RYLD Options History — February 2024

In February 2024, RYLD traded between $16.13 and $16.56. ATM implied volatility averaged 11.6%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded above realized volatility by 4.2% (HV 20d: 7.4%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 2.86.

Notable Days

  • 2024-02-22: Highest Volume — 341 contracts
  • 2024-02-29: Largest IV drop — 51.4% change
  • 2024-02-28: Highest IV Rank — 12.0%
  • 2024-02-28: Largest Expected Move — 5.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.42$16.13$16.56$16.41$16.51
Max Pain$17.00$17.00$17.00$17.00$17.00
ATM IV11.6%8.1%17.3%10.1%8.4%
Expected Move3.5%2.3%5.0%3.3%2.4%
HV 20d7.4%4.5%9.3%8.1%9.2%
HV 60d8.0%7.6%8.7%7.8%8.5%
IV Rank6.3%2.8%12.0%4.8%3.2%
IV Percentile55.8%15.9%93.7%41.7%19.4%
Term Structure14.2%-6.1%86.4%1.6%3.0%
VWIV13.0%8.4%18.2%11.6%16.1%
Skew 25d4.5%-0.6%10.9%4.7%-0.2%
Skew 10d13.4%0.3%27.6%19.0%1.2%
Call IV 25d8.8%5.9%13.3%7.0%9.0%
Put IV 25d13.3%8.8%18.4%11.7%8.8%
Bid-Ask Spread %87.6965.61102.2499.9784.24
Gamma HHI0.550.450.690.490.66
Net GEX96.2K9.8K163.6K53.5K157.9K
Net DEX-85.5K-669.4K397.4K137.3K-300.7K
Net VEX-5.9K-7.0K-5.2K-5.8K-5.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.860.009.504.250.03
Total Volume74.193414235
Total OI4,432.54,2044,6014,3534,601

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$16.41$17.0010.1%3.3%8.1%4.8%11.6%4.7%1.6%53.5K137.3K-5.8K4.2599.97N/AN/A8343,0681,285
2024-02-02$16.39$17.008.3%4.6%8.1%3.1%13.3%0.5%-6.1%100.2K-36.4K-6.4K3.50102.24N/AN/A4143,0691,276
2024-02-05$16.36$17.009.9%3.4%8.1%4.7%12.9%7.6%1.2%47.3K178.4K-5.5K9.5095.99N/AN/A2193,0711,288
2024-02-06$16.41$17.009.6%3.2%6.6%4.4%8.4%2.7%2.8%21.9K119.4K-5.4K0.0097.49N/AN/A7603,0721,306
2024-02-07$16.41$17.0010.9%3.1%6.4%5.7%8.4%1.7%3.0%20.9K142.7K-5.2K0.0394.63N/AN/A3113,1041,306
2024-02-08$16.48$17.0011.3%3.2%6.6%6.0%13.9%8.0%5.4%127.6K-207.1K-6.5K0.0592.98N/AN/A2113,1171,307
2024-02-09$16.52$17.0012.6%3.6%6.7%7.4%9.0%10.9%3.9%145.2K-357.5K-6.8K0.0596.48N/AN/A2113,1181,307
2024-02-12$16.52$17.0011.8%3.4%6.7%6.6%11.8%1.6%-2.5%130.5K-210.1K-6.2K2.2994.26N/AN/A21483,1331,308
2024-02-13$16.45$17.0012.2%3.5%5.7%6.9%10.3%5.6%4.0%94.5K-674-6.0K9.3693.65N/AN/A111033,1421,342
2024-02-14$16.54$17.008.1%2.3%5.0%2.8%0.0%9.3%4.6%152.5K-135.2K-5.5K0.3091.87N/AN/A40123,1421,342
2024-02-15$16.56$17.0011.8%3.4%4.5%6.6%16.6%8.8%86.4%163.6K-359.1K-6.1K0.2989.74N/AN/A723,1711,323
2024-02-16$16.48$17.0011.0%3.1%4.7%5.7%11.9%4.5%79.0%105.0K-4.0K-5.3K0.0087.02N/AN/A01643,1781,329
2024-02-20$16.18$17.0012.3%3.5%8.1%7.0%14.3%5.0%18.7%48.2K397.4K-5.4K3.7873.53N/AN/A501893,0351,187
2024-02-21$16.13$17.0012.3%3.5%8.1%7.0%12.2%2.2%18.2%9.8K332.4K-5.4K2.2771.79N/AN/A11253,0361,243
2024-02-22$16.27$17.0013.9%4.0%8.7%8.7%14.1%4.9%15.5%99.0K-127.3K-5.7K9.3375.28N/AN/A333083,0411,163
2024-02-23$16.34$17.0011.3%3.2%8.8%6.1%13.4%4.9%19.2%51.4K-33.6K-6.2K3.8065.61N/AN/A5193,0731,456
2024-02-26$16.41$17.0011.5%3.3%8.9%6.3%14.8%8.7%21.9%122.3K-214.1K-6.0K3.6171.03N/AN/A18653,0771,464
2024-02-27$16.52$17.0016.7%4.8%9.2%11.4%16.7%-0.6%3.2%142.9K-669.4K-7.0K1.7684.10N/AN/A21373,0921,487
2024-02-28$16.46$17.0017.3%5.0%9.3%12.0%18.2%-0.5%2.0%129.9K-362.3K-6.1K0.1491.81N/AN/A2233,1131,478
2024-02-29$16.51$17.008.4%2.4%9.2%3.2%16.1%-0.2%3.0%157.9K-300.7K-5.2K0.0384.24N/AN/A3413,1211,480