RYLD Options History — November 2022

In November 2022, RYLD traded between $19.22 and $19.73. ATM implied volatility averaged 14.6%, placing in the 17.0% IV rank vs the trailing year. The 30-day expected move averaged 3.7%. IV traded above realized volatility by 1.7% (HV 20d: 12.9%). Max pain ranged from $19.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.45.

Notable Days

  • 2022-11-14: Highest Volume — 1,229 contracts
  • 2022-11-08: Largest IV spike — 101.1% change
  • 2022-11-08: Highest IV Rank — 45.4%
  • 2022-11-02: Largest Expected Move — 6.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.54$19.22$19.73$19.59$19.52
Max Pain$19.90$19.00$20.00$19.00$20.00
ATM IV14.6%7.9%34.4%13.3%7.9%
Expected Move3.7%2.3%6.7%3.8%2.3%
HV 20d12.9%8.0%19.2%19.1%9.9%
HV 60d18.7%17.8%19.3%19.2%18.0%
IV Rank17.0%7.4%45.4%15.1%7.4%
IV Percentile41.9%10.1%98.8%31.5%10.1%
Term Structure4.3%-9.7%21.4%1.3%0.0%
VWIV17.1%11.0%27.8%16.1%16.1%
Skew 25d6.1%1.8%13.0%4.8%13.0%
Skew 10d12.0%0.1%35.3%8.7%5.1%
Call IV 25d10.6%5.6%15.3%12.9%7.4%
Put IV 25d16.7%13.3%23.7%17.7%20.3%
Bid-Ask Spread %104.6688.24160.54129.6297.25
Gamma HHI0.520.460.650.490.54
Net GEX308.6K173.0K571.7K219.5K345.0K
Net DEX-1.8M-3.0M-962.3K-1.3M-2.0M
Net VEX-12.8K-18.3K-8.2K-8.7K-17.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.031.570.470.16
Total Volume497.333361,229416177
Total OI5,737.9524,4597,0544,4596,685

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$19.59$19.0013.3%3.8%19.1%15.1%16.1%4.8%1.3%219.5K-1.3M-8.7K0.47129.62N/AN/A2831333,3351,124
2022-11-02$19.50$19.0023.4%6.7%19.2%29.6%21.3%9.5%-9.7%173.0K-1.3M-9.8K0.34160.54N/AN/A284973,3471,135
2022-11-03$19.50$20.0017.4%4.3%19.0%21.0%17.7%7.4%6.6%200.0K-1.3M-9.6K0.39102.90N/AN/A2851123,4211,139
2022-11-04$19.58$20.0016.4%3.8%17.3%19.5%16.4%2.4%2.2%224.1K-1.4M-8.9K0.33109.17N/AN/A260853,4411,161
2022-11-07$19.63$20.0017.1%3.4%17.3%20.6%20.1%6.9%2.4%190.3K-1.5M-9.3K0.31107.95N/AN/A238743,4261,177
2022-11-08$19.63$20.0034.4%3.3%17.2%45.4%14.6%5.8%3.0%237.8K-1.6M-8.6K0.23102.32N/AN/A308713,4171,179
2022-11-09$19.55$20.0011.8%3.4%17.3%12.9%21.9%3.8%2.6%227.0K-1.2M-8.6K0.24110.18N/AN/A270663,4891,176
2022-11-10$19.71$20.0014.3%4.1%16.6%16.5%17.3%2.9%1.4%302.9K-1.8M-8.2K0.07106.46N/AN/A1,092743,5331,178
2022-11-11$19.72$20.0011.8%3.4%14.9%13.0%13.5%2.8%0.8%350.4K-2.0M-10.0K0.1195.56N/AN/A693764,3601,182
2022-11-14$19.70$20.009.8%2.8%12.0%10.2%12.9%2.6%3.9%421.2K-2.3M-10.9K0.06109.52N/AN/A1,155744,7911,199
2022-11-15$19.70$20.009.5%2.7%11.5%9.6%27.8%3.4%3.0%491.2K-3.0M-15.0K0.28106.20N/AN/A292815,5931,208
2022-11-16$19.72$20.009.6%2.7%9.6%9.8%23.4%1.8%3.8%423.3K-2.8M-15.4K0.1889.15N/AN/A441785,6261,210
2022-11-17$19.73$20.0010.3%3.0%8.6%10.8%14.8%9.0%6.5%571.7K-3.0M-15.7K0.43102.96N/AN/A2481065,8231,206
2022-11-18$19.48$20.0010.6%3.0%8.0%11.2%12.8%1.9%21.4%386.9K-2.1M-14.3K0.4793.77N/AN/A5972795,8301,224
2022-11-21$19.22$20.0011.6%3.3%9.1%12.7%11.0%5.5%7.3%226.3K-962.3K-14.2K1.3292.47N/AN/A4095394,805994
2022-11-22$19.36$20.0016.5%4.7%8.7%19.7%15.7%6.1%2.2%272.9K-1.5M-15.1K0.4092.28N/AN/A4341744,9581,105
2022-11-23$19.43$20.0012.6%3.6%8.8%14.1%17.2%10.2%9.8%362.3K-1.7M-15.9K0.53101.26N/AN/A3922085,0981,199
2022-11-25$19.47$20.0013.1%3.7%8.8%14.8%0.0%11.4%6.9%334.1K-2.0M-18.3K0.03106.35N/AN/A12345,1871,263
2022-11-28$19.29$20.0016.5%4.7%9.1%19.8%15.5%6.6%8.1%247.7K-1.4M-17.3K1.5388.24N/AN/A38585,3271,276
2022-11-29$19.32$20.0018.4%5.3%9.1%22.4%15.3%10.3%7.3%274.0K-1.4M-16.6K1.5793.71N/AN/A14225,3511,319
2022-11-30$19.52$20.007.9%2.3%9.9%7.4%16.1%13.0%0.0%345.0K-2.0M-17.3K0.1697.25N/AN/A152255,3551,330