RYLD Options History — May 2024

In May 2024, RYLD traded between $16.11 and $16.55. ATM implied volatility averaged 12.4%, placing in the 26.1% IV rank vs the trailing year. The 30-day expected move averaged 2.9%. IV traded above realized volatility by 6.0% (HV 20d: 6.4%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 15 of 22 days. Put/call ratio averaged 3.11.

Notable Days

  • 2024-05-23: Highest Volume — 246 contracts
  • 2024-05-23: Largest IV spike — 123.9% change
  • 2024-05-02: Highest IV Rank — 100.0%
  • 2024-05-02: Largest Expected Move — 10.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.40$16.11$16.55$16.38$16.24
Max Pain$16.82$16.00$17.00$17.00$16.00
ATM IV12.4%4.5%35.0%24.1%9.8%
Expected Move2.9%1.3%10.0%6.9%2.8%
HV 20d6.4%3.6%9.1%9.0%6.8%
HV 60d8.5%7.8%9.1%9.1%8.2%
IV Rank26.1%0.0%100.0%70.2%17.5%
IV Percentile47.2%0.0%100.0%95.6%36.5%
Term Structure7.2%-50.4%28.4%-24.4%20.4%
VWIV8.5%4.3%13.4%10.9%7.9%
Skew 25d4.1%-2.1%20.0%8.0%-2.1%
Skew 10d12.1%-2.4%39.6%20.3%2.6%
Call IV 25d10.4%4.9%22.9%9.6%9.6%
Put IV 25d14.4%5.3%40.4%17.5%7.4%
Bid-Ask Spread %110.1681.00135.49135.0693.34
Gamma HHI0.520.450.790.470.47
Net GEX13.7K-9.5K45.9K10.0K9.7K
Net DEX59.8K-264.4K507.3K225.4K14.9K
Net VEX-5.1K-6.0K-3.6K-5.3K-6.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.110.0044.500.166.70
Total Volume85.27382463677
Total OI2,766.7272,4543,1202,4573,120

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$16.38$17.0024.1%6.9%9.0%70.2%0.0%8.0%-24.4%10.0K225.4K-5.3K0.16135.06N/AN/A3151,3271,130
2024-05-02$16.44$17.0035.0%10.0%9.1%100.0%0.0%5.8%-50.4%10.8K169.0K-5.0K0.06130.54N/AN/A157101,3191,135
2024-05-03$16.48$17.0012.0%3.4%9.1%24.3%0.0%0.8%-7.9%6.1K152.1K-4.6K0.02135.49N/AN/A6111,3321,145
2024-05-06$16.51$17.0013.6%1.8%8.9%29.5%0.0%5.2%5.4%4.5K34.0K-4.9K0.00103.64N/AN/A20101,3771,146
2024-05-07$16.52$17.0014.3%2.7%8.9%32.0%0.0%-0.3%-1.4%41.0K-206.4K-5.9K0.13104.25N/AN/A811,5761,146
2024-05-08$16.51$17.0010.7%2.8%8.2%20.0%0.0%-0.3%-0.8%39.8K-228.8K-5.3K0.00102.91N/AN/A0301,5791,147
2024-05-09$16.54$17.0016.2%2.6%7.5%38.1%10.9%0.1%-2.1%34.5K-264.4K-5.3K0.71103.34N/AN/A751,5791,178
2024-05-10$16.54$17.0012.6%1.7%6.3%26.4%0.0%2.9%3.8%31.9K-216.6K-4.0K0.86101.78N/AN/A14121,5771,179
2024-05-13$16.54$17.0016.6%2.4%4.9%39.4%10.4%0.4%3.0%21.9K-232.8K-5.0K0.52102.18N/AN/A52271,5711,188
2024-05-14$16.55$17.0024.1%1.6%4.9%64.1%6.2%2.1%4.2%13.3K-251.5K-3.6K44.5098.36N/AN/A2891,6211,210
2024-05-15$16.54$17.005.6%1.6%3.8%3.3%6.0%20.0%1.0%36.0K-147.0K-5.0K3.00112.42N/AN/A261,6211,259
2024-05-16$16.55$17.005.7%1.6%3.6%3.8%10.5%5.7%-0.9%45.9K-229.7K-5.7K0.50119.91N/AN/A20101,6221,263
2024-05-17$16.48$17.005.9%1.7%3.8%4.3%6.0%17.6%28.1%5.5K-11.3K-4.3K0.03119.91N/AN/A4011,6421,267
2024-05-20$16.36$17.005.3%1.5%4.8%2.6%6.5%-1.9%25.7%-1.5K440.1K-5.1K0.0781.00N/AN/A8761,3881,244
2024-05-21$16.34$17.005.7%1.6%4.5%3.6%7.7%-0.6%27.5%-2.0K417.5K-5.1K0.60109.55N/AN/A40241,4151,217
2024-05-22$16.29$17.004.5%1.3%4.6%0.0%4.3%-0.5%28.4%-1.6K507.3K-4.7K0.20110.73N/AN/A193381,4241,238
2024-05-23$16.12$17.0010.0%2.9%5.9%18.1%10.2%1.3%25.9%10.4K310.9K-5.6K2.46107.22N/AN/A711751,6001,100
2024-05-24$16.24$17.006.8%2.0%6.3%7.7%6.6%1.0%26.9%-9.5K83.6K-5.4K0.80122.10N/AN/A41331,6611,255
2024-05-28$16.24$16.009.1%2.6%6.2%15.0%9.0%3.2%25.9%-7.6K177.6K-5.6K0.4299.04N/AN/A40171,6921,287
2024-05-29$16.11$16.0013.8%3.9%6.7%30.4%13.4%4.9%18.1%1.3K334.5K-6.0K1.37117.71N/AN/A51701,7201,275
2024-05-30$16.18$16.0011.9%3.4%6.8%24.3%12.0%16.1%2.5%2.2K237.0K-5.9K2.27112.97N/AN/A37841,7691,327
2024-05-31$16.24$16.009.8%2.8%6.8%17.5%7.9%-2.1%20.4%9.7K14.9K-6.0K6.7093.34N/AN/A10671,7741,346