RYLD Options History — March 2023 In March 2023, RYLD traded between $17.51 and $19.37. ATM implied volatility averaged 17.6%, placing in the 16.7% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded below realized volatility by 0.3% (HV 20d: 17.9%). Max pain ranged from $17.00 to $19.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 1.04.
Notable Days 2023-03-13 : Highest Volume — 2,451 contracts2023-03-14 : Largest IV spike — 300.2% change2023-03-14 : Highest IV Rank — 100.0%2023-03-10 : Largest Expected Move — 6.2%Monthly Statistics Metric Avg Min Max Open Close Price $18.18 $17.51 $19.37 $19.14 $17.96 Max Pain $18.04 $17.00 $19.00 $19.00 $17.00 ATM IV 17.6% 9.3% 105.4% 9.3% 12.2% Expected Move 3.5% 1.8% 6.2% 2.7% 3.5% HV 20d 17.9% 10.5% 22.1% 10.7% 21.3% HV 60d 12.8% 10.0% 14.4% 10.3% 14.4% IV Rank 16.7% 6.8% 100.0% 9.4% 9.2% IV Percentile 50.9% 23.7% 100.0% 23.7% 43.7% Term Structure 2.7% -17.2% 73.2% 2.3% -2.0% VWIV 13.6% 7.2% 18.2% 11.2% 12.2% Skew 25d 7.9% -0.5% 19.1% 1.8% -0.5% Skew 10d 13.5% -0.5% 45.3% 2.4% -0.5% Call IV 25d 10.8% 6.9% 15.4% 9.0% 11.2% Put IV 25d 18.7% 10.7% 29.3% 10.8% 10.7% Bid-Ask Spread % 82.23 44.01 128.55 96.38 74.61 Gamma HHI 0.52 0.27 0.78 0.64 0.77 Net GEX 51.0K -787.3K 443.3K -418.6K 443.3K Net DEX 23.7K -2.0M 5.4M 199.8K -2.0M Net VEX -14.3K -18.4K -7.2K -15.8K -16.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.04 0.00 12.26 0.14 0.06 Total Volume 444.609 32 2,451 58 246 Total OI 7,152.304 5,781 8,184 7,805 7,378
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-03-01 $19.14 $19.00 9.3% 2.7% 10.7% 9.4% 11.2% 1.8% 2.3% -418.6K 199.8K -15.8K 0.14 96.38 N/A N/A 51 7 4,377 3,428 2023-03-02 $19.21 $19.00 12.2% 3.5% 10.5% 13.5% 12.2% 19.1% -4.1% -204.7K 79.9K -13.4K 0.68 86.03 N/A N/A 28 19 4,426 3,431 2023-03-03 $19.37 $19.00 11.5% 3.3% 11.0% 12.6% 13.6% 6.3% -0.8% -67.2K -1.6M -18.4K 0.45 94.25 N/A N/A 42 19 4,449 3,447 2023-03-06 $19.23 $18.00 16.4% 2.8% 11.2% 19.6% 0.0% 4.4% -2.3% -73.9K -151.2K -13.7K 0.35 124.78 N/A N/A 68 24 4,457 3,460 2023-03-07 $19.09 $19.00 13.3% 2.9% 11.5% 15.1% 10.0% 14.6% -4.0% -399.0K -109.1K -16.2K 1.00 128.55 N/A N/A 33 33 4,467 3,480 2023-03-08 $19.07 $19.00 10.6% 2.8% 11.5% 11.3% 0.0% 6.0% -3.0% -787.3K 1.1M -12.9K 0.19 81.42 N/A N/A 226 42 4,470 3,492 2023-03-09 $18.63 $19.00 19.3% 1.8% 13.9% 23.8% 7.2% 13.3% 0.6% -330.6K 2.9M -14.8K 2.78 94.41 N/A N/A 59 164 4,527 3,528 2023-03-10 $17.98 $19.00 16.4% 6.2% 18.3% 19.5% 16.9% 5.7% -17.2% 17.4K 5.4M -7.3K 12.26 104.23 N/A N/A 107 1,312 4,562 3,622 2023-03-13 $17.84 $19.00 26.3% 4.2% 18.2% 33.8% 14.5% 6.8% -0.8% -3.3K 4.1M -7.2K 1.27 96.85 N/A N/A 1,081 1,370 4,631 2,953 2023-03-14 $18.04 $19.00 105.4% 3.8% 18.9% 100.0% 13.6% 19.1% -0.2% 169.4K -179.3K -10.9K 0.68 104.24 N/A N/A 19 13 5,149 1,084 2023-03-15 $17.73 $19.00 16.0% 4.6% 19.3% 12.9% 18.2% 12.6% -1.2% 112.5K 332.5K -10.7K 0.10 99.52 N/A N/A 1,057 102 5,151 1,093 2023-03-16 $18.06 $18.00 13.5% 3.9% 21.0% 10.5% 14.2% 9.8% 73.2% 200.2K -794.2K -14.4K 1.52 103.69 N/A N/A 25 38 5,552 1,134 2023-03-17 $17.63 $18.00 13.5% 3.9% 22.1% 10.4% 13.9% 10.1% 5.3% 146.3K -192.5K -14.6K 0.27 91.71 N/A N/A 97 26 5,540 1,159 2023-03-20 $17.56 $18.00 16.4% 4.7% 22.1% 13.3% 16.1% 7.1% 0.0% 143.6K -221.3K -12.9K 0.17 62.36 N/A N/A 729 127 4,770 1,011 2023-03-21 $17.74 $17.00 13.6% 3.9% 21.4% 10.6% 13.9% 9.5% 0.6% 191.3K -842.8K -15.2K 1.10 53.48 N/A N/A 60 66 5,212 1,018 2023-03-22 $17.63 $17.00 9.7% 2.8% 21.4% 6.8% 15.4% 6.7% 9.2% 185.5K -518.6K -13.9K 0.00 58.88 N/A N/A 839 4 5,281 1,038 2023-03-23 $17.51 $17.00 13.3% 3.8% 21.0% 10.3% 16.9% 6.1% 1.4% 186.1K -607.3K -15.1K 0.06 85.36 N/A N/A 531 32 5,497 1,039 2023-03-24 $17.59 $17.00 10.1% 2.9% 21.2% 7.2% 16.2% 4.4% 4.0% 246.3K -622.2K -14.9K 0.24 57.34 N/A N/A 422 101 5,615 1,066 2023-03-27 $17.76 $17.00 12.8% 3.7% 21.5% 9.8% 12.3% 5.7% 3.0% 267.1K -1.2M -16.8K 0.01 49.14 N/A N/A 306 2 5,793 1,166 2023-03-28 $17.73 $17.00 11.9% 3.4% 21.3% 9.0% 13.8% 2.7% -2.1% 315.6K -1.2M -16.8K 0.30 53.79 N/A N/A 125 38 5,920 1,166 2023-03-29 $17.86 $17.00 11.8% 3.4% 21.7% 8.8% 11.9% 8.8% -0.5% 404.0K -1.6M -17.0K 0.23 46.18 N/A N/A 270 62 5,978 1,199 2023-03-30 $17.87 $17.00 10.2% 2.9% 21.6% 7.2% 10.4% 1.9% 0.4% 428.6K -1.7M -17.9K 0.02 44.01 N/A N/A 200 4 6,034 1,253 2023-03-31 $17.96 $17.00 12.2% 3.5% 21.3% 9.2% 12.2% -0.5% -2.0% 443.3K -2.0M -16.9K 0.06 74.61 N/A N/A 232 14 6,123 1,255
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