RWO Options History — June 2024 In June 2024, RWO traded between $40.80 and $41.95. ATM implied volatility averaged 19.5%, placing in the 7.3% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 6.1% (HV 20d: 13.4%). Net GEX was positive for 13 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.00.
Notable Days 2024-06-10 : Highest Volume — 1 contracts2024-06-28 : Largest IV spike — 29.4% change2024-06-28 : Highest IV Rank — 11.0%2024-06-28 : Largest Expected Move — 7.2%Monthly Statistics Metric Avg Min Max Open Close Price $41.46 $40.80 $41.95 $41.45 $41.32 ATM IV 19.5% 16.4% 24.9% 21.7% 24.9% Expected Move 5.4% 4.0% 7.2% 6.2% 7.2% HV 20d 13.4% 11.0% 15.0% 14.5% 11.0% HV 60d 15.6% 14.8% 16.1% 15.9% 14.9% IV Rank 7.3% 5.2% 11.0% 8.8% 11.0% IV Percentile 61.8% 36.9% 88.1% 75.8% 88.1% Term Structure -0.2% -7.0% 5.1% 0.7% -7.0% Skew 25d 5.2% -1.0% 9.7% 6.1% 0.5% Skew 10d 4.6% -13.8% 14.9% -13.8% 1.4% Call IV 25d 16.6% 12.2% 20.3% 15.7% 19.7% Put IV 25d 21.8% 12.7% 27.5% 21.7% 20.2% Bid-Ask Spread % 141.10 127.37 150.62 141.89 145.61 Gamma HHI 0.70 0.53 1.00 1.00 0.64 Net GEX 29 -78 99 -71 99 Net DEX -713 -1.3K 302 249 -1.2K Net VEX -8 -12 -1 -2 -10 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 0.053 0 1 0 0 Total OI 1.684 1 2 1 2
Daily Data (19 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 2024-06-03 $41.45 $0.00 21.7% 6.2% 14.5% 8.8% 0.0% 6.1% 0.7% -71 249 -2 0.00 141.89 N/A N/A 0 0 0 1 2024-06-04 $41.95 $0.00 16.4% 4.7% 15.0% 5.2% 0.0% 7.0% -1.6% -56 220 -2 0.00 134.11 N/A N/A 0 0 0 1 2024-06-05 $41.81 $0.00 17.4% 5.0% 14.9% 5.9% 0.0% 7.8% 5.1% -47 184 -1 0.00 136.44 N/A N/A 0 0 0 1 2024-06-06 $41.89 $0.00 18.4% 4.9% 14.4% 6.5% 0.0% -1.0% -0.7% -78 125 -1 0.00 128.37 N/A N/A 0 0 0 1 2024-06-07 $41.38 $0.00 16.8% 4.0% 14.1% 5.5% 0.0% 3.6% 0.3% -64 263 -2 0.00 127.37 N/A N/A 0 0 0 1 2024-06-10 $41.52 $0.00 20.5% 4.7% 14.1% 8.0% 0.0% 1.1% 3.9% -66 302 -2 0.00 128.46 N/A N/A 1 0 0 1 2024-06-11 $41.25 $0.00 21.0% 4.5% 14.3% 8.3% 0.0% 9.3% -3.1% 77 -1.1K -11 0.00 131.26 N/A N/A 0 0 1 1 2024-06-12 $41.53 $0.00 20.3% 5.8% 14.3% 7.8% 0.0% 4.5% 0.3% 59 -1.2K -12 0.00 150.62 N/A N/A 0 0 1 1 2024-06-13 $41.66 $0.00 20.7% 5.9% 13.4% 8.2% 0.0% 3.5% -0.8% 68 -1.3K -11 0.00 141.53 N/A N/A 0 0 1 1 2024-06-14 $41.52 $0.00 18.6% 5.3% 13.4% 6.7% 0.0% 7.3% 3.1% 54 -1.1K -12 0.00 147.41 N/A N/A 0 0 1 1 2024-06-17 $41.50 $0.00 18.2% 5.2% 13.4% 6.4% 0.0% 5.7% 4.0% 78 -1.2K -11 0.00 143.09 N/A N/A 0 0 1 1 2024-06-18 $41.67 $0.00 19.3% 5.5% 13.5% 7.2% 0.0% 4.6% -0.0% 83 -1.3K -12 0.00 144.93 N/A N/A 0 0 1 1 2024-06-20 $41.52 $0.00 18.0% 5.2% 13.5% 6.3% 0.0% 3.8% 4.0% 69 -1.1K -12 0.00 148.18 N/A N/A 0 0 1 1 2024-06-21 $41.41 $0.00 17.3% 5.0% 13.2% 5.8% 0.0% 4.7% 1.6% 75 -1.1K -11 0.00 146.06 N/A N/A 0 0 1 1 2024-06-24 $41.52 $0.00 21.4% 6.1% 11.3% 8.6% 0.0% 6.1% -6.2% 89 -1.3K -11 0.00 141.80 N/A N/A 0 0 1 1 2024-06-25 $41.05 $0.00 18.1% 5.2% 12.0% 6.4% 0.0% 6.9% 2.0% 57 -987 -11 0.00 146.86 N/A N/A 0 0 1 1 2024-06-26 $40.80 $0.00 21.3% 6.1% 12.2% 8.5% 0.0% 9.7% -7.0% 54 -903 -10 0.00 147.06 N/A N/A 0 0 1 1 2024-06-27 $40.96 $0.00 19.3% 5.5% 11.4% 7.1% 0.0% 8.2% -1.7% 72 -1.1K -10 0.00 149.82 N/A N/A 0 0 1 1 2024-06-28 $41.32 $0.00 24.9% 7.2% 11.0% 11.0% 0.0% 0.5% -7.0% 99 -1.2K -10 0.00 145.61 N/A N/A 0 0 1 1
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