RYLD Options History — April 2022

In April 2022, RYLD traded between $22.14 and $24.03. ATM implied volatility averaged 12.5%. The 30-day expected move averaged 3.6%. IV traded below realized volatility by 3.4% (HV 20d: 15.9%). Max pain ranged from $23.00 to $24.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 1.31.

Notable Days

  • 2022-04-25: Highest Volume — 544 contracts
  • 2022-04-04: Largest IV spike — 170.2% change
  • 2022-04-27: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.23$22.14$24.03$23.92$22.14
Max Pain$23.85$23.00$24.00$23.00$23.00
ATM IV12.5%2.8%19.5%2.8%16.8%
Expected Move3.6%2.5%5.0%3.0%4.8%
HV 20d15.9%14.1%19.2%17.0%19.2%
HV 60d16.9%16.1%17.9%16.4%17.9%
Term Structure1.6%-6.5%7.4%7.4%3.1%
VWIV13.0%9.3%17.3%11.7%17.3%
Skew 25d2.7%-2.4%12.0%12.0%-0.8%
Skew 10d8.3%-1.0%34.2%34.2%3.4%
Call IV 25d11.8%7.9%18.6%13.1%18.6%
Put IV 25d14.5%10.9%25.0%25.0%17.9%
Bid-Ask Spread %95.4173.57114.3993.88100.07
Gamma HHI0.440.200.740.740.20
Net GEX118.9K-76.3K621.7K621.7K-57.8K
Net DEX-503.9K-2.2M1.2M-2.2M1.2M
Net VEX-8.1K-9.5K-4.3K-7.9K-8.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.310.392.821.341.27
Total Volume354.425544204413
Total OI3,742.753,4424,0863,5564,086

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$23.92$23.002.8%3.0%17.0%0.0%11.7%12.0%7.4%621.7K-2.2M-7.9K1.3493.88N/AN/A871172,0331,523
2022-04-04$24.03$23.007.4%2.7%16.2%0.0%9.3%4.0%1.3%495.2K-2.2M-6.9K0.93102.89N/AN/A1471372,0411,432
2022-04-05$23.76$24.005.8%2.6%17.0%0.0%9.6%3.0%2.1%313.1K-1.4M-7.4K0.74114.39N/AN/A2001482,0521,487
2022-04-06$23.55$24.008.3%4.1%16.3%0.0%13.9%1.3%1.3%143.9K-961.9K-8.3K0.84105.65N/AN/A1341122,0531,538
2022-04-07$23.57$24.009.0%2.9%16.3%0.0%12.5%1.8%-0.5%148.3K-989.9K-7.7K1.53103.05N/AN/A1131732,0751,549
2022-04-08$23.44$24.0019.5%4.4%16.2%0.0%14.0%4.6%-6.5%82.3K-670.1K-8.7K0.68101.76N/AN/A1571072,0711,653
2022-04-11$23.21$24.0017.1%2.8%15.3%0.0%11.5%0.4%4.6%-76.3K-181.3K-7.6K0.5999.19N/AN/A2011192,0631,663
2022-04-12$23.22$24.0018.7%3.0%14.3%0.0%14.1%-1.1%4.0%-63.3K-183.2K-7.3K0.72105.65N/AN/A1831312,1371,726
2022-04-13$23.73$24.008.6%2.5%14.5%0.0%10.6%4.5%3.8%203.4K-904.7K-4.3K1.00103.54N/AN/A1381382,2101,746
2022-04-14$23.50$24.0011.7%3.3%14.1%0.0%10.7%3.0%5.2%85.2K-865.0K-7.7K0.3990.34N/AN/A3881502,2251,760
2022-04-18$23.15$24.0013.9%4.0%14.9%0.0%14.3%1.8%0.8%120.4K-526.3K-9.0K2.0190.46N/AN/A1432882,1181,324
2022-04-19$23.45$24.0013.6%3.9%14.7%0.0%11.9%5.0%2.5%161.1K-932.6K-9.5K0.7877.53N/AN/A1611252,1771,504
2022-04-20$23.53$24.0010.6%3.0%14.4%0.0%10.1%1.7%1.6%171.1K-990.0K-9.5K2.0479.52N/AN/A1523102,2281,508
2022-04-21$23.21$24.0010.5%3.0%15.0%0.0%12.7%-0.7%4.0%106.7K-529.0K-9.2K2.8281.76N/AN/A1233472,2351,430
2022-04-22$22.86$24.0014.1%4.1%15.8%0.0%15.0%0.7%0.7%47.4K-45.0K-9.3K2.2192.27N/AN/A1122472,2411,491
2022-04-25$22.92$24.0014.5%4.2%15.8%0.0%14.9%0.6%2.4%16.9K32.5K-9.1K0.8596.91N/AN/A2942502,2371,564
2022-04-26$22.41$24.0014.9%4.3%17.3%0.0%16.1%-2.4%-2.9%-36.1K765.0K-8.2K1.8073.57N/AN/A1713072,2141,609
2022-04-27$22.34$24.0017.5%5.0%16.5%0.0%15.9%10.5%-2.9%-39.2K880.6K-7.9K2.5783.60N/AN/A7182,2261,695
2022-04-28$22.67$24.0014.5%4.1%17.7%0.0%14.8%4.1%0.8%-65.0K630.2K-7.2K1.08112.16N/AN/A2602802,2281,703
2022-04-29$22.14$23.0016.8%4.8%19.2%0.0%17.3%-0.8%3.1%-57.8K1.2M-8.6K1.27100.07N/AN/A1822312,3301,756