RWO Options History — June 2023 In June 2023, RWO traded between $39.39 and $41.77. ATM implied volatility averaged 20.2%, placing in the 13.1% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 4.3% (HV 20d: 15.8%). Max pain ranged from $39.00 to $39.00. Net GEX was positive for 17 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2023-06-23 : Highest Volume — 50 contracts2023-06-20 : Largest IV spike — 60.9% change2023-06-08 : Highest IV Rank — 36.7%2023-06-08 : Largest Expected Move — 6.5%Monthly Statistics Metric Avg Min Max Open Close Price $40.91 $39.39 $41.77 $40.11 $40.75 Max Pain $39.00 $39.00 $39.00 $39.00 $39.00 ATM IV 20.2% 12.0% 34.1% 14.8% 18.3% Expected Move 5.0% 3.4% 6.5% 4.3% 5.3% HV 20d 15.8% 13.2% 18.0% 14.3% 18.0% HV 60d 15.4% 14.0% 17.4% 16.8% 15.1% IV Rank 13.1% 0.0% 36.7% 0.9% 11.3% IV Percentile 20.0% 0.0% 80.6% 0.4% 7.9% Term Structure 0.8% -5.6% 8.9% 2.7% 3.1% VWIV 16.6% 14.5% 18.7% 14.5% 18.7% Skew 25d 0.7% -12.5% 6.8% 0.8% 0.7% Skew 10d 2.2% -23.5% 16.1% 2.2% -1.4% Call IV 25d 14.6% 9.8% 23.3% 14.5% 12.7% Put IV 25d 15.3% 7.8% 24.3% 15.3% 13.4% Bid-Ask Spread % 114.34 66.13 159.28 113.19 121.21 Gamma HHI 0.25 0.20 0.39 0.22 0.39 Net GEX 2.1K -1.6K 9.7K 2.9K 1.9K Net DEX 25.3K -55.3K 78.3K 78.3K 54.3K Net VEX -516 -845 -87 -754 -130 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 2.952 0 50 1 0 Total OI 115.667 45 146 145 45
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 2023-06-01 $40.11 $39.00 14.8% 4.3% 14.3% 0.9% 14.5% 0.8% 2.7% 2.9K 78.3K -754 0.00 113.19 N/A N/A 1 0 74 71 2023-06-02 $41.00 $39.00 20.6% 5.9% 16.2% 11.6% 18.7% -12.5% -0.9% 1.7K 25.4K -845 0.00 136.06 N/A N/A 1 0 75 71 2023-06-05 $40.87 $0.00 23.0% 5.5% 15.1% 16.2% 0.0% 0.1% 1.0% 1.4K 46.6K -753 0.00 159.28 N/A N/A 0 0 74 71 2023-06-06 $41.27 $0.00 31.6% 5.5% 15.6% 32.2% 0.0% 6.8% 0.8% 1.7K 19.0K -782 0.00 156.92 N/A N/A 0 0 74 71 2023-06-07 $41.73 $0.00 26.8% 5.4% 15.9% 23.2% 0.0% 6.3% -1.3% 1.4K 2.8K -697 0.00 157.35 N/A N/A 0 0 74 71 2023-06-08 $41.48 $0.00 34.1% 6.5% 15.8% 36.7% 0.0% 3.4% -2.1% 1.8K 3.5K -777 0.00 154.63 N/A N/A 0 0 74 71 2023-06-09 $41.37 $0.00 31.6% 5.3% 15.3% 32.2% 0.0% 1.3% -0.7% 445 20.3K -741 0.00 156.46 N/A N/A 0 0 74 71 2023-06-12 $41.27 $0.00 31.1% 4.8% 15.2% 31.2% 0.0% 6.7% 1.8% 767 46.1K -689 0.00 107.68 N/A N/A 0 0 74 71 2023-06-13 $41.37 $0.00 13.3% 4.9% 15.1% 0.0% 0.0% 2.1% -0.5% -50 50.9K -548 0.00 94.97 N/A N/A 0 0 74 71 2023-06-14 $41.61 $0.00 13.5% 3.9% 13.6% 0.3% 0.0% 3.4% -0.7% -589 18.2K -634 0.00 89.84 N/A N/A 0 0 74 71 2023-06-15 $41.69 $0.00 12.0% 3.4% 13.6% 0.0% 0.0% 2.5% 2.5% -1.6K 32.4K -556 0.00 96.58 N/A N/A 0 0 74 71 2023-06-16 $41.77 $0.00 13.7% 3.9% 13.2% 3.1% 0.0% 2.8% 1.7% -84 19.1K -700 0.00 113.16 N/A N/A 0 0 74 71 2023-06-20 $40.84 $0.00 22.1% 6.3% 15.8% 18.0% 0.0% -8.6% 1.0% 221 7.0K -656 0.00 104.23 N/A N/A 0 0 74 70 2023-06-21 $40.63 $0.00 17.3% 5.0% 15.8% 9.5% 0.0% -3.3% -1.5% 7.3K -44.3K -387 0.00 79.78 N/A N/A 0 10 74 39 2023-06-22 $40.02 $0.00 19.7% 5.7% 16.6% 13.8% 0.0% 1.0% 3.1% 8.0K -55.3K -431 0.00 107.05 N/A N/A 0 0 74 29 2023-06-23 $39.39 $0.00 15.3% 4.4% 16.0% 5.8% 0.0% -1.0% 8.9% 9.7K -37.7K -362 0.00 114.62 N/A N/A 50 0 74 29 2023-06-26 $40.16 $0.00 15.9% 4.6% 17.4% 7.0% 0.0% 4.8% 1.7% 1.5K 63.6K -87 0.00 87.27 N/A N/A 0 0 24 21 2023-06-27 $40.67 $0.00 14.6% 4.2% 17.7% 4.7% 0.0% -1.3% -0.1% 2.1K 60.1K -102 0.00 88.09 N/A N/A 0 0 24 21 2023-06-28 $40.40 $0.00 21.2% 6.1% 17.9% 16.4% 0.0% -1.8% -5.6% 1.7K 62.8K -94 0.00 96.69 N/A N/A 0 0 24 21 2023-06-29 $40.70 $0.00 12.8% 3.7% 18.0% 1.5% 0.0% -0.3% 2.3% 2.2K 57.9K -114 0.00 66.13 N/A N/A 0 0 24 21 2023-06-30 $40.75 $0.00 18.3% 5.3% 18.0% 11.3% 0.0% 0.7% 3.1% 1.9K 54.3K -130 0.00 121.21 N/A N/A 0 0 24 21
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