RWO Options History — August 2024 In August 2024, RWO traded between $43.20 and $46.66. ATM implied volatility averaged 21.6%, placing in the 7.2% IV rank vs the trailing year. The 30-day expected move averaged 5.4%. IV traded above realized volatility by 6.0% (HV 20d: 15.6%). Max pain ranged from $37.00 to $40.00. Net GEX was positive for 5 of 22 trading days. Term structure was in contango for 14 of 22 days.
Notable Days 2024-08-06 : Highest Volume — 72 contracts2024-08-05 : Largest IV spike — 65.1% change2024-08-05 : Highest IV Rank — 25.4%2024-08-05 : Largest Expected Move — 8.5%Monthly Statistics Metric Avg Min Max Open Close Price $45.09 $43.20 $46.66 $44.04 $46.66 Max Pain $39.70 $37.00 $40.00 $37.00 $40.00 ATM IV 21.6% 15.7% 47.3% 24.5% 17.5% Expected Move 5.4% 4.5% 8.5% 7.0% 5.0% HV 20d 15.6% 13.3% 17.4% 13.3% 15.6% HV 60d 13.4% 12.7% 14.0% 12.8% 13.0% IV Rank 7.2% 2.9% 25.4% 9.7% 4.1% IV Percentile 59.7% 23.4% 98.8% 86.1% 43.3% Term Structure 0.0% -9.3% 9.5% -7.8% 0.8% VWIV 21.0% 15.1% 24.2% 24.2% 15.1% Skew 25d 4.5% -3.3% 19.5% 9.3% 9.7% Skew 10d 4.8% -5.7% 19.7% 12.3% 0.6% Call IV 25d 16.0% 11.8% 35.4% 16.4% 13.1% Put IV 25d 20.5% 12.1% 32.9% 25.6% 22.8% Bid-Ask Spread % 147.68 135.43 163.55 135.43 144.80 Gamma HHI 0.58 0.44 1.00 1.00 0.54 Net GEX -2.2K -5.7K 198 198 -675 Net DEX 7.0K -3.5K 31.4K -2.4K 866 Net VEX -88 -230 -7 -9 -38 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 5.364 0 72 0 0 Total OI 95.909 2 120 2 119
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 2024-08-01 $44.04 $37.00 24.5% 7.0% 13.3% 9.7% 0.0% 9.3% -7.8% 198 -2.4K -9 0.00 135.43 N/A N/A 0 0 1 1 2024-08-02 $44.11 $37.00 28.6% 8.2% 13.3% 12.5% 0.0% -2.9% -9.3% 160 -2.4K -9 0.00 162.03 N/A N/A 0 0 1 1 2024-08-05 $43.20 $0.00 47.3% 8.5% 15.8% 25.4% 0.0% 19.5% -2.1% 94 -2.1K -9 0.00 162.63 N/A N/A 0 0 1 1 2024-08-06 $44.13 $0.00 21.0% 4.7% 17.2% 7.2% 24.2% 2.9% 1.3% 195 -2.4K -9 0.00 147.81 N/A N/A 0 72 1 1 2024-08-07 $43.89 $40.00 21.7% 4.7% 17.4% 7.8% 23.6% 5.5% 0.2% -4.8K 16.8K -169 0.00 145.95 N/A N/A 0 45 1 73 2024-08-08 $44.25 $40.00 25.8% 4.9% 15.8% 10.5% 0.0% 6.2% 4.1% -4.8K 20.0K -189 0.00 147.67 N/A N/A 0 0 1 118 2024-08-09 $44.49 $40.00 21.0% 4.8% 15.3% 7.2% 15.1% 4.7% 1.0% -2.8K 1.0K -36 0.00 141.00 N/A N/A 0 1 1 118 2024-08-12 $44.06 $40.00 28.5% 4.7% 15.8% 11.7% 0.0% 10.3% 0.4% -5.7K 20.7K -198 0.00 150.61 N/A N/A 0 0 1 119 2024-08-13 $44.73 $40.00 29.0% 5.3% 16.4% 12.1% 0.0% 1.9% -2.7% -4.0K 16.3K -179 0.00 148.87 N/A N/A 0 0 1 119 2024-08-14 $44.94 $40.00 16.4% 4.7% 16.3% 3.3% 0.0% 4.5% 1.2% -3.8K 4.6K -81 0.00 143.55 N/A N/A 0 0 1 119 2024-08-15 $44.98 $40.00 20.4% 5.8% 15.9% 6.1% 0.0% -1.0% 9.5% -4.1K 14.0K -157 0.00 150.51 N/A N/A 0 0 1 119 2024-08-16 $44.77 $40.00 15.7% 4.5% 16.0% 2.9% 0.0% 6.9% 3.3% -2.1K 6.5K -68 0.00 146.84 N/A N/A 0 0 1 119 2024-08-19 $45.28 $40.00 18.6% 5.3% 16.1% 4.9% 0.0% -1.1% -2.0% -3.5K 10.6K -134 0.00 163.55 N/A N/A 0 0 1 118 2024-08-20 $45.26 $40.00 18.2% 5.2% 16.1% 4.6% 0.0% -3.3% -1.1% -5.1K 31.4K -230 0.00 137.00 N/A N/A 0 0 1 118 2024-08-21 $45.47 $40.00 16.9% 4.9% 15.2% 3.7% 0.0% 1.9% 0.5% -2.9K 9.4K -129 0.00 145.30 N/A N/A 0 0 1 118 2024-08-22 $45.57 $40.00 16.2% 4.6% 14.6% 3.2% 0.0% 0.1% 3.8% -1.4K 5.3K -67 0.00 144.54 N/A N/A 0 0 1 118 2024-08-23 $46.39 $40.00 17.2% 4.9% 15.2% 3.9% 0.0% 2.9% 0.1% -1.6K 6.5K -82 0.00 147.76 N/A N/A 0 0 1 118 2024-08-26 $46.55 $40.00 17.1% 4.9% 15.1% 3.8% 0.0% 1.9% -2.8% -1.1K 3.4K -67 0.00 147.01 N/A N/A 0 0 1 118 2024-08-27 $46.61 $40.00 15.8% 4.5% 15.1% 3.0% 0.0% 0.5% 1.4% 103 -3.5K -7 0.00 143.79 N/A N/A 0 0 1 118 2024-08-28 $46.41 $40.00 17.9% 5.1% 15.3% 4.4% 0.0% 9.1% -1.4% -1.3K 3.3K -69 0.00 148.80 N/A N/A 0 0 1 118 2024-08-29 $46.21 $40.00 19.3% 5.5% 15.4% 5.3% 0.0% 9.9% 1.7% -76 -3.0K -10 0.00 143.45 N/A N/A 0 0 1 118 2024-08-30 $46.66 $40.00 17.5% 5.0% 15.6% 4.1% 0.0% 9.7% 0.8% -675 866 -38 0.00 144.80 N/A N/A 0 0 1 118
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