RWO Options History — November 2024 In November 2024, RWO traded between $44.98 and $46.92. ATM implied volatility averaged 23.4%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 5.3%. IV traded above realized volatility by 10.1% (HV 20d: 13.2%). Max pain ranged from $37.00 to $37.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 3 of 20 days.
Notable Days 2024-11-04 : Largest IV spike — 68.7% change2024-11-12 : Highest IV Rank — 25.3%2024-11-18 : Largest Expected Move — 7.0%Monthly Statistics Metric Avg Min Max Open Close Price $45.70 $44.98 $46.92 $44.98 $46.92 Max Pain $37.00 $37.00 $37.00 $37.00 $37.00 ATM IV 23.4% 14.9% 47.9% 14.9% 20.2% Expected Move 5.3% 4.3% 7.0% 4.3% 5.8% HV 20d 13.2% 12.1% 14.5% 12.7% 12.1% HV 60d 11.6% 11.3% 11.9% 11.6% 11.6% IV Rank 8.2% 2.3% 25.3% 2.3% 6.0% IV Percentile 70.8% 15.1% 98.8% 15.1% 69.8% Term Structure -1.6% -6.5% 3.6% 1.8% -5.5% Skew 25d 4.2% -1.7% 7.9% 1.6% 7.9% Skew 10d 4.0% -11.9% 14.3% 2.6% 12.9% Call IV 25d 16.9% 13.2% 21.5% 14.1% 15.6% Put IV 25d 21.1% 15.7% 25.9% 15.7% 23.4% Bid-Ask Spread % 158.54 134.03 163.38 134.03 159.46 Gamma HHI 0.73 0.45 1.00 0.59 1.00 Net GEX 354 170 576 576 226 Net DEX -3.3K -5.6K -1.2K -4.6K -1.9K Net VEX -9 -11 -7 -11 -9 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 44.45 1 80 80 1
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 2024-11-01 $44.98 $37.00 14.9% 4.3% 12.7% 2.3% 0.0% 1.6% 1.8% 576 -4.6K -11 0.00 134.03 N/A N/A 0 0 2 78 2024-11-04 $45.23 $0.00 25.1% 4.5% 12.5% 9.4% 0.0% 2.9% -0.3% 437 -4.5K -11 0.00 157.08 N/A N/A 0 0 2 78 2024-11-05 $45.68 $0.00 25.5% 5.0% 13.1% 9.7% 0.0% 3.9% -1.0% 438 -5.1K -11 0.00 158.92 N/A N/A 0 0 2 78 2024-11-06 $45.23 $0.00 27.8% 5.1% 13.5% 11.2% 0.0% 3.9% -2.0% 417 -4.2K -10 0.00 157.34 N/A N/A 0 0 2 78 2024-11-07 $45.67 $0.00 24.3% 5.0% 13.9% 8.9% 0.0% 7.8% 1.2% 444 -5.1K -11 0.00 157.91 N/A N/A 0 0 2 78 2024-11-08 $46.12 $0.00 27.4% 5.0% 14.0% 11.0% 0.0% 5.1% -0.2% 418 -5.6K -11 0.00 155.01 N/A N/A 0 0 2 78 2024-11-11 $45.99 $0.00 38.4% 5.2% 13.9% 18.6% 0.0% 5.2% -2.6% 448 -5.4K -10 0.00 162.38 N/A N/A 0 0 2 78 2024-11-12 $45.35 $0.00 47.9% 5.0% 14.5% 25.3% 0.0% 1.7% -0.4% 503 -4.7K -9 0.00 160.98 N/A N/A 0 0 2 78 2024-11-13 $45.50 $0.00 18.3% 5.2% 13.7% 4.7% 0.0% 3.7% -1.0% 491 -4.9K -9 0.00 161.93 N/A N/A 0 0 2 78 2024-11-14 $45.08 $0.00 19.2% 5.5% 13.8% 5.3% 0.0% 7.0% -3.2% 533 -4.3K -8 0.00 159.79 N/A N/A 0 0 2 78 2024-11-15 $45.12 $0.00 18.6% 5.3% 13.7% 4.9% 0.0% 4.0% -0.2% 500 -4.3K -7 0.00 163.38 N/A N/A 0 0 2 78 2024-11-18 $45.27 $0.00 24.3% 7.0% 12.3% 8.8% 0.0% 4.5% -4.1% 170 -1.3K -8 0.00 162.77 N/A N/A 0 0 1 0 2024-11-19 $45.57 $0.00 19.4% 5.6% 12.6% 5.5% 0.0% 6.7% -1.8% 187 -1.4K -8 0.00 160.61 N/A N/A 0 0 1 0 2024-11-20 $45.31 $0.00 20.0% 5.7% 12.6% 5.8% 0.0% 2.6% -2.6% 182 -1.2K -7 0.00 160.31 N/A N/A 0 0 1 0 2024-11-21 $45.58 $0.00 18.9% 5.4% 12.8% 5.1% 0.0% -1.7% -4.3% 192 -1.2K -8 0.00 160.23 N/A N/A 0 0 1 0 2024-11-22 $45.78 $0.00 17.5% 5.0% 12.7% 4.1% 0.0% 3.1% 3.6% 217 -1.2K -8 0.00 162.81 N/A N/A 0 0 1 0 2024-11-25 $46.27 $0.00 19.1% 5.5% 13.2% 5.2% 0.0% 2.5% -3.3% 233 -1.5K -8 0.00 161.42 N/A N/A 0 0 1 0 2024-11-26 $46.48 $0.00 19.1% 5.5% 13.2% 5.2% 0.0% 4.3% -0.0% 228 -1.7K -8 0.00 157.61 N/A N/A 0 0 1 0 2024-11-27 $46.85 $0.00 21.5% 6.2% 13.4% 6.9% 0.0% 7.8% -6.5% 240 -1.9K -9 0.00 156.83 N/A N/A 0 0 1 0 2024-11-29 $46.92 $0.00 20.2% 5.8% 12.1% 6.0% 0.0% 7.9% -5.5% 226 -1.9K -9 0.00 159.46 N/A N/A 0 0 1 0
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