RYLD Options History — September 2022

In September 2022, RYLD traded between $18.36 and $20.63. ATM implied volatility averaged 20.3%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 4.9%. IV traded above realized volatility by 0.7% (HV 20d: 19.6%). Max pain ranged from $19.00 to $21.00. Net GEX was positive for 1 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 3.53.

Notable Days

  • 2022-09-16: Highest Volume — 1,189 contracts
  • 2022-09-13: Largest IV spike — 358.1% change
  • 2022-09-13: Highest IV Rank — 100.0%
  • 2022-09-16: Largest Expected Move — 8.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.38$18.36$20.63$19.66$18.54
Max Pain$19.86$19.00$21.00$21.00$19.00
ATM IV20.3%10.4%72.5%16.5%14.9%
Expected Move4.9%2.5%8.4%4.7%4.3%
HV 20d19.6%14.2%22.9%14.4%20.3%
HV 60d20.2%18.6%21.7%21.7%20.1%
IV Rank30.4%17.5%100.0%38.3%17.5%
IV Percentile67.4%27.5%100.0%64.3%45.9%
Term Structure6.2%-12.2%30.4%-3.3%7.5%
VWIV16.5%9.0%32.7%18.3%14.7%
Skew 25d8.2%-0.5%17.6%4.3%12.2%
Skew 10d13.0%0.1%26.8%6.2%20.2%
Call IV 25d12.9%5.6%22.2%14.6%11.7%
Put IV 25d21.1%13.8%30.0%18.8%23.9%
Bid-Ask Spread %111.6674.23141.1396.6599.61
Gamma HHI0.500.220.770.490.47
Net GEX-87.7K-224.6K7.4K-96.6K-32.7K
Net DEX1.8M928.7K2.9M2.5M1.2M
Net VEX-5.0K-6.9K-3.6K-5.5K-5.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.530.0927.211.890.72
Total Volume448.381241,189404570
Total OI3,958.3812,5184,7384,3594,139

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$19.66$21.0016.5%4.7%14.4%38.3%18.3%4.3%-3.3%-96.6K2.5M-5.5K1.8996.65N/AN/A1402642,2902,069
2022-09-02$19.55$21.0010.9%3.1%14.3%22.7%17.6%6.1%-0.1%-97.9K2.5M-6.9K27.2196.76N/AN/A195172,2902,233
2022-09-06$19.46$20.0017.7%4.6%14.2%41.5%15.0%-0.5%-10.2%-120.7K2.9M-4.7K1.91135.44N/AN/A1683212,2892,150
2022-09-07$19.86$20.0012.8%3.2%16.7%27.9%11.7%9.3%-5.1%-142.1K2.4M-6.0K1.69127.12N/AN/A2023422,3072,175
2022-09-08$20.03$20.0017.9%2.6%17.2%42.1%9.0%8.6%2.1%-197.5K2.4M-3.6K0.20141.13N/AN/A2042,3152,267
2022-09-09$20.44$20.0010.4%3.0%19.0%21.3%10.7%8.2%6.5%-107.2K1.7M-4.4K0.37136.58N/AN/A101372,3352,270
2022-09-12$20.60$20.0015.8%2.5%19.3%36.3%10.3%7.0%6.3%-137.5K1.3M-4.6K0.77126.94N/AN/A71552,3372,264
2022-09-13$20.63$20.0072.5%6.1%19.3%100.0%32.7%13.2%9.9%-91.4K928.7K-4.4K1.50131.85N/AN/A2623922,4072,281
2022-09-14$19.98$20.0015.4%4.4%22.2%18.1%15.2%11.2%-5.9%-221.9K2.4M-4.8K20.50135.01N/AN/A61232,4142,304
2022-09-15$19.86$20.0015.9%4.6%22.1%18.9%16.5%10.7%15.1%-224.6K2.5M-5.5K5.41113.58N/AN/A221192,4102,328
2022-09-16$19.47$20.0029.2%8.4%22.9%38.0%16.8%9.3%-12.2%-38.7K2.2M-3.8K2.18125.70N/AN/A3748152,4261,922
2022-09-19$19.38$20.0015.7%4.5%22.7%18.5%13.8%6.7%7.5%-25.7K1.0M-4.7K0.18132.60N/AN/A202371,3731,145
2022-09-20$19.28$20.0016.4%4.7%21.2%19.6%15.2%2.2%10.7%-14.8K1.1M-4.9K1.4599.91N/AN/A1121621,5351,166
2022-09-21$19.12$20.0016.7%4.8%21.1%20.0%13.5%6.3%10.5%7.4K935.2K-6.2K0.0992.19N/AN/A8881,6371,253
2022-09-22$18.96$20.0016.9%4.8%21.0%20.3%17.0%10.7%6.9%-37.2K1.4M-4.6K0.47105.42N/AN/A51241,6341,282
2022-09-23$18.55$20.0021.7%6.2%21.2%27.1%17.3%2.5%1.8%-19.3K1.4M-4.9K4.5296.44N/AN/A1466601,6701,286
2022-09-26$18.38$19.0028.5%8.2%20.6%36.9%23.9%12.9%19.1%-63.7K1.7M-5.2K0.5887.81N/AN/A5323081,7211,744
2022-09-27$18.36$19.0022.1%6.3%20.6%27.7%23.2%4.7%29.6%-67.6K1.7M-4.9K1.1293.07N/AN/A3463881,9041,742
2022-09-28$18.39$19.0021.3%6.1%20.6%26.6%15.0%17.6%30.4%-47.8K1.2M-5.4K0.5874.23N/AN/A4932851,9281,859
2022-09-29$18.53$19.0016.7%4.8%21.0%20.0%19.7%8.1%2.6%-64.4K1.6M-5.5K0.6996.79N/AN/A3722582,1471,878
2022-09-30$18.54$19.0014.9%4.3%20.3%17.5%14.7%12.2%7.5%-32.7K1.2M-5.3K0.7299.61N/AN/A3322382,2611,878