RYLD Options History — April 2023 In April 2023, RYLD traded between $17.64 and $18.19. ATM implied volatility averaged 9.1%, placing in the 6.2% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded below realized volatility by 3.1% (HV 20d: 12.1%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 17 of 19 days. Put/call ratio averaged 0.19.
Notable Days 2023-04-04 : Highest Volume — 1,189 contracts2023-04-12 : Largest IV spike — 63.2% change2023-04-13 : Highest IV Rank — 11.3%2023-04-10 : Largest Expected Move — 7.3%Monthly Statistics Metric Avg Min Max Open Close Price $18.01 $17.64 $18.19 $18.01 $17.95 Max Pain $17.84 $17.00 $18.00 $17.00 $18.00 ATM IV 9.1% 6.1% 14.3% 11.0% 6.4% Expected Move 3.1% 1.8% 7.3% 3.1% 1.8% HV 20d 12.1% 5.7% 21.4% 21.4% 8.9% HV 60d 14.4% 14.2% 14.8% 14.4% 14.8% IV Rank 6.2% 3.3% 11.3% 8.0% 3.5% IV Percentile 22.2% 2.4% 57.9% 36.1% 4.0% Term Structure 2.6% -2.2% 6.1% 4.6% 5.6% VWIV 8.8% 5.9% 12.9% 11.0% 6.5% Skew 25d 9.3% -0.3% 27.5% 15.2% 3.5% Skew 10d 14.5% -4.9% 27.9% 24.6% 3.3% Call IV 25d 9.0% 7.0% 11.7% 10.6% 7.0% Put IV 25d 18.3% 8.5% 35.5% 25.9% 10.5% Bid-Ask Spread % 110.52 42.89 162.14 74.44 42.89 Gamma HHI 0.86 0.77 0.97 0.78 0.83 Net GEX 829.9K 457.2K 1.6M 534.0K 675.0K Net DEX -2.9M -4.3M -1.3M -2.2M -2.4M Net VEX -19.2K -21.3K -15.5K -16.8K -20.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.19 0.00 0.95 0.06 0.02 Total Volume 236.526 37 1,189 83 129 Total OI 8,522.421 7,428 9,050 7,428 8,594
Daily Data (19 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 2023-04-03 $18.01 $17.00 11.0% 3.1% 21.4% 8.0% 11.0% 15.2% 4.6% 534.0K -2.2M -16.8K 0.06 74.44 N/A N/A 78 5 6,177 1,251 2023-04-04 $17.91 $17.00 11.8% 3.4% 21.4% 8.8% 11.8% 7.6% 0.7% 500.0K -1.9M -17.6K 0.02 77.85 N/A N/A 1,162 27 6,235 1,286 2023-04-05 $17.88 $17.00 10.4% 3.0% 21.4% 7.5% 10.4% -0.1% 0.7% 504.8K -2.1M -19.9K 0.02 62.73 N/A N/A 555 13 6,685 1,310 2023-04-06 $17.91 $18.00 8.6% 6.8% 20.1% 5.7% 12.9% 10.7% -1.2% 679.8K -2.4M -19.2K 0.21 142.80 N/A N/A 118 25 7,005 1,321 2023-04-10 $18.01 $18.00 13.7% 7.3% 15.8% 10.7% 8.6% 27.5% 3.6% 784.6K -2.6M -18.5K 0.03 136.99 N/A N/A 348 12 7,118 1,321 2023-04-11 $18.06 $18.00 6.1% 3.9% 15.5% 3.3% 8.8% 20.6% 4.3% 860.5K -3.2M -20.0K 0.00 126.81 N/A N/A 196 0 7,216 1,326 2023-04-12 $18.05 $18.00 10.0% 2.9% 15.0% 7.0% 10.0% 16.4% 2.2% 812.4K -3.0M -20.3K 0.05 123.03 N/A N/A 495 25 7,286 1,326 2023-04-13 $18.13 $18.00 14.3% 4.1% 13.6% 11.3% 6.6% 5.9% 6.1% 907.3K -3.8M -20.8K 0.31 162.14 N/A N/A 183 57 7,416 1,309 2023-04-14 $18.12 $18.00 9.5% 2.7% 12.0% 6.5% 9.1% 17.2% 3.2% 1.1M -3.7M -20.1K 0.08 132.00 N/A N/A 59 5 7,576 1,365 2023-04-17 $18.16 $18.00 8.0% 2.3% 7.8% 5.1% 8.1% 11.3% 1.9% 1.2M -4.1M -18.4K 0.04 129.81 N/A N/A 49 2 7,602 1,364 2023-04-18 $18.16 $18.00 9.3% 2.7% 7.6% 6.4% 9.1% 13.3% 1.5% 1.0M -3.9M -20.0K 0.49 131.77 N/A N/A 35 17 7,602 1,365 2023-04-19 $18.18 $18.00 6.5% 1.9% 6.9% 3.6% 5.9% 7.1% 4.0% 1.2M -4.1M -18.1K 0.03 130.62 N/A N/A 131 4 7,607 1,365 2023-04-20 $18.19 $18.00 7.2% 2.1% 6.3% 4.3% 7.3% 2.7% 2.8% 1.3M -4.3M -18.3K 0.50 100.52 N/A N/A 32 16 7,638 1,370 2023-04-21 $18.16 $18.00 8.2% 2.3% 5.7% 5.3% 8.7% 12.7% -2.2% 1.6M -4.2M -15.5K 0.12 111.64 N/A N/A 250 29 7,667 1,383 2023-04-24 $17.99 $18.00 7.7% 2.2% 6.8% 4.9% 7.7% 0.4% 4.3% 633.0K -2.5M -21.3K 0.95 121.89 N/A N/A 19 18 7,179 1,197 2023-04-25 $17.76 $18.00 7.5% 2.1% 7.7% 4.6% 7.2% 1.3% 1.3% 512.8K -1.7M -20.2K 0.07 89.52 N/A N/A 238 17 7,197 1,207 2023-04-26 $17.64 $18.00 8.4% 2.4% 8.1% 5.5% 8.6% -0.3% 1.2% 457.2K -1.3M -19.9K 0.55 102.67 N/A N/A 40 22 7,304 1,224 2023-04-27 $17.84 $18.00 8.0% 2.3% 8.7% 5.1% 6.5% 3.5% 4.1% 599.8K -1.8M -19.5K 0.04 99.79 N/A N/A 80 3 7,303 1,229 2023-04-28 $17.95 $18.00 6.4% 1.8% 8.9% 3.5% 0.0% 3.5% 5.6% 675.0K -2.4M -20.3K 0.02 42.89 N/A N/A 127 2 7,365 1,229
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