RYLD Options History — May 2022

In May 2022, RYLD traded between $20.48 and $23.03. ATM implied volatility averaged 20.1%. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 10.2% (HV 20d: 30.4%). Max pain ranged from $22.00 to $23.00. Net GEX was positive for 3 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.79.

Notable Days

  • 2022-05-09: Highest Volume — 984 contracts
  • 2022-05-09: Largest IV spike — 41.6% change
  • 2022-05-11: Largest Expected Move — 7.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.37$20.48$23.03$22.20$21.29
Max Pain$22.71$22.00$23.00$23.00$22.00
ATM IV20.1%15.0%27.0%22.5%17.3%
Expected Move5.7%4.3%7.7%6.5%4.9%
HV 20d30.4%19.2%35.2%19.2%33.8%
HV 60d22.6%17.7%24.9%17.7%24.4%
Term Structure1.4%-5.6%14.7%-4.8%0.7%
VWIV21.8%16.2%28.2%21.8%20.9%
Skew 25d4.9%2.1%9.8%5.1%5.4%
Skew 10d12.3%-0.1%29.8%12.3%3.8%
Call IV 25d19.5%12.8%24.8%16.7%15.5%
Put IV 25d24.3%17.3%33.6%21.8%20.9%
Bid-Ask Spread %82.9327.13105.8795.89105.20
Gamma HHI0.280.220.500.220.27
Net GEX-95.6K-338.2K30.5K-41.7K30.5K
Net DEX1.5M-229.4K2.7M989.1K289.6K
Net VEX-7.8K-9.2K-6.1K-8.3K-8.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.790.321.910.960.84
Total Volume599.619305984738562
Total OI4,602.6674,0635,1654,1264,554

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$22.20$23.0022.5%6.5%19.2%0.0%21.8%5.1%-4.8%-41.7K989.1K-8.3K0.9695.89N/AN/A3763622,3451,781
2022-05-03$22.48$23.0016.8%4.8%19.8%0.0%16.7%2.3%-2.9%-43.3K799.1K-7.8K0.6493.13N/AN/A3902492,3601,838
2022-05-04$23.03$23.0015.3%4.4%21.8%0.0%16.2%4.5%2.5%17.2K-229.4K-8.4K0.71100.85N/AN/A1781272,5091,915
2022-05-05$22.10$23.0020.1%5.2%25.9%0.0%18.5%3.7%0.7%-56.0K1.2M-8.4K0.6098.98N/AN/A3161892,5311,931
2022-05-06$21.83$23.0018.6%5.3%26.1%0.0%18.3%7.1%-0.9%-106.9K1.6M-7.7K0.82102.96N/AN/A3783112,4851,993
2022-05-09$20.97$23.0026.3%5.8%29.1%0.0%25.1%3.9%8.6%-117.5K2.4M-7.0K1.5095.16N/AN/A3935912,5222,056
2022-05-10$20.90$23.0021.9%6.6%29.0%0.0%22.7%2.1%-3.0%-127.8K2.7M-6.1K0.6094.50N/AN/A5033022,5202,224
2022-05-11$20.48$23.0027.0%7.7%29.4%0.0%28.2%8.8%-5.2%-96.7K2.7M-7.8K0.6395.26N/AN/A2801762,4322,260
2022-05-12$20.62$23.0025.7%7.4%28.0%0.0%26.7%5.2%-5.6%-109.3K2.7M-8.1K1.9148.19N/AN/A2184172,4752,273
2022-05-13$21.39$23.0018.9%5.4%32.0%0.0%23.2%3.0%-3.4%-164.9K2.2M-8.9K0.5057.03N/AN/A3441712,5222,405
2022-05-16$21.23$23.0019.3%5.5%31.8%0.0%24.8%4.1%4.3%-160.7K2.1M-8.2K0.82103.13N/AN/A3042492,5552,406
2022-05-17$21.86$23.0015.0%4.3%33.4%0.0%24.7%9.8%7.6%-168.6K1.3M-9.2K1.24105.87N/AN/A2352912,5682,406
2022-05-18$21.12$23.0018.8%5.4%35.0%0.0%25.4%2.1%4.7%-148.6K2.3M-8.3K0.6396.74N/AN/A3071942,6742,437
2022-05-19$21.27$23.0020.8%6.0%35.2%0.0%21.7%2.4%14.7%-163.1K1.7M-8.3K0.7395.49N/AN/A3532592,7202,326
2022-05-20$20.93$23.0021.4%6.1%35.2%0.0%21.4%4.9%3.7%-338.2K2.5M-6.4K0.3296.96N/AN/A6322042,7522,413
2022-05-23$20.86$22.0021.5%6.2%35.1%0.0%21.6%5.8%4.7%-74.4K1.4M-7.9K0.3950.80N/AN/A3751482,2171,846
2022-05-24$20.76$22.0022.9%6.6%34.5%0.0%23.7%5.1%2.8%-75.1K1.4M-7.1K0.5897.64N/AN/A2601522,3311,856
2022-05-25$20.96$22.0019.6%5.6%34.8%0.0%19.1%4.9%-0.7%-66.2K1.2M-7.5K0.6852.93N/AN/A3782572,3911,884
2022-05-26$21.19$22.0017.2%4.9%34.6%0.0%17.2%5.7%-1.8%-15.2K702.0K-7.6K0.6927.67N/AN/A3802622,5231,887
2022-05-27$21.30$22.0015.6%4.5%33.8%0.0%18.9%6.2%2.3%17.8K379.4K-7.8K0.7427.13N/AN/A2982212,6231,910
2022-05-31$21.29$22.0017.3%4.9%33.8%0.0%20.9%5.4%0.7%30.5K289.6K-8.1K0.84105.20N/AN/A3052572,6781,876