.00 23.4% 6.7% 14.6% 20.9% 0.0% 2.4% 9.5% -4.7K -188.2K -2.1K 0.00 148.04 N/A N/A 0 0 127 125 2023-02-17 $43.88 $0.00 25.6% 7.3% 14.5% 26.2% 0.0% 5.2% 8.4% -2.4K -178.3K -2.1K 0.00 152.16 N/A N/A 0 6 127 125 2023-02-21 $43.19 $0.00 25.5% 7.3% 15.2% 25.9% 0.0% -2.3% -2.9% -4.3K -141.3K -2.2K 0.00 145.11 N/A N/A 0 0 126 125 2023-02-22 $42.75 $0.00 28.6% 8.2% 15.4% 33.5% 0.0% 7.5% -9.1% -2.6K -118.3K -2.2K 0.00 137.89 N/A N/A 0 0 126 125 2023-02-23 $43.19 $0.00 30.3% 8.7% 15.9% 37.4% 0.0% 5.5% -9.7% -8.0K -156.5K -2.0K 0.00 126.51 N/A N/A 0 0 126 125 2023-02-24 $42.52 $0.00 22.1% 6.3% 16.5% 17.8% 0.0% 5.1% -2.4% -5.5K -87.4K -2.1K 0.00 119.33 N/A N/A 0 0 126 125 2023-02-27 $42.68 $0.00 27.0% 7.7% 15.2% 29.5% 0.0% 2.3% -1.6% -3.1K -100.6K -2.2K 0.00 134.86 N/A N/A 0 6 126 125 2023-02-28 $42.77 $0.00 29.2% 8.4% 14.9% 34.9% 0.0% 6.6% -6.6% -1.4K -119.7K -2.0K 0.00 134.28 N/A N/A 0 1 126 120
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