RYLD Options History — October 2024

In October 2024, RYLD traded between $15.93 and $16.55. ATM implied volatility averaged 12.1%, placing in the 15.3% IV rank vs the trailing year. The 30-day expected move averaged 3.4%. IV traded above realized volatility by 1.6% (HV 20d: 10.5%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 3 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 11.05.

Notable Days

  • 2024-10-24: Highest Volume — 1,570 contracts
  • 2024-10-16: Largest IV spike — 162.2% change
  • 2024-10-16: Highest IV Rank — 40.3%
  • 2024-10-16: Largest Expected Move — 7.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.20$15.93$16.55$16.04$16.05
Max Pain$16.00$16.00$16.00$16.00$16.00
ATM IV12.1%8.8%25.3%12.3%19.1%
Expected Move3.4%2.5%7.3%3.5%5.5%
HV 20d10.5%7.9%12.9%7.9%12.9%
HV 60d14.0%11.9%14.9%13.7%11.9%
IV Rank15.3%9.1%40.3%15.6%28.5%
IV Percentile55.7%29.8%95.2%63.5%91.7%
Term Structure-2.6%-7.9%1.3%-0.1%-7.5%
VWIV12.1%8.9%19.2%15.1%19.2%
Skew 25d11.7%-0.3%32.7%14.4%28.4%
Skew 10d22.7%1.6%46.2%21.8%46.2%
Call IV 25d9.7%6.2%15.2%10.5%15.2%
Put IV 25d21.3%9.1%44.8%24.9%43.6%
Bid-Ask Spread %127.3086.69158.89146.97120.68
Gamma HHI0.790.500.940.710.94
Net GEX-306.6K-774.1K83.5K-201.4K-503.6K
Net DEX524.6K-920.1K2.7M493.0K2.7M
Net VEX-7.0K-14.8K-3.5K-5.7K-14.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.050.25138.003.630.61
Total Volume407.08791,570741,148
Total OI4,470.132,2278,1433,6298,143

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-10-01$16.04$16.0012.3%3.5%7.9%15.6%15.1%14.4%-0.1%-201.4K493.0K-5.7K3.63146.97N/AN/A16581,5292,100
2024-10-02$16.04$16.0012.9%3.7%7.9%16.7%13.0%26.9%-3.3%-316.4K624.1K-5.8K0.80138.46N/AN/A541,5442,143
2024-10-03$15.93$16.0012.3%2.8%8.2%15.7%9.5%18.5%-0.4%-302.5K837.0K-5.9K6.00108.47N/AN/A291741,5482,145
2024-10-04$16.14$16.0012.6%3.5%9.0%16.2%12.3%16.5%-3.0%-318.7K390.2K-6.1K0.82102.36N/AN/A40331,5532,289
2024-10-07$16.05$16.0012.0%3.3%9.3%15.2%11.7%18.3%-2.3%-429.6K646.5K-5.6K1.02136.64N/AN/A44451,5802,301
2024-10-08$16.12$16.0011.3%2.6%9.3%13.8%0.0%16.1%-2.3%-513.1K276.4K-5.2K2.36152.39N/AN/A761791,6182,338
2024-10-09$16.13$16.009.9%2.8%9.2%11.1%0.0%16.1%-3.0%-330.4K719.6K-5.9K0.81148.94N/AN/A36291,4092,490
2024-10-10$16.05$16.009.3%2.7%9.0%10.1%0.0%18.9%-0.4%-532.9K984.4K-6.0K1.29158.89N/AN/A68881,4232,489
2024-10-11$16.32$16.009.0%2.6%10.3%9.4%0.0%10.5%-3.2%-195.5K-265.0K-4.9K1.69136.54N/AN/A831401,4502,556
2024-10-14$16.41$16.009.0%2.6%10.5%9.5%0.0%2.1%-4.3%-156.9K-507.0K-4.7K0.65149.21N/AN/A93601,4792,563
2024-10-15$16.46$16.009.7%2.8%10.5%10.7%0.0%4.4%-2.8%-102.9K-397.5K-4.6K0.79114.73N/AN/A72571,5042,603
2024-10-16$16.52$16.0025.3%7.3%10.6%40.3%0.0%8.1%-1.6%-129.2K-556.3K-4.9K0.25138.34N/AN/A40101,5042,625
2024-10-17$16.55$16.0012.2%3.5%10.6%15.4%0.0%32.7%-1.4%-96.1K-670.7K-3.7K8.33139.90N/AN/A3251,5012,629
2024-10-18$16.48$16.0012.3%3.5%10.7%15.6%10.1%8.4%-3.7%83.5K-920.1K-3.5K0.45131.05N/AN/A49221,4592,634
2024-10-21$16.19$16.008.8%2.5%11.9%9.1%8.9%8.2%0.2%68.7K-122.3K-4.5K0.3586.69N/AN/A201711,348879
2024-10-22$16.16$16.009.8%2.8%11.9%10.9%10.1%2.5%-0.4%14.9K-139.9K-4.0K138.00116.11N/AN/A81,1041,393913
2024-10-23$16.07$16.0013.9%4.0%11.8%18.7%14.3%6.2%-5.7%-176.2K852.6K-6.2K73.75106.20N/AN/A201,4751,4001,892
2024-10-24$16.09$16.0012.9%3.7%11.7%16.8%13.0%5.8%-3.5%-556.9K1.7M-9.2K1.23107.93N/AN/A7048661,4203,255
2024-10-25$16.06$16.0012.0%3.4%11.7%15.0%12.3%5.1%-0.1%-489.0K2.4M-13.1K0.47119.21N/AN/A73341,7984,368
2024-10-28$16.26$16.009.6%2.7%12.5%10.5%9.5%0.6%1.3%-486.5K1.0M-12.2K5.89146.01N/AN/A814771,8674,395
2024-10-29$16.20$16.0011.7%3.4%12.4%14.6%12.4%-0.1%-7.9%-774.1K1.5M-11.8K0.7386.90N/AN/A6955071,9264,850
2024-10-30$16.23$16.0010.4%3.0%12.4%12.0%10.3%-0.3%-3.8%-607.8K629.9K-13.1K4.35135.19N/AN/A602612,6145,346
2024-10-31$16.05$16.0019.1%5.5%12.9%28.5%19.2%28.4%-7.5%-503.6K2.7M-14.8K0.61120.68N/AN/A7124362,6745,469