RYLD Options History — April 2024

In April 2024, RYLD traded between $16.23 and $16.89. ATM implied volatility averaged 17.8%, placing in the 48.9% IV rank vs the trailing year. The 30-day expected move averaged 5.1%. IV traded above realized volatility by 8.7% (HV 20d: 9.2%). Max pain ranged from $17.00 to $17.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 4 of 22 days. Put/call ratio averaged 4.70.

Notable Days

  • 2024-04-11: Highest Volume — 162 contracts
  • 2024-04-15: Largest IV spike — 109.3% change
  • 2024-04-29: Highest IV Rank — 100.0%
  • 2024-04-30: Largest Expected Move — 9.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.55$16.23$16.89$16.89$16.34
Max Pain$17.00$17.00$17.00$17.00$17.00
ATM IV17.8%8.6%32.3%9.9%32.3%
Expected Move5.1%2.8%9.3%2.8%9.3%
HV 20d9.2%8.6%10.2%8.6%9.1%
HV 60d8.8%8.3%9.1%8.6%9.1%
IV Rank48.9%14.8%100.0%19.6%100.0%
IV Percentile74.5%23.4%100.0%39.7%100.0%
Term Structure-15.9%-46.8%1.5%0.3%-44.6%
VWIV11.5%7.7%17.7%10.8%12.0%
Skew 25d6.6%-2.5%20.4%13.9%7.2%
Skew 10d15.3%-1.4%31.9%19.7%19.6%
Call IV 25d9.9%7.5%13.7%11.2%8.6%
Put IV 25d16.5%7.6%31.3%25.2%15.8%
Bid-Ask Spread %139.18128.21154.86129.57128.81
Gamma HHI0.540.420.790.680.45
Net GEX37.1K-4.7K100.6K79.6K8.1K
Net DEX-53.1K-621.9K528.9K-618.6K200.4K
Net VEX-4.7K-5.6K-3.0K-4.6K-5.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.700.0067.002.291.50
Total Volume50.955716211215
Total OI2,392.3182,0082,6762,0082,443

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$16.89$17.009.9%2.8%8.6%19.6%10.8%13.9%0.3%79.6K-618.6K-4.6K2.29129.57N/AN/A34781,183825
2024-04-02$16.79$17.0010.8%3.1%8.9%23.3%7.7%2.3%1.5%65.3K-521.3K-4.5K2.67131.46N/AN/A391041,197856
2024-04-03$16.84$17.0012.4%3.6%8.7%29.0%12.7%15.1%-1.9%71.2K-540.5K-5.0K0.00131.39N/AN/A4201,232957
2024-04-04$16.76$17.008.6%3.3%8.8%14.8%0.0%-1.8%-1.5%68.0K-476.2K-4.8K0.32141.86N/AN/A2581,250957
2024-04-05$16.80$17.009.3%3.3%8.7%17.7%0.0%-1.5%-2.5%79.4K-521.9K-4.6K4.60143.41N/AN/A20921,258961
2024-04-08$16.88$17.0013.7%3.0%8.9%33.8%0.0%19.7%-2.8%78.6K-621.9K-3.5K0.00136.63N/AN/A1001,2701,053
2024-04-09$16.88$17.009.8%2.8%8.9%19.3%9.9%20.4%-0.4%85.2K-586.3K-4.3K0.50139.97N/AN/A1051,2801,053
2024-04-10$16.70$17.009.7%2.8%9.6%18.9%11.1%0.2%1.3%55.2K-271.3K-4.5K67.00153.40N/AN/A1671,2811,053
2024-04-11$16.84$17.0011.3%3.2%10.0%24.9%11.0%20.2%-4.1%100.6K-467.7K-3.0K0.01152.52N/AN/A16021,2821,119
2024-04-12$16.64$17.0011.9%3.4%9.9%27.1%0.0%-1.9%1.0%56.0K-168.1K-4.8K0.71154.86N/AN/A21151,4441,119
2024-04-15$16.46$17.0024.9%7.1%10.2%75.1%0.0%5.7%-31.3%18.1K57.2K-4.7K7.17142.88N/AN/A6431,4471,127
2024-04-16$16.45$17.0024.0%6.9%9.5%71.7%17.7%2.8%-34.1%23.3K160.4K-4.4K2.33144.16N/AN/A18421,4511,153
2024-04-17$16.32$17.0014.3%4.1%9.9%35.8%0.0%-1.0%-8.7%-4.7K359.2K-4.4K0.38143.41N/AN/A831,4541,181
2024-04-18$16.27$17.0013.7%3.9%9.1%33.9%0.0%-2.5%-8.5%15.0K403.3K-4.5K4.17146.16N/AN/A12501,4561,176
2024-04-19$16.23$17.0016.8%4.8%8.8%45.3%12.8%12.2%-8.1%-4.1K528.9K-4.5K3.00140.98N/AN/A18541,4621,214
2024-04-22$16.23$17.0026.4%7.6%8.9%80.7%9.6%10.0%-31.2%596416.8K-5.4K2.00140.10N/AN/A6121,2891,090
2024-04-23$16.31$17.0027.4%7.9%9.1%84.3%0.0%9.6%-35.7%6.1K352.3K-5.1K0.17128.63N/AN/A611,2951,097
2024-04-24$16.32$17.0029.6%8.5%9.1%92.4%0.0%4.0%-38.5%3.0K369.4K-4.9K2.00137.09N/AN/A361,3011,098
2024-04-25$16.30$17.0015.8%4.5%8.8%41.7%0.0%2.5%-13.2%1.3K395.7K-4.8K1.36131.42N/AN/A14191,3041,104
2024-04-26$16.38$17.0028.1%8.0%9.1%86.8%0.0%5.7%-39.8%-373201.6K-5.2K0.00128.21N/AN/A1701,3111,113
2024-04-29$16.41$17.0031.9%9.2%9.2%100.0%12.0%2.0%-46.8%10.3K180.7K-5.3K1.19135.02N/AN/A16191,3201,115
2024-04-30$16.34$17.0032.3%9.3%9.1%100.0%0.0%7.2%-44.6%8.1K200.4K-5.6K1.50128.81N/AN/A691,3221,121