RYLD Options History — October 2022

In October 2022, RYLD traded between $18.77 and $19.57. ATM implied volatility averaged 20.0%, placing in the 24.7% IV rank vs the trailing year. The 30-day expected move averaged 5.7%. IV traded below realized volatility by 1.0% (HV 20d: 21.0%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 12 of 21 days. Put/call ratio averaged 0.52.

Notable Days

  • 2022-10-24: Highest Volume — 900 contracts
  • 2022-10-28: Largest IV drop — 34.1% change
  • 2022-10-17: Highest IV Rank — 30.3%
  • 2022-10-17: Largest Expected Move — 6.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.19$18.77$19.57$18.90$19.57
Max Pain$19.14$19.00$20.00$19.00$19.00
ATM IV20.0%13.3%23.9%15.9%13.7%
Expected Move5.7%3.8%6.9%4.6%3.9%
HV 20d21.0%17.8%23.2%21.7%20.4%
HV 60d19.6%17.8%21.1%20.6%19.2%
IV Rank24.7%15.1%30.3%18.8%15.6%
IV Percentile79.2%31.3%94.9%53.7%33.5%
Term Structure-1.4%-11.0%5.4%5.4%2.5%
VWIV20.2%14.1%28.1%17.4%16.9%
Skew 25d7.2%-2.1%22.8%9.1%7.2%
Skew 10d14.3%1.8%28.4%24.5%6.2%
Call IV 25d16.7%10.5%25.7%13.7%12.3%
Put IV 25d23.9%18.9%44.1%22.7%19.5%
Bid-Ask Spread %106.8875.28131.22108.06131.22
Gamma HHI0.380.290.510.440.51
Net GEX66.2K-19.4K176.1K-19.4K176.1K
Net DEX-119.0K-1.0M914.6K914.6K-1.0M
Net VEX-7.6K-8.8K-5.9K-5.9K-7.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.520.241.180.580.24
Total Volume598.381342900600690
Total OI4,582.3333,3235,2094,2834,138

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$18.90$19.0015.9%4.6%21.7%18.8%17.4%9.1%5.4%-19.4K914.6K-5.9K0.58108.06N/AN/A3792212,3931,890
2022-10-04$19.31$19.0016.8%4.8%23.2%20.1%16.8%9.7%1.0%49.2K123.4K-6.2K0.7075.28N/AN/A3642542,5191,956
2022-10-05$19.34$19.0018.7%5.4%21.9%22.9%22.2%11.3%1.6%52.6K-29.2K-7.0K1.1892.10N/AN/A2773282,5461,968
2022-10-06$19.24$20.0019.5%6.2%21.6%24.0%21.4%6.7%0.6%48.4K135.7K-7.0K1.12112.23N/AN/A2412702,5482,005
2022-10-07$18.85$20.0019.9%5.6%20.9%24.6%24.3%2.1%3.4%1.4K726.0K-7.0K0.59103.96N/AN/A4482662,5532,009
2022-10-10$18.86$20.0022.0%6.6%20.5%27.6%28.1%5.7%-2.6%-6.7K664.8K-7.1K0.52124.69N/AN/A4552352,7582,011
2022-10-11$18.77$19.0022.9%6.3%20.4%28.8%23.3%20.0%-3.7%1.2K660.0K-7.5K0.33112.19N/AN/A4491502,8592,019
2022-10-12$18.84$19.0023.0%6.6%17.8%29.0%23.2%22.8%-3.0%-6.2K608.4K-7.6K0.31129.10N/AN/A4841502,9102,026
2022-10-13$19.16$19.0023.0%6.6%19.1%29.0%20.9%5.4%-6.6%38.7K8.8K-7.9K0.2897.08N/AN/A5271502,9882,028
2022-10-14$18.82$19.0022.5%6.5%18.8%28.4%22.4%-2.1%-10.8%52.2K308.2K-8.4K0.47120.69N/AN/A3251533,0382,040
2022-10-17$19.32$19.0023.9%6.9%21.2%30.3%19.2%8.7%-2.8%98.7K-470.4K-7.8K0.6398.37N/AN/A2871813,0542,048
2022-10-18$19.51$19.0017.6%5.0%21.4%21.3%21.1%3.5%0.1%113.4K-800.6K-7.5K0.30113.70N/AN/A307913,0922,061
2022-10-19$19.19$19.0023.0%6.6%22.1%29.0%21.7%4.7%0.8%87.9K-335.3K-8.1K0.39100.61N/AN/A246963,1202,071
2022-10-20$18.99$19.0022.4%6.4%22.2%28.1%23.4%-1.5%-11.0%111.6K-100.7K-8.2K0.72104.82N/AN/A3082233,1222,087
2022-10-21$19.32$19.0018.3%5.2%21.4%22.2%18.4%2.7%1.9%36.5K-766.5K-6.8K0.57113.63N/AN/A4722683,1271,995
2022-10-24$19.19$19.0021.3%6.1%21.2%26.7%17.5%3.9%0.4%43.3K-157.7K-8.0K0.2497.31N/AN/A7271732,2141,109
2022-10-25$19.39$19.0021.4%6.1%21.4%26.7%18.7%5.8%-5.8%78.1K-494.2K-8.7K0.3995.55N/AN/A5362112,6131,149
2022-10-26$19.43$19.0020.1%5.8%21.4%24.9%18.8%7.9%2.0%142.3K-810.7K-8.8K0.5098.49N/AN/A4302132,9191,110
2022-10-27$19.43$19.0020.2%5.8%21.3%25.0%14.8%6.7%-6.7%128.7K-733.6K-8.5K0.3989.96N/AN/A3911532,9411,113
2022-10-28$19.55$19.0013.3%3.8%21.4%15.1%14.1%11.3%3.1%162.7K-940.9K-8.2K0.54125.36N/AN/A2831542,9631,119
2022-10-31$19.57$19.0013.7%3.9%20.4%15.6%16.9%7.2%2.5%176.1K-1.0M-7.9K0.24131.22N/AN/A5551353,0141,124