RWO Options History — May 2024 In May 2024, RWO traded between $40.22 and $42.41. ATM implied volatility averaged 18.1%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 4.5%. IV traded above realized volatility by 3.5% (HV 20d: 14.6%). Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days.
Notable Days 2024-05-13 : Largest IV spike — 96.1% change2024-05-13 : Highest IV Rank — 16.7%2024-05-31 : Largest Expected Move — 5.8%Monthly Statistics Metric Avg Min Max Open Close Price $41.37 $40.22 $42.41 $40.22 $41.42 ATM IV 18.1% 13.0% 33.2% 15.2% 20.2% Expected Move 4.5% 3.7% 5.8% 4.3% 5.8% HV 20d 14.6% 12.2% 19.2% 18.6% 14.6% HV 60d 15.7% 15.1% 16.4% 16.1% 15.9% IV Rank 6.3% 2.9% 16.7% 4.3% 7.8% IV Percentile 42.7% 6.0% 96.4% 22.6% 67.9% Term Structure 1.0% -9.2% 26.3% -3.4% -9.2% Skew 25d 1.3% -3.8% 8.7% 0.1% 8.5% Skew 10d 1.6% -9.7% 12.5% -4.7% -9.6% Call IV 25d 13.1% 11.4% 16.9% 14.1% 12.6% Put IV 25d 14.3% 11.1% 22.0% 14.2% 21.0% Bid-Ask Spread % 128.23 120.19 141.80 126.74 140.69 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX -70 -117 -34 -94 -64 Net DEX 379 144 825 825 272 Net VEX -3 -6 -1 -6 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 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 2024-05-01 $40.22 $0.00 15.2% 4.3% 18.6% 4.3% 0.0% 0.1% -3.4% -94 825 -6 0.00 126.74 N/A N/A 0 0 0 1 2024-05-02 $40.71 $0.00 15.6% 4.5% 19.1% 4.7% 0.0% -0.4% 1.6% -84 435 -4 0.00 124.00 N/A N/A 0 0 0 1 2024-05-03 $40.99 $0.00 19.2% 5.5% 19.2% 7.1% 0.0% 1.0% -3.1% -82 518 -4 0.00 124.87 N/A N/A 0 0 0 1 2024-05-06 $41.09 $0.00 20.3% 3.9% 18.3% 7.8% 0.0% -2.5% 3.5% -81 528 -4 0.00 120.50 N/A N/A 0 0 0 1 2024-05-07 $41.38 $0.00 19.0% 4.6% 18.2% 6.9% 0.0% 0.3% 1.2% -77 552 -5 0.00 121.42 N/A N/A 0 0 0 1 2024-05-08 $40.99 $0.00 25.5% 5.1% 14.1% 11.4% 0.0% -0.5% -2.5% -78 397 -4 0.00 120.19 N/A N/A 0 0 0 1 2024-05-09 $41.63 $0.00 26.1% 4.4% 15.1% 11.8% 0.0% 0.5% 0.3% -71 424 -3 0.00 120.96 N/A N/A 0 0 0 1 2024-05-10 $41.47 $0.00 16.9% 4.6% 14.1% 5.5% 0.0% 2.0% 1.9% -60 268 -2 0.00 122.36 N/A N/A 0 0 0 1 2024-05-13 $41.55 $0.00 33.2% 4.9% 12.7% 16.7% 0.0% 4.1% -2.2% -73 428 -3 0.00 122.43 N/A N/A 0 0 0 1 2024-05-14 $41.84 $0.00 22.1% 4.5% 12.2% 9.1% 0.0% 1.1% -0.3% -67 378 -3 0.00 124.52 N/A N/A 0 0 0 1 2024-05-15 $42.41 $0.00 14.8% 4.2% 12.5% 4.1% 0.0% 0.9% 0.5% -57 340 -3 0.00 121.12 N/A N/A 0 0 0 1 2024-05-16 $42.36 $0.00 13.0% 3.7% 12.5% 2.9% 0.0% -0.2% 26.3% -47 225 -2 0.00 131.41 N/A N/A 0 0 0 1 2024-05-17 $42.33 $0.00 15.5% 4.4% 12.5% 4.5% 0.0% 6.4% -3.2% -34 144 -1 0.00 122.06 N/A N/A 0 0 0 1 2024-05-20 $42.13 $0.00 14.0% 4.0% 12.6% 3.6% 0.0% -2.2% -0.9% -38 148 -1 0.00 129.91 N/A N/A 0 0 0 1 2024-05-21 $42.02 $0.00 13.9% 4.0% 12.2% 3.5% 0.0% 0.2% -0.2% -42 169 -1 0.00 129.39 N/A N/A 0 0 0 1 2024-05-22 $41.70 $0.00 15.1% 4.3% 12.5% 4.3% 0.0% 4.2% 0.4% -68 366 -3 0.00 126.51 N/A N/A 0 0 0 1 2024-05-23 $40.91 $0.00 13.0% 3.7% 14.2% 2.9% 0.0% 0.1% 0.3% -79 377 -3 0.00 141.41 N/A N/A 0 0 0 1 2024-05-24 $40.95 $0.00 13.9% 4.0% 14.1% 3.5% 0.0% 0.4% 0.9% -62 226 -2 0.00 137.79 N/A N/A 0 0 0 1 2024-05-28 $40.88 $0.00 18.4% 5.3% 14.0% 6.5% 0.0% -3.8% -0.7% -81 364 -3 0.00 134.46 N/A N/A 0 0 0 1 2024-05-29 $40.37 $0.00 19.4% 5.6% 13.9% 7.2% 0.0% 8.7% 2.0% -117 558 -4 0.00 141.80 N/A N/A 0 0 0 1 2024-05-30 $40.86 $0.00 14.0% 4.0% 14.5% 3.5% 0.0% -0.4% 7.7% -84 400 -3 0.00 136.46 N/A N/A 0 0 0 1 2024-05-31 $41.42 $0.00 20.2% 5.8% 14.6% 7.8% 0.0% 8.5% -9.2% -64 272 -2 0.00 140.69 N/A N/A 0 0 0 1
« Apr 2024 | All History | Jun 2024 » Home RWO History May 2024