RWO Options History — December 2023

In December 2023, RWO traded between $41.14 and $44.28. ATM implied volatility averaged 28.6%, placing in the 15.6% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded above realized volatility by 9.0% (HV 20d: 19.5%). Max pain ranged from $38.00 to $39.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.00.

Notable Days

  • 2023-12-05: Highest Volume — 10 contracts
  • 2023-12-12: Largest IV spike — 735.8% change
  • 2023-12-12: Highest IV Rank — 100.0%
  • 2023-12-27: Largest Expected Move — 19.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.67$41.14$44.28$41.14$43.85
Max Pain$38.06$38.00$39.00$39.00$38.00
ATM IV28.6%11.6%155.3%13.1%11.6%
Expected Move6.5%3.3%19.8%3.8%3.3%
HV 20d19.5%14.2%24.2%24.2%19.3%
HV 60d22.0%21.2%23.0%22.0%21.4%
IV Rank15.6%1.9%100.0%7.3%1.9%
IV Percentile37.7%2.0%100.0%4.4%2.0%
Term Structure-0.5%-22.4%15.7%1.3%-1.1%
VWIV19.0%19.0%19.0%19.0%19.0%
Skew 25d6.8%-6.2%36.3%12.6%1.9%
Skew 10d4.9%-15.9%40.4%9.4%-13.0%
Call IV 25d17.0%8.5%36.8%8.5%13.2%
Put IV 25d23.8%10.7%60.2%21.2%15.2%
Bid-Ask Spread %143.3994.50185.5094.50134.33
Gamma HHI0.840.671.000.890.70
Net GEX-35.4K-64.0K121-64.0K-9.5K
Net DEX218.2K-51.8K369.4K319.3K17.7K
Net VEX-1.3K-1.8K-2-1.8K-282
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.000.000.000.000.00
Total Volume0.5501000
Total OI299294306295295

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-12-01$41.14$39.0013.1%3.8%24.2%7.3%0.0%12.6%1.3%-64.0K319.3K-1.8K0.0094.50N/AN/A0017278
2023-12-04$41.47$0.0014.4%4.2%23.2%9.4%0.0%4.9%-2.9%-58.7K287.6K-1.7K0.00131.44N/AN/A0017278
2023-12-05$41.25$0.0013.1%4.2%21.5%7.3%19.0%3.7%3.3%-58.3K324.8K-1.7K0.00117.91N/AN/A01017278
2023-12-06$41.29$38.0016.0%4.2%21.3%12.1%0.0%-0.3%0.3%-63.8K303.3K-1.7K0.00109.68N/AN/A0017288
2023-12-07$41.47$38.0013.1%4.6%21.3%7.3%0.0%0.1%1.5%-57.6K296.3K-1.7K0.00112.95N/AN/A0017288
2023-12-08$41.41$38.0015.4%4.1%20.0%11.1%0.0%-5.5%2.2%-58.8K282.2K-1.6K0.00123.79N/AN/A0017288
2023-12-11$41.52$38.0018.6%4.4%20.0%16.5%0.0%-1.6%2.7%-50.7K309.0K-1.7K0.00125.34N/AN/A0017288
2023-12-12$41.61$38.00155.3%10.3%19.5%100.0%0.0%36.3%-1.3%-35.7K369.4K-1.6K0.00173.24N/AN/A0017288
2023-12-13$43.02$38.0013.5%3.9%14.2%3.2%0.0%6.5%15.7%121-51.8K-20.00126.79N/AN/A0017288
2023-12-14$44.28$38.0033.3%9.6%16.6%16.7%0.0%12.3%-3.0%-21.0K31.3K-7200.00170.17N/AN/A1017288
2023-12-15$43.63$38.0013.8%3.9%17.8%3.4%0.0%0.1%2.1%-31.7K160.3K-1.3K0.00135.78N/AN/A0018288
2023-12-18$43.09$38.0013.2%3.8%18.8%3.0%0.0%-1.2%-3.8%-24.5K247.4K-1.4K0.00147.53N/AN/A006288
2023-12-19$43.34$38.0035.9%10.3%18.8%18.5%0.0%5.9%-1.1%-29.7K248.5K-1.4K0.00171.96N/AN/A007288
2023-12-20$42.99$38.0021.9%6.3%18.9%8.9%0.0%19.4%-5.5%-30.3K234.2K-1.3K0.00142.98N/AN/A007288
2023-12-21$43.07$38.0036.5%10.5%19.0%18.9%0.0%-0.1%-3.1%-27.4K263.1K-1.5K0.00185.50N/AN/A007288
2023-12-22$43.34$38.0037.7%10.8%19.0%19.8%0.0%28.8%-2.8%-27.0K263.7K-1.4K0.00183.94N/AN/A007288
2023-12-26$43.68$38.0012.5%3.6%19.0%2.5%0.0%1.9%6.6%-27.1K161.9K-1.0K0.00160.33N/AN/A007288
2023-12-27$43.79$38.0069.0%19.8%19.0%41.1%0.0%16.1%-22.4%-24.4K289.2K-1.5K0.00178.67N/AN/A007288
2023-12-28$44.08$38.0013.6%3.9%19.0%3.3%0.0%-6.2%1.2%-6.8K6.4K-2070.00140.88N/AN/A007288
2023-12-29$43.85$38.0011.6%3.3%19.3%1.9%0.0%1.9%-1.1%-9.5K17.7K-2820.00134.33N/AN/A007288