RYLD Options History — August 2022

In August 2022, RYLD traded between $20.03 and $21.22. ATM implied volatility averaged 8.8%. The 30-day expected move averaged 2.5%. IV traded below realized volatility by 9.2% (HV 20d: 18.0%). Max pain ranged from $21.00 to $22.00. Net GEX was positive for 14 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 1.76.

Notable Days

  • 2022-08-22: Highest Volume — 548 contracts
  • 2022-08-26: Largest IV spike — 124.4% change
  • 2022-08-26: Largest Expected Move — 4.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.90$20.03$21.22$21.16$20.03
Max Pain$21.59$21.00$22.00$21.00$21.00
ATM IV8.8%4.8%14.0%10.2%11.8%
Expected Move2.5%1.4%4.0%2.9%3.4%
HV 20d18.0%11.3%24.9%24.9%13.3%
HV 60d25.1%22.8%26.2%26.2%22.8%
Term Structure10.0%-2.2%61.9%-2.2%0.9%
VWIV9.5%6.1%13.4%10.8%13.0%
Skew 25d12.2%1.3%28.6%2.0%2.1%
Skew 10d21.5%1.7%54.3%3.0%3.3%
Call IV 25d7.0%4.8%10.5%8.4%10.5%
Put IV 25d19.2%9.6%35.7%10.5%12.6%
Bid-Ask Spread %92.8754.23115.2873.5692.01
Gamma HHI0.580.380.880.500.78
Net GEX88.8K-180.9K539.8K149.1K-156.5K
Net DEX205.5K-1.2M2.5M-632.2K2.5M
Net VEX-5.0K-6.9K-3.5K-6.0K-3.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.760.297.671.010.95
Total Volume245.59147548280408
Total OI4,439.3183,4334,8544,5654,364

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-02$21.16$21.0010.2%2.9%24.9%0.0%10.8%2.0%-2.2%149.1K-632.2K-6.0K1.0173.56N/AN/A1391412,4692,096
2022-08-03$21.18$21.006.7%1.9%24.9%0.0%13.4%11.5%3.0%14.1K-236.9K-6.9K1.0397.44N/AN/A1551592,4692,096
2022-08-04$21.19$22.0010.1%2.5%24.9%0.0%9.2%5.1%3.8%205.7K-637.9K-6.7K1.46103.11N/AN/A1502192,4782,104
2022-08-05$21.19$22.007.1%2.3%24.9%0.0%7.2%4.5%2.9%217.7K-824.2K-5.4K1.21101.77N/AN/A1611952,4802,149
2022-08-08$21.22$22.007.0%2.2%24.9%0.0%7.1%19.4%5.5%223.0K-905.0K-4.6K1.32103.01N/AN/A1752312,4272,175
2022-08-09$21.19$22.008.4%2.9%24.8%0.0%10.0%3.6%2.0%212.9K-707.9K-5.2K6.4397.26N/AN/A7452,4272,206
2022-08-10$21.20$22.007.1%2.0%22.1%0.0%6.1%20.6%4.9%233.5K-931.3K-4.3K0.62101.94N/AN/A29182,4282,236
2022-08-11$21.20$22.006.9%2.0%22.1%0.0%6.2%19.6%4.7%213.9K-835.2K-4.2K0.34115.28N/AN/A59202,4192,233
2022-08-12$21.19$22.007.1%2.0%21.4%0.0%7.9%22.2%5.0%268.9K-786.5K-4.5K1.1490.48N/AN/A51582,4472,251
2022-08-15$21.21$22.007.8%2.2%11.8%0.0%7.5%23.8%3.8%261.6K-947.0K-4.2K0.3091.62N/AN/A63192,4812,229
2022-08-16$21.20$22.008.9%2.6%11.4%0.0%9.7%28.6%0.4%247.4K-1.2M-3.8K1.0497.52N/AN/A67702,4622,243
2022-08-17$21.21$22.007.8%2.2%11.4%0.0%8.3%11.9%3.7%192.0K-987.6K-3.6K0.4054.23N/AN/A108432,4732,253
2022-08-18$21.21$22.009.7%2.8%11.3%0.0%11.1%28.6%61.9%125.4K-1.0M-3.5K6.00101.35N/AN/A593542,4082,253
2022-08-19$20.99$22.009.3%2.7%12.1%0.0%9.3%25.1%15.9%539.8K662.5K-4.2K0.3482.88N/AN/A3801282,3502,504
2022-08-22$20.45$22.0011.8%3.4%15.2%0.0%8.7%6.8%4.8%-139.4K1.6M-5.1K0.8089.40N/AN/A3052431,6921,741
2022-08-23$20.53$21.006.8%2.0%15.2%0.0%12.0%7.5%32.3%-134.3K1.6M-5.6K2.4897.78N/AN/A601491,9591,896
2022-08-24$20.62$21.004.8%1.4%15.2%0.0%9.2%7.5%19.9%-133.5K1.4M-6.3K1.1157.70N/AN/A64711,9941,986
2022-08-25$20.81$21.006.2%1.8%15.4%0.0%9.7%4.7%23.6%-180.9K1.1M-5.4K0.2998.83N/AN/A98282,0472,013
2022-08-26$20.39$21.0014.0%4.0%17.2%0.0%9.8%6.6%18.1%-131.7K1.8M-6.1K0.3893.68N/AN/A134512,1372,029
2022-08-29$20.34$21.0012.1%3.5%17.1%0.0%10.4%5.4%1.5%-125.9K1.9M-5.7K2.3797.17N/AN/A19452,2282,031
2022-08-30$20.09$21.0011.3%3.2%13.4%0.0%11.3%1.3%3.0%-149.3K2.4M-4.1K7.67105.15N/AN/A493762,2472,055
2022-08-31$20.03$21.0011.8%3.4%13.3%0.0%13.0%2.1%0.9%-156.5K2.5M-3.8K0.9592.01N/AN/A2091992,2772,087