RWO Options History — March 2024 In March 2024, RWO traded between $41.77 and $42.98. ATM implied volatility averaged 16.9%, placing in the 5.5% IV rank vs the trailing year. The 30-day expected move averaged 4.6%. IV traded above realized volatility by 3.1% (HV 20d: 13.8%). Max pain ranged from $41.00 to $46.00. Net GEX was positive for 6 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-03-05 : Highest Volume — 4 contracts2024-03-11 : Largest IV spike — 80.4% change2024-03-11 : Highest IV Rank — 12.7%2024-03-13 : Largest Expected Move — 6.4%Monthly Statistics Metric Avg Min Max Open Close Price $42.28 $41.77 $42.98 $42.19 $42.81 Max Pain $44.20 $41.00 $46.00 $41.00 $46.00 ATM IV 16.9% 12.8% 27.4% 19.3% 14.3% Expected Move 4.6% 3.6% 6.4% 5.5% 4.1% HV 20d 13.8% 11.9% 15.9% 15.6% 13.9% HV 60d 15.3% 14.2% 17.0% 16.5% 14.8% IV Rank 5.5% 2.7% 12.7% 7.2% 3.8% IV Percentile 32.1% 4.8% 85.7% 50.4% 13.9% Term Structure 1.2% -3.8% 7.4% -2.9% 2.2% VWIV 15.2% 14.6% 15.8% 15.8% 14.6% Skew 25d -0.0% -6.3% 4.7% -6.3% 4.5% Skew 10d 1.3% -13.8% 16.9% -13.8% 0.8% Call IV 25d 14.6% 10.6% 23.4% 20.4% 11.5% Put IV 25d 14.5% 10.3% 24.8% 14.1% 16.0% Bid-Ask Spread % 125.23 113.25 169.27 118.57 131.93 Gamma HHI 0.69 0.45 0.96 0.51 0.66 Net GEX 171 0 783 388 716 Net DEX -1.4K -6.5K 0 -4.9K -4.4K Net VEX -3 -14 0 -11 -14 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.45 0 4 0 0 Total OI 1.3 0 5 5 4
Daily Data (20 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 2024-03-01 $42.19 $41.00 19.3% 5.5% 15.6% 7.2% 0.0% -6.3% -2.9% 388 -4.9K -11 0.00 118.57 N/A N/A 0 0 4 1 2024-03-04 $42.52 $42.00 17.1% 5.0% 15.6% 5.6% 15.8% -0.8% 0.3% 317 -5.7K -9 0.00 114.75 N/A N/A 0 1 4 1 2024-03-05 $41.99 $0.00 19.9% 5.5% 15.4% 7.6% 0.0% 2.4% -0.8% 783 -6.5K -4 0.00 121.18 N/A N/A 4 0 4 0 2024-03-06 $42.39 $0.00 15.7% 4.5% 15.5% 4.7% 0.0% 0.5% 2.6% 0 0 0 0.00 114.33 N/A N/A 0 0 0 0 2024-03-07 $42.48 $0.00 15.5% 3.6% 15.5% 4.5% 0.0% -0.9% 5.5% 0 0 0 0.00 127.06 N/A N/A 0 0 0 0 2024-03-08 $42.98 $0.00 15.2% 5.1% 15.9% 4.4% 0.0% -1.6% 1.9% 0 0 0 0.00 113.25 N/A N/A 0 0 0 0 2024-03-11 $42.86 $0.00 27.4% 4.6% 15.9% 12.7% 0.0% -2.4% -0.8% 0 0 0 0.00 116.31 N/A N/A 0 0 0 0 2024-03-12 $42.67 $0.00 20.5% 4.3% 15.9% 8.0% 0.0% 4.7% 1.1% 0 0 0 0.00 120.48 N/A N/A 0 0 0 0 2024-03-13 $42.56 $0.00 22.3% 6.4% 12.3% 9.2% 0.0% 1.4% -3.8% 0 0 0 0.00 169.27 N/A N/A 0 0 0 0 2024-03-14 $41.81 $0.00 15.0% 4.3% 13.4% 4.2% 0.0% 1.3% 0.1% 0 0 0 0.00 120.13 N/A N/A 0 0 0 0 2024-03-15 $42.00 $0.00 15.9% 4.6% 12.0% 4.9% 0.0% 0.0% 1.6% 0 0 0 0.00 125.20 N/A N/A 0 0 0 0 2024-03-18 $41.77 $0.00 14.7% 4.2% 12.1% 4.0% 0.0% -1.7% 1.6% 0 0 0 0.00 119.26 N/A N/A 0 0 0 0 2024-03-19 $41.84 $0.00 15.1% 4.3% 11.9% 4.3% 0.0% 3.9% -2.0% 0 0 0 0.00 121.15 N/A N/A 0 0 0 0 2024-03-20 $42.17 $0.00 14.9% 4.3% 11.9% 4.2% 0.0% 1.9% 7.4% 0 0 0 0.00 130.12 N/A N/A 0 0 0 0 2024-03-21 $42.47 $0.00 13.7% 3.9% 12.2% 3.3% 0.0% 1.6% 4.6% 0 0 0 0.00 128.24 N/A N/A 0 0 0 0 2024-03-22 $42.05 $0.00 14.5% 4.2% 12.7% 3.9% 0.0% -3.0% 2.8% 0 0 0 0.00 127.56 N/A N/A 0 0 0 0 2024-03-25 $41.84 $0.00 12.8% 3.7% 12.5% 2.7% 14.6% -5.2% 1.9% 0 0 0 0.00 125.89 N/A N/A 4 0 0 0 2024-03-26 $41.77 $46.00 17.2% 4.9% 12.5% 5.7% 0.0% -0.8% -0.9% 605 -3.2K -13 0.00 127.85 N/A N/A 0 0 4 0 2024-03-27 $42.45 $46.00 16.8% 4.8% 13.7% 5.4% 0.0% 0.0% 0.8% 601 -3.8K -13 0.00 131.99 N/A N/A 0 0 4 0 2024-03-28 $42.81 $46.00 14.3% 4.1% 13.9% 3.8% 0.0% 4.5% 2.2% 716 -4.4K -14 0.00 131.93 N/A N/A 0 0 4 0
« Feb 2024 | All History | Apr 2024 » Home RWO History March 2024