RYLD Options History — December 2024

In December 2024, RYLD traded between $16.13 and $16.79. ATM implied volatility averaged 11.3%, placing in the 13.8% IV rank vs the trailing year. The 30-day expected move averaged 3.5%. IV traded below realized volatility by 0.0% (HV 20d: 11.3%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 3.20.

Notable Days

  • 2024-12-20: Highest Volume — 635 contracts
  • 2024-12-11: Largest IV spike — 169.4% change
  • 2024-12-13: Highest IV Rank — 28.2%
  • 2024-12-13: Largest Expected Move — 5.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.60$16.13$16.79$16.70$16.34
Max Pain$16.10$16.00$17.00$16.00$17.00
ATM IV11.3%6.6%18.9%7.4%9.3%
Expected Move3.5%2.0%5.4%2.1%2.7%
HV 20d11.3%4.4%15.4%12.7%15.4%
HV 60d12.1%10.7%13.6%11.2%13.4%
IV Rank13.8%4.9%28.2%6.4%9.9%
IV Percentile48.2%8.7%91.3%13.1%34.5%
Term Structure-1.0%-13.5%19.9%14.5%0.3%
VWIV13.4%6.9%19.9%12.3%13.0%
Skew 25d11.4%-7.4%181.2%5.8%0.2%
Skew 10d58.6%-3.9%244.2%3.4%1.6%
Call IV 25d11.3%5.5%19.2%5.7%8.9%
Put IV 25d22.7%6.7%200.3%11.6%9.1%
Bid-Ask Spread %110.1382.75122.4382.7599.93
Gamma HHI0.690.500.990.520.78
Net GEX-57.1K-600.1K85.7K-40.0K-106.3K
Net DEX-196.2K-1.0M2.0M-828.8K887.5K
Net VEX-3.9K-5.3K-3.0K-4.1K-4.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.200.0020.5020.500.93
Total Volume96.714063586116
Total OI4,535.3811,6795,6325,5601,949

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$16.70$16.007.4%2.1%12.7%6.4%12.3%5.8%14.5%-40.0K-828.8K-4.1K20.5082.75N/AN/A4821,6203,940
2024-12-03$16.70$16.007.6%2.2%12.7%6.8%0.0%4.0%3.6%-28.3K-990.0K-3.7K0.00118.51N/AN/A001,6203,964
2024-12-04$16.73$16.007.1%2.0%12.4%5.8%0.0%4.5%2.5%29.8K-922.1K-4.4K0.00122.43N/AN/A041,6203,964
2024-12-05$16.73$16.007.3%2.3%8.3%6.2%0.0%-1.5%-2.0%51.3K-1.0M-3.2K0.00114.06N/AN/A0221,6203,962
2024-12-06$16.74$16.007.6%3.7%8.2%6.8%0.0%1.3%-1.2%60.5K-971.4K-3.4K2.00115.37N/AN/A10201,6203,982
2024-12-09$16.77$16.007.6%3.3%8.2%6.8%0.0%1.9%-1.3%85.7K-935.8K-3.3K0.00115.92N/AN/A1301,6203,985
2024-12-10$16.76$16.006.6%5.1%8.2%4.9%15.4%-5.0%-13.3%63.6K-958.8K-3.0K0.05112.61N/AN/A2111,6293,985
2024-12-11$16.77$16.0017.9%5.1%8.2%26.2%0.0%-7.4%-13.5%68.4K-933.0K-3.3K0.33114.78N/AN/A311,6173,986
2024-12-12$16.76$16.0017.5%5.0%8.2%25.4%19.9%-7.1%-12.6%63.5K-967.8K-3.1K0.00114.95N/AN/A201,6183,986
2024-12-13$16.74$16.0018.9%5.4%8.3%28.2%0.0%-6.2%-11.7%17.7K-857.5K-3.6K4.50122.32N/AN/A4181,6193,986
2024-12-16$16.79$16.007.5%2.1%5.2%6.6%6.9%181.2%0.8%66.6K-984.5K-3.0K4.75104.49N/AN/A8381,6183,978
2024-12-17$16.74$16.0013.4%3.8%4.4%17.8%0.0%1.6%1.2%10.3K-695.3K-4.1K4.40120.66N/AN/A5221,6213,980
2024-12-18$16.13$16.0014.9%4.3%14.2%20.6%0.0%-6.4%-8.4%-403.2K2.0M-5.3K7.71119.08N/AN/A211621,6223,960
2024-12-19$16.24$16.0012.0%3.4%14.5%15.1%16.3%4.8%19.9%-600.1K897.4K-4.4K0.72103.52N/AN/A50361,6433,968
2024-12-20$16.41$16.0012.7%3.6%14.6%16.4%12.7%64.4%8.4%-53.6K-284.3K-3.1K0.72116.15N/AN/A3692661,6433,989
2024-12-23$16.44$16.009.1%2.6%14.5%9.7%13.4%-2.3%-8.7%-79.6K630.2K-3.6K3.41101.46N/AN/A852905651,114
2024-12-24$16.52$16.0014.6%4.2%14.5%20.1%11.9%2.7%0.6%-112.1K574.4K-4.1K3.50102.20N/AN/A12426001,286
2024-12-26$16.65$16.0010.4%3.0%14.8%12.0%11.8%2.5%1.7%-96.3K500.5K-4.7K2.75102.97N/AN/A16446081,312
2024-12-27$16.52$16.0013.1%3.8%15.1%17.2%0.0%-3.6%1.4%-83.0K685.4K-5.1K1.1997.36N/AN/A21256281,342
2024-12-30$16.35$17.0015.6%4.5%15.4%22.0%13.0%4.1%-3.5%-114.7K999.4K-4.0K0.16111.11N/AN/A170285291,345
2024-12-31$16.34$17.009.3%2.7%15.4%9.9%0.0%0.2%0.3%-106.3K887.5K-4.3K0.9399.93N/AN/A60566021,347