RLAY Options History — June 2021

In June 2021, RLAY traded between $32.20 and $37.35. ATM implied volatility averaged 77.8%. The 30-day expected move averaged 23.3%. IV traded above realized volatility by 38.0% (HV 20d: 39.8%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 21 of 22 days. Put/call ratio averaged 28.47.

Notable Days

  • 2021-06-29: Highest Volume — 603 contracts
  • 2021-06-09: Largest IV spike — 44.7% change
  • 2021-06-29: Largest Expected Move — 27.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.47$32.20$37.35$32.56$36.78
Max Pain$39.52$35.00$40.00$35.00$40.00
ATM IV77.8%51.9%96.7%51.9%91.4%
Expected Move23.3%14.9%27.7%14.9%26.2%
HV 20d39.8%35.6%46.0%42.8%41.2%
HV 60d52.1%45.0%56.7%56.7%45.0%
Term Structure17.1%-1.4%40.3%16.5%12.3%
VWIV82.1%71.2%90.9%88.1%83.9%
Skew 25d5.1%-28.2%38.6%16.6%31.0%
Skew 10d27.6%-25.6%79.0%42.4%77.1%
Call IV 25d97.3%63.1%118.8%66.9%90.3%
Put IV 25d102.4%78.9%140.9%83.5%121.3%
Bid-Ask Spread %125.12118.16129.72118.16128.37
Gamma HHI0.430.300.640.610.44
Net GEX-28.8K-39.4K-14.3K-14.3K-33.7K
Net DEX1.4M479.5K2.0M479.5K1.7M
Net VEX-9.5K-11.6K-3.6K-3.6K-11.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio28.470.00398.00398.007.49
Total Volume113.86406033990
Total OI1,600.6829231,8769231,620

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$32.56$35.0051.9%14.9%42.8%0.0%88.1%16.6%16.5%-14.3K479.5K-3.6K398.00118.16N/AN/A1398364559
2021-06-02$32.89$35.0058.1%16.7%39.4%0.0%0.0%33.4%32.6%-16.2K890.8K-7.3K0.00119.00N/AN/A0100365957
2021-06-03$32.20$0.0062.0%24.2%39.8%0.0%85.6%6.0%-1.4%-39.1K1.1M-7.5K0.00125.81N/AN/A403651,057
2021-06-04$32.23$40.0061.6%22.7%38.9%0.0%0.0%-6.5%18.8%-25.8K932.7K-7.7K18.00125.63N/AN/A5903691,057
2021-06-07$34.75$40.0082.0%26.1%46.0%0.0%74.2%-17.4%14.8%-24.2K947.8K-8.8K9.91121.42N/AN/A111093661,147
2021-06-08$34.98$40.0059.6%24.4%40.8%0.0%0.0%-2.3%17.1%-27.8K1.2M-9.1K3.43123.08N/AN/A7243751,256
2021-06-09$34.39$40.0086.2%24.7%42.0%0.0%0.0%12.8%4.9%-27.0K1.2M-8.9K0.00123.08N/AN/A1103771,277
2021-06-10$34.12$40.0087.9%25.2%40.8%0.0%0.0%-17.2%15.6%-30.9K1.2M-8.9K0.00123.18N/AN/A303881,277
2021-06-11$33.96$40.0082.8%23.7%40.7%0.0%0.0%0.9%16.7%-25.2K1.2M-8.7K0.00125.13N/AN/A0393911,277
2021-06-14$34.07$40.0086.5%24.8%38.3%0.0%0.0%0.9%12.9%-29.0K1.2M-9.1K31.50125.23N/AN/A41263911,316
2021-06-15$34.48$40.0080.8%23.2%35.6%0.0%0.0%-8.1%25.2%-37.1K1.4M-10.0K4.09125.57N/AN/A11453951,440
2021-06-16$33.85$40.0089.0%25.5%36.6%0.0%0.0%6.9%14.8%-39.4K1.5M-9.7K0.00125.14N/AN/A703931,480
2021-06-17$34.92$40.0090.2%25.9%37.5%0.0%90.3%2.4%5.2%-25.7K1.3M-9.8K0.67124.20N/AN/A323961,480
2021-06-18$34.03$40.0093.4%26.8%38.8%0.0%75.4%-9.6%5.3%-20.2K1.5M-9.3K0.00125.41N/AN/A02823961,480
2021-06-21$35.17$40.0085.5%24.5%39.6%0.0%78.7%-28.2%22.9%-31.5K1.9M-11.3K0.18124.83N/AN/A1121821,399
2021-06-22$34.43$40.0062.7%18.0%40.3%0.0%0.0%-0.4%33.5%-29.3K1.9M-11.1K0.00128.64N/AN/A011931,401
2021-06-23$34.29$40.0070.5%20.2%39.7%0.0%83.1%6.0%40.3%-30.8K2.0M-11.1K9.64127.45N/AN/A555301931,402
2021-06-24$34.86$40.0061.3%17.6%37.7%0.0%0.0%2.7%36.3%-28.7K1.9M-11.2K1.00129.72N/AN/A331971,402
2021-06-25$36.11$40.0081.0%23.2%39.2%0.0%71.2%20.4%15.9%-31.9K1.8M-11.6K0.00128.15N/AN/A802051,405
2021-06-28$35.95$40.0089.5%25.7%39.0%0.0%90.9%22.5%1.5%-33.1K1.8M-11.2K0.00129.02N/AN/A702041,405
2021-06-29$37.35$40.0096.7%27.7%40.5%0.0%83.9%38.6%13.4%-32.0K1.7M-11.6K7.49126.39N/AN/A715322111,405
2021-06-30$36.78$40.0091.4%26.2%41.2%0.0%0.0%31.0%12.3%-33.7K1.7M-11.3K0.00128.37N/AN/A002151,405