RLAY Options History — October 2022

In October 2022, RLAY traded between $19.49 and $23.89. ATM implied volatility averaged 121.1%, placing in the 22.7% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded above realized volatility by 54.3% (HV 20d: 66.8%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.65.

Notable Days

  • 2022-10-05: Highest Volume — 396 contracts
  • 2022-10-12: Largest IV drop — 55.4% change
  • 2022-10-11: Highest IV Rank — 44.7%
  • 2022-10-04: Largest Expected Move — 43.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$21.52$19.49$23.89$22.33$22.16
Max Pain$24.40$22.50$25.00$25.00$22.50
ATM IV121.1%82.7%185.3%130.9%133.6%
Expected Move30.8%23.5%43.4%37.5%38.3%
HV 20d66.8%48.2%119.2%119.2%56.9%
HV 60d95.3%91.4%102.1%102.1%91.6%
IV Rank22.7%9.5%44.7%26.0%26.9%
IV Percentile47.8%7.1%87.7%63.9%66.7%
Term Structure-26.7%-107.0%29.6%-50.1%-61.5%
VWIV137.6%92.8%210.2%128.1%146.3%
Skew 25d20.6%-39.2%104.4%36.6%87.9%
Skew 10d90.3%58.3%188.2%95.5%127.8%
Call IV 25d150.0%82.6%230.0%118.5%131.7%
Put IV 25d170.6%111.0%219.6%155.2%219.6%
Bid-Ask Spread %137.27120.12146.07136.21143.58
Gamma HHI0.210.180.250.200.19
Net GEX34.4K21.3K58.3K33.0K21.3K
Net DEX-1.0M-1.9M-273.9K-909.1K-577.0K
Net VEX-10.6K-15.4K-6.9K-11.8K-6.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.371.331.330.41
Total Volume339.524237396249290
Total OI4,7204,3064,9064,8164,383

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$22.33$25.00130.9%37.5%119.2%26.0%128.1%36.6%-50.1%33.0K-909.1K-11.8K1.33136.21N/AN/A1071423,929887
2022-10-04$23.59$25.00151.4%43.4%118.6%33.1%123.3%13.6%-24.6%43.3K-1.9M-15.4K1.11123.81N/AN/A1381533,929884
2022-10-05$23.89$25.0097.4%27.9%115.6%14.6%123.5%5.6%0.5%58.3K-1.9M-14.2K0.71132.26N/AN/A2321643,962896
2022-10-06$23.42$25.00140.8%26.6%77.6%29.4%111.1%-3.3%-24.0%49.6K-1.6M-13.5K0.69132.76N/AN/A2321603,978884
2022-10-07$22.34$25.00147.1%28.2%76.3%31.6%104.7%-39.2%-0.6%32.1K-851.9K-10.9K0.69136.68N/AN/A2331603,978884
2022-10-10$22.05$25.00166.0%23.8%75.8%38.1%111.1%-7.4%18.5%34.3K-1.0M-11.6K0.72140.29N/AN/A2231603,979884
2022-10-11$21.59$25.00185.3%23.5%48.4%44.7%107.7%1.3%-12.0%29.7K-744.5K-10.7K0.67140.70N/AN/A2151443,978885
2022-10-12$21.44$25.0082.7%23.7%48.2%9.5%122.0%-23.6%-6.8%29.7K-753.7K-10.4K0.65136.75N/AN/A2151393,978886
2022-10-13$20.35$25.00106.3%30.5%50.6%17.6%147.6%-19.7%-6.7%31.1K-1.1M-11.4K0.69120.12N/AN/A2151483,978885
2022-10-14$19.83$25.00104.7%30.0%50.8%17.1%128.7%-26.5%-33.9%28.4K-607.6K-8.0K0.68129.31N/AN/A2151463,979895
2022-10-17$20.35$25.00112.6%32.3%52.2%19.8%145.2%-16.7%29.6%24.3K-647.2K-10.1K0.64132.28N/AN/A2331483,977895
2022-10-18$20.94$25.00112.5%32.2%53.7%19.7%198.9%-11.4%-7.1%30.8K-1.0M-10.4K0.65143.25N/AN/A2341533,997908
2022-10-19$19.49$25.0090.1%25.8%56.4%12.1%205.2%-23.6%-55.2%21.7K-273.9K-7.8K0.65146.07N/AN/A2371533,998908
2022-10-20$19.76$25.00115.0%33.0%56.8%20.6%210.2%5.9%-25.5%29.7K-636.2K-10.2K0.64145.81N/AN/A2371523,998908
2022-10-21$20.58$25.0083.6%24.0%58.6%9.9%166.2%58.9%-39.9%29.4K-661.0K-9.8K0.71143.89N/AN/A2191563,998907
2022-10-24$20.19$25.0096.3%27.6%58.2%14.2%179.9%54.1%-28.1%28.9K-1.1M-9.9K0.49138.17N/AN/A159783,701605
2022-10-25$21.14$22.50128.3%36.8%58.4%25.1%92.8%75.7%-4.5%34.8K-1.3M-10.4K0.46139.48N/AN/A170783,703608
2022-10-26$22.12$22.50115.5%33.1%58.3%20.8%116.0%80.9%-81.5%51.6K-1.9M-11.0K0.37142.43N/AN/A220813,718608
2022-10-27$21.78$22.50121.7%34.9%55.9%22.9%120.1%79.2%-107.0%52.1K-1.5M-9.3K0.38139.07N/AN/A220843,771610
2022-10-28$22.50$22.50121.1%34.7%56.6%22.7%100.6%104.4%-40.3%28.9K-866.9K-8.2K0.41139.73N/AN/A203843,771610
2022-10-31$22.16$22.50133.6%38.3%56.9%26.9%146.3%87.9%-61.5%21.3K-577.0K-6.9K0.41143.58N/AN/A205853,773610