RYLD Options History — March 2022

In March 2022, RYLD traded between $22.65 and $24.05. ATM implied volatility averaged 12.3%. The 30-day expected move averaged 4.3%. IV traded below realized volatility by 6.0% (HV 20d: 18.3%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 14 of 23 days. Put/call ratio averaged 0.94.

Notable Days

  • 2022-03-29: Highest Volume — 571 contracts
  • 2022-03-21: Largest IV spike — 26.5% change
  • 2022-03-14: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.39$22.65$24.05$22.89$23.83
Max Pain$23.32$23.00$24.00$23.00$23.00
ATM IV12.3%5.0%18.4%16.3%5.0%
Expected Move4.3%2.7%6.2%4.7%3.3%
HV 20d18.3%16.3%21.1%16.4%17.3%
Term Structure1.3%-4.9%8.2%5.9%6.1%
VWIV14.7%8.2%20.6%17.1%13.2%
Skew 25d7.4%-0.5%23.5%2.6%4.0%
Skew 10d14.0%1.8%41.7%1.9%1.8%
Call IV 25d11.6%4.7%19.3%18.2%4.7%
Put IV 25d19.0%8.7%31.9%20.8%8.7%
Bid-Ask Spread %105.9965.00169.5993.51113.72
Gamma HHI0.520.270.790.510.65
Net GEX136.1K-31.9K411.1K56.8K328.1K
Net DEX-992.1K-2.2M145.2K-398.3K-1.8M
Net VEX-7.6K-9.2K-4.5K-7.9K-7.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.351.860.911.31
Total Volume299.087171571300231
Total OI3,106.8262,5393,5422,7523,542

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-03-01$22.89$23.0016.3%4.7%16.4%0.0%17.1%2.6%5.9%56.8K-398.3K-7.9K0.9193.51N/AN/A1571431,5791,173
2022-03-02$23.30$23.0018.4%5.3%17.2%0.0%17.3%6.2%-2.2%81.1K-879.3K-8.4K0.5598.90N/AN/A1831001,5931,221
2022-03-03$23.11$23.0018.4%5.3%17.0%0.0%17.6%-0.5%3.1%92.2K-742.9K-9.2K0.7983.19N/AN/A1911501,7221,220
2022-03-04$22.96$23.0016.7%4.8%16.3%0.0%16.7%10.2%-0.2%71.0K-444.7K-7.9K0.6182.25N/AN/A1921171,7311,264
2022-03-07$22.69$23.0017.3%5.0%16.7%0.0%20.6%7.8%-3.3%33.3K-14.2K-8.7K0.5297.52N/AN/A125651,7431,291
2022-03-08$22.82$23.0017.1%5.7%16.8%0.0%19.9%5.7%0.3%45.0K-248.9K-7.9K0.4498.69N/AN/A206911,7891,327
2022-03-09$23.23$23.0016.1%4.9%17.7%0.0%16.8%3.7%-3.7%78.4K-806.2K-7.1K0.8465.00N/AN/A93781,7821,350
2022-03-10$23.20$23.0016.0%4.7%17.5%0.0%16.5%-0.2%-4.9%76.0K-746.2K-7.5K0.9193.35N/AN/A95861,7991,367
2022-03-11$23.05$23.0013.4%5.1%17.4%0.0%19.9%4.6%0.8%55.9K-555.2K-7.9K0.56105.95N/AN/A116651,8111,368
2022-03-14$22.65$24.0015.0%6.2%18.4%0.0%14.1%3.5%5.7%-3.7K145.2K-6.9K0.80102.69N/AN/A2201761,8431,376
2022-03-15$23.00$24.0016.0%4.7%19.2%0.0%17.3%6.2%-2.4%-31.9K-204.9K-6.8K0.3598.37N/AN/A265921,7831,446
2022-03-16$23.49$24.0012.3%4.2%20.0%0.0%15.8%11.3%-3.1%153.5K-1.3M-7.1K1.44101.41N/AN/A1011451,9751,464
2022-03-17$23.79$0.009.2%5.6%20.4%0.0%15.6%13.5%8.2%229.0K-1.9M-6.8K1.86169.59N/AN/A1302421,9861,491
2022-03-18$23.90$23.009.1%2.9%20.3%0.0%8.2%23.3%-0.9%411.1K-2.2M-4.5K1.62139.59N/AN/A1832961,9681,515
2022-03-21$23.52$23.0011.5%4.0%21.1%0.0%10.8%3.5%-0.4%148.2K-969.1K-7.2K1.78111.85N/AN/A1252231,5381,001
2022-03-22$23.73$23.009.5%3.0%20.2%0.0%11.5%4.3%1.8%139.2K-1.1M-7.8K0.91101.28N/AN/A104951,5721,163
2022-03-23$23.60$23.009.7%3.3%19.7%0.0%12.9%5.0%1.9%106.8K-978.6K-8.2K1.34110.74N/AN/A1121501,6061,212
2022-03-24$23.68$24.009.1%2.7%19.0%0.0%11.5%5.0%1.6%125.8K-1.1M-8.1K0.78101.22N/AN/A1661301,6391,296
2022-03-25$23.74$24.008.1%3.0%18.5%0.0%12.2%4.6%3.4%158.0K-1.3M-8.7K0.86109.75N/AN/A1541321,7351,357
2022-03-28$23.79$24.007.2%3.2%18.5%0.0%10.4%4.1%1.7%165.2K-1.4M-7.6K0.45122.00N/AN/A210941,7611,366
2022-03-29$24.05$24.005.5%3.2%18.2%0.0%10.9%23.5%5.0%294.1K-2.2M-6.5K1.02118.70N/AN/A2832881,8161,406
2022-03-30$23.89$23.006.5%3.3%17.6%0.0%12.0%18.5%4.9%318.1K-1.8M-8.5K0.92118.56N/AN/A1451341,9591,511
2022-03-31$23.83$23.005.0%3.3%17.3%0.0%13.2%4.0%6.1%328.1K-1.8M-7.2K1.31113.72N/AN/A1001312,0211,521