RWO Options History — July 2024 In July 2024, RWO traded between $41.16 and $44.17. ATM implied volatility averaged 19.9%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 8.5% (HV 20d: 11.4%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 4 of 22 days.
Notable Days 2024-07-09 : Largest IV spike — 32.7% change2024-07-09 : Highest IV Rank — 12.8%2024-07-03 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $43.03 $41.16 $44.17 $41.16 $44.17 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 19.9% 15.2% 27.5% 18.4% 19.3% Expected Move 5.4% 4.3% 7.0% 5.3% 5.5% HV 20d 11.4% 8.2% 13.6% 9.9% 13.2% HV 60d 13.1% 12.3% 14.9% 14.8% 12.7% IV Rank 7.6% 4.3% 12.8% 6.6% 7.1% IV Percentile 60.7% 20.6% 92.9% 55.6% 58.3% Term Structure -2.2% -6.8% 3.6% 3.6% -2.8% Skew 25d 4.1% -2.1% 10.2% -2.1% 3.2% Skew 10d 1.9% -6.2% 10.5% -4.3% 3.1% Call IV 25d 16.9% 12.6% 27.1% 22.4% 16.9% Put IV 25d 21.1% 18.2% 26.9% 20.3% 20.0% Bid-Ask Spread % 139.12 132.61 151.57 151.57 141.65 Gamma HHI 0.89 0.57 1.00 0.57 1.00 Net GEX 158 73 207 73 207 Net DEX -1.9K -2.4K -1.1K -1.1K -2.3K Net VEX -10 -10 -9 -10 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 2 2 2 2 2
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 2024-07-01 $41.16 $0.00 18.4% 5.3% 9.9% 6.6% 0.0% -2.1% 3.6% 73 -1.1K -10 0.00 151.57 N/A N/A 0 0 1 1 2024-07-02 $41.44 $0.00 22.3% 6.4% 10.3% 9.2% 0.0% 5.4% -2.6% 110 -1.3K -10 0.00 149.83 N/A N/A 0 0 1 1 2024-07-03 $41.55 $0.00 24.5% 7.0% 9.3% 10.7% 0.0% -0.4% -5.0% 108 -1.3K -10 0.00 151.47 N/A N/A 0 0 1 1 2024-07-05 $41.70 $37.00 26.3% 5.4% 9.3% 11.9% 0.0% 2.1% -3.9% 109 -1.4K -10 0.00 142.26 N/A N/A 0 0 1 1 2024-07-08 $41.77 $37.00 20.7% 5.4% 9.3% 8.1% 0.0% 1.4% -6.8% 115 -1.3K -10 0.00 132.61 N/A N/A 0 0 1 1 2024-07-09 $41.72 $37.00 27.5% 4.9% 8.2% 12.8% 0.0% 7.3% 0.0% 122 -1.5K -10 0.00 135.43 N/A N/A 0 0 1 1 2024-07-10 $41.99 $37.00 19.8% 5.7% 8.4% 7.5% 0.0% 5.0% -1.8% 127 -1.4K -10 0.00 134.58 N/A N/A 0 0 1 1 2024-07-11 $42.96 $37.00 16.7% 4.8% 11.1% 5.4% 0.0% 2.9% -2.7% 166 -1.9K -10 0.00 135.73 N/A N/A 0 0 1 1 2024-07-12 $43.48 $37.00 16.8% 4.8% 11.6% 5.5% 0.0% 6.4% 2.8% 180 -2.2K -10 0.00 133.80 N/A N/A 0 0 1 1 2024-07-15 $43.46 $37.00 15.2% 4.3% 11.6% 4.3% 0.0% 6.7% 2.8% 181 -2.1K -10 0.00 133.12 N/A N/A 0 0 1 1 2024-07-16 $43.84 $37.00 18.0% 5.1% 11.7% 6.3% 0.0% 4.1% -2.2% 177 -2.2K -10 0.00 135.40 N/A N/A 0 0 1 1 2024-07-17 $44.12 $37.00 18.3% 5.3% 11.7% 6.5% 0.0% 6.6% -2.1% 167 -2.4K -10 0.00 133.33 N/A N/A 0 0 1 1 2024-07-18 $43.73 $37.00 19.4% 5.6% 12.4% 7.2% 0.0% 10.1% -4.4% 171 -2.2K -10 0.00 135.37 N/A N/A 0 0 1 1 2024-07-19 $43.60 $37.00 17.4% 5.0% 12.4% 5.9% 0.0% 1.4% -1.8% 179 -2.1K -10 0.00 134.20 N/A N/A 0 0 1 1 2024-07-22 $44.02 $37.00 20.0% 5.7% 12.4% 7.6% 0.0% 2.7% -3.7% 196 -2.4K -10 0.00 148.18 N/A N/A 0 0 1 1 2024-07-23 $44.02 $37.00 20.7% 5.9% 12.5% 8.1% 0.0% 4.9% -4.4% 175 -2.3K -10 0.00 136.46 N/A N/A 0 0 1 1 2024-07-24 $43.44 $37.00 18.3% 5.2% 12.8% 6.5% 0.0% -0.8% -3.9% 176 -2.0K -10 0.00 139.63 N/A N/A 0 0 1 1 2024-07-25 $43.03 $37.00 18.9% 5.4% 13.2% 6.9% 0.0% 2.5% -0.1% 182 -1.9K -9 0.00 142.02 N/A N/A 0 0 1 1 2024-07-26 $43.56 $37.00 21.7% 6.2% 13.6% 8.8% 0.0% 6.5% -4.6% 184 -2.0K -9 0.00 138.28 N/A N/A 0 0 1 1 2024-07-29 $43.80 $37.00 18.2% 5.2% 13.5% 6.4% 0.0% 5.4% -3.7% 175 -2.1K -9 0.00 137.10 N/A N/A 0 0 1 1 2024-07-30 $44.00 $37.00 19.4% 5.6% 13.2% 7.3% 0.0% 10.2% -0.2% 190 -2.3K -9 0.00 138.53 N/A N/A 0 0 1 1 2024-07-31 $44.17 $37.00 19.3% 5.5% 13.2% 7.1% 0.0% 3.2% -2.8% 207 -2.3K -9 0.00 141.65 N/A N/A 0 0 1 1
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