RYLD Options History — March 2025

In March 2025, RYLD traded between $14.93 and $15.68. ATM implied volatility averaged 17.1%, placing in the 24.6% IV rank vs the trailing year. The 30-day expected move averaged 6.5%. IV traded below realized volatility by 1.2% (HV 20d: 18.3%). Max pain ranged from $16.00 to $17.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 5.22.

Notable Days

  • 2025-03-04: Highest Volume — 1,266 contracts
  • 2025-03-06: Largest IV spike — 130.2% change
  • 2025-03-10: Highest IV Rank — 45.1%
  • 2025-03-12: Largest Expected Move — 12.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.37$14.93$15.68$15.63$15.14
Max Pain$16.16$16.00$17.00$16.00$16.00
ATM IV17.1%10.4%27.9%10.4%12.4%
Expected Move6.5%3.0%12.4%3.0%6.0%
HV 20d18.3%13.7%21.9%14.3%19.1%
HV 60d14.9%13.5%16.4%13.5%14.9%
IV Rank24.6%12.2%45.1%12.2%15.9%
IV Percentile78.0%50.4%96.0%50.4%62.7%
Term Structure8.5%-5.4%23.7%2.0%9.9%
VWIV18.2%5.8%27.6%10.7%17.1%
Skew 25d5.4%-7.5%26.4%2.6%3.3%
Skew 10d16.4%-3.2%80.6%4.3%4.1%
Call IV 25d13.9%9.2%22.9%11.2%10.9%
Put IV 25d19.3%11.1%36.6%13.8%14.2%
Bid-Ask Spread %102.5082.91135.4090.15112.63
Gamma HHI0.610.400.900.900.46
Net GEX-95.0K-300.3K75.5K-143.7K-161.5K
Net DEX3.0M2.3M4.2M2.9M3.0M
Net VEX-9.1K-11.1K-4.7K-6.1K-8.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.220.2424.091.111.72
Total Volume292.143271,266339280
Total OI5,693.6193,6487,4823,7824,515

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-03-03$15.63$16.0010.4%3.0%14.3%12.2%10.7%2.6%2.0%-143.7K2.9M-6.1K1.1190.15N/AN/A1611781,1972,585
2025-03-04$15.61$16.0015.8%4.5%14.2%22.4%17.9%-3.8%-4.4%-121.0K2.5M-9.4K0.2495.22N/AN/A1,0192471,3272,743
2025-03-05$15.68$16.0011.3%3.3%13.7%13.8%27.6%10.0%-1.2%75.5K2.3M-9.7K6.1484.83N/AN/A7432,6462,857
2025-03-06$15.43$16.0026.1%7.5%14.2%41.7%24.0%12.0%-2.0%27.2K2.7M-9.1K5.8086.26N/AN/A512962,6502,879
2025-03-07$15.54$16.0016.8%4.8%14.7%24.1%20.0%26.4%-2.8%26.9K2.9M-9.9K0.47108.21N/AN/A88412,6713,132
2025-03-10$15.14$16.0027.9%8.0%16.7%45.1%25.7%-1.7%-5.4%-8.6K2.9M-10.6K2.0888.95N/AN/A1553232,7573,161
2025-03-11$15.21$16.0022.8%11.7%16.7%35.5%25.5%4.0%6.0%-9.9K3.3M-8.4K10.63108.67N/AN/A889352,9063,419
2025-03-12$15.20$16.0019.4%12.4%16.8%29.1%26.9%-0.2%8.7%-97.9K3.5M-10.0K9.2097.90N/AN/A5462,9174,216
2025-03-13$14.93$16.0016.1%4.8%17.4%22.9%16.8%1.7%14.4%-300.3K4.2M-10.1K3.9892.71N/AN/A622472,9194,244
2025-03-14$15.23$16.0019.1%6.5%19.2%28.6%24.9%4.4%9.7%-206.3K3.6M-11.1K15.0082.91N/AN/A71052,9364,447
2025-03-17$15.50$17.0017.9%5.6%20.6%26.2%0.0%25.7%15.8%-86.8K2.8M-10.8K1.54116.41N/AN/A48742,9434,440
2025-03-18$15.36$17.0020.1%6.2%20.4%30.3%13.5%13.1%9.1%-226.8K3.9M-6.4K1.44105.82N/AN/A57822,9744,461
2025-03-19$15.64$17.0026.0%3.6%21.9%41.5%9.8%7.2%-2.1%8.6K2.6M-11.1K0.50105.70N/AN/A1892,9904,482
2025-03-20$15.53$0.0015.0%5.4%21.9%20.8%0.0%-1.0%5.9%-89.8K3.1M-9.9K24.09135.40N/AN/A112652,9954,487
2025-03-21$15.39$0.0015.3%7.7%20.8%21.3%19.9%6.1%16.8%-97.4K3.7M-4.7K0.54118.94N/AN/A179963,0024,319
2025-03-24$15.41$16.0011.4%7.2%20.5%13.9%6.8%2.2%18.1%-123.1K3.0M-7.1K1.65105.41N/AN/A31511,0182,630
2025-03-25$15.39$16.0014.2%7.0%20.4%19.2%16.8%5.1%19.7%-121.9K2.7M-9.4K3.9499.40N/AN/A311221,0482,680
2025-03-26$15.32$16.0014.4%6.3%20.4%19.6%0.0%4.3%23.7%-113.6K2.8M-9.2K0.27113.31N/AN/A128341,0582,785
2025-03-27$15.32$16.0011.9%7.2%20.1%14.9%5.8%-7.5%16.6%-115.1K2.3M-10.9K0.8198.56N/AN/A101821,1842,794
2025-03-28$15.12$16.0013.8%7.5%20.4%18.6%17.8%-1.2%19.2%-109.0K2.6M-9.3K18.53105.20N/AN/A173151,2832,869
2025-03-31$15.14$16.0012.4%6.0%19.1%15.9%17.1%3.3%9.9%-161.5K3.0M-8.9K1.72112.63N/AN/A1031771,2983,217