RYLD Options History — January 2024

In January 2024, RYLD traded between $16.23 and $16.69. ATM implied volatility averaged 14.1%, placing in the 8.8% IV rank vs the trailing year. The 30-day expected move averaged 4.2%. IV traded above realized volatility by 4.5% (HV 20d: 9.5%). Max pain ranged from $14.00 to $17.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 3.50.

Notable Days

  • 2024-01-19: Highest Volume — 231 contracts
  • 2024-01-09: Largest IV spike — 156.4% change
  • 2024-01-04: Highest IV Rank — 26.3%
  • 2024-01-04: Largest Expected Move — 8.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.45$16.23$16.69$16.69$16.36
Max Pain$16.38$14.00$17.00$17.00$17.00
ATM IV14.1%6.8%31.6%8.5%10.4%
Expected Move4.2%2.0%8.0%2.4%3.0%
HV 20d9.5%7.4%10.6%7.4%9.1%
HV 60d9.9%7.8%12.2%12.0%7.8%
IV Rank8.8%1.6%26.3%3.2%5.1%
IV Percentile65.0%7.5%99.6%23.4%46.8%
Term Structure0.7%-29.0%30.7%8.6%7.5%
VWIV12.6%5.6%22.1%18.7%10.1%
Skew 25d5.5%2.4%15.5%6.2%3.2%
Skew 10d14.2%-0.2%31.5%1.8%4.2%
Call IV 25d8.5%6.1%12.8%6.1%8.8%
Put IV 25d14.0%9.4%25.2%12.3%11.9%
Bid-Ask Spread %134.0080.82164.73121.75105.53
Gamma HHI0.530.450.660.660.47
Net GEX101.0K-7.2K168.8K168.8K106.5K
Net DEX-181.8K-772.6K487.8K-772.6K-305.6K
Net VEX-7.0K-8.1K-4.7K-8.1K-8.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.500.0114.000.470.31
Total Volume81.238723112621
Total OI4,133.5713,7374,3523,7374,336

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$16.69$17.008.5%2.4%7.4%3.2%0.0%6.2%8.6%168.8K-772.6K-8.1K0.47121.75N/AN/A86402,861876
2024-01-03$16.48$17.0016.5%4.7%8.6%11.2%18.7%2.8%17.6%130.0K-428.9K-7.8K0.8080.82N/AN/A54432,923876
2024-01-04$16.49$14.0031.6%8.0%8.6%26.3%15.4%4.7%-29.0%128.0K-403.6K-7.2K2.77162.62N/AN/A431192,969876
2024-01-05$16.48$16.0021.1%7.6%8.6%15.8%14.4%6.6%-28.0%107.1K-264.9K-7.0K0.24156.89N/AN/A2972,967972
2024-01-08$16.69$16.006.8%5.1%9.9%1.6%0.0%9.6%5.5%161.0K-579.9K-6.8K2.52163.86N/AN/A401012,976973
2024-01-09$16.61$16.0017.4%4.4%9.9%12.2%8.5%3.5%6.9%150.7K-602.6K-8.1K13.00164.73N/AN/A91172,9791,075
2024-01-10$16.57$16.0015.5%4.4%9.9%10.2%6.6%2.7%3.8%138.4K-410.3K-7.5K0.07164.69N/AN/A1512,9861,139
2024-01-11$16.55$16.0015.6%4.5%9.9%10.4%0.0%7.0%5.6%126.7K-350.3K-7.2K10.33158.34N/AN/A3312,9971,140
2024-01-12$16.54$16.0015.8%4.5%9.9%10.6%0.0%6.7%4.0%134.6K-388.9K-7.5K2.50156.78N/AN/A252,9991,152
2024-01-16$16.37$16.0015.6%4.5%10.4%10.4%12.7%3.8%-9.0%59.7K156.9K-5.7K5.27153.43N/AN/A15792,9991,156
2024-01-17$16.23$16.0010.8%3.1%10.2%5.5%12.9%15.5%4.4%16.2K487.8K-5.1K2.91153.44N/AN/A11323,0141,213
2024-01-18$16.34$16.0011.8%3.4%10.6%6.6%0.0%10.9%-0.6%-7.2K426.9K-4.7K0.01155.33N/AN/A12613,0141,232
2024-01-19$16.41$16.0016.4%4.7%10.3%11.1%5.6%2.8%-9.3%77.8K55.1K-6.5K3.13142.41N/AN/A561753,1191,233
2024-01-22$16.38$17.0015.7%4.5%10.1%10.5%11.5%5.1%-8.8%81.7K30.0K-6.9K2.55107.71N/AN/A33843,0101,169
2024-01-23$16.36$17.0020.7%5.9%9.8%15.4%13.4%2.8%-17.7%74.1K89.0K-6.7K0.2998.41N/AN/A3193,0181,195
2024-01-24$16.31$17.0010.7%3.1%9.6%5.5%12.7%5.3%5.3%83.8K22.2K-7.3K0.21136.17N/AN/A70153,0471,191
2024-01-25$16.34$17.0010.8%3.1%9.4%5.6%16.8%6.3%3.0%72.9K16.3K-7.2K1.20131.43N/AN/A563,0531,200
2024-01-26$16.37$17.008.8%2.5%9.4%3.6%10.2%4.3%4.5%84.0K-113.3K-7.5K14.0087.93N/AN/A3423,0531,209
2024-01-29$16.43$17.007.6%2.2%9.1%2.4%9.5%3.9%30.7%105.8K-160.3K-7.0K7.5397.87N/AN/A151133,0551,223
2024-01-30$16.41$17.007.1%2.0%9.1%1.9%22.1%2.4%9.5%120.7K-320.6K-7.7K0.00113.95N/AN/A0193,0551,275
2024-01-31$16.36$17.0010.4%3.0%9.1%5.1%10.1%3.2%7.5%106.5K-305.6K-8.1K0.31105.53N/AN/A1653,0551,281