RELY Collar Strategy

RELY (Remitly Global, Inc.), in the Technology sector, (Software - Infrastructure industry), listed on NASDAQ.

Remitly Global, Inc. provides digital financial services for immigrants and their families. It primarily offers cross-border remittance services in approximately 150 countries. The company was incorporated in 2011 and is headquartered in Seattle, Washington.

RELY (Remitly Global, Inc.) trades in the Technology sector, specifically Software - Infrastructure, with a market capitalization of approximately $5.00B, a trailing P/E of 47.45, a beta of 0.40 versus the broader market, a 52-week range of 12.08-24.92, average daily share volume of 4.3M, a public-listing history dating back to 2021, approximately 3K full-time employees. These structural characteristics shape how RELY stock options price implied volatility around earnings windows, capital events, and macro-driven sector rotations.

A beta of 0.40 indicates RELY has historically moved less than the broader market, dampening realized volatility and producing tighter expected-move bands per unit of dollar exposure. The trailing P/E of 47.45 is on the rich side, which tends to correlate with higher earnings-window IV expansion as the market debates whether forward growth supports the multiple.

What is a collar on RELY?

A collar pairs long stock with a protective out-of-the-money put financed by a short out-of-the-money call, capping both tails of the position around the current spot.

Current RELY snapshot

As of May 15, 2026, spot at $22.69, ATM IV 41.50%, IV rank 9.33%, expected move 11.90%. The collar on RELY below is built from the same end-of-day chain, with strikes snapped to listed contracts and premiums pulled from the bid/ask midpoint at a 34-day expiry.

Why this collar structure on RELY specifically: IV regime affects collar pricing on both sides; compressed RELY IV at 41.50% typically pushes the short call premium to roughly offset the long put cost, with a market-implied 1-standard-deviation move of approximately 11.90% (roughly $2.70 on the underlying). The 34-day window matched to the front-month expiry keeps theta exposure bounded while still capturing the post-snapshot move; longer-dated RELY expiries trade a higher absolute premium for lower per-day decay. Position sizing on RELY should anchor to the underlying notional of $22.69 per share and to the trader's directional view on RELY stock.

RELY collar setup

The RELY collar below is built from the end-of-day chain, with each option leg priced at the bid/ask midpoint of its listed strike. With RELY near $22.69, the first option leg uses a $24.00 strike; additional legs (when the strategy has them) anchor to spot-relative offsets. Premiums come from the bid/ask midpoint on the listed RELY chain at a 34-day expiry; the cross-strike IV skew is reflected directly in the per-leg values rather than approximated. Quantity sizing assumes one contract per option leg (or 100 RELY shares for the stock leg in covered calls and collars).

ActionTypeStrike / BasisPremium (est)
Buy 100 sharesStock$22.69long
Sell 1Call$24.00$0.73
Buy 1Put$22.00$0.83

RELY collar risk and reward

Net Premium / Debit
-$2,279.00
Max Profit (per contract)
$121.00
Max Loss (per contract)
-$79.00
Breakeven(s)
$22.79
Risk / Reward Ratio
1.532

Max profit roughly equals short-call strike minus cost basis plus net premium; max loss roughly equals cost basis minus long-put strike minus net premium. Breakeven shifts by the net premium.

RELY collar payoff curve

Modeled P&L at expiration across a range of underlying prices for the collar on RELY. Each row is one sampled price point from the computed payoff curve; the full curve uses 200 price points internally before being summarized into 10 rows here.

Underlying Price% From SpotP&L at Expiration
$0.01-100.0%-$79.00
$5.03-77.9%-$79.00
$10.04-55.7%-$79.00
$15.06-33.6%-$79.00
$20.07-11.5%-$79.00
$25.09+10.6%+$121.00
$30.10+32.7%+$121.00
$35.12+54.8%+$121.00
$40.14+76.9%+$121.00
$45.15+99.0%+$121.00

When traders use collar on RELY

Collars on RELY hedge an existing long RELY stock position; the long put sets a floor while the short call finances it, often run as a near-zero-cost hedge during expected volatility windows.

RELY thesis for this collar

The market-implied 1-standard-deviation range for RELY extends from approximately $19.99 on the downside to $25.39 on the upside. A RELY collar hedges an existing long RELY position with a protective put while financing the put cost via a short call; when the premiums roughly offset, the collar acts as a near-zero-cost insurance band around the current spot. Current RELY IV rank near 9.33% sits in the lower third of its 1-year distribution, where IV often re-expands toward the mean; this favors premium-buying structures and disadvantages premium-selling structures on RELY at 41.50%. As a Technology name, RELY options can move on sector-level news flow (peer earnings, regulatory updates, industry-specific macro data) in addition to RELY-specific events.

RELY collar positions are structurally neutral (protective); the modeled P&L assumes European-style exercise at expiration and ignores early assignment, transaction costs, dividends paid before expiry on the stock leg (when present), and the bid-ask spread on the listed chain. RELY positions also carry Technology sector concentration risk; news flow inside the sector (peer earnings, regulatory shifts, supply-chain headlines) can move RELY alongside the broader basket even when RELY-specific fundamentals are unchanged. Always rebuild the position from current RELY chain quotes before placing a trade.

Frequently asked questions

What is a collar on RELY?
A collar on RELY is the collar strategy applied to RELY (stock). The strategy is structurally neutral (protective): A collar pairs long stock with a protective out-of-the-money put financed by a short out-of-the-money call, capping both tails of the position around the current spot. With RELY stock trading near $22.69, the strikes shown on this page are snapped to the nearest listed RELY chain strike and the premiums come straight from the end-of-day bid/ask midpoint.
How are RELY collar max profit and max loss calculated?
Max profit roughly equals short-call strike minus cost basis plus net premium; max loss roughly equals cost basis minus long-put strike minus net premium. Breakeven shifts by the net premium. For the RELY collar priced from the end-of-day chain at a 30-day expiry (ATM IV 41.50%), the computed maximum profit is $121.00 per contract and the computed maximum loss is -$79.00 per contract. Live intraday quotes will differ as the chain moves through the trading session.
What is the breakeven for a RELY collar?
The breakeven for the RELY collar priced on this page is roughly $22.79 at expiration, derived from end-of-day chain premiums. Breakeven is the underlying price at which the strategy's P&L crosses zero ignoring transaction costs and assignment risk. The current RELY market-implied 1-standard-deviation expected move is approximately 11.90%; if the move sits well outside the breakeven distance, the structure's risk-reward becomes correspondingly tighter.
When should you consider a collar on RELY?
Collars on RELY hedge an existing long RELY stock position; the long put sets a floor while the short call finances it, often run as a near-zero-cost hedge during expected volatility windows.
How does current RELY implied volatility affect this collar?
RELY ATM IV is at 41.50% with IV rank near 9.33%, which is on the low end of its 1-year range. Premium-buying structures (long call, long put, debit spreads) are relatively cheap in this regime; premium-selling structures collect less credit per unit risk.

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