RLAY Options History — January 2022

In January 2022, RLAY traded between $19.39 and $32.09. ATM implied volatility averaged 108.0%, placing in the 22.6% IV rank vs the trailing year. The 30-day expected move averaged 28.7%. IV traded above realized volatility by 47.3% (HV 20d: 60.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 5.39.

Notable Days

  • 2022-01-07: Highest Volume — 851 contracts
  • 2022-01-05: Largest IV spike — 58.0% change
  • 2022-01-31: Highest IV Rank — 38.2%
  • 2022-01-31: Largest Expected Move — 42.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.13$19.39$32.09$32.09$21.73
Max Pain$25.75$25.00$30.00$30.00$25.00
ATM IV108.0%65.1%146.6%106.0%146.6%
Expected Move28.7%18.7%42.0%30.4%42.0%
HV 20d60.6%53.0%73.1%53.0%73.1%
HV 60d59.6%53.9%72.8%71.7%59.2%
IV Rank22.6%5.3%38.2%21.8%38.2%
IV Percentile57.4%8.7%86.7%58.7%86.7%
Term Structure-26.6%-85.6%32.4%9.2%-85.6%
VWIV103.3%64.8%142.4%131.1%106.7%
Skew 25d16.6%-24.7%79.0%47.8%62.7%
Skew 10d61.5%-2.2%116.3%27.9%48.3%
Call IV 25d140.6%93.5%197.2%105.3%153.2%
Put IV 25d157.2%107.9%215.9%153.1%215.9%
Bid-Ask Spread %133.40118.02145.07124.27137.23
Gamma HHI0.590.410.800.780.55
Net GEX-29.2K-73.6K-10.9K-38.0K-12.3K
Net DEX1.1M539.1K2.3M673.3K828.3K
Net VEX-3.2K-4.3K-2.1K-3.8K-2.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.390.557.723.936.00
Total Volume428.3118851301448
Total OI1,252.68751,7201,205875

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$32.09$30.00106.0%30.4%53.0%21.8%131.1%47.8%9.2%-38.0K673.3K-3.8K3.93124.27N/AN/A612401861,019
2022-01-04$31.41$30.0065.1%18.7%53.8%5.3%123.8%-11.3%32.4%-42.4K754.1K-3.9K0.62130.54N/AN/A73452211,029
2022-01-05$28.71$30.00102.9%29.5%60.6%20.6%142.4%7.0%-8.8%-32.9K712.5K-3.6K0.56133.85N/AN/A81452271,034
2022-01-06$27.73$25.00118.3%26.2%60.8%26.8%119.5%-7.6%-22.2%-33.0K1.2M-3.6K0.55118.02N/AN/A82452271,034
2022-01-07$27.02$25.00137.8%23.5%60.5%34.6%84.0%-7.1%5.7%-46.6K1.3M-3.4K7.03121.73N/AN/A1067452491,034
2022-01-10$26.77$25.00115.7%23.5%59.2%25.7%99.3%-24.7%-15.9%-34.3K1.3M-4.3K6.62124.30N/AN/A634173121,369
2022-01-11$27.38$25.00122.4%23.5%59.8%28.4%84.1%-15.5%-29.5%-73.6K1.6M-4.2K6.62122.88N/AN/A634172931,407
2022-01-12$26.71$25.0089.6%25.7%60.1%15.2%117.2%-11.0%8.3%-45.6K1.4M-4.0K7.72132.93N/AN/A544172931,407
2022-01-13$25.83$25.0069.9%20.0%60.8%7.3%73.2%-12.4%-28.9%-39.6K1.5M-3.9K7.10133.35N/AN/A634472931,407
2022-01-14$26.47$25.0075.5%21.6%61.5%9.5%81.5%-14.4%8.6%-40.8K1.4M-3.9K6.57131.55N/AN/A684472781,442
2022-01-18$24.06$25.0093.7%26.9%68.2%16.8%104.8%-11.9%-50.1%-26.0K2.3M-2.5K7.50138.95N/AN/A685102781,442
2022-01-19$23.78$25.0098.5%28.2%66.2%18.8%97.0%20.5%-80.2%-14.5K539.1K-3.0K7.50134.52N/AN/A68510278757
2022-01-20$23.47$25.00101.6%29.1%65.1%20.0%89.1%40.4%-17.3%-17.8K912.9K-2.7K7.50139.49N/AN/A68510278757
2022-01-21$22.58$25.00103.1%29.6%64.4%20.7%64.8%57.0%-60.1%-15.9K717.4K-2.8K7.39138.96N/AN/A69510276757
2022-01-24$22.72$25.00110.8%31.8%57.9%23.8%75.6%59.5%-32.5%-16.9K876.2K-2.6K5.02142.35N/AN/A58291170744
2022-01-25$22.38$25.00111.0%31.8%57.8%23.8%111.7%16.7%-46.0%-14.2K820.6K-2.5K4.69145.07N/AN/A62291175744
2022-01-26$21.59$25.00116.7%33.4%57.8%26.1%92.6%59.1%-61.6%-16.3K722.4K-2.5K4.69137.47N/AN/A62291179744
2022-01-27$20.69$25.00136.9%39.3%57.8%34.3%128.6%-2.1%-10.7%-12.9K761.0K-2.3K4.14142.14N/AN/A63261179744
2022-01-28$19.39$25.00137.1%39.3%54.1%34.4%139.0%79.0%-47.2%-10.9K809.3K-2.1K6.10138.42N/AN/A63384180734
2022-01-31$21.73$25.00146.6%42.0%73.1%38.2%106.7%62.7%-85.6%-12.3K828.3K-2.1K6.00137.23N/AN/A64384181694