RWO Options History — December 2024 In December 2024, RWO traded between $42.60 and $45.99. ATM implied volatility averaged 22.9%, placing in the 14.6% IV rank vs the trailing year. The 30-day expected move averaged 6.1%. IV traded above realized volatility by 8.7% (HV 20d: 14.2%). Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days.
Notable Days 2024-12-10 : Largest IV spike — 58.3% change2024-12-31 : Highest IV Rank — 31.9%2024-12-31 : Largest Expected Move — 7.8%Monthly Statistics Metric Avg Min Max Open Close Price $44.22 $42.60 $45.99 $45.99 $42.78 ATM IV 22.9% 19.1% 37.9% 23.6% 27.0% Expected Move 6.1% 5.1% 7.8% 6.8% 7.8% HV 20d 14.2% 11.5% 17.1% 13.8% 15.5% HV 60d 12.7% 11.6% 14.2% 12.3% 14.2% IV Rank 14.6% 5.2% 31.9% 8.4% 31.9% IV Percentile 78.3% 54.8% 97.6% 84.5% 94.4% Term Structure -3.4% -12.2% 0.6% -5.0% -12.2% Skew 25d 4.3% -0.3% 10.1% 8.1% 0.3% Skew 10d 0.5% -8.2% 11.5% 11.5% -4.9% Call IV 25d 20.0% 16.4% 28.5% 17.8% 28.5% Put IV 25d 24.2% 18.4% 28.8% 25.9% 28.7% Bid-Ask Spread % 160.02 152.58 164.17 162.44 152.58 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 139 66 214 214 85 Net DEX -740 -1.4K -214 -1.4K -350 Net VEX -5 -8 -2 -8 -2 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0 0 0 0 0 Total OI 1 1 1 1 1
Daily Data (21 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 2024-12-02 $45.99 $0.00 23.6% 6.8% 13.8% 8.4% 0.0% 8.1% -5.0% 214 -1.4K -8 0.00 162.44 N/A N/A 0 0 1 0 2024-12-03 $45.84 $0.00 22.4% 6.4% 13.8% 7.5% 0.0% 8.3% -3.6% 209 -1.3K -7 0.00 162.16 N/A N/A 0 0 1 0 2024-12-04 $45.66 $0.00 22.8% 6.5% 13.4% 7.8% 0.0% 5.8% -3.3% 207 -1.1K -7 0.00 160.04 N/A N/A 0 0 1 0 2024-12-05 $45.69 $0.00 22.2% 5.3% 12.9% 7.4% 0.0% -0.3% 0.2% 196 -1.2K -7 0.00 162.34 N/A N/A 0 0 1 0 2024-12-06 $45.56 $0.00 22.9% 5.1% 12.5% 7.9% 0.0% 3.6% -0.4% 197 -1.2K -7 0.00 163.91 N/A N/A 0 0 1 0 2024-12-09 $45.66 $0.00 23.9% 5.4% 12.0% 8.6% 0.0% 1.0% -0.7% 203 -1.2K -7 0.00 163.15 N/A N/A 0 0 1 0 2024-12-10 $45.00 $0.00 37.9% 5.4% 12.9% 18.3% 0.0% 0.3% 0.4% 167 -971 -6 0.00 160.61 N/A N/A 0 0 1 0 2024-12-11 $44.84 $0.00 19.1% 5.5% 12.1% 5.2% 0.0% 2.1% -2.6% 163 -790 -5 0.00 161.48 N/A N/A 0 0 1 0 2024-12-12 $44.84 $0.00 19.8% 5.7% 12.0% 5.7% 0.0% 4.3% -2.7% 159 -928 -6 0.00 164.17 N/A N/A 0 0 1 0 2024-12-13 $44.73 $0.00 19.8% 5.7% 11.6% 14.3% 0.0% 6.3% -1.3% 156 -815 -5 0.00 161.86 N/A N/A 0 0 1 0 2024-12-16 $44.65 $0.00 20.0% 5.7% 11.6% 14.6% 0.0% 6.2% 0.6% 152 -749 -5 0.00 162.21 N/A N/A 0 0 1 0 2024-12-17 $44.48 $0.00 20.4% 5.9% 11.5% 15.4% 0.0% 6.7% -4.2% 144 -780 -5 0.00 162.51 N/A N/A 0 0 1 0 2024-12-18 $42.99 $0.00 21.4% 6.1% 16.1% 17.2% 0.0% 4.5% -3.1% 66 -214 -2 0.00 158.16 N/A N/A 0 0 1 0 2024-12-19 $42.64 $0.00 21.9% 6.3% 16.2% 18.0% 0.0% -0.1% -7.0% 72 -299 -3 0.00 157.10 N/A N/A 0 0 1 0 2024-12-20 $43.21 $0.00 22.6% 6.5% 17.0% 19.1% 0.0% 10.1% -5.2% 94 -434 -3 0.00 155.85 N/A N/A 0 0 1 0 2024-12-23 $42.64 $0.00 23.7% 6.8% 17.1% 21.1% 0.0% 4.7% -5.8% 68 -244 -2 0.00 156.08 N/A N/A 0 0 1 0 2024-12-24 $42.95 $0.00 20.7% 5.9% 16.8% 15.8% 0.0% 6.0% -1.8% 94 -405 -3 0.00 161.10 N/A N/A 0 0 1 0 2024-12-26 $43.16 $0.00 21.0% 6.0% 16.8% 16.3% 0.0% 5.1% -1.9% 102 -458 -3 0.00 157.26 N/A N/A 0 0 1 0 2024-12-27 $42.71 $0.00 24.0% 6.9% 16.4% 21.7% 0.0% 1.7% -6.3% 89 -418 -3 0.00 160.75 N/A N/A 0 0 1 0 2024-12-30 $42.60 $0.00 23.3% 6.7% 16.3% 24.3% 0.0% 5.3% -5.6% 80 -330 -2 0.00 154.63 N/A N/A 0 0 1 0 2024-12-31 $42.78 $0.00 27.0% 7.8% 15.5% 31.9% 0.0% 0.3% -12.2% 85 -350 -2 0.00 152.58 N/A N/A 0 0 1 0
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