RWO Options History — August 2023

In August 2023, RWO traded between $39.75 and $42.19. ATM implied volatility averaged 19.6%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 5.2%. IV traded above realized volatility by 7.9% (HV 20d: 11.6%). Max pain ranged from $44.00 to $44.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-08-21: Highest Volume — 20 contracts
  • 2023-08-10: Largest IV spike — 79.0% change
  • 2023-08-04: Highest IV Rank — 33.3%
  • 2023-08-02: Largest Expected Move — 7.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.98$39.75$42.19$42.19$41.14
Max Pain$44.00$44.00$44.00$44.00$44.00
ATM IV19.6%10.5%28.5%19.3%15.9%
Expected Move5.2%3.0%7.6%5.5%4.6%
HV 20d11.6%9.9%13.1%12.6%12.4%
HV 60d14.8%14.1%15.3%15.3%14.1%
IV Rank18.2%2.9%33.3%17.7%12.0%
IV Percentile23.6%1.2%61.1%15.9%11.5%
Term Structure0.2%-6.4%21.5%-0.7%-1.6%
Skew 25d2.4%-12.1%11.3%-7.2%8.7%
Skew 10d-0.4%-17.6%8.2%7.5%6.3%
Call IV 25d16.0%7.8%28.6%15.4%16.9%
Put IV 25d18.5%8.2%30.5%8.2%25.6%
Bid-Ask Spread %115.6680.68164.11115.70112.63
Gamma HHI0.610.510.720.570.53
Net GEX-30.9K-36.9K-25.8K-28.5K-31.5K
Net DEX570.3K468.6K688.9K496.0K495.2K
Net VEX-3.5K-3.8K-3.4K-3.4K-3.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume1.826020150
Total OI391.957362407390382

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$42.19$44.0019.3%5.5%12.6%17.7%0.0%-7.2%-0.7%-28.5K496.0K-3.4K0.00115.70N/AN/A15049341
2023-08-02$41.94$44.0026.5%7.6%12.8%29.8%0.0%-12.1%-5.6%-28.1K523.5K-3.8K0.00133.44N/AN/A0059341
2023-08-03$41.64$0.0027.9%5.8%12.2%32.2%0.0%3.2%-2.5%-28.8K559.0K-3.8K0.00158.67N/AN/A0059341
2023-08-04$41.41$0.0028.5%6.1%12.4%33.3%0.0%2.8%-5.6%-28.2K532.3K-3.6K0.00146.15N/AN/A0059341
2023-08-07$41.93$0.0027.7%5.3%13.1%31.9%0.0%0.5%0.6%-29.0K531.9K-3.5K0.00131.89N/AN/A0059341
2023-08-08$41.65$0.0024.3%5.1%12.4%26.2%0.0%6.1%0.3%-25.8K577.8K-3.7K0.00145.04N/AN/A0059341
2023-08-09$41.62$0.0010.5%3.0%11.2%2.9%0.0%8.9%2.6%-31.1K550.9K-3.5K0.0086.01N/AN/A0059341
2023-08-10$41.36$0.0018.8%5.4%11.0%16.9%0.0%5.0%0.9%-32.2K592.9K-3.6K0.00101.87N/AN/A0059341
2023-08-11$41.42$0.0017.0%4.9%11.0%13.8%0.0%4.7%3.8%-31.0K570.1K-3.5K0.00107.01N/AN/A0059341
2023-08-14$41.05$0.0017.6%5.0%11.4%14.8%0.0%7.8%1.4%-31.2K603.1K-3.5K0.0083.84N/AN/A0059341
2023-08-15$40.55$0.0023.2%6.6%11.7%24.2%0.0%-9.0%-3.4%-31.8K644.3K-3.5K0.00108.04N/AN/A0059341
2023-08-16$40.34$0.0014.4%4.1%10.3%9.5%0.0%1.2%5.1%-30.9K652.2K-3.5K0.0080.68N/AN/A0059341
2023-08-17$40.11$0.0014.5%4.2%10.3%9.7%0.0%1.7%21.5%-34.1K688.9K-3.4K0.0096.18N/AN/A7059341
2023-08-18$40.12$0.0019.2%5.5%9.9%17.6%0.0%6.4%2.1%-29.9K679.2K-3.4K0.00109.77N/AN/A0066341
2023-08-21$39.75$0.0013.9%4.0%9.9%8.6%0.0%7.7%1.5%-36.9K647.8K-3.4K0.0091.42N/AN/A20042320
2023-08-22$39.83$0.0018.0%5.2%10.1%15.5%0.0%-1.5%-1.2%-31.7K622.4K-3.5K0.0085.46N/AN/A0062320
2023-08-23$40.53$0.0014.4%4.1%12.3%9.4%0.0%8.7%-0.1%-32.3K543.8K-3.5K0.0094.11N/AN/A0062320
2023-08-24$40.36$0.0014.8%4.2%11.6%10.0%0.0%-0.0%-1.3%-31.9K566.6K-3.5K0.0099.87N/AN/A0062320
2023-08-25$40.48$0.0018.4%5.3%11.7%16.1%0.0%0.7%1.3%-34.7K562.1K-3.5K0.00155.14N/AN/A0062320
2023-08-28$40.75$0.0025.5%7.3%12.0%28.1%0.0%1.9%-6.2%-30.2K511.1K-3.6K0.00164.11N/AN/A0062320
2023-08-29$41.16$0.0025.1%7.2%12.5%27.4%0.0%11.3%-6.4%-32.3K498.3K-3.6K0.00149.32N/AN/A0062320
2023-08-30$41.31$0.0014.7%4.2%12.5%9.9%0.0%-1.6%-1.9%-29.5K468.6K-3.6K0.00103.88N/AN/A0062320
2023-08-31$41.14$0.0015.9%4.6%12.4%12.0%0.0%8.7%-1.6%-31.5K495.2K-3.5K0.00112.63N/AN/A0062320