RYLD Options History — September 2024

In September 2024, RYLD traded between $15.84 and $16.32. ATM implied volatility averaged 11.1%, placing in the 13.3% IV rank vs the trailing year. The 30-day expected move averaged 3.6%. IV traded above realized volatility by 0.7% (HV 20d: 10.4%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 10.36.

Notable Days

  • 2024-09-25: Highest Volume — 1,022 contracts
  • 2024-09-11: Largest IV spike — 174.0% change
  • 2024-09-11: Highest IV Rank — 35.6%
  • 2024-09-11: Largest Expected Move — 6.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.09$15.84$16.32$15.98$16.13
Max Pain$16.15$16.00$17.00$16.00$16.00
ATM IV11.1%4.7%22.9%7.9%11.4%
Expected Move3.6%1.4%6.6%2.3%3.3%
HV 20d10.4%7.9%15.9%15.9%8.7%
HV 60d13.7%13.4%14.1%14.1%13.7%
IV Rank13.3%1.3%35.6%7.4%14.0%
IV Percentile43.1%1.6%93.3%15.5%55.2%
Term Structure-0.1%-19.0%27.3%18.3%1.1%
VWIV10.5%5.6%18.5%7.9%13.8%
Skew 25d8.5%-17.2%20.6%-17.2%11.3%
Skew 10d14.1%-25.4%32.1%-25.4%21.1%
Call IV 25d11.4%7.8%27.4%27.4%9.8%
Put IV 25d19.9%3.8%44.3%10.2%21.1%
Bid-Ask Spread %154.0395.67171.9895.67150.31
Gamma HHI0.640.390.880.810.82
Net GEX3.1K-379.0K186.0K152.4K-220.5K
Net DEX-713.9K-2.3M296.5K-820.5K140.7K
Net VEX-5.1K-7.3K-2.7K-5.3K-5.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio10.360.2265.832.1814.20
Total Volume222.6171,02217576
Total OI4,1481,7494,9344,3503,559

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$15.98$16.007.9%2.3%15.9%7.4%7.9%-17.2%18.3%152.4K-820.5K-5.3K2.1895.67N/AN/A551203,0591,291
2024-09-04$16.00$16.005.6%1.6%14.8%3.0%5.6%18.8%15.4%112.0K-736.0K-5.8K61.00114.84N/AN/A21223,0411,298
2024-09-05$15.95$16.008.2%5.9%14.1%7.9%0.0%1.1%-13.0%91.3K-378.3K-6.9K65.83164.68N/AN/A63953,0421,347
2024-09-06$15.84$16.007.7%3.9%13.1%6.9%10.0%14.4%1.6%-24.4K296.5K-7.3K1.19161.88N/AN/A881053,0471,632
2024-09-09$15.89$16.007.7%4.5%13.1%7.0%13.2%6.0%-3.4%-69.1K274.0K-6.8K4.88167.40N/AN/A16783,0071,687
2024-09-10$15.86$16.008.3%3.6%12.8%8.2%0.0%20.6%4.1%-66.8K294.9K-7.1K4.90169.85N/AN/A401963,0231,723
2024-09-11$15.93$16.0022.9%6.6%11.8%35.6%0.0%17.4%-16.1%-69.5K104.2K-6.9K0.22169.78N/AN/A138313,0261,831
2024-09-12$16.06$16.0017.5%5.0%11.9%25.4%0.0%13.1%-16.6%-68.6K-654.1K-5.7K1.18170.56N/AN/A1541813,0991,835
2024-09-13$16.20$16.0013.8%3.9%8.4%18.4%18.5%10.7%-9.6%121.4K-961.8K-5.4K2.03171.98N/AN/A1052133,0061,822
2024-09-16$16.23$16.009.6%2.8%8.4%10.6%9.6%15.3%-0.6%79.2K-2.0M-3.7K0.39159.90N/AN/A46183,0521,825
2024-09-17$16.27$16.0017.2%4.9%8.2%24.9%0.0%11.7%-19.0%149.9K-2.1M-3.3K1.13166.65N/AN/A893,0431,832
2024-09-18$16.30$16.0017.4%5.0%8.0%25.3%0.0%12.3%-18.4%186.0K-2.2M-3.0K10.50166.65N/AN/A2213,0431,834
2024-09-19$16.32$16.0012.0%3.4%8.0%15.1%0.0%14.2%-0.8%176.7K-2.3M-3.4K2.50163.61N/AN/A10253,0431,835
2024-09-20$16.30$16.0011.6%3.3%7.9%14.3%0.0%11.2%1.6%74.7K-2.1M-5.3K1.33164.88N/AN/A24322,9461,836
2024-09-23$16.12$17.004.7%1.4%8.3%1.3%6.2%-4.0%27.3%79.0K-692.7K-2.7K3.25136.62N/AN/A682211,369380
2024-09-24$16.13$17.008.2%2.4%8.2%7.9%8.8%1.6%24.9%50.3K-568.1K-2.8K15.53155.86N/AN/A436681,403582
2024-09-25$16.02$17.009.7%2.8%8.6%10.7%12.6%4.9%2.3%-68.2K-49.5K-3.9K11.62128.54N/AN/A819411,4321,149
2024-09-26$16.07$16.007.6%2.2%8.7%6.9%7.7%1.1%2.8%-379.0K118.8K-5.6K1.18164.97N/AN/A11131,5051,983
2024-09-27$16.12$16.0012.3%3.5%8.7%15.6%12.3%5.3%-4.3%-244.9K107.1K-5.2K2.10136.06N/AN/A29611,5141,979
2024-09-30$16.13$16.0011.4%3.3%8.7%14.0%13.8%11.3%1.1%-220.5K140.7K-5.2K14.20150.31N/AN/A5711,5252,034