RYLD Options History — July 2022

Name: RYLD Options Analytics - July 2022
Creator: Options Analysis Suite

In July 2022, RYLD traded between $20.54 and $20.54. ATM implied volatility averaged 7.6%. The 30-day expected move averaged 2.2%. IV traded below realized volatility by 14.5% (HV 20d: 22.2%). Max pain ranged from $21.00 to $21.00. Net GEX was positive for 0 of 1 trading days. Term structure was in contango for 1 of 1 days. Put/call ratio averaged 1.21.

Notable Days

2022-07-01: Highest Volume — 423 contracts
2022-07-01: Largest Expected Move — 2.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$20.54	$20.54	$20.54	$20.54	$20.54
Max Pain	$21.00	$21.00	$21.00	$21.00	$21.00
ATM IV	7.6%	7.6%	7.6%	7.6%	7.6%
Expected Move	2.2%	2.2%	2.2%	2.2%	2.2%
HV 20d	22.2%	22.2%	22.2%	22.2%	22.2%
HV 60d	25.4%	25.4%	25.4%	25.4%	25.4%
Term Structure	5.4%	5.4%	5.4%	5.4%	5.4%
VWIV	27.6%	27.6%	27.6%	27.6%	27.6%
Skew 25d	16.8%	16.8%	16.8%	16.8%	16.8%
Skew 10d	37.8%	37.8%	37.8%	37.8%	37.8%
Call IV 25d	7.3%	7.3%	7.3%	7.3%	7.3%
Put IV 25d	24.1%	24.1%	24.1%	24.1%	24.1%
Bid-Ask Spread %	99.28	99.28	99.28	99.28	99.28
Gamma HHI	0.28	0.28	0.28	0.28	0.28
Net GEX	-27.1K	-27.1K	-27.1K	-27.1K	-27.1K
Net DEX	711.3K	711.3K	711.3K	711.3K	711.3K
Net VEX	-7.3K	-7.3K	-7.3K	-7.3K	-7.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.21	1.21	1.21	1.21	1.21
Total Volume	423	423	423	423	423
Total OI	3,584	3,584	3,584	3,584	3,584

Daily Data (1 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-07-01	$20.54	$21.00	7.6%	2.2%	22.2%	0.0%	27.6%	16.8%	5.4%	-27.1K	711.3K	-7.3K	1.21	99.28	N/A	N/A	191	232	2,072	1,512