RLAY Options History — September 2022

In September 2022, RLAY traded between $22.06 and $31.24. ATM implied volatility averaged 124.5%, placing in the 23.9% IV rank vs the trailing year. The 30-day expected move averaged 30.2%. IV traded above realized volatility by 3.6% (HV 20d: 120.9%). Max pain ranged from $20.00 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 2.40.

Notable Days

  • 2022-09-13: Highest Volume — 812 contracts
  • 2022-09-09: Largest IV spike — 54.7% change
  • 2022-09-12: Highest IV Rank — 57.5%
  • 2022-09-01: Largest Expected Move — 47.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.35$22.06$31.24$24.74$22.44
Max Pain$24.52$20.00$25.00$20.00$25.00
ATM IV124.5%69.5%222.9%166.0%122.0%
Expected Move30.2%19.9%47.6%47.6%35.0%
HV 20d120.9%90.6%139.4%90.7%119.3%
HV 60d105.3%98.2%113.3%98.7%102.2%
IV Rank23.9%5.0%57.5%38.1%23.0%
IV Percentile42.6%1.6%90.5%76.6%54.4%
Term Structure-15.6%-68.2%33.5%-67.9%-62.1%
VWIV105.8%3.1%164.0%146.6%111.7%
Skew 25d6.4%-86.6%109.7%59.0%18.7%
Skew 10d61.2%-33.8%176.7%176.7%75.6%
Call IV 25d116.1%61.8%184.7%153.7%102.3%
Put IV 25d122.4%68.5%242.3%212.7%121.0%
Bid-Ask Spread %119.7279.59136.71112.48130.84
Gamma HHI0.210.190.240.200.21
Net GEX57.6K32.6K118.9K65.6K36.1K
Net DEX-2.5M-5.7M-849.4K-3.2M-1.2M
Net VEX-18.1K-26.3K-13.0K-21.6K-13.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.400.0020.005.331.31
Total Volume286.952581238243
Total OI5,897.6674,6547,2156,5214,816

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$24.74$20.00166.0%47.6%90.7%38.1%146.6%59.0%-67.9%65.6K-3.2M-21.6K5.33112.48N/AN/A6325,848673
2022-09-02$24.74$20.00151.6%43.5%90.6%33.1%164.0%109.7%-68.2%67.3K-3.6M-23.2K0.00111.78N/AN/A1905,847692
2022-09-06$23.11$25.00186.9%33.8%94.6%45.2%114.5%2.2%-6.8%58.5K-2.5M-19.3K1.61120.97N/AN/A1181905,842692
2022-09-07$24.89$25.00176.1%36.4%95.2%41.5%117.2%-5.8%-21.8%62.4K-3.3M-21.6K1.51121.31N/AN/A1221845,838722
2022-09-08$31.24$25.00116.0%26.0%120.0%20.9%112.6%5.2%5.8%118.9K-5.7M-26.3K0.3094.99N/AN/A4891475,836724
2022-09-09$29.27$25.00179.6%22.4%122.1%42.7%83.6%34.5%2.2%104.1K-4.9M-24.1K0.78112.58N/AN/A121945,785813
2022-09-12$28.27$25.00222.9%24.4%122.8%57.5%127.0%-15.4%33.5%95.2K-4.7M-23.3K9.69110.81N/AN/A161555,896886
2022-09-13$23.86$25.00128.4%31.7%139.4%25.2%123.0%-33.4%-25.5%45.9K-849.4K-13.0K0.9979.59N/AN/A4084045,8981,023
2022-09-14$24.01$25.0076.9%22.0%138.8%7.5%98.5%16.2%6.9%51.9K-2.2M-17.5K0.28108.01N/AN/A277775,9531,016
2022-09-15$24.19$25.0094.7%27.2%135.8%13.6%94.1%18.0%-1.9%65.3K-2.7M-17.9K0.45128.15N/AN/A155696,0331,069
2022-09-16$23.65$25.00102.0%29.2%136.0%16.1%107.3%-86.6%9.6%40.8K-1.8M-17.3K0.91129.01N/AN/A2342136,0811,134
2022-09-19$23.64$25.0069.5%19.9%135.9%5.0%98.3%-29.6%1.6%47.2K-2.1M-16.7K0.00102.61N/AN/A58813,778876
2022-09-20$23.64$25.00102.9%29.5%133.7%16.5%99.3%-34.2%-11.9%55.9K-2.3M-17.7K0.50127.19N/AN/A1054,315877
2022-09-21$22.45$25.00102.4%29.4%131.9%16.3%97.2%67.0%-17.0%49.7K-2.0M-17.0K0.00136.71N/AN/A054,325880
2022-09-22$22.29$25.0085.9%24.6%123.3%10.6%3.1%-85.8%-39.4%32.6K-1.1M-14.2K20.00136.07N/AN/A1204,325885
2022-09-23$22.70$25.00110.3%31.6%123.4%19.0%77.8%66.5%-25.4%46.3K-1.8M-16.0K0.02132.17N/AN/A530134,326892
2022-09-26$22.06$25.0096.0%27.5%121.6%14.1%106.3%22.7%-0.8%34.9K-1.1M-13.7K0.70129.82N/AN/A1941353,945885
2022-09-27$23.06$25.00111.8%32.0%121.8%19.5%117.0%1.1%-3.3%40.4K-1.8M-16.4K1.05128.15N/AN/A1281353,917884
2022-09-28$24.16$25.0098.0%28.1%121.0%14.8%110.1%7.2%-8.5%43.7K-1.6M-14.8K1.29125.89N/AN/A1071383,924885
2022-09-29$22.97$25.00115.1%33.0%121.1%20.6%111.8%-3.6%-26.3%46.6K-1.7M-14.9K1.31134.93N/AN/A1051383,929886
2022-09-30$22.44$25.00122.0%35.0%119.3%23.0%111.7%18.7%-62.1%36.1K-1.2M-13.5K1.31130.84N/AN/A1051383,929887