RWO Options History — April 2024 In April 2024, RWO traded between $39.56 and $42.61. ATM implied volatility averaged 20.7%, placing in the 8.1% IV rank vs the trailing year. The 30-day expected move averaged 6.0%. IV traded above realized volatility by 3.0% (HV 20d: 17.8%). Max pain ranged from $43.00 to $46.00. Net GEX was positive for 7 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2024-04-09 : Highest Volume — 4 contracts2024-04-09 : Largest IV spike — 35.3% change2024-04-02 : Highest IV Rank — 12.3%2024-04-02 : Largest Expected Move — 7.7%Monthly Statistics Metric Avg Min Max Open Close Price $40.80 $39.56 $42.61 $42.20 $40.06 Max Pain $44.29 $43.00 $46.00 $46.00 $43.00 ATM IV 20.7% 16.2% 26.9% 24.7% 17.0% Expected Move 6.0% 4.8% 7.7% 7.1% 4.9% HV 20d 17.8% 14.2% 20.0% 14.7% 18.5% HV 60d 15.8% 14.6% 16.4% 14.6% 16.3% IV Rank 8.1% 5.0% 12.3% 10.9% 5.6% IV Percentile 63.7% 32.1% 89.3% 83.7% 40.9% Term Structure 0.1% -8.2% 54.6% -6.2% 2.0% VWIV 17.2% 17.2% 17.2% 17.2% 17.2% Skew 25d 2.8% -16.1% 14.1% 0.3% -6.3% Skew 10d -0.6% -19.5% 8.4% 1.2% 0.8% Call IV 25d 17.5% 12.6% 30.2% 29.2% 19.5% Put IV 25d 20.3% 12.7% 30.3% 29.5% 13.2% Bid-Ask Spread % 130.80 109.78 170.79 170.79 125.68 Gamma HHI 0.87 0.55 1.00 0.55 1.00 Net GEX 155 -108 711 685 -108 Net DEX -886 -4.7K 836 -4.7K 746 Net VEX -6 -15 0 -15 -6 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 0.227 0 4 0 0 Total OI 1.591 0 4 4 1
Daily Data (22 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 2024-04-01 $42.20 $46.00 24.7% 7.1% 14.7% 10.9% 0.0% 0.3% -6.2% 685 -4.7K -15 0.00 170.79 N/A N/A 0 0 4 0 2024-04-02 $41.64 $46.00 26.9% 7.7% 15.1% 12.3% 0.0% 14.1% -7.6% 554 -3.8K -14 0.00 168.96 N/A N/A 0 0 4 0 2024-04-03 $41.68 $46.00 20.0% 5.7% 14.5% 7.6% 0.0% -16.1% 1.8% 711 -2.7K -11 0.00 169.60 N/A N/A 0 0 4 0 2024-04-04 $41.41 $43.00 23.2% 5.5% 14.2% 9.8% 0.0% 4.8% -2.2% 566 -2.8K -12 0.00 129.68 N/A N/A 0 0 4 0 2024-04-05 $41.61 $43.00 16.2% 6.2% 14.3% 5.1% 0.0% 4.9% -4.5% 433 -2.9K -10 0.00 119.47 N/A N/A 0 0 4 0 2024-04-08 $42.24 $43.00 16.2% 6.2% 14.7% 5.0% 0.0% -1.8% -3.6% 484 -3.4K -11 0.00 123.49 N/A N/A 0 0 4 0 2024-04-09 $42.61 $43.00 21.9% 4.8% 15.1% 8.9% 17.2% -0.4% -1.2% 657 -4.1K -11 0.00 116.13 N/A N/A 4 0 4 0 2024-04-10 $41.20 $0.00 18.0% 5.1% 19.2% 6.3% 0.0% 2.5% -0.6% 0 0 0 0.00 112.25 N/A N/A 0 0 0 0 2024-04-11 $41.41 $0.00 24.0% 6.9% 19.3% 10.4% 0.0% 1.7% -5.3% 0 0 0 0.00 147.99 N/A N/A 0 0 0 0 2024-04-12 $40.81 $0.00 23.2% 6.7% 19.0% 9.9% 0.0% 12.0% -5.2% 0 0 0 0.00 139.53 N/A N/A 0 0 0 0 2024-04-15 $40.16 $0.00 23.5% 6.7% 19.6% 10.0% 0.0% 3.3% -1.7% 0 0 0 0.00 116.38 N/A N/A 0 0 0 0 2024-04-16 $39.82 $0.00 24.7% 7.1% 19.7% 10.8% 0.0% 2.2% -4.0% 0 0 0 0.00 148.72 N/A N/A 0 0 0 0 2024-04-17 $39.63 $0.00 20.5% 5.9% 19.6% 8.0% 0.0% 4.7% -2.5% 0 0 0 0.00 120.78 N/A N/A 0 0 0 0 2024-04-18 $39.56 $0.00 21.1% 6.1% 19.2% 8.4% 0.0% 5.6% 54.6% 0 0 0 0.00 127.86 N/A N/A 0 0 0 0 2024-04-19 $39.67 $0.00 20.5% 5.9% 19.0% 8.0% 0.0% 8.5% -1.0% 0 0 0 0.00 120.46 N/A N/A 0 1 0 0 2024-04-22 $40.03 $0.00 16.6% 4.8% 19.3% 5.4% 0.0% 4.9% 0.7% -97 836 -6 0.00 124.34 N/A N/A 0 0 0 1 2024-04-23 $40.54 $0.00 19.5% 5.6% 20.0% 7.3% 0.0% -1.6% -8.2% -90 552 -5 0.00 125.17 N/A N/A 0 0 0 1 2024-04-24 $40.43 $0.00 21.4% 6.1% 20.0% 8.6% 0.0% 1.5% 1.7% -93 675 -5 0.00 126.49 N/A N/A 0 0 0 1 2024-04-25 $40.11 $0.00 20.1% 5.8% 19.0% 7.7% 0.0% 10.4% -2.4% -101 678 -5 0.00 109.78 N/A N/A 0 0 0 1 2024-04-26 $40.30 $0.00 19.1% 5.5% 18.7% 7.0% 0.0% 4.3% -3.4% -102 790 -6 0.00 114.22 N/A N/A 0 0 0 1 2024-04-29 $40.58 $0.00 18.0% 5.2% 18.5% 6.3% 0.0% 3.0% 0.0% -91 599 -5 0.00 119.76 N/A N/A 0 0 0 1 2024-04-30 $40.06 $0.00 17.0% 4.9% 18.5% 5.6% 0.0% -6.3% 2.0% -108 746 -6 0.00 125.68 N/A N/A 0 0 0 1
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