RLAY Options History — November 2022

In November 2022, RLAY traded between $17.95 and $22.52. ATM implied volatility averaged 138.2%, placing in the 28.5% IV rank vs the trailing year. The 30-day expected move averaged 34.8%. IV traded above realized volatility by 82.4% (HV 20d: 55.9%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2022-11-21: Highest Volume — 664 contracts
  • 2022-11-17: Largest IV spike — 92.4% change
  • 2022-11-17: Highest IV Rank — 57.5%
  • 2022-11-17: Largest Expected Move — 63.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.52$17.95$22.52$22.52$18.43
Max Pain$24.52$22.50$25.00$22.50$22.50
ATM IV138.2%85.0%222.9%135.5%169.7%
Expected Move34.8%24.4%63.9%38.8%48.6%
HV 20d55.9%53.4%61.2%53.4%53.9%
HV 60d86.7%80.3%91.6%91.6%80.3%
IV Rank28.5%10.3%57.5%27.6%39.3%
IV Percentile58.1%9.9%95.2%68.7%84.1%
Term Structure-21.7%-99.5%87.9%-85.9%-54.9%
VWIV134.3%36.7%177.2%115.7%173.6%
Skew 25d23.6%-108.9%138.2%107.0%-35.4%
Skew 10d99.2%22.2%221.2%211.0%68.8%
Call IV 25d142.9%98.0%281.6%103.5%159.0%
Put IV 25d166.5%61.4%351.4%210.5%123.6%
Bid-Ask Spread %128.10113.92149.35143.70126.64
Gamma HHI0.220.150.450.240.24
Net GEX17.7K-3.0K40.6K32.1K-3.0K
Net DEX-334.9K-1.3M585.4K-764.6K314.1K
Net VEX-4.8K-9.1K-1.2K-6.0K-2.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.000.430.430.00
Total Volume275.38106642811
Total OI4,558.9054,3874,8084,3874,808

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$22.52$22.50135.5%38.8%53.4%27.6%115.7%107.0%-85.9%32.1K-764.6K-6.0K0.43143.70N/AN/A196853,776611
2022-11-02$21.59$22.50143.4%41.1%54.9%30.3%141.2%138.2%-99.5%40.6K-1.3M-9.1K0.41149.35N/AN/A205853,777611
2022-11-03$21.02$25.00160.0%26.1%55.2%36.0%137.7%14.0%6.9%28.2K-740.8K-7.1K0.42127.08N/AN/A204853,787605
2022-11-04$20.48$25.00164.9%25.0%53.6%37.7%126.7%44.2%13.7%23.4K-616.7K-6.9K0.42128.64N/AN/A204853,789605
2022-11-07$20.43$25.00190.6%26.1%53.5%46.5%133.2%39.8%1.6%25.3K-652.0K-6.6K0.40128.84N/AN/A215853,789605
2022-11-08$19.79$25.00194.9%25.5%54.1%48.0%152.6%3.8%13.8%27.2K-724.3K-6.7K0.33128.67N/AN/A254853,809605
2022-11-09$19.12$25.0093.3%26.8%55.1%13.2%149.7%1.7%-18.9%25.4K-710.2K-6.7K0.40126.29N/AN/A215853,849605
2022-11-10$20.01$25.0090.5%25.9%55.1%12.2%122.3%34.8%-26.5%6.8K-78.9K-4.1K0.39122.37N/AN/A215843,850605
2022-11-11$20.60$25.0095.5%27.4%55.3%13.9%132.6%52.1%-2.7%21.8K-434.4K-5.6K0.32124.46N/AN/A263843,850605
2022-11-14$19.88$25.0085.0%24.4%56.0%10.3%127.2%33.4%-6.7%29.2K-566.6K-6.1K0.32125.14N/AN/A261843,900605
2022-11-15$19.94$25.0099.5%28.5%54.9%15.3%146.5%48.3%-5.4%27.9K-537.3K-5.7K0.35125.74N/AN/A241843,948605
2022-11-16$18.09$25.00115.8%33.2%59.8%20.9%137.2%-47.1%-38.6%5.6K6.8K-3.4K0.34120.03N/AN/A238803,980605
2022-11-17$17.95$25.00222.9%63.9%59.4%57.5%165.0%52.4%-5.1%18.8K-363.4K-3.7K0.32131.90N/AN/A248803,982605
2022-11-18$18.97$25.00132.5%38.0%61.1%26.6%143.6%27.4%-64.6%13.0K-143.2K-4.6K0.20113.92N/AN/A407803,972605
2022-11-21$18.56$25.00127.2%36.5%61.2%24.8%98.5%56.0%87.9%4.3K585.4K-1.2K0.10119.51N/AN/A601633,808587
2022-11-22$18.79$25.00117.3%33.6%58.7%21.4%177.2%-3.3%-47.1%15.9K-257.1K-4.2K0.33121.39N/AN/A202674,205587
2022-11-23$18.62$25.00146.8%42.1%55.4%31.5%36.7%69.8%20.0%4.6K-270.9K-1.2K0.28125.36N/AN/A236674,209587
2022-11-25$18.68$25.0090.6%26.0%55.5%12.2%0.0%14.0%-40.7%6.7K84.5K-3.3K0.00134.26N/AN/A004,212587
2022-11-28$18.38$25.00160.3%45.9%53.5%36.1%173.6%-46.4%-34.9%5.0K129.3K-2.9K0.00133.25N/AN/A904,212587
2022-11-29$18.04$22.50166.7%47.8%53.6%38.3%0.0%-108.9%-67.2%12.2K-27.5K-3.3K0.00133.51N/AN/A004,221587
2022-11-30$18.43$22.50169.7%48.6%53.9%39.3%0.0%-35.4%-54.9%-3.0K314.1K-2.3K0.00126.64N/AN/A104,221587