RYLD Options History — August 2024

In August 2024, RYLD traded between $15.18 and $16.16. ATM implied volatility averaged 14.9%, placing in the 21.4% IV rank vs the trailing year. The 30-day expected move averaged 2.7%. IV traded below realized volatility by 4.3% (HV 20d: 19.2%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 3.62.

Notable Days

  • 2024-08-05: Highest Volume — 972 contracts
  • 2024-08-05: Largest IV spike — 567.2% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-05: Largest Expected Move — 4.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.82$15.18$16.16$15.98$16.16
Max Pain$16.18$16.00$17.00$16.00$16.00
ATM IV14.9%7.0%57.0%14.3%7.0%
Expected Move2.7%2.0%4.3%4.1%2.0%
HV 20d19.2%8.5%21.9%8.5%19.4%
HV 60d13.1%8.5%14.3%8.5%13.9%
IV Rank21.4%5.6%100.0%33.2%5.6%
IV Percentile42.4%9.1%100.0%77.0%9.1%
Term Structure12.5%-3.3%37.8%-3.3%11.0%
VWIV9.7%6.0%15.8%14.3%6.0%
Skew 25d6.4%0.1%26.8%12.9%5.3%
Skew 10d15.0%-0.8%41.1%21.5%18.5%
Call IV 25d8.6%5.2%13.3%13.3%8.4%
Put IV 25d15.0%8.5%34.7%26.2%13.7%
Bid-Ask Spread %113.2696.72142.71142.7199.16
Gamma HHI0.500.360.790.360.79
Net GEX39.6K-33.5K146.7K45.1K146.7K
Net DEX-2.2K-1.5M1.4M122.0K-1.5M
Net VEX-7.0K-8.7K-5.7K-8.7K-5.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.620.0337.0037.000.13
Total Volume173.5397222870
Total OI4,379.1363,9304,7113,9304,347

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$15.98$16.0014.3%4.1%8.5%33.2%14.3%12.9%-3.3%45.1K122.0K-8.7K37.00142.71N/AN/A62222,4951,435
2024-08-02$15.66$16.008.5%2.4%11.1%14.6%10.7%2.4%5.2%4.0K971.1K-7.5K13.00140.84N/AN/A141822,5001,559
2024-08-05$15.18$17.0057.0%4.3%15.2%100.0%15.8%14.1%22.2%-3.0K1.4M-6.9K0.49121.10N/AN/A6533192,5091,714
2024-08-06$15.46$17.0022.9%4.1%17.0%35.6%13.6%4.4%10.3%-30.5K1.2M-7.4K0.04131.28N/AN/A14862,5002,027
2024-08-07$15.29$17.0026.8%3.7%17.2%43.0%10.0%5.8%1.9%-33.5K1.4M-7.3K0.03118.22N/AN/A20462,5932,028
2024-08-08$15.57$17.0016.3%3.3%18.5%23.3%10.0%6.8%3.5%-19.6K951.8K-7.2K0.11119.31N/AN/A7582,6542,027
2024-08-09$15.57$16.0015.8%2.7%18.5%22.3%7.9%8.2%3.3%-5.9K975.6K-6.5K2.00113.57N/AN/A122,6752,029
2024-08-12$15.45$16.0044.6%3.1%18.6%76.6%10.0%5.3%6.4%-33.0K1.2M-7.2K1.3697.56N/AN/A56762,6752,029
2024-08-13$15.68$16.0018.5%2.9%19.5%27.3%14.1%9.7%4.3%62.5K477.5K-6.1K2.89111.00N/AN/A541562,7311,980
2024-08-14$15.61$16.008.7%2.5%19.6%8.9%14.9%4.6%5.2%-19.0K849.6K-6.9K0.69113.67N/AN/A16112,6971,986
2024-08-15$16.01$16.007.3%2.1%21.8%6.2%7.3%26.8%37.8%-21.4K-281.0K-6.4K0.34105.72N/AN/A165562,7031,968
2024-08-16$16.06$16.007.9%2.3%21.7%7.3%8.0%24.7%22.5%-22.4K-261.1K-7.7K1.45107.46N/AN/A861252,6811,958
2024-08-19$15.98$16.007.6%2.2%21.8%6.9%7.6%0.4%23.0%30.9K-36.0K-7.4K0.22111.01N/AN/A245552,5061,473
2024-08-20$15.93$16.008.0%2.3%21.8%7.5%8.0%0.1%23.5%50.6K-237.8K-8.0K0.14108.36N/AN/A145212,7471,334
2024-08-21$15.98$16.007.9%2.3%21.7%7.3%7.9%0.4%22.3%52.6K-675.7K-7.0K0.20101.89N/AN/A163332,7981,347
2024-08-22$15.93$16.007.5%2.1%21.7%6.5%7.4%1.5%28.4%75.3K-591.0K-7.1K2.1496.72N/AN/A21452,8951,345
2024-08-23$16.09$16.008.6%2.5%21.8%8.7%8.6%0.8%14.5%96.4K-1.0M-6.7K1.14104.55N/AN/A74842,9041,373
2024-08-26$16.13$16.008.1%2.3%21.9%7.8%8.1%3.1%11.5%115.3K-1.3M-6.3K0.42122.39N/AN/A45192,9721,272
2024-08-27$16.12$16.007.7%2.2%21.8%7.0%7.7%3.4%3.9%117.7K-1.3M-6.3K0.67117.54N/AN/A323,0091,281
2024-08-28$16.09$16.007.3%2.1%21.8%6.3%7.3%0.1%13.1%133.8K-1.1M-7.1K15.00108.32N/AN/A1153,0111,281
2024-08-29$16.13$16.008.7%2.5%20.9%8.8%8.7%1.1%5.2%129.5K-1.4M-6.2K0.1599.36N/AN/A112173,0121,281
2024-08-30$16.16$16.007.0%2.0%19.4%5.6%6.0%5.3%11.0%146.7K-1.5M-5.7K0.1399.16N/AN/A6283,0571,290