RWO Options History — September 2023

In September 2023, RWO traded between $37.71 and $41.08. ATM implied volatility averaged 19.0%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 5.4% (HV 20d: 13.6%). Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-09-13: Highest Volume — 5 contracts
  • 2023-09-12: Largest IV spike — 44.8% change
  • 2023-09-12: Highest IV Rank — 29.2%
  • 2023-09-21: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$39.76$37.71$41.08$41.08$38.16
ATM IV19.0%14.1%26.1%17.1%18.0%
Expected Move5.1%3.7%6.7%4.9%5.2%
HV 20d13.6%10.8%16.3%12.2%16.1%
HV 60d13.9%13.1%14.4%13.9%13.8%
IV Rank17.3%9.0%29.2%14.0%15.5%
IV Percentile22.9%6.0%52.8%13.9%19.8%
Term Structure-0.6%-6.7%3.4%-3.0%-0.1%
Skew 25d2.8%-3.1%7.0%-3.1%5.2%
Skew 10d4.4%-4.1%17.4%-1.8%-2.1%
Call IV 25d16.7%11.5%26.1%16.9%12.7%
Put IV 25d19.4%13.8%28.9%13.8%17.8%
Bid-Ask Spread %116.2077.56170.96112.35100.65
Gamma HHI0.580.520.680.530.64
Net GEX-34.6K-38.0K-30.8K-31.1K-34.9K
Net DEX610.2K499.2K829.9K507.0K782.7K
Net VEX-3.1K-3.5K-2.5K-3.5K-2.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.40500
Total OI386.5382390382390

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-09-01$41.08$0.0017.1%4.9%12.2%14.0%0.0%-3.1%-3.0%-31.1K507.0K-3.5K0.00112.35N/AN/A0062320
2023-09-05$40.65$0.0014.9%4.6%11.7%10.3%0.0%6.0%1.3%-35.0K562.6K-3.4K0.0088.38N/AN/A0062320
2023-09-06$40.52$0.0020.4%3.7%11.6%19.5%0.0%5.3%1.7%-32.6K571.0K-3.4K0.0077.94N/AN/A0062320
2023-09-07$40.69$0.0014.1%4.3%11.8%9.0%0.0%2.4%3.4%-34.0K545.0K-3.4K0.0086.75N/AN/A0062320
2023-09-08$40.58$0.0017.7%4.6%11.6%15.0%0.0%1.9%-0.4%-35.0K553.6K-3.3K0.0077.56N/AN/A0062320
2023-09-11$40.64$0.0018.0%4.0%11.6%15.6%0.0%1.6%-0.6%-35.2K555.0K-3.3K0.0095.70N/AN/A0062320
2023-09-12$40.64$0.0026.1%3.9%11.2%29.2%0.0%3.2%1.6%-36.3K545.9K-3.3K0.0099.90N/AN/A0062320
2023-09-13$40.27$0.0017.3%5.0%10.8%14.3%0.0%-1.0%0.2%-38.0K603.1K-3.2K0.0089.25N/AN/A5062320
2023-09-14$41.06$0.0016.1%4.6%12.7%12.4%0.0%7.0%-3.8%-33.2K499.2K-3.3K0.00107.94N/AN/A0067320
2023-09-15$40.81$0.0018.7%5.4%12.8%16.7%0.0%3.7%2.2%-37.0K524.6K-3.3K0.00169.38N/AN/A3067320
2023-09-18$40.06$0.0021.9%6.3%14.5%22.0%0.0%2.0%-6.7%-37.2K531.1K-3.3K0.00170.96N/AN/A0070320
2023-09-19$40.01$0.0022.1%6.3%14.1%22.5%0.0%1.8%-3.9%-36.1K552.5K-3.3K0.00170.27N/AN/A0070320
2023-09-20$40.09$0.0017.3%5.0%14.1%14.4%0.0%3.9%-2.5%-32.5K506.5K-3.2K0.00157.33N/AN/A0070320
2023-09-21$38.99$0.0023.4%6.7%15.9%24.6%0.0%0.8%-2.8%-30.8K595.2K-3.2K0.00162.36N/AN/A0070320
2023-09-22$38.81$0.0023.1%6.6%15.9%24.1%0.0%2.8%-1.4%-35.5K642.4K-3.1K0.00164.42N/AN/A0070320
2023-09-25$38.59$0.0020.3%5.8%15.8%19.4%0.0%4.3%0.7%-35.3K729.1K-2.9K0.00106.27N/AN/A0070320
2023-09-26$37.92$0.0017.7%5.1%16.3%14.9%0.0%3.8%3.1%-32.7K766.0K-2.8K0.00112.39N/AN/A0070320
2023-09-27$37.71$0.0015.9%4.6%15.5%11.9%0.0%2.7%0.9%-35.1K829.9K-2.5K0.0082.09N/AN/A0070320
2023-09-28$37.96$0.0020.9%6.0%15.7%20.3%0.0%0.9%-1.8%-34.2K800.9K-2.7K0.0092.09N/AN/A0070320
2023-09-29$38.16$0.0018.0%5.2%16.1%15.5%0.0%5.2%-0.1%-34.9K782.7K-2.7K0.00100.65N/AN/A0070320