RWO Options History — September 2024 In September 2024, RWO traded between $46.38 and $48.45. ATM implied volatility averaged 20.3%, placing in the 6.0% IV rank vs the trailing year. The 30-day expected move averaged 5.5%. IV traded above realized volatility by 9.5% (HV 20d: 10.8%). Max pain ranged from $40.00 to $40.00. Net GEX was positive for 16 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.00.
Notable Days 2024-09-12 : Highest Volume — 1 contracts2024-09-18 : Largest IV spike — 115.1% change2024-09-18 : Highest IV Rank — 17.4%2024-09-18 : Largest Expected Move — 10.5%Monthly Statistics Metric Avg Min Max Open Close Price $47.47 $46.38 $48.45 $46.38 $47.38 Max Pain $40.00 $40.00 $40.00 $40.00 $40.00 ATM IV 20.3% 14.7% 36.6% 22.1% 19.9% Expected Move 5.5% 4.2% 10.5% 6.4% 5.7% HV 20d 10.8% 9.8% 13.4% 13.4% 9.8% HV 60d 12.9% 12.7% 13.2% 13.1% 13.0% IV Rank 6.0% 2.1% 17.4% 7.3% 5.8% IV Percentile 57.0% 11.1% 98.0% 79.8% 62.3% Term Structure -2.6% -11.2% 6.9% -6.2% -6.1% Skew 25d 4.0% -3.3% 10.3% 2.7% 7.2% Skew 10d 7.0% -3.3% 15.9% -1.6% 9.4% Call IV 25d 17.5% 12.2% 38.3% 23.6% 18.7% Put IV 25d 21.5% 15.9% 41.1% 26.3% 26.0% Bid-Ask Spread % 152.36 144.99 187.68 148.85 153.63 Gamma HHI 0.54 0.33 0.87 0.49 0.46 Net GEX -63 -2.9K 310 -1.2K 293 Net DEX -4.9K -7.2K 4.2K -246 -6.6K Net VEX -16 -66 -3 -35 -15 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 0.05 0 1 0 0 Total OI 107.6 80 120 119 80
Daily Data (20 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 2024-09-03 $46.38 $40.00 22.1% 6.4% 13.4% 7.3% 0.0% 2.7% -6.2% -1.2K -246 -35 0.00 148.85 N/A N/A 0 0 1 118 2024-09-04 $46.48 $40.00 24.7% 7.1% 11.6% 9.1% 0.0% 4.2% -7.8% -699 -2.8K -15 0.00 146.93 N/A N/A 0 0 1 118 2024-09-05 $46.63 $0.00 17.7% 4.2% 11.2% 4.3% 0.0% 3.7% 2.7% 118 -3.7K -6 0.00 151.75 N/A N/A 0 0 1 118 2024-09-06 $46.46 $0.00 23.7% 4.6% 11.3% 8.4% 0.0% -1.1% -2.8% -242 -3.3K -8 0.00 151.69 N/A N/A 0 0 1 118 2024-09-09 $46.95 $0.00 24.2% 5.5% 11.6% 8.7% 0.0% 9.8% -3.5% 36 -3.6K -7 0.00 149.90 N/A N/A 0 0 1 118 2024-09-10 $47.47 $0.00 22.9% 5.2% 11.0% 7.9% 0.0% 6.6% -0.3% 123 -4.1K -4 0.00 152.20 N/A N/A 0 0 1 118 2024-09-11 $47.38 $0.00 18.0% 5.2% 10.3% 4.4% 0.0% -2.9% -3.4% 128 -4.3K -3 0.00 154.31 N/A N/A 0 0 1 118 2024-09-12 $47.84 $0.00 18.1% 5.2% 10.5% 4.5% 0.0% 4.8% -0.6% 104 -4.1K -5 0.00 152.85 N/A N/A 1 0 1 118 2024-09-13 $48.16 $0.00 18.6% 5.3% 10.6% 4.8% 0.0% 5.9% -1.1% 309 -6.9K -16 0.00 148.59 N/A N/A 0 0 2 118 2024-09-16 $48.45 $0.00 14.7% 4.2% 10.2% 2.1% 0.0% -0.5% 6.9% 284 -7.2K -15 0.00 144.99 N/A N/A 0 0 2 118 2024-09-17 $48.00 $0.00 17.0% 4.9% 10.8% 3.8% 0.0% 7.1% 0.7% 281 -7.1K -14 0.00 149.95 N/A N/A 0 0 2 118 2024-09-18 $47.88 $0.00 36.6% 10.5% 10.9% 17.4% 0.0% 2.8% -11.2% -2.9K 4.2K -66 0.00 187.68 N/A N/A 0 0 2 118 2024-09-19 $48.11 $0.00 18.3% 5.2% 10.9% 4.7% 0.0% 6.7% -4.9% 309 -7.0K -15 0.00 148.71 N/A N/A 0 0 2 118 2024-09-20 $47.79 $0.00 16.7% 4.8% 11.4% 3.5% 0.0% 2.8% -1.2% 310 -6.7K -15 0.00 149.36 N/A N/A 0 0 2 118 2024-09-23 $47.77 $0.00 17.2% 4.9% 9.9% 3.9% 0.0% -3.3% -3.9% 293 -7.0K -15 0.00 151.57 N/A N/A 0 0 2 78 2024-09-24 $47.89 $0.00 16.0% 4.6% 9.9% 3.1% 0.0% 3.7% -0.9% 266 -7.2K -15 0.00 149.83 N/A N/A 0 0 2 78 2024-09-25 $47.48 $0.00 18.6% 5.3% 10.5% 4.8% 0.0% 3.8% -4.1% 296 -6.7K -15 0.00 151.59 N/A N/A 0 0 2 78 2024-09-26 $47.36 $0.00 20.4% 5.9% 10.4% 6.1% 0.0% 10.3% 0.1% 263 -6.7K -14 0.00 152.85 N/A N/A 0 0 2 78 2024-09-27 $47.47 $0.00 20.0% 5.7% 10.2% 5.8% 0.0% 6.2% -4.9% 301 -6.8K -14 0.00 150.00 N/A N/A 0 0 2 78 2024-09-30 $47.38 $0.00 19.9% 5.7% 9.8% 5.8% 0.0% 7.2% -6.1% 293 -6.6K -15 0.00 153.63 N/A N/A 0 0 2 78
« Aug 2024 | All History | Oct 2024 » Home RWO History September 2024