RYLD Options History — June 2024

In June 2024, RYLD traded between $15.89 and $16.27. ATM implied volatility averaged 9.9%, placing in the 18.2% IV rank vs the trailing year. The 30-day expected move averaged 3.3%. IV traded above realized volatility by 0.1% (HV 20d: 9.8%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 5 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 2.36.

Notable Days

  • 2024-06-14: Highest Volume — 222 contracts
  • 2024-06-07: Largest IV spike — 84.0% change
  • 2024-06-13: Highest IV Rank — 38.2%
  • 2024-06-06: Largest Expected Move — 7.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.07$15.89$16.27$16.21$16.02
Max Pain$16.16$16.00$17.00$17.00$16.00
ATM IV9.9%4.0%16.1%11.1%8.1%
Expected Move3.3%1.1%7.0%3.2%2.3%
HV 20d9.8%6.7%11.6%6.7%10.5%
HV 60d8.6%8.1%8.8%8.2%8.8%
IV Rank18.2%0.0%38.2%21.7%13.3%
IV Percentile39.6%0.0%85.3%52.4%17.5%
Term Structure4.6%-24.1%27.3%25.1%2.1%
VWIV10.2%3.5%16.6%11.8%8.1%
Skew 25d8.0%-2.4%21.8%6.8%16.0%
Skew 10d9.5%-13.4%34.2%15.0%26.0%
Call IV 25d11.2%7.4%26.3%10.2%9.5%
Put IV 25d19.2%8.1%31.6%17.0%25.4%
Bid-Ask Spread %141.7694.61166.35100.25144.29
Gamma HHI0.660.370.890.600.53
Net GEX-101.2K-309.5K33.0K-67.7K33.0K
Net DEX407.1K-20.0K986.7K372.7K38.0K
Net VEX-5.4K-6.0K-5.0K-5.5K-5.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.360.0011.504.750.03
Total Volume97.842232222330
Total OI3,157.2632,1043,9253,0102,448

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$16.21$17.0011.1%3.2%6.7%21.7%11.8%6.8%25.1%-67.7K372.7K-5.5K4.75100.25N/AN/A4191,6171,393
2024-06-04$16.09$17.0010.2%2.9%7.1%18.7%10.3%0.7%23.1%-74.7K468.6K-5.1K1.0194.61N/AN/A74751,6211,406
2024-06-05$16.24$17.0011.0%3.2%8.0%21.4%0.0%3.9%1.3%-44.6K243.2K-5.6K0.01104.22N/AN/A10311,6941,462
2024-06-06$16.18$16.006.9%7.0%8.0%7.9%0.0%-2.4%-24.1%-82.9K206.5K-5.2K3.67162.73N/AN/A12441,7971,463
2024-06-07$16.07$16.0012.7%6.8%8.2%26.8%0.0%13.2%-22.5%-62.3K657.3K-5.3K2.25166.35N/AN/A12271,8001,495
2024-06-10$16.12$16.008.1%4.1%8.4%12.0%16.1%-0.6%-6.0%-227.8K455.4K-5.5K0.59160.02N/AN/A17101,8041,520
2024-06-11$16.05$16.0011.6%2.0%8.4%23.4%0.0%18.7%3.2%-123.2K678.3K-5.5K0.66152.02N/AN/A129851,8171,525
2024-06-12$16.27$16.0013.9%4.0%10.0%30.9%14.3%4.1%-6.8%-48.5K-20.0K-5.7K0.62163.85N/AN/A89551,9431,551
2024-06-13$16.20$16.0016.1%4.6%10.0%38.2%16.6%5.2%-7.0%-53.8K217.1K-6.0K11.50154.68N/AN/A2231,9831,583
2024-06-14$15.95$16.0011.4%3.3%11.3%22.8%11.4%8.1%-4.2%-173.3K986.7K-5.1K6.16144.45N/AN/A311911,9831,591
2024-06-17$16.06$16.0013.7%3.9%11.6%30.1%11.2%17.7%-6.4%-243.0K646.8K-5.7K4.44140.98N/AN/A271201,9941,772
2024-06-18$16.12$16.0014.9%4.3%11.5%34.2%0.0%17.7%-6.3%-187.0K525.2K-5.5K1.42149.23N/AN/A26372,0181,851
2024-06-20$16.04$16.0010.6%3.0%11.6%20.1%10.9%21.8%21.0%-309.3K788.4K-5.4K0.33152.51N/AN/A120392,0381,878
2024-06-21$16.02$16.004.0%1.1%11.6%0.0%3.5%3.3%27.3%-309.5K926.0K-5.0K0.63156.76N/AN/A81512,0221,903
2024-06-24$15.96$16.005.8%1.7%11.1%5.8%5.8%0.2%18.8%3.4K167.6K-5.0K0.19131.36N/AN/A106201,371733
2024-06-25$15.91$16.004.4%1.3%10.7%1.4%0.0%12.4%25.9%27.6K146.5K-5.4K0.30141.41N/AN/A2371,464749
2024-06-26$15.89$16.005.8%1.7%10.7%5.7%5.2%4.1%24.6%19.7K117.3K-5.9K6.31138.76N/AN/A13821,475823
2024-06-27$15.96$16.007.8%2.2%10.6%12.2%7.8%0.3%-1.7%612114.0K-5.7K0.00134.89N/AN/A7401,496905
2024-06-28$16.02$16.008.1%2.3%10.5%13.3%8.1%16.0%2.1%33.0K38.0K-5.5K0.03144.29N/AN/A2911,543905