RYLD Options History — June 2023

In June 2023, RYLD traded between $17.63 and $18.41. ATM implied volatility averaged 9.7%, placing in the 4.8% IV rank vs the trailing year. The 30-day expected move averaged 3.1%. IV traded below realized volatility by 2.3% (HV 20d: 11.9%). Max pain ranged from $17.00 to $18.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.61.

Notable Days

  • 2023-06-16: Highest Volume — 591 contracts
  • 2023-06-09: Largest IV spike — 59.6% change
  • 2023-06-05: Highest IV Rank — 11.0%
  • 2023-06-05: Largest Expected Move — 6.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$18.11$17.63$18.41$17.99$18.11
Max Pain$17.90$17.00$18.00$18.00$18.00
ATM IV9.7%6.2%15.8%11.9%6.2%
Expected Move3.1%1.8%6.2%3.4%1.8%
HV 20d11.9%9.5%14.0%13.9%11.6%
HV 60d12.4%10.8%16.0%15.7%11.7%
IV Rank4.8%1.4%11.0%7.1%1.4%
IV Percentile28.1%2.0%65.9%49.2%2.0%
Term Structure0.4%-15.9%10.1%-3.0%0.4%
VWIV11.3%5.4%37.5%11.2%5.7%
Skew 25d4.1%-1.5%12.7%1.3%4.7%
Skew 10d5.2%-1.1%22.4%1.1%11.6%
Call IV 25d7.9%5.3%11.3%11.1%7.7%
Put IV 25d12.0%7.3%19.4%12.4%12.4%
Bid-Ask Spread %94.5932.62154.0932.6257.59
Gamma HHI0.840.790.920.800.85
Net GEX884.9K552.6K1.5M757.9K885.9K
Net DEX-4.7M-7.1M-2.1M-3.7M-4.4M
Net VEX-21.4K-23.6K-18.0K-23.3K-21.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.610.002.750.002.00
Total Volume120.47615912730
Total OI9,099.5717,66510,2639,8837,885

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$17.99$18.0011.9%3.4%13.9%7.1%11.2%1.3%-3.0%757.9K-3.7M-23.3K0.0032.62N/AN/A2708,3251,558
2023-06-02$18.24$18.0014.4%4.1%14.0%9.6%14.2%7.2%-0.8%903.8K-5.2M-23.4K0.1040.59N/AN/A115128,3381,558
2023-06-05$18.20$17.0015.8%6.2%12.5%11.0%14.8%4.0%-15.4%855.4K-5.1M-23.6K0.06145.79N/AN/A325208,4061,561
2023-06-06$18.31$18.008.6%3.6%12.7%3.8%13.1%5.5%0.9%872.6K-5.8M-22.6K0.03128.44N/AN/A11238,4221,574
2023-06-07$18.37$17.008.3%3.8%12.7%3.4%12.9%6.0%-1.0%937.2K-6.3M-21.6K0.14154.09N/AN/A2948,4401,573
2023-06-08$18.37$18.006.8%5.9%12.6%2.0%0.0%3.9%-15.9%949.0K-6.4M-21.1K0.50132.92N/AN/A218,4521,588
2023-06-09$18.38$18.0010.9%3.8%12.3%6.0%14.9%8.9%1.7%953.3K-6.3M-22.0K0.00129.30N/AN/A018,4411,590
2023-06-12$18.38$18.0012.4%2.8%12.3%7.6%5.4%8.1%7.8%1.1M-6.5M-19.9K0.14105.13N/AN/A176258,4481,591
2023-06-13$18.38$18.0014.4%2.5%11.5%9.6%8.6%6.5%7.8%1.0M-6.4M-20.9K0.05109.36N/AN/A230118,5851,605
2023-06-14$18.41$18.0011.0%3.2%10.9%6.2%10.0%3.9%0.5%1.2M-6.9M-19.7K0.21145.11N/AN/A3378,6431,616
2023-06-15$18.41$18.008.2%2.3%9.5%3.4%10.5%6.7%10.1%1.3M-7.1M-18.0K0.56103.26N/AN/A25148,6401,620
2023-06-16$18.05$18.007.7%2.2%11.7%2.9%9.2%12.7%4.7%1.5M-4.1M-20.1K0.46129.51N/AN/A4061858,6511,612
2023-06-20$17.88$18.008.8%2.5%11.4%3.9%8.9%0.9%2.4%666.2K-3.2M-22.1K0.4468.68N/AN/A108476,739926
2023-06-21$17.88$18.008.3%2.4%11.3%3.5%8.4%-0.4%2.0%651.3K-3.3M-22.8K0.0955.37N/AN/A210186,819956
2023-06-22$17.81$18.006.6%1.9%11.3%1.7%6.6%0.1%3.0%647.2K-2.8M-21.7K0.2160.58N/AN/A116246,787970
2023-06-23$17.63$18.009.4%2.7%11.7%4.6%9.5%-1.5%1.7%552.6K-2.1M-20.4K2.4773.29N/AN/A15376,774992
2023-06-26$17.73$18.009.4%2.7%11.8%4.6%10.0%-0.8%0.2%616.0K-2.4M-20.8K0.6576.29N/AN/A62406,7851,019
2023-06-27$17.88$18.007.4%2.1%11.8%2.6%7.3%8.6%2.8%749.8K-3.1M-21.1K1.1983.75N/AN/A16196,8281,028
2023-06-28$17.91$18.008.8%2.5%11.8%3.9%37.5%-0.2%-0.1%718.9K-3.4M-22.0K2.7591.71N/AN/A4116,8291,037
2023-06-29$18.02$18.007.8%2.2%11.8%3.0%7.7%0.4%-0.7%842.1K-3.8M-21.5K0.1163.00N/AN/A916,8321,048
2023-06-30$18.11$18.006.2%1.8%11.6%1.4%5.7%4.7%0.4%885.9K-4.4M-21.2K2.0057.59N/AN/A10206,8361,049