RLAY Options History — February 2022

In February 2022, RLAY traded between $20.32 and $24.06. ATM implied volatility averaged 119.3%, placing in the 27.2% IV rank vs the trailing year. The 30-day expected move averaged 28.8%. IV traded above realized volatility by 43.7% (HV 20d: 75.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 6.32.

Notable Days

  • 2022-02-03: Highest Volume — 533 contracts
  • 2022-02-09: Largest IV drop — 49.0% change
  • 2022-02-08: Highest IV Rank — 58.0%
  • 2022-02-02: Largest Expected Move — 39.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.41$20.32$24.06$23.05$24.06
Max Pain$29.47$25.00$30.00$25.00$30.00
ATM IV119.3%83.7%195.8%131.6%118.8%
Expected Move28.8%23.1%39.0%37.7%34.1%
HV 20d75.6%72.6%79.7%75.4%74.1%
HV 60d62.8%60.8%65.2%60.8%65.2%
IV Rank27.2%12.8%58.0%32.1%27.0%
IV Percentile60.4%31.0%91.3%82.0%69.8%
Term Structure-26.2%-56.1%11.5%-45.2%-36.4%
VWIV118.0%97.6%150.9%107.8%131.5%
Skew 25d19.9%-17.6%114.4%4.3%6.8%
Skew 10d131.6%55.8%212.8%60.6%84.1%
Call IV 25d152.1%66.0%192.8%181.4%151.9%
Put IV 25d172.0%131.4%214.8%185.7%158.7%
Bid-Ask Spread %133.99128.85148.32146.83133.30
Gamma HHI0.430.320.550.530.34
Net GEX-7.8K-14.5K-3.7K-14.5K-4.9K
Net DEX622.9K306.7K881.7K783.7K306.7K
Net VEX-1.4K-2.3K-964-2.3K-1.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio6.323.878.096.003.98
Total Volume444.263284533448284
Total OI717.263523877877528

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$23.05$25.00131.6%37.7%75.4%32.1%107.8%4.3%-45.2%-14.5K783.7K-2.3K6.00146.83N/AN/A64384184693
2022-02-02$21.99$25.00136.1%39.0%76.1%33.9%124.0%22.0%-56.1%-12.9K744.6K-2.2K6.00148.32N/AN/A64384184693
2022-02-03$20.83$30.00161.5%23.4%72.6%44.2%117.5%1.2%11.5%-11.5K762.5K-2.0K7.33131.20N/AN/A64469184693
2022-02-04$21.00$30.00166.8%23.1%72.8%46.3%98.9%61.7%-1.0%-8.6K639.1K-1.7K7.33130.97N/AN/A64469185566
2022-02-07$21.58$30.00170.3%27.5%74.0%47.8%97.6%42.9%-35.2%-9.0K643.5K-1.6K7.33131.30N/AN/A64469185566
2022-02-08$20.86$30.00195.8%23.4%74.5%58.0%111.2%-4.5%-32.0%-9.0K664.0K-1.5K7.69131.06N/AN/A61469185566
2022-02-09$22.00$30.0099.9%28.6%77.1%19.4%101.2%-17.6%-18.2%-9.9K696.6K-1.6K8.09128.85N/AN/A58469186566
2022-02-10$20.55$30.0083.7%24.0%79.7%12.8%114.3%10.3%-32.2%-8.4K612.2K-1.5K8.09129.43N/AN/A58469186566
2022-02-11$20.65$30.0084.1%24.1%79.5%13.0%111.1%19.3%-38.2%-9.2K757.9K-1.3K7.69132.34N/AN/A61469187566
2022-02-14$20.32$30.0088.0%25.2%78.4%14.5%119.4%27.7%-44.1%-8.6K677.5K-1.2K7.69133.27N/AN/A61469196566
2022-02-15$21.34$30.00107.2%30.7%75.0%22.3%116.9%10.6%-26.6%-9.1K655.6K-1.4K7.69132.72N/AN/A61469206566
2022-02-16$20.86$30.0091.5%26.2%75.2%16.0%130.1%0.6%-17.0%-7.8K619.3K-1.3K7.69134.87N/AN/A61469206566
2022-02-17$21.07$30.0091.9%26.3%75.4%16.1%115.5%-3.4%-16.5%-3.8K881.7K-1.2K7.69133.73N/AN/A61469206566
2022-02-18$21.12$30.0093.6%26.8%74.4%16.8%118.3%44.0%-16.7%-4.0K880.7K-1.1K3.87133.63N/AN/A60232206566
2022-02-22$20.85$30.0099.8%28.6%74.4%19.3%140.2%8.3%-6.4%-3.7K339.0K-1.1K3.98129.95N/AN/A57227192331
2022-02-23$20.45$30.00105.3%30.2%74.5%21.5%150.9%-0.9%-14.7%-4.2K377.4K-9643.98134.01N/AN/A57227198331
2022-02-24$21.52$30.00121.1%34.7%76.0%27.9%122.4%30.4%-43.7%-4.0K412.8K-1.0K3.98136.09N/AN/A57227198331
2022-02-25$22.78$30.00118.8%34.1%76.8%27.0%113.7%114.4%-28.9%-4.5K380.9K-1.1K3.98133.97N/AN/A57227197331
2022-02-28$24.06$30.00118.8%34.1%74.1%27.0%131.5%6.8%-36.4%-4.9K306.7K-1.2K3.98133.30N/AN/A57227197331