RWO Options History — January 2025 In January 2025, RWO traded between $41.41 and $43.88. ATM implied volatility averaged 27.2%, placing in the 37.3% IV rank vs the trailing year. The 30-day expected move averaged 6.3%. IV traded above realized volatility by 10.6% (HV 20d: 16.6%). Max pain ranged from $48.00 to $48.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 2 of 20 days.
Notable Days 2025-01-15 : Largest IV drop — 60.2% change2025-01-13 : Highest IV Rank — 100.0%2025-01-03 : Largest Expected Move — 8.0%Monthly Statistics Metric Avg Min Max Open Close Price $42.85 $41.41 $43.88 $42.54 $43.52 Max Pain $48.00 $48.00 $48.00 $48.00 $48.00 ATM IV 27.2% 18.6% 54.1% 25.5% 23.5% Expected Move 6.3% 5.3% 8.0% 7.3% 6.7% HV 20d 16.6% 15.3% 19.3% 15.5% 15.3% HV 60d 14.8% 14.1% 15.4% 14.1% 15.1% IV Rank 37.3% 14.6% 100.0% 28.1% 26.4% IV Percentile 80.9% 44.8% 100.0% 92.5% 81.0% Term Structure -3.4% -9.4% 2.7% -6.5% -3.6% Skew 25d 1.9% -10.2% 11.3% 5.0% 6.7% Skew 10d -1.6% -12.9% 7.9% 2.8% 0.9% Call IV 25d 21.5% 16.6% 28.4% 26.9% 21.0% Put IV 25d 23.4% 13.1% 35.2% 31.9% 27.7% Bid-Ask Spread % 150.53 147.84 157.93 153.02 150.85 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 77 39 107 76 94 Net DEX -271 -405 -132 -306 -319 Net VEX -2 -3 -1 -2 -1 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 (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 2025-01-02 $42.54 $0.00 25.5% 7.3% 15.5% 28.1% 0.0% 5.0% -6.5% 76 -306 -2 0.00 153.02 N/A N/A 0 0 1 0 2025-01-03 $43.07 $0.00 27.9% 8.0% 16.6% 44.1% 0.0% 7.7% -9.4% 95 -405 -3 0.00 156.59 N/A N/A 0 0 1 0 2025-01-06 $42.66 $48.00 29.4% 5.7% 16.7% 48.4% 0.0% 5.4% -4.6% 75 -283 -2 0.00 150.29 N/A N/A 0 0 1 0 2025-01-07 $42.28 $48.00 33.1% 6.6% 16.8% 58.8% 0.0% 11.3% -3.4% 76 -354 -2 0.00 157.93 N/A N/A 0 0 1 0 2025-01-08 $42.23 $48.00 29.3% 5.9% 16.7% 48.0% 0.0% 6.2% -2.9% 60 -213 -2 0.00 147.84 N/A N/A 0 0 1 0 2025-01-10 $41.41 $48.00 36.5% 6.2% 17.2% 67.9% 0.0% 2.4% -2.3% 39 -132 -1 0.00 149.04 N/A N/A 0 0 1 0 2025-01-13 $41.58 $48.00 54.1% 6.2% 17.4% 100.0% 0.0% 5.3% -3.2% 43 -150 -1 0.00 148.22 N/A N/A 0 0 1 0 2025-01-14 $42.07 $48.00 50.9% 5.8% 18.2% 92.1% 0.0% -2.1% -0.9% 46 -144 -1 0.00 148.26 N/A N/A 0 0 1 0 2025-01-15 $42.28 $48.00 20.2% 5.8% 18.5% 18.5% 0.0% 1.8% 0.2% 56 -186 -1 0.00 148.53 N/A N/A 0 0 1 0 2025-01-16 $42.84 $48.00 18.6% 5.3% 19.3% 14.6% 0.0% -7.2% 2.7% 71 -233 -1 0.00 151.47 N/A N/A 0 0 1 0 2025-01-17 $42.86 $48.00 20.0% 5.7% 19.3% 18.0% 0.0% 5.9% -3.0% 71 -235 -2 0.00 150.07 N/A N/A 0 0 1 0 2025-01-21 $43.53 $48.00 20.1% 5.8% 16.1% 18.2% 0.0% -6.2% -3.7% 101 -368 -2 0.00 150.35 N/A N/A 0 0 1 0 2025-01-22 $43.00 $48.00 21.3% 6.1% 16.5% 21.2% 0.0% -3.7% -2.8% 68 -205 -1 0.00 148.01 N/A N/A 0 0 1 0 2025-01-23 $43.24 $48.00 20.3% 5.8% 15.9% 18.7% 0.0% 3.9% -1.9% 86 -299 -2 0.00 149.64 N/A N/A 0 0 1 0 2025-01-24 $43.55 $48.00 21.1% 6.1% 15.3% 20.7% 0.0% 4.5% -4.7% 97 -334 -2 0.00 150.12 N/A N/A 0 0 1 0 2025-01-27 $43.88 $48.00 22.6% 6.5% 15.3% 24.2% 0.0% -5.3% -3.7% 107 -346 -2 0.00 150.12 N/A N/A 0 0 1 0 2025-01-28 $43.69 $48.00 21.4% 6.1% 15.3% 21.4% 0.0% -10.2% -1.2% 97 -311 -2 0.00 150.66 N/A N/A 0 0 1 0 2025-01-29 $43.23 $48.00 24.5% 7.0% 15.3% 28.9% 0.0% 4.6% -5.9% 82 -273 -1 0.00 149.66 N/A N/A 0 0 1 0 2025-01-30 $43.48 $48.00 24.0% 6.9% 15.4% 27.7% 0.0% 2.8% -6.5% 93 -314 -1 0.00 149.95 N/A N/A 0 0 1 0 2025-01-31 $43.52 $48.00 23.5% 6.7% 15.3% 26.4% 0.0% 6.7% -3.6% 94 -319 -1 0.00 150.85 N/A N/A 0 0 1 0
« Dec 2024 | All History | Feb 2025 » Home RWO History January 2025