RLAY Options History — August 2022

In August 2022, RLAY traded between $18.09 and $26.28. ATM implied volatility averaged 143.7%, placing in the 30.4% IV rank vs the trailing year. The 30-day expected move averaged 39.6%. IV traded above realized volatility by 54.9% (HV 20d: 88.7%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 2 of 23 days. Put/call ratio averaged 2.02.

Notable Days

  • 2022-08-01: Highest Volume — 371 contracts
  • 2022-08-10: Largest IV drop — 41.7% change
  • 2022-08-09: Highest IV Rank — 54.1%
  • 2022-08-01: Largest Expected Move — 55.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.96$18.09$26.28$18.09$23.32
Max Pain$21.63$20.00$22.50$20.00$20.00
ATM IV143.7%99.4%212.8%194.2%188.5%
Expected Move39.6%28.5%55.7%55.7%54.0%
HV 20d88.7%71.7%103.5%103.5%89.1%
HV 60d99.5%95.0%110.1%110.1%98.6%
IV Rank30.4%15.3%54.1%47.7%45.7%
IV Percentile62.8%20.2%88.1%83.3%81.7%
Term Structure-30.7%-72.6%20.7%-21.4%-60.9%
VWIV154.6%77.0%217.3%217.3%171.5%
Skew 25d4.6%-105.2%102.8%0.5%70.6%
Skew 10d54.7%-126.1%242.4%53.4%99.8%
Call IV 25d172.0%93.9%262.4%262.4%160.6%
Put IV 25d176.7%59.3%263.8%262.8%231.1%
Bid-Ask Spread %119.83104.63128.35124.68111.20
Gamma HHI0.200.170.220.210.19
Net GEX55.0K31.5K86.9K43.9K58.4K
Net DEX-2.3M-4.0M-1.2M-1.7M-2.4M
Net VEX-17.5K-24.7K-10.9K-13.0K-18.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.020.0031.000.890.86
Total Volume149.8260371371308
Total OI6,499.5226,2136,9296,2136,521

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$18.09$20.00194.2%55.7%103.5%47.7%217.3%0.5%-21.4%43.9K-1.7M-13.0K0.89124.68N/AN/A1961755,954259
2022-08-02$18.99$20.00157.1%45.0%100.8%35.0%210.0%4.1%18.7%49.0K-2.8M-18.8K0.80123.39N/AN/A2051635,968310
2022-08-03$18.98$20.00153.4%44.0%99.2%33.8%201.9%1.2%20.7%50.8K-2.3M-17.5K0.96127.40N/AN/A1691635,975363
2022-08-04$19.16$22.50129.8%41.3%96.9%25.6%155.5%-9.7%-72.6%52.2K-1.9M-15.6K0.83109.12N/AN/A1881565,981363
2022-08-05$19.77$22.50132.6%34.2%97.1%26.6%137.5%-21.1%-13.7%54.5K-1.9M-16.1K0.83121.22N/AN/A1871566,002373
2022-08-08$19.53$22.50164.1%35.1%88.5%37.4%137.4%1.7%-11.1%52.0K-2.1M-16.2K0.86123.41N/AN/A1821566,021373
2022-08-09$18.68$22.50212.8%36.1%89.7%54.1%0.0%-40.2%-54.0%55.0K-2.4M-17.3K0.36123.41N/AN/A1456,031373
2022-08-10$20.18$22.50124.1%35.6%94.0%23.7%148.6%15.6%-57.2%60.7K-2.6M-17.8K0.00115.33N/AN/A22706,043378
2022-08-11$19.41$22.5099.4%28.5%95.1%15.3%166.8%-13.4%-4.6%49.2K-1.8M-15.1K0.00119.48N/AN/A7106,253378
2022-08-12$20.55$22.50110.8%31.8%97.1%19.2%0.0%50.4%-16.9%58.1K-2.5M-17.2K0.01120.39N/AN/A7516,279378
2022-08-15$20.81$22.50134.6%38.6%94.3%27.3%134.6%-23.6%-27.4%64.0K-2.8M-18.8K0.91120.28N/AN/A32296,353379
2022-08-16$20.28$22.50107.2%30.7%83.4%17.9%0.0%6.1%-31.5%48.5K-1.2M-10.9K0.00123.10N/AN/A01346,374408
2022-08-17$18.93$22.50125.9%36.1%75.5%24.3%0.0%-20.4%-72.1%53.1K-2.1M-16.9K0.00127.75N/AN/A006,374541
2022-08-18$19.64$22.50123.3%35.4%77.1%23.4%0.0%8.0%-7.8%35.3K-1.5M-15.1K0.00128.35N/AN/A1406,374541
2022-08-19$19.51$22.50116.7%33.5%71.7%21.2%77.0%-105.2%-40.3%31.5K-1.2M-13.8K31.00125.15N/AN/A1316,388541
2022-08-22$21.03$22.50156.7%44.9%74.0%34.9%109.0%8.0%-48.1%44.3K-1.6M-15.4K0.15123.23N/AN/A4065,717499
2022-08-23$22.86$22.50146.9%42.1%79.0%31.5%127.4%23.1%-28.5%61.6K-2.8M-20.8K0.77114.64N/AN/A26205,730531
2022-08-24$25.90$22.50144.8%41.5%89.3%30.8%139.8%8.0%-39.9%80.2K-3.8M-24.2K0.16104.63N/AN/A105175,745571
2022-08-25$26.28$20.00135.5%38.8%86.2%27.6%158.4%45.9%-48.0%86.9K-4.0M-24.7K1.53111.50N/AN/A36555,776594
2022-08-26$24.55$20.00117.7%33.8%86.4%21.5%209.7%-7.1%-14.0%68.5K-3.1M-21.5K0.46119.13N/AN/A59275,797645
2022-08-29$23.46$20.00163.3%46.8%85.4%37.1%107.8%102.8%-40.6%57.8K-2.7M-20.0K1.00120.05N/AN/A335,846669
2022-08-30$22.15$20.00164.6%47.2%87.8%37.6%172.1%1.2%-34.3%49.1K-2.0M-17.2K0.10119.30N/AN/A1015,848672
2022-08-31$23.32$20.00188.5%54.0%89.1%45.7%171.5%70.6%-60.9%58.4K-2.4M-18.6K0.86111.20N/AN/A1661425,848673