RLAY Options History — February 2021 In February 2021, RLAY traded between $40.83 and $50.17. ATM implied volatility averaged 75.5%. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 24.9% (HV 20d: 50.6%). Max pain ranged from $45.00 to $50.00. Net GEX was positive for 16 of 16 trading days. Term structure was in contango for 4 of 16 days. Put/call ratio averaged 1.13.
Notable Days 2021-02-08 : Highest Volume — 168 contracts2021-02-24 : Largest IV spike — 16.8% change2021-02-25 : Largest Expected Move — 23.6%Monthly Statistics Metric Avg Min Max Open Close Price $45.38 $40.83 $50.17 $49.53 $41.37 Max Pain $45.94 $45.00 $50.00 $50.00 $45.00 ATM IV 75.5% 64.3% 82.4% 70.3% 78.8% Expected Move 21.6% 18.9% 23.6% 20.3% 22.6% HV 20d 50.6% 50.6% 50.6% 50.6% 50.6% Term Structure -3.8% -20.1% 4.4% -10.6% -0.3% VWIV 77.5% 62.9% 89.0% 85.9% 76.0% Skew 25d 8.8% -3.7% 28.4% 16.9% 21.4% Skew 10d 20.7% 5.4% 55.4% 18.4% 19.9% Call IV 25d 79.2% 61.9% 95.1% 62.9% 78.4% Put IV 25d 88.0% 71.1% 110.4% 79.8% 99.8% Bid-Ask Spread % 110.70 103.97 115.81 110.28 113.69 Gamma HHI 0.26 0.20 0.36 0.20 0.23 Net GEX 9.6K 2.8K 21.8K 3.2K 9.0K Net DEX -289.0K -511.8K -99.9K -114.1K -217.9K Net VEX -3.0K -3.8K -1.2K -1.2K -3.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.13 0.00 9.33 0.10 0.18 Total Volume 27.875 0 168 5 0 Total OI 360.125 137 460 137 453
Daily Data (16 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2021-02-04 $49.53 $50.00 70.3% 20.3% 0.0% 0.0% 85.9% 16.9% -10.6% 3.2K -114.1K -1.2K 0.00 110.28 N/A N/A 0 5 108 29 2021-02-05 $49.58 $50.00 64.3% 19.4% 0.0% 0.0% 67.7% 8.9% -0.8% 2.8K -99.9K -1.2K 0.10 109.77 N/A N/A 21 2 108 34 2021-02-08 $50.17 $50.00 72.2% 18.9% 0.0% 0.0% 62.9% 9.1% 0.2% 3.8K -147.0K -1.4K 0.00 111.62 N/A N/A 168 0 117 36 2021-02-09 $49.61 $45.00 76.1% 22.5% 0.0% 0.0% 76.4% 4.2% -6.1% 11.7K -511.8K -3.2K 0.43 108.14 N/A N/A 7 3 285 36 2021-02-10 $47.75 $45.00 80.5% 23.1% 0.0% 0.0% 83.9% -3.7% -4.8% 11.6K -455.6K -3.0K 1.10 112.63 N/A N/A 20 22 292 37 2021-02-11 $45.40 $45.00 75.4% 21.6% 0.0% 0.0% 86.7% -3.1% -1.3% 21.8K -329.6K -3.3K 0.31 112.22 N/A N/A 26 8 312 58 2021-02-12 $46.23 $45.00 78.7% 22.6% 0.0% 0.0% 73.1% -3.5% -2.5% 11.7K -429.1K -3.8K 0.33 112.79 N/A N/A 3 1 338 65 2021-02-16 $44.75 $45.00 75.1% 21.5% 0.0% 0.0% 0.0% 5.3% 1.5% 11.0K -358.7K -3.5K 2.25 115.81 N/A N/A 4 9 337 66 2021-02-17 $44.78 $45.00 79.2% 22.7% 0.0% 0.0% 89.0% 10.8% -3.5% 9.7K -317.2K -3.6K 9.33 109.16 N/A N/A 3 28 342 83 2021-02-18 $43.33 $45.00 75.9% 21.8% 0.0% 0.0% 83.2% 1.6% 2.1% 9.1K -204.9K -3.5K 0.11 109.13 N/A N/A 9 1 345 105 2021-02-19 $43.35 $45.00 75.6% 21.7% 0.0% 0.0% 75.8% -1.7% -9.7% 9.5K -187.9K -3.4K 0.15 115.00 N/A N/A 13 2 354 106 2021-02-22 $43.76 $45.00 73.3% 21.0% 0.0% 0.0% 73.4% 15.2% -8.4% 10.5K -364.0K -3.6K 0.88 106.10 N/A N/A 17 15 337 72 2021-02-23 $40.83 $45.00 69.2% 19.8% 0.0% 0.0% 73.7% 2.8% 4.4% 8.8K -233.1K -3.2K 0.53 113.87 N/A N/A 17 9 352 71 2021-02-24 $43.36 $45.00 80.8% 23.2% 0.0% 0.0% 77.6% 28.4% -20.1% 9.7K -335.1K -3.7K 0.11 107.04 N/A N/A 18 2 353 80 2021-02-25 $42.20 $45.00 82.4% 23.6% 0.0% 0.0% 76.0% 28.0% -1.2% 10.0K -318.5K -3.6K 0.18 103.97 N/A N/A 11 2 369 82 2021-02-26 $41.37 $45.00 78.8% 22.6% 50.6% 0.0% 0.0% 21.4% -0.3% 9.0K -217.9K -3.2K 0.00 113.69 N/A N/A 0 0 369 84
« Jan 2021 | All History | Mar 2021 » Home RLAY History February 2021