RLAY Options History — June 2022

In June 2022, RLAY traded between $12.99 and $20.61. ATM implied volatility averaged 192.2%, placing in the 56.1% IV rank vs the trailing year. The 30-day expected move averaged 50.4%. IV traded above realized volatility by 93.1% (HV 20d: 99.2%). Max pain ranged from $15.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 1.44.

Notable Days

  • 2022-06-03: Highest Volume — 2,563 contracts
  • 2022-06-02: Largest IV spike — 90.5% change
  • 2022-06-06: Highest IV Rank — 92.6%
  • 2022-06-14: Largest Expected Move — 67.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.26$12.99$20.61$16.29$16.60
Max Pain$16.90$15.00$30.00$30.00$15.00
ATM IV192.2%94.8%281.8%100.6%228.7%
Expected Move50.4%27.2%67.9%28.8%65.6%
HV 20d99.2%80.2%118.7%110.3%115.6%
HV 60d98.3%93.7%103.9%95.3%100.5%
IV Rank56.1%16.3%92.6%18.7%71.0%
IV Percentile82.4%20.2%99.2%32.9%92.9%
Term Structure-47.9%-126.1%2.5%-44.2%-126.1%
VWIV188.1%87.4%244.1%143.7%244.1%
Skew 25d22.4%-30.6%103.6%28.7%39.8%
Skew 10d84.0%-155.5%202.8%184.0%134.6%
Call IV 25d215.9%128.8%283.4%249.0%219.7%
Put IV 25d238.3%133.0%299.2%277.7%259.5%
Bid-Ask Spread %112.07100.95127.91122.42115.51
Gamma HHI0.210.170.280.280.22
Net GEX30.6K4.0K51.7K4.0K32.5K
Net DEX-1.1M-2.6M351.6K333.9K-1.3M
Net VEX-14.8K-19.4K-10.1K-12.9K-11.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.440.043.092.800.41
Total Volume990.811472,563882183
Total OI7,611.6195,4399,2997,9705,568

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$16.29$30.00100.6%28.8%110.3%18.7%143.7%28.7%-44.2%4.0K333.9K-12.9K2.80122.42N/AN/A2326506,6771,293
2022-06-02$16.59$25.00191.7%32.3%108.3%55.8%87.4%58.0%-41.6%16.4K-35.6K-14.5K2.80127.91N/AN/A2326506,6811,293
2022-06-03$17.44$25.00201.5%42.4%106.0%59.9%147.6%1.0%-8.1%26.7K-1000.0K-18.8K0.56105.84N/AN/A1,6439206,6811,293
2022-06-06$15.20$20.00281.8%43.1%105.0%92.6%165.9%37.9%-32.2%36.8K-1.5M-16.4K1.64116.24N/AN/A5919728,1651,039
2022-06-07$16.02$15.00269.7%54.1%96.4%87.7%193.0%6.3%-36.0%40.4K-1.9M-19.2K1.88110.02N/AN/A5179728,2071,091
2022-06-08$16.03$15.00196.8%56.4%96.3%57.9%203.8%58.8%-47.3%40.5K-1.8M-17.3K1.65107.68N/AN/A5899728,2081,091
2022-06-09$15.41$15.00185.2%53.1%84.4%53.2%192.5%103.6%-40.3%32.6K-1.1M-16.3K1.30102.40N/AN/A7479728,1801,091
2022-06-10$14.06$15.00205.0%58.8%88.9%61.3%217.7%11.3%-57.9%28.4K-1.1M-15.8K1.29107.01N/AN/A7559728,0501,091
2022-06-13$12.99$15.00214.5%61.5%80.2%65.2%237.4%15.8%-36.7%21.0K-319.1K-12.4K2.98113.43N/AN/A3269728,0601,090
2022-06-14$13.75$15.00236.8%67.9%84.1%74.3%201.4%21.9%-59.3%24.4K-479.4K-13.4K3.09107.04N/AN/A3159728,0511,090
2022-06-15$14.51$15.00186.8%53.6%86.1%53.9%211.9%3.0%-46.5%19.1K222.1K-10.1K3.09119.74N/AN/A3159728,0521,090
2022-06-16$14.58$15.00205.8%59.0%86.2%61.6%219.7%35.4%-101.4%23.9K351.6K-10.9K2.95110.33N/AN/A3309728,0521,090
2022-06-17$15.66$15.00185.8%53.3%90.8%53.4%204.2%8.6%-45.0%28.5K79.5K-13.2K2.25108.33N/AN/A4199438,0531,080
2022-06-21$17.40$15.00162.3%46.5%98.7%43.9%179.3%-10.5%-31.4%35.5K-1.6M-14.1K0.22100.95N/AN/A272615,37465
2022-06-22$17.60$15.00185.3%53.1%98.2%53.3%224.2%40.7%-53.3%35.5K-2.6M-18.7K0.04107.42N/AN/A270105,38265
2022-06-23$18.74$15.00147.2%42.2%99.0%37.7%152.7%65.3%0.9%41.7K-2.0M-16.6K0.10119.81N/AN/A172185,38666
2022-06-24$20.61$15.0094.8%27.2%103.6%16.3%113.6%5.7%2.5%51.7K-2.4M-19.4K0.05111.34N/AN/A375205,42075
2022-06-27$18.74$15.00125.0%35.8%110.3%28.6%134.6%-4.9%-29.9%39.5K-1.5M-12.9K0.29103.89N/AN/A114335,43781
2022-06-28$16.55$15.00223.1%64.0%118.7%68.7%244.1%-25.7%-103.9%30.1K-1.3M-12.1K0.37113.67N/AN/A130485,43495
2022-06-29$16.62$15.00208.5%59.8%115.6%62.7%232.0%-30.6%-68.5%34.2K-1.5M-13.1K0.42122.48N/AN/A126535,447110
2022-06-30$16.60$15.00228.7%65.6%115.6%71.0%244.1%39.8%-126.1%32.5K-1.3M-11.4K0.41115.51N/AN/A130535,448120