RYLD Options History — August 2023

In August 2023, RYLD traded between $17.27 and $18.20. ATM implied volatility averaged 12.5%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 4.0% (HV 20d: 8.5%). Max pain ranged from $18.00 to $18.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 0.97.

Notable Days

  • 2023-08-21: Highest Volume — 1,102 contracts
  • 2023-08-17: Largest IV spike — 175.4% change
  • 2023-08-25: Highest IV Rank — 20.1%
  • 2023-08-25: Largest Expected Move — 7.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$17.71$17.27$18.20$18.20$17.56
Max Pain$18.00$18.00$18.00$18.00$18.00
ATM IV12.5%6.0%25.0%14.0%6.0%
Expected Move3.6%1.7%7.2%4.0%1.7%
HV 20d8.5%6.9%9.7%9.2%9.4%
HV 60d10.2%9.5%11.3%11.3%9.5%
IV Rank7.6%0.8%20.1%9.2%0.8%
IV Percentile51.1%1.2%97.2%73.0%1.2%
Term Structure1.1%-28.8%47.7%-2.5%-1.2%
VWIV11.4%6.9%14.9%14.0%10.0%
Skew 25d2.6%-4.6%9.1%3.4%-1.9%
Skew 10d5.4%-2.0%17.8%4.2%-0.8%
Call IV 25d9.5%6.9%16.8%10.3%9.7%
Put IV 25d12.1%6.9%19.7%13.7%7.8%
Bid-Ask Spread %79.9062.49100.4685.7185.73
Gamma HHI0.860.740.940.830.74
Net GEX759.0K295.2K1.1M940.5K871.3K
Net DEX-2.1M-4.8M312.3K-4.8M-1.6M
Net VEX-14.9K-18.1K-10.6K-18.0K-13.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.005.770.140.05
Total Volume181.391161,1026621
Total OI8,252.0877,7918,6837,7918,683

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-08-01$18.20$18.0014.0%4.0%9.2%9.2%14.0%3.4%-2.5%940.5K-4.8M-18.0K0.1485.71N/AN/A5886,5401,251
2023-08-02$18.11$18.0011.2%3.2%9.2%6.4%11.1%9.1%-0.5%968.7K-4.2M-17.7K0.68100.46N/AN/A56386,5491,254
2023-08-03$18.11$18.0011.1%3.2%8.1%6.2%11.0%5.5%0.3%892.0K-4.4M-18.1K0.0085.71N/AN/A0366,5921,287
2023-08-04$18.09$18.008.6%2.9%7.3%3.8%0.0%5.3%1.8%1.0M-4.1M-17.8K1.4376.05N/AN/A7106,5921,302
2023-08-07$18.13$18.009.8%3.3%7.0%4.9%11.5%5.6%-0.7%930.2K-4.4M-17.2K0.0474.72N/AN/A244106,5991,305
2023-08-08$18.09$18.0011.2%3.0%6.9%6.3%10.7%5.6%-0.7%1.1M-4.2M-17.1K1.3868.82N/AN/A40556,6681,309
2023-08-09$18.01$18.0010.8%3.1%6.9%6.0%0.0%4.9%-1.9%976.5K-3.6M-16.9K0.0073.18N/AN/A0166,7021,357
2023-08-10$17.93$18.009.5%2.7%6.9%4.7%9.5%5.5%1.2%1.0M-2.9M-16.5K0.9574.20N/AN/A40386,7021,372
2023-08-11$17.99$18.0011.3%3.3%7.1%6.5%11.4%4.3%-1.1%930.4K-3.2M-16.4K0.0377.60N/AN/A377106,6921,402
2023-08-14$17.96$18.0010.3%3.0%7.1%5.5%10.3%5.6%0.3%1.1M-3.0M-16.0K1.3077.62N/AN/A37486,9221,407
2023-08-15$17.76$18.0010.5%3.0%7.9%5.7%10.7%2.7%0.5%852.7K-1.6M-14.8K0.6181.47N/AN/A66406,9171,423
2023-08-16$17.59$18.009.1%2.6%8.4%4.2%9.7%4.0%5.5%627.1K-721.2K-13.4K5.7778.24N/AN/A221276,9201,455
2023-08-17$17.34$18.0024.9%7.2%9.3%20.0%12.9%-0.2%47.7%417.1K243.2K-10.6K1.2171.84N/AN/A68826,9321,406
2023-08-18$17.45$18.0020.7%5.9%9.6%15.9%14.3%-4.6%-1.8%509.1K-182.8K-12.1K0.3982.56N/AN/A150596,9811,469
2023-08-21$17.30$18.0011.4%3.3%9.6%6.5%14.9%7.6%24.1%498.9K-305.3K-12.2K0.0368.99N/AN/A1,073296,9211,429
2023-08-22$17.27$18.007.6%2.2%9.5%2.8%11.8%1.3%8.8%295.2K312.3K-10.6K1.8572.64N/AN/A13247,0831,376
2023-08-23$17.37$18.0013.5%3.9%9.7%8.7%13.7%1.1%-2.8%564.4K-801.4K-13.7K0.1662.49N/AN/A146237,0841,287
2023-08-24$17.29$18.0012.6%3.6%9.6%7.7%6.9%-2.7%-2.2%473.2K-488.5K-13.1K0.0185.83N/AN/A25027,1581,304
2023-08-25$17.34$18.0025.0%7.2%9.0%20.1%0.0%-0.8%-28.8%531.8K-1.4M-15.3K1.8394.86N/AN/A6117,1781,291
2023-08-28$17.41$18.0021.7%6.2%9.0%16.5%0.0%-0.3%-21.3%591.2K-1.4M-14.4K2.3383.20N/AN/A36847,1761,302
2023-08-29$17.49$18.009.0%2.6%9.3%3.8%10.0%0.6%2.0%623.2K-649.7K-11.7K0.1882.11N/AN/A460857,1761,378
2023-08-30$17.54$18.006.9%2.0%9.4%1.7%0.0%-1.2%-1.1%769.1K-1.7M-14.5K0.0093.76N/AN/A16707,3121,353
2023-08-31$17.56$18.006.0%1.7%9.4%0.8%0.0%-1.9%-1.2%871.3K-1.6M-13.4K0.0585.73N/AN/A2017,3301,353