RLAY Options History — March 2023 In March 2023, RLAY traded between $14.96 and $17.82. ATM implied volatility averaged 116.9%, placing in the 21.7% IV rank vs the trailing year. The 30-day expected move averaged 33.0%. IV traded above realized volatility by 57.3% (HV 20d: 59.5%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 3 of 23 days. Put/call ratio averaged 3.01.
Notable Days 2023-03-27 : Highest Volume — 1,446 contracts2023-03-07 : Largest IV spike — 76.2% change2023-03-14 : Highest IV Rank — 34.6%2023-03-29 : Largest Expected Move — 43.8%Monthly Statistics Metric Avg Min Max Open Close Price $16.05 $14.96 $17.82 $16.13 $16.26 Max Pain $16.63 $15.00 $20.00 $20.00 $15.00 ATM IV 116.9% 74.8% 154.8% 95.8% 147.8% Expected Move 33.0% 22.8% 43.8% 27.5% 42.4% HV 20d 59.5% 51.0% 68.4% 51.5% 61.3% HV 60d 66.9% 65.0% 69.6% 65.7% 66.2% IV Rank 21.7% 7.4% 34.6% 14.5% 32.2% IV Percentile 47.3% 7.1% 76.6% 27.0% 74.2% Term Structure -24.9% -114.3% 28.6% 24.8% -40.2% VWIV 126.8% 98.1% 186.9% 186.9% 150.1% Skew 25d -9.1% -82.7% 34.5% 34.5% 5.4% Skew 10d -35.5% -157.8% 53.1% 8.7% -33.5% Call IV 25d 133.1% 66.9% 194.3% 66.9% 145.5% Put IV 25d 124.0% 65.1% 168.6% 101.5% 151.0% Bid-Ask Spread % 78.27 51.14 115.09 93.87 61.64 Gamma HHI 0.39 0.28 0.52 0.34 0.33 Net GEX 17.8K -4.4K 38.7K 17.9K 16.1K Net DEX -613.1K -1.5M 577.4K -280.5K -620.7K Net VEX -7.3K -14.5K -1.5K -1.7K -14.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.01 0.01 23.07 1.00 0.26 Total Volume 459.87 1 1,446 12 498 Total OI 4,275.261 1,816 8,465 1,816 8,465
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-03-01 $16.13 $20.00 95.8% 27.5% 51.5% 14.5% 186.9% 34.5% 24.8% 17.9K -280.5K -1.7K 1.00 93.87 N/A N/A 6 6 1,345 471 2023-03-02 $16.36 $20.00 136.5% 39.1% 51.0% 28.4% 100.7% -82.7% -114.3% 9.8K -196.9K -2.0K 0.03 115.09 N/A N/A 39 1 1,351 477 2023-03-03 $17.11 $20.00 79.7% 22.8% 52.7% 9.1% 0.0% -34.9% -19.2% 8.5K -144.0K -1.7K 0.00 105.11 N/A N/A 0 1 1,354 478 2023-03-06 $16.94 $17.50 74.8% 32.4% 52.6% 7.4% 101.2% 7.2% -19.2% 9.8K -170.8K -1.5K 0.01 85.61 N/A N/A 1,192 10 1,354 479 2023-03-07 $17.82 $17.50 131.8% 30.1% 56.4% 26.8% 109.5% 18.3% -36.3% 38.7K -1.4M -4.9K 0.64 81.62 N/A N/A 487 310 2,528 485 2023-03-08 $16.93 $17.50 86.9% 25.6% 58.3% 11.5% 120.6% 0.6% -16.1% 31.6K -1.1M -4.0K 0.26 82.06 N/A N/A 596 154 2,330 194 2023-03-09 $15.51 $17.50 82.8% 32.1% 63.8% 10.1% 119.9% -10.6% -23.8% 28.8K -981.4K -5.0K 0.59 74.94 N/A N/A 376 223 2,791 341 2023-03-10 $15.16 $17.50 139.7% 28.7% 63.7% 29.5% 116.4% -17.4% -11.2% 24.2K -906.7K -6.2K 0.84 78.05 N/A N/A 77 65 3,198 555 2023-03-13 $16.08 $17.50 126.5% 33.1% 68.4% 25.0% 0.0% -25.2% -21.7% 30.8K -1.2M -6.6K 0.29 92.77 N/A N/A 7 2 3,274 570 2023-03-14 $16.29 $17.50 154.8% 36.2% 66.5% 34.6% 113.8% -16.2% -36.3% 29.7K -1.3M -6.8K 6.83 77.03 N/A N/A 6 41 3,281 574 2023-03-15 $16.80 $17.50 116.7% 33.5% 66.4% 21.7% 103.3% -49.6% -28.1% 35.9K -1.5M -7.1K 8.36 83.37 N/A N/A 14 117 3,287 621 2023-03-16 $16.20 $17.50 116.6% 33.4% 66.5% 21.6% 116.3% -26.5% -14.3% 26.9K -1.0M -7.0K 3.60 79.53 N/A N/A 205 738 3,296 728 2023-03-17 $15.78 $15.00 108.5% 31.1% 63.9% 18.9% 114.5% 4.3% 12.0% 25.6K -936.4K -8.3K 1.58 71.34 N/A N/A 74 117 3,477 1,410 2023-03-20 $15.51 $15.00 105.6% 30.3% 58.1% 17.9% 114.1% -33.9% -18.3% 17.1K -587.3K -8.3K 0.36 63.29 N/A N/A 74 27 2,646 1,394 2023-03-21 $15.63 $15.00 103.8% 29.8% 56.4% 17.3% 98.1% 6.4% -14.4% 20.9K -525.6K -8.0K 23.07 79.52 N/A N/A 14 323 2,704 1,411 2023-03-22 $15.30 $15.00 87.8% 25.2% 56.6% 11.9% 126.6% 32.9% 28.6% 17.3K -688.2K -8.6K 7.77 84.66 N/A N/A 71 552 2,716 1,734 2023-03-23 $15.30 $15.00 109.8% 31.5% 56.6% 19.3% 117.8% 15.6% -33.0% 9.1K -475.1K -9.8K 3.98 70.53 N/A N/A 63 251 2,786 2,272 2023-03-24 $15.32 $15.00 96.2% 27.6% 56.6% 14.7% 133.6% 10.3% -34.5% 323 577.4K -8.8K 0.75 71.18 N/A N/A 20 15 2,809 2,467 2023-03-27 $15.68 $15.00 144.6% 41.5% 56.2% 31.2% 145.3% 12.6% -40.4% 6.1K -179.1K -10.0K 2.45 70.24 N/A N/A 419 1,027 2,811 2,457 2023-03-28 $14.96 $15.00 149.7% 42.9% 58.2% 32.9% 152.4% -26.1% -52.0% -4.4K 424.5K -11.2K 2.55 68.61 N/A N/A 120 306 3,180 3,402 2023-03-29 $16.00 $15.00 153.0% 43.8% 63.5% 34.0% 172.2% -20.9% -52.5% -485 -417.7K -12.3K 0.14 58.92 N/A N/A 1,060 153 3,252 3,638 2023-03-30 $16.00 $15.00 138.3% 39.7% 63.2% 29.0% 149.7% -14.0% -11.6% 10.3K -567.8K -14.1K 0.84 51.14 N/A N/A 391 329 4,206 3,732 2023-03-31 $16.26 $15.00 147.8% 42.4% 61.3% 32.2% 150.1% 5.4% -40.2% 16.1K -620.7K -14.5K 0.26 61.64 N/A N/A 395 103 4,448 4,017
« Feb 2023 | All History | Apr 2023 » Home RLAY History March 2023