RYLD Options History — December 2022

In December 2022, RYLD traded between $18.73 and $19.66. ATM implied volatility averaged 12.9%, placing in the 14.5% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 0.4% (HV 20d: 12.5%). 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 13 of 21 days. Put/call ratio averaged 3.79.

Notable Days

  • 2022-12-16: Highest Volume — 1,040 contracts
  • 2022-12-05: Largest IV spike — 174.4% change
  • 2022-12-12: Highest IV Rank — 32.7%
  • 2022-12-12: Largest Expected Move — 5.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.12$18.73$19.66$19.62$18.79
Max Pain$19.57$19.00$20.00$20.00$19.00
ATM IV12.9%7.3%25.6%8.0%11.9%
Expected Move3.3%2.1%5.7%2.3%3.4%
HV 20d12.5%9.9%14.5%9.9%12.9%
HV 60d15.8%14.4%17.5%17.5%14.4%
IV Rank14.5%6.5%32.7%7.6%13.1%
IV Percentile36.2%7.3%95.9%10.6%31.1%
Term Structure-0.1%-15.8%13.2%3.7%-1.4%
VWIV10.4%2.7%17.9%17.9%11.8%
Skew 25d9.9%-3.7%26.1%10.3%26.1%
Skew 10d18.7%1.6%35.1%6.3%35.1%
Call IV 25d10.4%5.5%18.6%7.2%11.7%
Put IV 25d20.4%9.8%37.8%17.5%37.8%
Bid-Ask Spread %132.49101.15155.04101.15132.20
Gamma HHI0.560.460.910.470.48
Net GEX233.6K-397.9K587.5K587.5K336.4K
Net DEX-1.3M-2.7M-174.3K-2.6M-1.1M
Net VEX-16.2K-19.3K-12.6K-15.0K-15.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.790.0530.523.609.00
Total Volume193.09551,04019810
Total OI6,659.2865,1498,0556,8285,699

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$19.62$20.008.0%2.3%9.9%7.6%17.9%10.3%3.7%587.5K-2.6M-15.0K3.60101.15N/AN/A431555,4911,337
2022-12-02$19.66$20.007.7%2.2%9.9%7.1%10.3%5.0%4.2%443.8K-2.7M-17.5K0.07103.96N/AN/A12295,5081,469
2022-12-05$19.39$20.0021.1%5.2%11.0%26.3%10.9%-0.0%-14.2%332.7K-1.7M-16.9K11.38148.28N/AN/A374215,5731,474
2022-12-06$19.23$20.0016.2%5.5%11.3%19.3%12.7%-3.7%-13.6%132.6K-908.9K-17.3K1.14144.85N/AN/A80915,6071,876
2022-12-07$19.23$20.0016.9%5.4%11.3%20.2%9.3%-1.4%-15.8%92.5K-977.7K-17.6K2.00125.11N/AN/A31625,6811,941
2022-12-08$19.30$20.0023.5%3.4%11.4%29.7%0.0%7.6%1.3%149.9K-1.3M-17.2K0.25155.04N/AN/A415,6881,950
2022-12-09$19.20$20.0015.4%2.7%11.0%18.1%8.6%8.3%3.3%-19.7K-1.2M-18.3K8.75147.59N/AN/A4355,6881,951
2022-12-12$19.31$20.0025.6%5.7%11.2%32.7%10.7%-1.7%-15.3%186.6K-1.3M-17.0K1.32152.43N/AN/A1171545,6921,934
2022-12-13$19.52$20.0017.9%3.1%12.0%21.7%7.5%4.7%5.5%264.5K-2.1M-17.3K0.10132.60N/AN/A419435,6572,067
2022-12-14$19.48$20.0013.1%3.8%12.0%14.9%13.1%-1.1%0.2%302.5K-2.3M-19.3K0.78147.12N/AN/A1381075,9922,063
2022-12-15$19.05$20.0010.3%3.0%14.2%10.8%2.7%-0.1%12.8%-397.9K-373.3K-16.2K4.69134.10N/AN/A321506,0671,962
2022-12-16$18.86$20.008.5%2.4%14.5%8.2%10.1%18.6%2.8%-284.3K-174.3K-18.7K30.52143.59N/AN/A331,0076,0831,842
2022-12-19$18.73$19.007.6%2.2%14.1%7.0%6.7%3.0%4.3%273.4K-983.5K-14.5K0.25137.95N/AN/A179444,502647
2022-12-20$18.84$19.007.5%2.2%13.7%6.8%10.7%12.3%2.5%316.8K-915.9K-13.3K0.05131.18N/AN/A216114,673689
2022-12-21$18.99$19.0010.1%2.9%13.7%10.5%11.1%12.9%-2.5%436.7K-1.4M-14.6K0.14129.26N/AN/A1424,772700
2022-12-22$18.86$19.0012.4%3.5%13.8%13.8%12.5%18.8%-0.3%319.6K-1.2M-14.3K1.29131.33N/AN/A14184,780701
2022-12-23$18.94$19.009.4%2.7%13.9%9.5%0.0%20.6%-0.1%367.8K-1.6M-16.6K0.14115.58N/AN/A1424,782716
2022-12-27$18.91$19.007.3%2.1%13.5%6.5%8.5%25.0%13.2%444.2K-1.7M-16.3K0.23139.65N/AN/A2664,782718
2022-12-28$18.77$19.009.0%2.6%13.7%9.0%10.5%19.4%1.7%296.5K-767.7K-12.6K0.00107.44N/AN/A0614,796724
2022-12-29$18.84$19.0011.0%3.1%13.1%11.8%11.7%24.3%6.3%324.2K-1.2M-15.5K0.07121.97N/AN/A13494,796775
2022-12-30$18.79$19.0011.9%3.4%12.9%13.1%11.8%26.1%-1.4%336.4K-1.1M-15.0K9.00132.20N/AN/A194,915784