RLAY Options History — October 2021

In October 2021, RLAY traded between $26.43 and $37.34. ATM implied volatility averaged 155.3%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 35.2%. IV traded above realized volatility by 62.8% (HV 20d: 92.6%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 10 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 6.57.

Notable Days

  • 2021-10-14: Highest Volume — 905 contracts
  • 2021-10-13: Largest IV drop — 41.3% change
  • 2021-10-04: Highest IV Rank — 100.0%
  • 2021-10-01: Largest Expected Move — 63.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.01$26.43$37.34$29.92$33.17
Max Pain$34.05$30.00$35.00$30.00$35.00
ATM IV155.3%90.4%299.8%221.3%110.5%
Expected Move35.2%25.9%63.4%63.4%31.7%
HV 20d92.6%60.0%112.7%66.1%106.5%
HV 60d66.1%50.8%76.2%50.9%76.2%
IV Rank43.7%15.5%100.0%85.4%23.6%
IV Percentile74.9%46.9%100.0%93.4%69.4%
Term Structure-4.9%-54.6%34.4%-54.6%21.5%
VWIV118.8%85.3%241.4%241.4%100.9%
Skew 25d7.6%-54.4%46.5%14.4%-18.8%
Skew 10d21.3%-40.5%95.2%30.7%46.7%
Call IV 25d120.9%75.1%197.7%197.7%152.1%
Put IV 25d128.4%59.5%212.1%212.1%133.3%
Bid-Ask Spread %110.5397.18120.98100.22114.43
Gamma HHI0.280.180.530.230.19
Net GEX8.6K-40.6K89.3K7.1K-757
Net DEX-495.0K-4.4M1.1M-778.4K25.8K
Net VEX-6.7K-12.9K-2.9K-12.5K-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.570.1644.890.614.66
Total Volume4842190521543
Total OI3,019.7626845,9384,268752

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$29.92$30.00221.3%63.4%66.1%85.4%241.4%14.4%-54.6%7.1K-778.4K-12.5K0.00100.22N/AN/A0212,1582,110
2021-10-04$29.86$35.00268.0%44.9%64.4%100.0%85.3%40.8%-23.6%11.5K-841.4K-12.9K0.61101.99N/AN/A31192,3322,186
2021-10-05$29.42$35.00272.3%44.2%60.8%100.0%0.0%22.5%-21.2%9.7K-773.3K-12.4K18.47102.95N/AN/A173142,3322,201
2021-10-06$29.57$35.00299.8%45.3%60.0%100.0%0.0%25.8%-24.8%10.3K-784.8K-12.2K44.00102.37N/AN/A52202,3622,215
2021-10-07$26.43$35.00294.9%47.7%70.5%98.0%0.0%10.7%-38.6%2.8K157.5K-10.8K0.42106.34N/AN/A218922,3752,526
2021-10-08$27.76$35.00208.7%32.4%73.6%63.3%137.4%7.8%-10.5%-2.0K650.8K-9.9K0.30114.50N/AN/A6171882,3752,746
2021-10-11$29.32$35.00157.3%33.8%68.7%42.5%112.1%-2.4%-2.6%39.4K-485.7K-8.3K2.81115.75N/AN/A932612,3652,825
2021-10-12$27.79$35.00163.3%33.0%70.4%44.9%143.5%-27.9%-0.1%-40.6K1.1M-7.1K44.89120.98N/AN/A94042,4792,887
2021-10-13$31.94$30.0095.8%27.5%87.6%17.7%112.6%-8.1%5.5%68.5K-2.0M-8.4K0.61109.58N/AN/A3362062,5373,110
2021-10-14$37.34$30.00107.3%30.8%104.9%22.4%99.2%-1.8%7.5%89.3K-4.4M-8.2K1.5397.18N/AN/A3585472,5383,262
2021-10-15$34.03$30.0092.9%26.6%109.9%16.5%91.7%-54.4%13.4%-8.4K-3.0M-6.4K0.16108.96N/AN/A530842,7803,158
2021-10-18$32.09$35.0090.4%25.9%111.5%15.5%94.6%43.4%13.5%473-243.1K-4.3K0.76106.94N/AN/A3325448379
2021-10-19$32.49$35.00114.1%32.7%111.6%25.1%100.6%6.5%-8.2%-1.7K119.8K-3.1K0.31107.97N/AN/A268299385
2021-10-20$31.24$35.00117.6%33.7%111.9%26.5%112.4%28.6%-0.8%-854113.6K-3.3K1.68113.22N/AN/A263442345401
2021-10-21$31.22$35.00107.7%30.9%112.0%22.5%116.5%6.6%4.2%-913124.8K-3.2K1.68117.78N/AN/A263442346419
2021-10-22$31.96$35.00102.0%29.2%112.5%20.2%103.0%-6.8%-3.2%-797145.1K-3.1K1.65116.19N/AN/A268442346419
2021-10-25$31.04$35.00110.8%31.8%112.6%23.8%123.0%45.8%34.4%1.0K84.5K-2.9K1.70118.70N/AN/A263447350417
2021-10-26$31.24$35.00122.6%35.2%112.7%28.5%133.8%-10.8%-16.9%-1.1K132.8K-3.1K1.70114.06N/AN/A263447352425
2021-10-27$30.54$35.00107.1%30.7%107.2%22.3%117.0%-9.9%-9.6%-2.0K195.9K-2.9K1.67116.96N/AN/A267447311425
2021-10-28$32.84$35.0097.3%27.9%108.3%18.3%113.2%46.5%12.3%-1.3K76.3K-3.0K1.69114.10N/AN/A262443312425
2021-10-29$33.17$35.00110.5%31.7%106.5%23.6%100.9%-18.8%21.5%-75725.8K-3.1K4.66114.43N/AN/A96447323429