RWO Options History — April 2023

In April 2023, RWO traded between $40.50 and $41.70. ATM implied volatility averaged 22.5%, placing in the 14.2% IV rank vs the trailing year. The 30-day expected move averaged 6.4%. IV traded above realized volatility by 6.0% (HV 20d: 16.5%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.00.

Notable Days

2023-04-14: Highest Volume — 20 contracts
2023-04-19: Largest IV drop — 19.1% change
2023-04-18: Highest IV Rank — 18.7%
2023-04-18: Largest Expected Move — 7.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$41.03	$40.50	$41.70	$41.08	$41.70
Max Pain	$39.00	$39.00	$39.00	$39.00	$39.00
ATM IV	22.5%	18.7%	24.9%	24.5%	24.8%
Expected Move	6.4%	5.4%	7.1%	7.0%	7.1%
HV 20d	16.5%	12.6%	23.2%	23.2%	12.6%
HV 60d	17.9%	17.1%	19.5%	19.5%	17.5%
IV Rank	14.2%	6.9%	18.7%	17.9%	18.3%
IV Percentile	13.9%	1.6%	25.8%	21.8%	24.2%
Term Structure	-1.9%	-7.3%	6.4%	-7.3%	-5.3%
VWIV	20.2%	20.2%	20.2%	20.2%	20.2%
Skew 25d	3.8%	-2.5%	14.4%	10.1%	3.8%
Skew 10d	2.9%	-13.1%	10.2%	2.9%	3.2%
Call IV 25d	21.2%	13.7%	27.9%	18.1%	24.4%
Put IV 25d	25.0%	20.0%	30.7%	28.1%	28.2%
Bid-Ask Spread %	120.57	101.87	159.19	122.27	139.32
Gamma HHI	0.23	0.21	0.28	0.21	0.22
Net GEX	9.3K	3.1K	18.6K	3.1K	8.5K
Net DEX	-99.7K	-152.2K	-58.1K	-105.4K	-152.2K
Net VEX	-1.4K	-1.5K	-1.2K	-1.5K	-1.4K
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	1.316	0	20	0	4
Total OI	230.632	220	241	220	241

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	Spread %	Call Wall	Put Wall	Call Vol	Call OI	Put OI
2023-04-03	$41.08	$0.00	24.5%	7.0%	23.2%	17.9%	0.0%	10.1%	-7.3%	3.1K	-105.4K	-1.5K	122.27	N/A	N/A	0	126	94
2023-04-04	$41.04	$0.00	23.3%	6.7%	22.1%	15.5%	0.0%	1.3%	-4.8%	5.2K	-97.6K	-1.5K	127.94	N/A	N/A	0	126	94
2023-04-05	$40.83	$0.00	22.9%	6.6%	22.0%	14.8%	0.0%	-1.4%	-1.6%	7.1K	-81.4K	-1.5K	117.50	N/A	N/A	0	126	94
2023-04-06	$40.95	$39.00	22.7%	6.2%	20.9%	14.4%	0.0%	1.1%	-3.9%	7.4K	-86.2K	-1.4K	105.35	N/A	N/A	0	126	94
2023-04-10	$41.06	$39.00	24.5%	5.8%	17.7%	17.8%	0.0%	0.4%	2.9%	6.8K	-80.7K	-1.4K	104.77	N/A	N/A	0	126	94
2023-04-11	$41.29	$39.00	21.2%	6.3%	17.3%	11.6%	0.0%	13.2%	-4.3%	4.1K	-89.0K	-1.4K	107.60	N/A	N/A	0	126	94
2023-04-12	$41.07	$39.00	21.5%	6.2%	17.2%	12.2%	0.0%	14.4%	1.4%	3.8K	-107.1K	-1.4K	122.73	N/A	N/A	0	126	94
2023-04-13	$40.95	$39.00	18.7%	5.4%	17.0%	6.9%	0.0%	3.1%	6.4%	8.0K	-104.7K	-1.4K	159.19	N/A	N/A	0	126	94
2023-04-14	$40.53	$39.00	20.3%	5.8%	17.4%	9.9%	0.0%	-2.4%	-2.2%	6.6K	-82.3K	-1.4K	123.17	N/A	N/A	20	126	94
2023-04-17	$41.14	$39.00	21.5%	6.2%	16.5%	12.3%	0.0%	6.3%	-1.8%	11.6K	-94.5K	-1.4K	123.32	N/A	N/A	0	146	94
2023-04-18	$41.14	$39.00	24.9%	7.1%	16.5%	18.7%	0.0%	0.7%	-4.0%	9.4K	-115.4K	-1.5K	122.90	N/A	N/A	0	146	94
2023-04-19	$41.25	$39.00	20.2%	5.8%	16.5%	9.7%	0.0%	6.3%	-1.1%	13.7K	-114.7K	-1.4K	123.47	N/A	N/A	0	146	94
2023-04-20	$40.90	$39.00	23.3%	6.7%	13.5%	15.7%	0.0%	6.9%	0.8%	11.1K	-107.5K	-1.5K	124.21	N/A	N/A	0	146	94
2023-04-21	$41.10	$39.00	24.9%	7.1%	12.9%	18.5%	0.0%	-1.9%	-3.5%	9.6K	-103.5K	-1.4K	124.15	N/A	N/A	0	146	94
2023-04-24	$41.02	$39.00	21.7%	6.2%	12.6%	12.6%	0.0%	0.7%	-5.1%	12.7K	-102.5K	-1.3K	110.05	N/A	N/A	0	146	94
2023-04-25	$40.75	$39.00	24.2%	6.9%	12.8%	17.2%	0.0%	-2.5%	-1.4%	14.8K	-89.2K	-1.4K	117.72	N/A	N/A	0	146	94
2023-04-26	$40.50	$39.00	19.9%	5.7%	12.9%	9.2%	20.2%	4.4%	0.0%	18.6K	-58.1K	-1.2K	113.31	N/A	N/A	1	146	94
2023-04-27	$41.25	$39.00	23.4%	6.7%	12.9%	15.8%	0.0%	7.8%	-0.9%	14.5K	-123.2K	-1.2K	101.87	N/A	N/A	0	147	94
2023-04-28	$41.70	$39.00	24.8%	7.1%	12.6%	18.3%	0.0%	3.8%	-5.3%	8.5K	-152.2K	-1.4K	139.32	N/A	N/A	4	147	94