RWO Options History — January 2024 In January 2024, RWO traded between $41.77 and $43.76. ATM implied volatility averaged 17.9%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 1.3% (HV 20d: 16.6%). Max pain ranged from $38.00 to $40.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days.
Notable Days 2024-01-03 : Largest IV drop — 73.3% change2024-01-02 : Highest IV Rank — 34.9%2024-01-02 : Largest Expected Move — 17.2%Monthly Statistics Metric Avg Min Max Open Close Price $42.63 $41.77 $43.76 $43.76 $41.77 Max Pain $39.81 $38.00 $40.00 $38.00 $40.00 ATM IV 17.9% 12.1% 60.0% 60.0% 17.3% Expected Move 5.1% 2.6% 17.2% 17.2% 5.0% HV 20d 16.6% 13.7% 20.4% 18.3% 14.7% HV 60d 21.2% 19.6% 21.8% 21.4% 19.6% IV Rank 6.2% 2.2% 34.9% 34.9% 5.8% IV Percentile 23.4% 4.0% 98.8% 98.8% 30.2% Term Structure -1.3% -28.2% 7.0% -28.2% -0.2% Skew 25d 1.9% -4.3% 7.9% 0.3% 3.0% Skew 10d -2.3% -10.0% 8.1% 8.1% -0.3% Call IV 25d 15.0% 11.5% 28.8% 28.8% 17.5% Put IV 25d 16.9% 9.7% 29.1% 29.1% 20.6% Bid-Ask Spread % 96.82 48.88 173.73 173.73 83.63 Gamma HHI 0.91 0.82 0.99 0.82 0.98 Net GEX -33.0K -57.3K -16.9K -26.8K -43.5K Net DEX 92.3K 37.0K 203.6K 203.6K 94.3K Net VEX -494 -1.1K -277 -1.1K -346 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 290.81 284 295 295 284
Daily Data (21 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-01-02 $43.76 $38.00 60.0% 17.2% 18.3% 34.9% 0.0% 0.3% -28.2% -26.8K 203.6K -1.1K 0.00 173.73 N/A N/A 0 0 7 288 2024-01-03 $42.98 $38.00 16.0% 4.6% 19.7% 4.9% 0.0% 0.8% -4.6% -26.3K 79.5K -588 0.00 99.51 N/A N/A 0 0 7 288 2024-01-04 $43.03 $40.00 16.3% 4.2% 19.5% 5.1% 0.0% -4.3% -5.9% -25.0K 71.4K -512 0.00 85.29 N/A N/A 0 0 7 288 2024-01-05 $42.94 $40.00 16.8% 2.6% 19.6% 5.5% 0.0% 0.9% 7.0% -18.6K 43.4K -396 0.00 105.61 N/A N/A 0 0 7 288 2024-01-08 $43.47 $40.00 12.1% 4.5% 19.9% 2.2% 0.0% 2.2% -0.2% -19.0K 50.0K -426 0.00 95.85 N/A N/A 0 0 7 288 2024-01-09 $43.18 $40.00 19.9% 6.4% 20.1% 7.6% 0.0% 0.9% -4.7% -32.2K 127.7K -716 0.00 102.27 N/A N/A 0 0 7 288 2024-01-10 $43.35 $40.00 16.6% 4.8% 20.1% 5.3% 0.0% 2.5% -1.9% -21.0K 59.0K -419 0.00 94.85 N/A N/A 0 0 7 288 2024-01-11 $43.03 $40.00 15.4% 4.4% 20.4% 4.5% 0.0% -3.2% 2.1% -24.2K 68.3K -464 0.00 100.25 N/A N/A 0 0 7 288 2024-01-12 $43.39 $40.00 14.2% 4.1% 16.9% 3.7% 0.0% 1.8% 3.5% -16.9K 37.0K -298 0.00 48.88 N/A N/A 0 0 7 288 2024-01-16 $42.89 $40.00 15.8% 4.5% 13.7% 4.7% 0.0% -1.7% -0.8% -19.8K 41.4K -305 0.00 98.71 N/A N/A 0 0 7 288 2024-01-17 $42.00 $40.00 15.4% 4.4% 14.6% 4.5% 0.0% 4.1% 2.1% -47.4K 151.8K -716 0.00 94.36 N/A N/A 0 0 7 288 2024-01-18 $41.83 $40.00 16.9% 4.9% 14.1% 5.5% 0.0% -0.0% -0.3% -47.0K 185.2K -799 0.00 99.63 N/A N/A 0 0 7 288 2024-01-19 $42.31 $40.00 16.8% 4.8% 14.6% 5.4% 0.0% 2.9% 0.7% -38.8K 116.8K -545 0.00 108.12 N/A N/A 0 0 7 288 2024-01-22 $42.53 $40.00 15.5% 4.4% 14.5% 4.6% 0.0% 2.4% 1.6% -31.9K 74.5K -399 0.00 71.53 N/A N/A 0 0 6 278 2024-01-23 $42.19 $40.00 14.8% 4.3% 14.7% 4.1% 0.0% 0.9% -3.1% -53.3K 145.3K -573 0.00 117.42 N/A N/A 0 0 6 278 2024-01-24 $41.88 $40.00 14.1% 4.0% 14.6% 3.6% 0.0% 1.5% 1.4% -57.3K 90.9K -414 0.00 111.76 N/A N/A 0 0 6 278 2024-01-25 $42.08 $40.00 14.8% 4.3% 14.4% 4.1% 0.0% 5.6% 1.8% -37.7K 75.1K -353 0.00 81.75 N/A N/A 0 0 6 278 2024-01-26 $42.11 $40.00 14.9% 4.3% 14.3% 4.2% 0.0% 7.9% 0.3% -36.0K 68.1K -348 0.00 88.64 N/A N/A 0 0 6 278 2024-01-29 $42.42 $40.00 15.8% 4.5% 14.4% 4.8% 0.0% 7.2% 3.3% -29.0K 57.4K -277 0.00 99.86 N/A N/A 0 0 6 278 2024-01-30 $42.16 $40.00 16.6% 4.8% 14.4% 5.3% 0.0% 4.6% -0.3% -41.6K 98.2K -386 0.00 71.48 N/A N/A 0 0 6 278 2024-01-31 $41.77 $40.00 17.3% 5.0% 14.7% 5.8% 0.0% 3.0% -0.2% -43.5K 94.3K -346 0.00 83.63 N/A N/A 0 0 6 278
« Dec 2023 | All History | Feb 2024 » Home RWO History January 2024