RYLD Options History — June 2022

In June 2022, RYLD traded between $20.00 and $21.47. ATM implied volatility averaged 17.3%. The 30-day expected move averaged 4.9%. IV traded below realized volatility by 6.8% (HV 20d: 24.1%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 9 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.95.

Notable Days

  • 2022-06-17: Highest Volume — 1,033 contracts
  • 2022-06-29: Largest IV spike — 141.4% change
  • 2022-06-16: Largest Expected Move — 11.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.81$20.00$21.47$21.30$20.47
Max Pain$21.10$21.00$22.00$22.00$21.00
ATM IV17.3%10.1%38.8%18.5%16.8%
Expected Move4.9%2.9%11.1%5.3%4.8%
HV 20d24.1%19.7%33.4%33.4%22.2%
HV 60d24.6%23.0%25.5%24.3%25.4%
Term Structure5.0%-11.9%67.6%-3.9%-0.3%
VWIV17.3%10.5%28.4%18.2%17.1%
Skew 25d7.8%-0.7%35.5%4.2%10.0%
Skew 10d12.3%-1.3%25.7%2.5%6.9%
Call IV 25d13.8%6.0%21.9%17.0%6.0%
Put IV 25d21.5%14.0%52.1%21.2%16.0%
Bid-Ask Spread %102.2037.40121.0737.40109.35
Gamma HHI0.320.210.660.250.26
Net GEX-15.6K-239.2K67.2K26.2K-21.1K
Net DEX826.7K-11.5K2.5M361.2K670.0K
Net VEX-6.9K-8.4K-5.4K-7.7K-7.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.950.472.171.010.92
Total Volume644.2384201,033558440
Total OI4,229.9052,6954,9844,5423,501

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$21.30$22.0018.5%5.3%33.4%0.0%18.2%4.2%-3.9%26.2K361.2K-7.7K1.0137.40N/AN/A2772812,6681,874
2022-06-02$21.41$21.0015.9%4.8%32.0%0.0%17.1%1.9%-4.2%67.2K206.3K-6.8K1.15110.30N/AN/A2933382,6861,941
2022-06-03$21.39$21.0018.0%4.4%28.8%0.0%19.4%5.8%1.0%46.4K370.9K-7.4K0.79117.56N/AN/A2782202,6822,096
2022-06-06$21.42$21.0016.8%4.4%28.5%0.0%12.2%8.1%2.5%40.7K357.4K-7.0K0.70105.92N/AN/A3522462,6842,110
2022-06-07$21.47$21.0017.0%4.8%24.4%0.0%15.5%6.8%-6.3%64.6K-11.5K-7.7K0.68110.10N/AN/A2801912,7612,089
2022-06-08$21.46$21.0013.2%3.8%24.4%0.0%10.5%9.0%7.1%57.5K27.2K-7.8K0.60106.10N/AN/A3452072,7862,081
2022-06-09$21.39$21.0013.3%3.8%23.1%0.0%20.4%4.1%1.0%47.8K166.5K-7.2K0.47109.81N/AN/A3951842,7542,149
2022-06-10$21.27$21.0015.4%4.4%23.2%0.0%16.7%7.1%1.6%43.6K621.6K-6.9K0.6893.91N/AN/A4142822,7092,180
2022-06-13$20.64$21.0019.9%5.7%21.8%0.0%21.0%18.6%-2.0%-68.2K1.7M-6.4K1.31104.84N/AN/A3174142,7282,207
2022-06-14$20.63$21.0018.0%5.2%21.7%0.0%18.1%6.2%-3.3%-54.9K1.6M-5.5K0.7775.49N/AN/A3322572,7412,130
2022-06-15$20.97$21.0016.1%4.6%19.7%0.0%24.2%-0.7%2.4%12.8K999.1K-5.5K0.7677.78N/AN/A3672792,7542,099
2022-06-16$20.00$21.0038.8%11.1%22.8%0.0%28.4%35.5%25.7%-191.7K2.5M-6.2K1.29107.41N/AN/A4515802,8082,176
2022-06-17$20.23$22.0019.7%5.6%23.1%0.0%19.6%6.9%67.6%-239.2K2.3M-5.4K2.17107.68N/AN/A3267072,7672,120
2022-06-21$20.27$21.0016.9%4.8%22.6%0.0%15.5%0.9%8.6%-29.9K878.0K-7.6K0.6495.85N/AN/A6314021,4201,275
2022-06-22$20.23$21.0016.6%4.8%22.6%0.0%14.2%4.9%7.3%-5.5K704.6K-8.4K1.08108.14N/AN/A3273531,8251,318
2022-06-23$20.34$21.0017.1%4.9%22.7%0.0%12.8%8.6%7.2%-41.2K940.2K-6.8K0.95101.59N/AN/A3303121,8581,341
2022-06-24$20.54$21.0012.0%3.4%22.7%0.0%13.7%3.4%-0.4%-29.7K799.0K-7.2K1.42112.71N/AN/A2343321,8921,398
2022-06-27$20.64$21.0010.2%2.9%22.4%0.0%15.4%7.8%3.7%-25.2K766.4K-6.4K0.96117.69N/AN/A3593461,8851,406
2022-06-28$20.55$21.0010.1%2.9%22.3%0.0%13.1%1.9%0.9%-11.0K771.1K-6.7K0.79121.07N/AN/A2401902,0331,411
2022-06-29$20.48$21.0024.3%7.0%22.3%0.0%19.2%11.9%-11.9%-17.0K678.4K-7.3K0.74115.48N/AN/A2421782,0691,416
2022-06-30$20.47$21.0016.8%4.8%22.2%0.0%17.1%10.0%-0.3%-21.1K670.0K-7.1K0.92109.35N/AN/A2292112,0741,427