RYLD Options History — February 2022

In February 2022, RYLD traded between $22.46 and $23.40. ATM implied volatility averaged 15.8%. The 30-day expected move averaged 4.5%. IV traded below realized volatility by 0.8% (HV 20d: 16.6%). Max pain ranged from $23.00 to $23.00. Net GEX was positive for 18 of 18 trading days. Term structure was in contango for 12 of 18 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-02-16: Highest Volume — 777 contracts
  • 2022-02-03: Largest IV spike — 36.2% change
  • 2022-02-14: Largest Expected Move — 5.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.98$22.46$23.40$22.92$23.14
Max Pain$23.00$23.00$23.00$23.00$23.00
ATM IV15.8%12.7%22.5%13.4%14.5%
Expected Move4.5%3.6%5.1%3.8%4.1%
HV 20d16.6%16.3%16.8%16.6%16.3%
Term Structure3.1%-5.0%11.7%-0.5%10.7%
VWIV15.2%8.3%20.1%14.5%15.0%
Skew 25d5.4%-2.6%15.8%7.4%2.2%
Skew 10d11.6%-4.7%25.6%11.4%4.7%
Call IV 25d13.7%8.1%19.2%11.4%14.9%
Put IV 25d19.1%15.9%24.6%18.8%17.2%
Bid-Ask Spread %103.0157.66116.24109.4495.85
Gamma HHI0.340.260.500.340.50
Net GEX91.0K5.1K172.7K74.4K64.6K
Net DEX-637.4K-1.2M73.6K-407.7K-640.0K
Net VEX-6.0K-8.4K-4.9K-6.4K-7.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.202.862.860.82
Total Volume375.111182777513356
Total OI2,388.2222,0522,8572,0522,623

Daily Data (18 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-02$22.92$23.0013.4%3.8%0.0%0.0%14.5%7.4%-0.5%74.4K-407.7K-6.4K2.86109.44N/AN/A1333801,304748
2022-02-03$22.59$23.0018.2%4.9%0.0%0.0%20.1%-2.6%-4.1%49.1K-350.1K-5.2K0.51116.24N/AN/A167851,374774
2022-02-04$22.76$23.0022.5%5.1%0.0%0.0%16.1%-0.5%6.8%65.0K-503.2K-5.2K0.20115.05N/AN/A266531,348792
2022-02-07$22.83$23.0018.0%4.9%0.0%0.0%17.8%2.3%8.9%77.9K-530.7K-4.9K0.65112.53N/AN/A128831,317804
2022-02-08$23.05$23.0013.9%4.5%0.0%0.0%16.7%4.3%-5.0%116.5K-829.2K-6.9K0.57108.52N/AN/A116661,400846
2022-02-09$23.23$23.0014.9%4.3%0.0%0.0%16.6%0.3%2.6%128.2K-1.2M-5.6K0.48114.96N/AN/A154741,410850
2022-02-10$23.04$23.0014.8%4.3%0.0%0.0%11.8%5.3%0.3%133.7K-902.1K-6.3K0.77112.34N/AN/A104801,451861
2022-02-11$22.92$23.0016.3%4.7%0.0%0.0%17.6%3.1%4.5%159.1K-707.8K-4.9K1.04112.23N/AN/A92961,546902
2022-02-14$22.97$23.0017.9%5.1%0.0%0.0%15.2%8.9%-2.2%125.2K-731.9K-5.5K0.64112.41N/AN/A121781,546932
2022-02-15$23.31$23.0014.8%4.3%0.0%0.0%8.3%15.8%1.4%172.7K-1.1M-5.0K0.79110.75N/AN/A4153261,546962
2022-02-16$23.40$23.0012.7%3.6%0.0%0.0%8.7%10.7%6.0%122.9K-1.1M-5.9K0.77111.07N/AN/A4393381,5761,233
2022-02-17$23.25$23.0015.1%4.3%0.0%0.0%14.8%7.8%11.7%134.9K-923.7K-5.3K0.22105.90N/AN/A402891,6031,225
2022-02-18$23.13$23.0015.9%4.6%0.0%0.0%17.2%3.6%-0.6%139.7K-696.2K-6.5K0.2160.45N/AN/A429881,6051,252
2022-02-22$22.75$23.0015.1%4.3%0.0%0.0%17.2%6.2%6.4%15.4K-200.6K-6.6K0.25104.24N/AN/A4281081,197866
2022-02-23$22.46$23.0015.9%4.6%0.0%0.0%14.9%4.4%4.2%9.4K73.6K-6.1K0.2592.84N/AN/A4281061,264941
2022-02-24$22.83$23.0014.2%4.1%16.6%0.0%15.4%5.8%6.2%5.1K-135.5K-6.6K1.47101.72N/AN/A951401,3281,034
2022-02-25$23.12$23.0016.3%4.7%16.8%0.0%16.3%11.4%-0.9%44.8K-584.4K-8.4K1.4957.66N/AN/A1161731,4211,107
2022-02-28$23.14$23.0014.5%4.1%16.3%0.0%15.0%2.2%10.7%64.6K-640.0K-7.0K0.8295.85N/AN/A1961601,4651,158