RYLD Options History — January 2025

In January 2025, RYLD traded between $16.20 and $16.70. ATM implied volatility averaged 17.6%, placing in the 25.7% IV rank vs the trailing year. The 30-day expected move averaged 4.0%. IV traded above realized volatility by 3.3% (HV 20d: 14.3%). Max pain ranged from $13.00 to $17.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 5.90.

Notable Days

  • 2025-01-02: Highest Volume — 303 contracts
  • 2025-01-13: Largest IV spike — 78.0% change
  • 2025-01-13: Highest IV Rank — 61.3%
  • 2025-01-03: Largest Expected Move — 9.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.52$16.20$16.70$16.34$16.57
Max Pain$14.85$13.00$17.00$17.00$15.00
ATM IV17.6%8.3%36.5%19.0%19.1%
Expected Move4.0%2.4%9.6%5.5%5.5%
HV 20d14.3%10.2%18.3%15.4%10.3%
HV 60d13.3%12.9%13.9%13.3%12.9%
IV Rank25.7%8.1%61.3%28.4%28.4%
IV Percentile73.6%24.6%99.2%91.3%90.5%
Term Structure-1.2%-9.9%3.1%-9.9%-1.0%
VWIV21.0%8.1%59.3%22.6%53.8%
Skew 25d11.2%2.5%44.2%6.7%5.9%
Skew 10d26.7%1.0%84.7%13.2%1.8%
Call IV 25d6.9%4.3%11.3%11.3%7.0%
Put IV 25d18.2%10.2%53.7%18.0%13.0%
Bid-Ask Spread %106.8387.95124.97103.86100.58
Gamma HHI0.630.500.810.810.64
Net GEX-112.6K-161.5K-66.3K-103.7K-113.3K
Net DEX698.2K215.9K1.2M886.3K769.9K
Net VEX-4.8K-5.9K-3.3K-4.4K-5.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.900.0047.504.720.29
Total Volume70530330331
Total OI2,266.551,9882,4031,9882,389

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-01-02$16.34$17.0019.0%5.5%15.4%28.4%22.6%6.7%-9.9%-103.7K886.3K-4.4K4.72103.86N/AN/A532506331,355
2025-01-03$16.51$16.0033.7%9.6%15.9%56.0%12.2%8.4%-3.1%-91.0K756.2K-5.4K2.00111.77N/AN/A17346791,466
2025-01-06$16.54$13.0017.2%3.8%15.9%24.9%9.1%6.6%3.1%-90.2K721.2K-5.5K0.59120.55N/AN/A29176861,451
2025-01-07$16.44$13.0020.4%3.0%16.1%30.9%28.5%2.5%0.8%-77.7K780.0K-5.8K0.00114.92N/AN/A1207001,441
2025-01-08$16.44$13.0018.7%3.7%16.0%27.8%0.0%21.0%1.6%-71.9K755.2K-5.9K5.92110.46N/AN/A12717081,441
2025-01-10$16.20$13.0020.5%3.4%16.8%31.1%59.3%44.2%-0.4%-91.1K1.2M-5.0K7.63124.97N/AN/A161227161,498
2025-01-13$16.21$13.0036.5%4.6%16.8%61.3%12.6%12.3%-4.2%-112.2K1.1M-4.9K0.96115.97N/AN/A49477281,541
2025-01-14$16.38$14.0035.8%3.9%17.3%60.0%8.1%24.6%-6.1%-115.8K812.9K-4.8K8.40115.82N/AN/A5427771,594
2025-01-15$16.64$14.0012.6%3.6%18.3%16.2%8.1%5.8%-1.0%-112.2K392.4K-5.2K0.96105.98N/AN/A52507821,621
2025-01-16$16.70$15.0010.5%3.0%18.3%12.2%14.2%16.4%-0.9%-111.3K307.7K-5.0K0.47104.98N/AN/A1787561,595
2025-01-17$16.66$15.0013.0%3.7%18.3%16.9%0.0%5.4%-1.1%-99.4K215.9K-3.3K14.14103.94N/AN/A7997701,598
2025-01-21$16.61$16.0013.3%3.8%12.2%17.5%0.0%5.7%1.3%-142.6K632.7K-4.9K1.95106.89N/AN/A561095821,609
2025-01-22$16.59$16.0010.1%2.9%12.0%11.5%0.0%6.9%0.6%-147.5K618.5K-4.4K0.00101.34N/AN/A0306141,602
2025-01-23$16.62$16.008.3%2.4%11.5%8.1%12.3%6.9%1.8%-99.8K557.6K-3.7K2.4092.88N/AN/A5126141,632
2025-01-24$16.63$16.009.2%2.6%11.5%9.8%13.5%6.3%-0.7%-66.3K590.6K-3.6K47.5097.67N/AN/A2956191,644
2025-01-27$16.55$16.0011.6%3.3%11.6%14.3%0.0%5.3%-1.0%-141.7K769.9K-4.9K0.0097.12N/AN/A056191,739
2025-01-28$16.59$16.0013.5%3.9%11.2%17.9%0.0%21.8%-1.0%-158.3K674.7K-4.6K0.86110.85N/AN/A766191,742
2025-01-29$16.56$15.0018.2%5.2%10.9%26.8%18.4%5.2%-1.2%-144.6K749.0K-4.9K2.50108.09N/AN/A6156301,745
2025-01-30$16.62$15.0011.1%3.2%10.2%13.3%0.0%6.9%-0.9%-161.5K655.1K-4.6K5.0087.95N/AN/A2106361,760
2025-01-31$16.57$15.0019.1%5.5%10.3%28.4%53.8%5.9%-1.0%-113.3K769.9K-5.7K0.29100.58N/AN/A2476391,750