RYLD Options History — October 2023

In October 2023, RYLD traded between $15.86 and $17.07. ATM implied volatility averaged 14.6%, placing in the 9.4% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded below realized volatility by 0.3% (HV 20d: 14.9%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.28.

Notable Days

  • 2023-10-13: Highest Volume — 1,435 contracts
  • 2023-10-19: Largest IV spike — 106.9% change
  • 2023-10-19: Highest IV Rank — 24.8%
  • 2023-10-19: Largest Expected Move — 8.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.48$15.86$17.07$16.80$16.09
Max Pain$16.77$16.00$17.00$17.00$16.00
ATM IV14.6%9.2%30.0%12.0%14.8%
Expected Move4.0%2.6%8.6%3.5%4.3%
HV 20d14.9%9.9%18.4%9.9%17.6%
HV 60d11.1%9.0%12.9%9.0%12.9%
IV Rank9.4%4.0%24.8%6.8%9.6%
IV Percentile73.7%31.0%99.2%63.5%85.3%
Term Structure-0.9%-8.8%5.6%-3.8%0.3%
VWIV14.4%10.6%26.5%12.0%14.8%
Skew 25d3.0%-7.3%10.9%-1.4%3.7%
Skew 10d4.3%-6.8%12.8%-1.6%5.8%
Call IV 25d11.9%7.5%20.4%12.3%12.1%
Put IV 25d15.0%9.9%22.3%10.9%15.7%
Bid-Ask Spread %93.2432.55143.3582.1338.98
Gamma HHI0.550.320.830.710.40
Net GEX-145.8K-912.9K231.4K-386.8K231.4K
Net DEX2.1M-1.0M6.0M2.1M-387.6K
Net VEX-19.6K-23.7K-16.4K-21.7K-17.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.280.0111.590.610.01
Total Volume371.409221,435844145
Total OI9,922.6827,57211,8969,9027,652

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$16.80$17.0012.0%3.5%9.9%6.8%12.0%-1.4%-3.8%-386.8K2.1M-21.7K0.6182.13N/AN/A5233215,5994,303
2023-10-03$16.59$17.0016.8%4.8%10.5%11.5%17.6%-4.5%-3.8%-160.8K3.3M-19.7K0.8448.36N/AN/A55465,9924,591
2023-10-04$16.61$17.0020.6%5.9%10.6%15.3%18.1%-7.3%-7.3%-121.7K4.0M-17.8K0.0579.85N/AN/A278135,9994,634
2023-10-05$16.66$17.0015.7%3.7%10.8%10.5%17.8%10.9%3.7%-141.0K3.7M-18.6K0.69117.04N/AN/A1396,1554,642
2023-10-06$16.80$17.0011.1%2.9%11.4%5.8%11.1%2.9%-0.3%-451.2K2.0M-22.9K0.11127.15N/AN/A220256,1614,644
2023-10-09$16.86$17.0013.9%3.1%11.5%8.6%11.9%-1.3%1.6%-339.8K2.2M-20.8K0.0698.45N/AN/A253146,0324,634
2023-10-10$17.07$17.0014.9%2.9%12.6%9.7%11.2%5.0%-0.0%-316.9K-320.1K-22.8K0.93119.23N/AN/A1101026,1174,645
2023-10-11$17.02$17.0010.7%3.1%12.6%5.4%10.7%5.5%1.9%-524.1K505.8K-22.4K0.20103.71N/AN/A4086,1334,635
2023-10-12$16.66$17.009.2%2.6%13.8%4.0%11.2%6.2%3.9%-269.8K3.4M-19.3K1.04110.90N/AN/A49516,1534,643
2023-10-13$16.52$17.0010.0%2.9%13.9%4.7%12.7%1.5%5.6%13.3K5.0M-16.7K11.59114.59N/AN/A1141,3216,1394,687
2023-10-16$16.79$17.0010.1%2.9%15.2%4.9%10.6%7.9%-0.1%-678.7K3.9M-20.8K0.16134.30N/AN/A75126,1425,278
2023-10-17$16.98$17.0011.8%3.4%15.9%6.6%11.9%8.3%-0.5%-912.9K833.8K-23.7K0.83112.37N/AN/A113946,1735,279
2023-10-18$16.61$17.0014.5%4.2%17.5%9.3%14.3%-0.4%-2.5%-205.9K5.1M-18.7K8.40121.63N/AN/A10846,2395,257
2023-10-19$16.36$17.0030.0%8.6%17.8%24.8%26.5%7.4%-8.8%-53.9K4.6M-20.6K0.30143.35N/AN/A7582306,2485,311
2023-10-20$16.24$17.0013.7%3.9%17.9%8.5%14.4%4.6%-7.1%152.3K6.0M-17.7K1.3254.42N/AN/A19256,4525,444
2023-10-23$16.02$17.0014.5%4.2%18.3%9.3%14.6%4.6%0.3%111.7K1.1M-16.4K0.66107.89N/AN/A148975,9492,099
2023-10-24$16.11$17.0014.7%4.2%18.4%9.4%14.7%3.0%0.5%144.4K79.4K-17.6K0.1383.06N/AN/A116155,9961,703
2023-10-25$15.96$16.0014.6%4.2%18.3%9.4%14.6%2.5%-0.1%160.9K109.0K-16.4K0.0591.81N/AN/A1,121606,0341,538
2023-10-26$15.96$16.0016.7%4.8%17.8%11.5%16.7%2.0%-1.5%176.9K-308.8K-18.7K0.0232.55N/AN/A761156,1181,531
2023-10-27$15.86$16.0016.8%4.8%17.8%11.5%0.0%2.8%-1.2%165.2K-1.0M-21.1K0.0292.31N/AN/A38886,1551,544
2023-10-30$15.98$16.0014.8%4.2%17.8%9.6%14.8%2.6%0.1%199.1K-388.3K-18.6K0.0437.11N/AN/A300126,0681,551
2023-10-31$16.09$16.0014.8%4.3%17.6%9.6%14.8%3.7%0.3%231.4K-387.6K-17.8K0.0138.98N/AN/A14326,0901,562