RYLD Options History — November 2024

In November 2024, RYLD traded between $16.07 and $16.80. ATM implied volatility averaged 9.6%, placing in the 10.6% IV rank vs the trailing year. The 30-day expected move averaged 2.3%. IV traded below realized volatility by 4.1% (HV 20d: 13.7%). Max pain ranged from $16.00 to $16.00. Net GEX was positive for 8 of 20 trading days. Term structure was in contango for 16 of 20 days. Put/call ratio averaged 2.01.

Notable Days

  • 2024-11-06: Highest Volume — 1,462 contracts
  • 2024-11-18: Largest IV spike — 47.6% change
  • 2024-11-01: Highest IV Rank — 23.1%
  • 2024-11-01: Largest Expected Move — 4.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.58$16.07$16.80$16.07$16.70
Max Pain$16.00$16.00$16.00$16.00$16.00
ATM IV9.6%4.6%16.2%16.2%7.7%
Expected Move2.3%1.3%4.7%4.7%2.2%
HV 20d13.7%11.9%15.2%12.0%12.7%
HV 60d11.4%10.9%12.1%11.3%11.4%
IV Rank10.6%1.1%23.1%23.1%6.9%
IV Percentile36.6%1.6%85.7%85.7%15.5%
Term Structure5.2%-4.6%24.2%-4.6%14.3%
VWIV9.0%5.0%17.1%16.2%11.0%
Skew 25d12.3%0.6%37.0%12.5%6.4%
Skew 10d17.8%-1.3%46.4%23.6%2.8%
Call IV 25d6.6%4.4%13.3%13.3%4.7%
Put IV 25d18.9%7.2%42.9%25.8%11.2%
Bid-Ask Spread %89.7265.01115.9999.4374.80
Gamma HHI0.710.500.950.940.51
Net GEX-154.5K-563.4K99.5K-495.5K24.7K
Net DEX-1.2M-3.7M2.1M2.1M-1.1M
Net VEX-7.0K-16.7K-2.8K-16.7K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.010.0417.360.650.60
Total Volume246.481,462388
Total OI7,417.255,3709,3559,0035,559

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$16.07$16.0016.2%4.7%12.0%23.1%16.2%12.5%-4.6%-495.5K2.1M-16.7K0.6599.43N/AN/A23153,1285,875
2024-11-04$16.16$16.0013.6%3.0%11.9%18.0%13.1%19.6%0.9%-563.4K1.4M-15.3K1.20110.57N/AN/A81973,1395,885
2024-11-05$16.30$16.0015.7%3.4%12.2%22.1%11.8%14.3%-2.5%-511.1K371.9K-14.0K1.82103.18N/AN/A941713,1995,964
2024-11-06$16.73$16.0014.3%2.0%15.2%19.4%7.3%6.5%2.9%-203.0K-3.6M-4.8K0.23115.47N/AN/A1,1842783,2486,107
2024-11-07$16.77$16.0015.4%1.5%15.0%21.5%9.6%7.0%4.1%-175.3K-2.4M-9.6K3.12115.99N/AN/A431342,9765,982
2024-11-08$16.80$16.009.8%1.9%14.0%10.9%6.5%35.9%4.5%29.0K-3.7M-3.0K0.0475.65N/AN/A854322,9746,070
2024-11-11$16.80$16.009.0%2.0%13.9%9.4%5.1%36.0%6.1%53.7K-3.4M-2.8K5.9683.39N/AN/A231372,8186,069
2024-11-12$16.79$16.0010.1%1.4%13.9%11.5%17.1%11.4%2.7%-76.4K-2.0M-9.6K17.36112.08N/AN/A223822,8266,109
2024-11-13$16.80$16.008.2%2.3%13.9%7.9%8.1%34.5%-1.2%99.5K-3.1M-3.2K2.08100.81N/AN/A2004152,7386,131
2024-11-14$16.80$16.006.3%1.8%13.9%4.3%5.0%37.0%24.2%67.9K-2.9M-3.6K0.0483.98N/AN/A4722,7126,284
2024-11-15$16.51$16.007.7%2.2%15.2%7.0%8.2%4.7%4.1%-269.8K-1.3M-9.3K0.23104.62N/AN/A62142,6976,285
2024-11-18$16.38$16.0011.4%3.3%14.0%14.0%9.1%1.3%-0.7%-314.1K426.4K-8.8K1.0576.80N/AN/A44461,5463,848
2024-11-19$16.41$16.009.2%2.6%14.0%9.8%7.5%0.6%1.3%-298.4K-46.4K-6.7K0.8472.84N/AN/A32271,5833,791
2024-11-20$16.39$16.009.6%2.7%13.8%10.5%8.8%2.1%4.5%-310.3K189.5K-7.8K1.2779.28N/AN/A51651,5543,816
2024-11-21$16.54$16.007.2%2.1%14.1%6.0%10.2%4.7%13.7%-153.5K-485.8K-6.0K0.5573.20N/AN/A1161,5703,880
2024-11-22$16.63$16.005.6%1.6%14.2%2.9%5.4%4.3%3.8%-75.9K-541.9K-5.0K0.9765.01N/AN/A30291,5803,881
2024-11-25$16.69$16.004.6%1.3%13.6%1.1%5.2%2.1%8.0%31.1K-947.5K-3.9K0.0770.10N/AN/A7551,6003,872
2024-11-26$16.66$16.005.3%1.5%13.5%2.5%0.0%3.6%8.0%4.7K-1.1M-3.0K0.5770.50N/AN/A741,6513,871
2024-11-27$16.66$16.005.5%1.6%13.5%2.7%6.4%1.9%9.0%46.2K-994.2K-3.2K1.66106.60N/AN/A671111,6523,875
2024-11-29$16.70$16.007.7%2.2%12.7%6.9%11.0%6.4%14.3%24.7K-1.1M-3.4K0.6074.80N/AN/A531,6193,940