RWO Options History — October 2023

In October 2023, RWO traded between $35.71 and $38.58. ATM implied volatility averaged 23.8%, placing in the 25.2% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 5.2% (HV 20d: 18.6%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 9 of 22 days.

Notable Days

  • 2023-10-03: Highest Volume — 40 contracts
  • 2023-10-03: Largest IV spike — 59.5% change
  • 2023-10-10: Highest IV Rank — 43.7%
  • 2023-10-24: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.15$35.71$38.58$37.43$36.47
Max Pain$37.63$35.00$40.00$40.00$35.00
ATM IV23.8%17.9%34.7%17.9%25.8%
Expected Move6.5%5.1%8.4%5.1%7.4%
HV 20d18.6%17.0%19.9%17.0%18.4%
HV 60d15.0%14.1%16.2%14.2%16.2%
IV Rank25.2%15.3%43.7%15.3%28.7%
IV Percentile47.1%19.8%88.9%19.8%60.3%
Term Structure-1.3%-8.8%4.2%0.3%-2.1%
VWIV19.3%19.3%19.3%19.3%19.3%
Skew 25d3.9%-5.2%12.8%5.7%8.1%
Skew 10d3.7%-8.0%15.5%5.0%-3.1%
Call IV 25d19.1%12.8%31.1%12.8%13.6%
Put IV 25d23.0%18.5%32.0%18.5%21.6%
Bid-Ask Spread %108.9851.39149.1687.82112.39
Gamma HHI0.700.600.750.660.74
Net GEX-30.1K-41.1K-21.0K-33.2K-28.5K
Net DEX754.3K621.8K893.9K855.7K799.0K
Net VEX-2.0K-2.5K-896-2.3K-1.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
Total Volume1.86404000
Total OI354.045350390390351

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$37.43$0.0017.9%5.1%17.0%15.3%0.0%5.7%0.3%-33.2K855.7K-2.3K0.0087.82N/AN/A0070320
2023-10-03$36.79$0.0028.5%8.2%17.4%33.2%0.0%0.5%-8.8%-29.7K877.6K-2.2K0.0099.50N/AN/A04070320
2023-10-04$37.15$0.0029.3%8.4%18.2%34.6%0.0%3.7%-6.4%-31.3K735.8K-2.1K0.00106.61N/AN/A0070280
2023-10-05$37.47$40.0019.0%5.3%18.5%17.2%0.0%0.5%0.6%-30.4K697.8K-2.3K0.0080.72N/AN/A0070280
2023-10-06$37.60$40.0025.8%5.8%18.7%28.6%0.0%5.9%0.4%-31.8K719.2K-2.2K0.00110.03N/AN/A0070280
2023-10-09$37.82$40.0027.6%5.4%19.0%31.7%0.0%1.5%-2.4%-31.8K713.7K-2.2K0.00133.98N/AN/A0070280
2023-10-10$38.14$40.0034.7%6.7%19.4%43.7%0.0%4.1%-1.3%-41.1K688.5K-2.3K0.00148.95N/AN/A0070280
2023-10-11$38.58$40.0018.4%5.3%19.9%16.2%0.0%6.3%-1.9%-35.2K621.8K-2.5K0.0090.33N/AN/A0070280
2023-10-12$38.09$40.0021.4%6.1%18.5%21.2%0.0%4.9%0.6%-32.4K669.6K-2.3K0.00101.65N/AN/A0070280
2023-10-13$37.80$40.0027.9%8.0%18.6%32.3%0.0%12.8%-4.1%-28.9K639.1K-2.4K0.00114.14N/AN/A0070280
2023-10-16$38.22$40.0018.0%5.2%18.4%15.5%0.0%7.9%-0.4%-35.5K652.6K-2.4K0.0051.39N/AN/A0070280
2023-10-17$38.26$40.0019.5%5.6%18.5%18.1%0.0%3.7%-2.7%-33.7K653.6K-2.3K0.0098.22N/AN/A0070280
2023-10-18$37.52$40.0021.4%6.1%19.4%21.2%19.3%-2.0%-2.3%-33.8K725.8K-2.1K0.0098.85N/AN/A0170280
2023-10-19$36.77$35.0018.3%5.2%18.3%16.0%0.0%3.3%3.7%-28.3K769.1K-1.9K0.0091.09N/AN/A0070281
2023-10-20$36.61$35.0022.9%6.6%18.3%23.7%0.0%2.7%3.8%-26.0K700.8K-2.1K0.00102.66N/AN/A0070281
2023-10-23$36.27$35.0024.3%7.0%18.4%26.1%0.0%-1.0%4.2%-26.7K835.5K-1.4K0.00141.15N/AN/A0070281
2023-10-24$36.58$35.0029.4%8.4%18.0%34.7%0.0%-5.2%-7.6%-28.2K830.4K-1.5K0.00149.16N/AN/A0070281
2023-10-25$35.86$35.0027.6%7.9%19.1%31.7%0.0%-0.1%-1.2%-21.0K893.9K-8960.00145.09N/AN/A0070281
2023-10-26$36.14$35.0019.6%5.6%19.1%18.2%0.0%5.9%1.7%-27.5K802.5K-1.5K0.00112.64N/AN/A0070281
2023-10-27$35.71$35.0022.5%6.5%19.2%23.1%0.0%6.1%1.2%-21.5K877.3K-1.1K0.00109.04N/AN/A0070281
2023-10-30$36.00$35.0022.8%6.5%18.6%23.6%0.0%11.3%-4.4%-26.4K836.1K-1.4K0.00112.26N/AN/A0070281
2023-10-31$36.47$35.0025.8%7.4%18.4%28.7%0.0%8.1%-2.1%-28.5K799.0K-1.6K0.00112.39N/AN/A0070281