RWO Options History — November 2023

In November 2023, RWO traded between $36.80 and $40.27. ATM implied volatility averaged 19.3%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded below realized volatility by 6.5% (HV 20d: 25.8%). Max pain ranged from $35.00 to $39.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-11-20: Highest Volume — 7 contracts
  • 2023-11-30: Largest IV drop — 37.7% change
  • 2023-11-21: Highest IV Rank — 29.5%
  • 2023-11-21: Largest Expected Move — 7.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$38.93$36.80$40.27$36.80$40.27
Max Pain$38.50$35.00$39.00$35.00$39.00
ATM IV19.3%11.7%26.3%19.9%11.7%
Expected Move5.4%3.4%7.5%5.7%3.4%
HV 20d25.8%18.4%30.6%18.4%25.8%
HV 60d20.4%16.3%22.0%16.3%21.5%
IV Rank17.7%5.0%29.5%18.7%5.0%
IV Percentile29.7%2.8%67.1%29.8%2.8%
Term Structure-0.8%-6.7%10.6%-1.1%1.4%
VWIV21.5%21.5%21.5%21.5%21.5%
Skew 25d3.4%-3.7%7.0%3.0%5.8%
Skew 10d-1.3%-13.3%9.1%-0.4%0.2%
Call IV 25d15.3%9.4%28.1%16.4%9.4%
Put IV 25d18.7%12.0%24.8%19.5%15.2%
Bid-Ask Spread %117.1091.31153.75118.8191.31
Gamma HHI0.810.740.860.770.83
Net GEX-49.8K-83.6K-33.3K-33.3K-83.6K
Net DEX627.0K465.1K848.9K848.9K465.1K
Net VEX-2.0K-2.3K-1.4K-1.4K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.6670700
Total OI327.857283351351295

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-11-01$36.80$35.0019.9%5.7%18.4%18.7%0.0%3.0%-1.1%-33.3K848.9K-1.4K0.00118.81N/AN/A0070281
2023-11-02$38.09$0.0020.6%5.6%22.0%20.0%0.0%5.3%-0.5%-43.9K751.6K-1.9K0.00104.10N/AN/A0070281
2023-11-03$38.97$0.0018.3%5.0%23.3%16.0%0.0%4.3%0.5%-42.2K610.3K-2.3K0.00105.80N/AN/A0070281
2023-11-06$38.14$0.0023.5%4.9%24.7%24.7%0.0%5.0%1.7%-42.0K705.9K-2.0K0.00102.53N/AN/A0070281
2023-11-07$37.94$0.0018.8%5.1%24.6%16.8%0.0%7.0%-0.2%-40.7K725.9K-1.9K0.00113.87N/AN/A0070281
2023-11-08$38.13$0.0016.5%4.7%24.3%13.0%0.0%5.8%1.5%-40.6K721.1K-1.9K0.00116.20N/AN/A0070281
2023-11-09$37.52$0.0017.5%5.0%24.5%14.7%0.0%2.4%-3.9%-47.8K698.6K-1.9K0.00112.57N/AN/A0070281
2023-11-10$37.86$0.0015.7%4.5%24.6%11.6%0.0%5.9%2.8%-40.5K769.3K-1.7K0.00113.03N/AN/A0070281
2023-11-13$37.55$0.0019.7%5.6%24.4%18.3%0.0%5.0%-3.5%-39.3K823.9K-1.4K0.00117.94N/AN/A0070281
2023-11-14$39.52$0.0017.4%5.0%30.6%14.4%0.0%6.2%-2.7%-44.2K565.7K-2.2K0.00112.37N/AN/A0270281
2023-11-15$39.55$0.0019.4%5.6%29.6%17.8%0.0%5.4%-0.6%-47.6K568.3K-2.1K0.00112.02N/AN/A0070279
2023-11-16$39.39$0.0025.9%7.4%28.5%28.9%0.0%1.6%10.6%-42.5K549.4K-2.1K0.00153.75N/AN/A0070279
2023-11-17$39.42$0.0020.3%5.8%28.4%19.4%0.0%2.2%0.0%-52.1K586.4K-2.1K0.00133.90N/AN/A0070279
2023-11-20$39.70$0.0021.3%6.1%28.0%21.1%21.5%-0.7%-0.2%-53.5K568.9K-2.1K0.00139.22N/AN/A705278
2023-11-21$39.45$39.0026.3%7.5%28.2%29.5%0.0%-3.7%-6.7%-67.1K601.4K-2.0K0.00151.70N/AN/A0012278
2023-11-22$39.58$39.0017.4%5.0%26.8%14.4%0.0%-0.8%-1.3%-49.4K561.9K-2.1K0.00112.31N/AN/A0012278
2023-11-24$39.71$39.0023.5%6.7%26.7%24.8%0.0%-0.2%-3.9%-60.5K539.4K-2.0K0.00123.00N/AN/A0012278
2023-11-27$39.87$39.0016.5%4.7%26.0%13.0%0.0%5.6%-0.4%-53.3K522.1K-2.1K0.00120.17N/AN/A5012278
2023-11-28$39.94$39.0016.5%4.7%26.0%13.0%0.0%2.7%-6.6%-59.3K501.2K-2.0K0.0092.46N/AN/A0017278
2023-11-29$40.09$39.0018.8%5.4%25.9%16.9%0.0%3.0%-3.7%-61.3K481.9K-2.0K0.00112.13N/AN/A0017278
2023-11-30$40.27$39.0011.7%3.4%25.8%5.0%0.0%5.8%1.4%-83.6K465.1K-1.9K0.0091.31N/AN/A0017278