RWO Options History — July 2023 In July 2023, RWO traded between $41.16 and $43.11. ATM implied volatility averaged 15.5%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded below realized volatility by 0.8% (HV 20d: 16.3%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 12 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2023-07-19 : Highest Volume — 250 contracts2023-07-12 : Largest IV spike — 110.4% change2023-07-18 : Highest IV Rank — 20.7%2023-07-18 : Largest Expected Move — 6.3%Monthly Statistics Metric Avg Min Max Open Close Price $42.32 $41.16 $43.11 $41.48 $42.53 Max Pain $44.00 $44.00 $44.00 $44.00 $44.00 ATM IV 15.5% 8.8% 22.1% 11.6% 8.8% Expected Move 4.6% 2.5% 6.3% 3.3% 2.5% HV 20d 16.3% 12.5% 18.7% 17.4% 13.5% HV 60d 15.7% 15.3% 16.0% 15.5% 15.3% IV Rank 9.2% 0.0% 20.7% 0.0% 0.0% IV Percentile 7.5% 0.0% 22.6% 0.0% 0.0% Term Structure -0.6% -7.1% 9.5% 9.5% 2.3% Skew 25d 3.5% -5.1% 10.3% -1.6% 2.3% Skew 10d 4.1% -4.2% 10.4% 5.7% 1.5% Call IV 25d 13.1% 7.1% 23.5% 10.8% 9.4% Put IV 25d 16.6% 7.4% 25.9% 9.2% 11.7% Bid-Ask Spread % 117.45 82.24 147.66 104.25 105.50 Gamma HHI 0.44 0.40 0.53 0.41 0.53 Net GEX -7.4K -25.9K 4.8K 1.5K -23.5K Net DEX 181.8K 21.3K 495.9K 39.0K 495.9K Net VEX -1.4K -3.7K -51 -178 -3.5K 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 17.3 0 250 0 0 Total OI 167.2 45 390 45 390
Daily Data (20 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 2023-07-03 $41.48 $0.00 11.6% 3.3% 17.4% 0.0% 0.0% -1.6% 9.5% 1.5K 39.0K -178 0.00 104.25 N/A N/A 0 0 24 21 2023-07-05 $41.67 $0.00 15.6% 4.5% 17.4% 7.1% 0.0% 5.5% 0.3% 1.9K 42.6K -170 0.00 118.92 N/A N/A 0 0 24 21 2023-07-06 $41.16 $44.00 11.7% 3.4% 17.7% 0.2% 0.0% -1.4% 5.2% 2.8K 64.7K -51 0.00 87.40 N/A N/A 0 0 24 21 2023-07-07 $41.24 $44.00 10.1% 4.6% 17.2% 0.0% 0.0% 10.3% 1.8% 2.4K 59.4K -93 0.00 104.42 N/A N/A 0 0 24 21 2023-07-10 $41.30 $44.00 13.6% 4.1% 17.1% 6.1% 0.0% 5.1% 2.9% 2.6K 60.9K -72 0.00 84.97 N/A N/A 1 0 24 21 2023-07-11 $41.89 $44.00 10.1% 3.0% 17.8% 0.1% 0.0% 2.9% 3.8% 4.8K 58.1K -66 0.00 82.24 N/A N/A 0 0 25 21 2023-07-12 $42.48 $44.00 21.2% 6.1% 18.4% 19.3% 0.0% 5.5% -4.2% 2.6K 34.1K -166 0.00 147.01 N/A N/A 0 0 25 21 2023-07-13 $42.73 $44.00 18.6% 5.3% 18.4% 14.7% 0.0% 2.7% -1.8% 2.3K 26.9K -180 0.00 135.10 N/A N/A 0 0 25 21 2023-07-14 $42.68 $44.00 17.8% 5.1% 18.4% 13.4% 0.0% 2.9% -2.1% 2.0K 25.4K -185 0.00 145.12 N/A N/A 0 0 25 21 2023-07-17 $42.56 $44.00 20.5% 5.9% 18.4% 18.0% 0.0% 7.6% -5.2% 1.8K 21.3K -181 0.00 145.21 N/A N/A 0 0 25 21 2023-07-18 $42.20 $44.00 22.1% 6.3% 18.7% 20.7% 0.0% 4.0% -2.6% 1.9K 23.8K -174 0.00 141.37 N/A N/A 0 0 25 21 2023-07-19 $42.76 $44.00 18.9% 5.4% 17.1% 15.3% 0.0% 6.3% -3.4% 3.1K 27.3K -153 0.00 102.53 N/A N/A 0 250 25 21 2023-07-20 $42.73 $44.00 17.8% 5.1% 17.0% 13.3% 0.0% 0.5% -5.0% -20.1K 333.6K -2.8K 0.00 106.83 N/A N/A 0 30 25 271 2023-07-21 $42.94 $44.00 19.1% 5.5% 15.6% 15.7% 0.0% 2.4% -1.8% -23.1K 394.9K -3.3K 0.00 147.66 N/A N/A 0 0 25 301 2023-07-24 $43.06 $44.00 15.3% 4.4% 13.9% 9.1% 0.0% 6.0% -4.1% -23.0K 291.9K -2.7K 0.00 107.48 N/A N/A 5 0 24 301 2023-07-25 $42.91 $44.00 11.2% 3.2% 13.0% 2.0% 0.0% 4.6% 1.5% -18.1K 351.3K -2.9K 0.00 111.12 N/A N/A 20 0 29 301 2023-07-26 $43.11 $44.00 19.3% 5.5% 12.5% 15.8% 0.0% -5.1% -7.1% -21.9K 338.6K -3.1K 0.00 129.31 N/A N/A 0 40 49 301 2023-07-27 $42.50 $44.00 14.3% 4.1% 13.5% 7.4% 0.0% 2.6% 3.9% -25.9K 459.9K -3.7K 0.00 129.51 N/A N/A 0 0 49 341 2023-07-28 $42.39 $44.00 12.9% 3.7% 13.5% 4.9% 0.0% 5.9% -5.4% -22.8K 485.3K -3.5K 0.00 113.00 N/A N/A 0 0 49 341 2023-07-31 $42.53 $44.00 8.8% 2.5% 13.5% 0.0% 0.0% 2.3% 2.3% -23.5K 495.9K -3.5K 0.00 105.50 N/A N/A 0 0 49 341
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