RWO Options History — October 2024

Name: RWO Options Analytics - October 2024
Creator: Options Analysis Suite

In October 2024, RWO traded between $45.42 and $47.31. ATM implied volatility averaged 18.1%, placing in the 4.5% IV rank vs the trailing year. The 30-day expected move averaged 5.0%. IV traded above realized volatility by 7.9% (HV 20d: 10.2%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 12 of 23 trading days. Term structure was in contango for 12 of 23 days.

Notable Days

2024-10-03: Highest Volume — 41 contracts
2024-10-07: Largest IV drop — 41.0% change
2024-10-04: Highest IV Rank — 9.0%
2024-10-29: Largest Expected Move — 6.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$46.36	$45.42	$47.31	$47.31	$45.42
Max Pain	$37.00	$37.00	$37.00	$37.00	$37.00
ATM IV	18.1%	12.5%	24.5%	18.3%	16.1%
Expected Move	5.0%	3.6%	6.1%	5.3%	4.6%
HV 20d	10.2%	8.1%	12.4%	9.5%	12.4%
HV 60d	12.4%	11.1%	13.2%	13.0%	11.5%
IV Rank	4.5%	0.6%	9.0%	4.7%	3.1%
IV Percentile	47.5%	1.6%	85.7%	50.0%	26.6%
Term Structure	-0.4%	-6.6%	5.5%	0.5%	1.3%
Skew 25d	3.4%	-0.2%	8.2%	6.8%	1.6%
Skew 10d	4.7%	-0.9%	14.4%	8.7%	0.2%
Call IV 25d	16.7%	10.8%	22.9%	17.3%	14.1%
Put IV 25d	20.1%	13.2%	27.2%	24.2%	15.7%
Bid-Ask Spread %	138.13	121.65	155.14	155.14	136.15
Gamma HHI	0.69	0.38	0.96	0.45	0.54
Net GEX	-6.4K	-20.1K	497	298	497
Net DEX	13.6K	-6.4K	50.2K	-6.4K	-5.1K
Net VEX	-46	-130	-11	-15	-11
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
Total Volume	1.783	0	41	0	0
Total OI	99.609	80	121	80	80

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	Spread %	Call Wall	Put Wall	Put Vol	Call OI	Put OI
2024-10-01	$47.31	$0.00	18.3%	5.3%	9.5%	4.7%	0.0%	6.8%	0.5%	298	-6.4K	-15	155.14	N/A	N/A	0	2	78
2024-10-02	$47.00	$0.00	18.8%	5.4%	9.8%	5.0%	0.0%	8.2%	3.6%	272	-6.0K	-17	152.29	N/A	N/A	0	2	78
2024-10-03	$46.63	$37.00	19.7%	4.6%	10.2%	5.7%	0.0%	0.4%	5.5%	330	-6.4K	-14	137.20	N/A	N/A	41	2	78
2024-10-04	$46.53	$37.00	24.5%	4.6%	10.2%	9.0%	0.0%	3.7%	-0.2%	-11.0K	40.4K	-130	138.01	N/A	N/A	0	2	119
2024-10-07	$46.04	$37.00	14.5%	4.2%	10.0%	2.0%	0.0%	3.1%	1.4%	-16.9K	36.5K	-110	121.65	N/A	N/A	0	2	119
2024-10-08	$46.03	$37.00	18.9%	4.3%	9.0%	5.1%	0.0%	3.0%	-4.3%	-16.8K	38.9K	-112	122.95	N/A	N/A	0	2	119
2024-10-09	$45.95	$37.00	12.6%	3.6%	9.0%	0.7%	0.0%	2.7%	3.2%	-18.4K	37.5K	-105	124.24	N/A	N/A	0	2	119
2024-10-10	$45.70	$37.00	12.5%	3.6%	8.1%	0.6%	0.0%	2.4%	2.1%	-20.1K	50.0K	-111	124.48	N/A	N/A	0	2	119
2024-10-11	$46.11	$37.00	16.8%	4.8%	8.4%	3.6%	0.0%	-0.2%	-0.1%	-13.0K	50.2K	-107	140.33	N/A	N/A	0	2	119
2024-10-14	$46.31	$37.00	19.6%	5.6%	8.2%	5.6%	0.0%	5.5%	-6.6%	-12.7K	43.9K	-78	141.89	N/A	N/A	0	2	119
2024-10-15	$46.61	$37.00	16.0%	4.6%	8.3%	3.1%	0.0%	3.1%	0.8%	-12.4K	21.7K	-53	139.80	N/A	N/A	0	2	119
2024-10-16	$47.18	$37.00	17.5%	5.0%	9.6%	4.1%	0.0%	5.2%	2.2%	-8.7K	12.5K	-39	141.47	N/A	N/A	0	2	119
2024-10-17	$46.82	$37.00	18.9%	5.4%	9.7%	5.1%	0.0%	2.9%	-4.9%	-11.1K	23.1K	-37	141.32	N/A	N/A	0	2	119
2024-10-18	$47.02	$37.00	17.8%	5.1%	9.7%	4.3%	0.0%	3.2%	-1.6%	-10.0K	27.9K	-19	140.36	N/A	N/A	0	2	119
2024-10-21	$46.17	$37.00	20.4%	5.9%	11.5%	6.1%	0.0%	0.6%	-1.5%	346	-5.5K	-14	139.24	N/A	N/A	0	2	78
2024-10-22	$46.29	$37.00	19.7%	5.7%	11.5%	5.7%	0.0%	2.8%	-5.5%	362	-5.7K	-14	142.10	N/A	N/A	0	2	78
2024-10-23	$46.45	$37.00	20.9%	6.0%	11.3%	6.5%	0.0%	7.1%	-3.2%	394	-5.7K	-13	141.30	N/A	N/A	0	2	78
2024-10-24	$46.35	$37.00	20.0%	5.7%	11.3%	5.9%	0.0%	3.4%	-2.5%	377	-5.7K	-13	139.43	N/A	N/A	0	2	78
2024-10-25	$46.01	$37.00	17.5%	5.0%	11.4%	4.1%	0.0%	4.3%	3.6%	400	-5.5K	-13	140.49	N/A	N/A	0	2	78
2024-10-28	$46.19	$37.00	19.8%	5.7%	11.6%	5.7%	0.0%	4.8%	0.0%	400	-5.6K	-12	141.63	N/A	N/A	0	2	78
2024-10-29	$45.97	$37.00	21.4%	6.1%	11.7%	6.8%	0.0%	1.9%	-4.8%	391	-5.4K	-13	141.19	N/A	N/A	0	2	78
2024-10-30	$46.10	$37.00	13.9%	4.0%	11.6%	1.6%	0.0%	1.7%	1.6%	380	-5.9K	-11	134.40	N/A	N/A	0	2	78
2024-10-31	$45.42	$37.00	16.1%	4.6%	12.4%	3.1%	0.0%	1.6%	1.3%	497	-5.1K	-11	136.15	N/A	N/A	0	2	78