RYLD Options History — July 2024

In July 2024, RYLD traded between $16.00 and $16.26. ATM implied volatility averaged 9.5%, placing in the 17.8% IV rank vs the trailing year. The 30-day expected move averaged 2.7%. IV traded above realized volatility by 2.6% (HV 20d: 6.9%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 10 of 22 days. Put/call ratio averaged 1.45.

Notable Days

  • 2024-07-11: Highest Volume — 368 contracts
  • 2024-07-22: Largest IV spike — 53.0% change
  • 2024-07-26: Highest IV Rank — 27.0%
  • 2024-07-26: Largest Expected Move — 3.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.14$16.00$16.26$16.00$16.26
Max Pain$16.00$16.00$16.00$16.00$16.00
ATM IV9.5%7.6%12.4%9.1%8.1%
Expected Move2.7%2.2%3.6%2.6%2.3%
HV 20d6.9%4.3%10.5%10.4%5.6%
HV 60d7.9%7.5%8.8%8.8%7.8%
IV Rank17.8%11.6%27.0%16.3%13.1%
IV Percentile31.5%11.5%63.9%27.4%13.9%
Term Structure-0.2%-3.0%2.5%-1.1%0.9%
VWIV9.6%7.1%12.8%9.1%9.8%
Skew 25d8.2%-1.8%18.4%0.4%2.1%
Skew 10d17.8%1.3%37.1%1.4%15.3%
Call IV 25d8.9%7.7%10.3%10.2%9.1%
Put IV 25d17.1%7.1%26.7%10.5%11.3%
Bid-Ask Spread %138.95117.79155.68134.67148.62
Gamma HHI0.500.400.770.430.51
Net GEX70.9K1.9K158.8K42.7K100.0K
Net DEX-461.4K-831.0K19.9K19.9K-545.7K
Net VEX-6.5K-8.3K-4.9K-5.4K-8.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.450.005.100.001.73
Total Volume124.182936847131
Total OI3,017.3182,4733,8762,4733,876

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$16.00$16.009.1%2.6%10.4%16.3%9.1%0.4%-1.1%42.7K19.9K-5.4K0.00134.67N/AN/A4701,567906
2024-07-02$16.04$16.008.5%2.4%10.5%14.5%8.9%4.3%1.2%36.5K-11.3K-5.3K0.80145.29N/AN/A541,590906
2024-07-03$16.05$16.007.9%2.3%10.1%12.5%7.9%-0.0%1.1%32.0K-52.9K-5.5K0.64143.71N/AN/A1171,590906
2024-07-05$16.04$16.008.4%2.8%9.5%14.3%9.7%7.7%-0.3%15.2K-28.6K-5.4K2.00143.63N/AN/A481,591913
2024-07-08$16.09$16.0010.6%2.7%9.5%21.2%0.0%17.6%-0.2%44.7K-82.0K-4.9K4.00155.68N/AN/A281,593921
2024-07-09$16.07$16.0010.1%2.6%9.2%19.7%0.0%18.4%0.4%34.2K-66.2K-5.1K0.22145.31N/AN/A921,595929
2024-07-10$16.12$16.008.3%2.4%9.2%13.8%0.0%17.8%2.5%38.9K-116.5K-4.9K0.01146.63N/AN/A16421,594930
2024-07-11$16.20$16.0010.9%3.1%9.2%22.3%0.0%7.5%-1.8%65.4K-482.8K-5.2K0.14127.14N/AN/A322461,729932
2024-07-12$16.21$16.009.4%2.7%7.8%17.4%0.0%6.6%-2.0%158.8K-788.3K-5.7K3.02127.19N/AN/A431302,027908
2024-07-15$16.23$16.009.3%2.7%7.7%16.9%8.7%11.7%0.7%103.5K-829.8K-6.2K0.25139.62N/AN/A150382,0561,012
2024-07-16$16.23$16.008.4%2.4%5.0%14.3%7.1%4.6%2.1%91.0K-831.0K-6.4K0.29128.61N/AN/A133382,1031,024
2024-07-17$16.23$16.0010.5%3.0%4.5%21.0%9.0%10.7%-0.1%86.1K-815.2K-6.9K0.84141.48N/AN/A104872,1991,056
2024-07-18$16.23$16.0010.1%2.9%4.3%19.8%11.5%10.0%0.6%53.9K-803.8K-7.1K0.11138.32N/AN/A4752,2171,054
2024-07-19$16.12$16.007.6%2.2%4.6%11.6%8.6%17.3%-1.6%1.9K-610.6K-6.0K0.74143.80N/AN/A57422,2181,056
2024-07-22$16.12$16.0011.7%3.3%4.6%24.6%11.6%2.3%-2.0%75.4K-519.5K-7.3K0.11117.79N/AN/A222242,110905
2024-07-23$16.16$16.007.9%2.3%4.4%12.5%8.8%-1.8%-0.7%91.0K-701.9K-8.1K0.34122.08N/AN/A32112,287928
2024-07-24$16.04$16.009.3%2.7%5.1%16.9%9.3%9.6%0.1%77.8K-508.6K-8.3K0.79135.25N/AN/A87692,315939
2024-07-25$16.09$16.0010.6%3.0%5.1%21.2%10.7%6.7%-0.6%97.1K-538.4K-8.0K5.10141.58N/AN/A211072,383973
2024-07-26$16.20$16.0012.4%3.6%5.4%27.0%12.8%15.6%-3.0%100.6K-701.5K-7.9K3.85146.69N/AN/A271042,4031,032
2024-07-29$16.16$16.0010.4%3.0%5.4%20.6%9.8%4.7%-0.6%121.5K-552.4K-7.5K2.29133.90N/AN/A14322,4241,117
2024-07-30$16.18$16.009.8%2.8%5.4%18.7%9.8%6.0%0.9%92.4K-584.6K-8.0K4.69149.83N/AN/A592772,4221,145
2024-07-31$16.26$16.008.1%2.3%5.6%13.1%0.0%2.1%0.9%100.0K-545.7K-8.2K1.73148.62N/AN/A48832,4811,395