RLAY Options History — June 2023

In June 2023, RLAY traded between $10.75 and $13.08. ATM implied volatility averaged 66.8%, placing in the 4.7% IV rank vs the trailing year. The 30-day expected move averaged 17.7%. IV traded above realized volatility by 17.2% (HV 20d: 49.6%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 3.30.

Notable Days

  • 2023-06-20: Highest Volume — 267 contracts
  • 2023-06-09: Largest IV spike — 56.6% change
  • 2023-06-09: Highest IV Rank — 15.0%
  • 2023-06-15: Largest Expected Move — 20.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.94$10.75$13.08$11.07$12.45
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV66.8%52.3%97.2%70.9%52.3%
Expected Move17.7%13.4%20.8%20.3%15.0%
HV 20d49.6%44.5%55.9%44.9%51.8%
HV 60d109.7%108.5%110.5%110.5%109.7%
IV Rank4.7%0.0%15.0%6.1%0.0%
IV Percentile9.2%0.0%38.9%9.5%0.0%
Term Structure8.9%-23.3%37.2%5.1%14.5%
VWIV64.3%52.3%76.9%74.4%52.3%
Skew 25d5.1%-14.7%18.9%-3.3%17.4%
Skew 10d16.7%-21.1%102.6%-13.8%27.3%
Call IV 25d59.2%36.1%78.5%78.5%38.8%
Put IV 25d64.3%50.9%86.5%75.2%56.2%
Bid-Ask Spread %91.9283.14102.7787.6797.30
Gamma HHI0.720.510.860.650.76
Net GEX33.0K11.5K66.0K28.3K30.9K
Net DEX-460.6K-1.4M-7.5K-120.6K-623.3K
Net VEX-6.2K-7.2K-5.6K-6.8K-5.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio3.300.0048.6748.670.63
Total Volume74.048526714931
Total OI4,409.192,8185,4875,4123,213

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$11.07$12.5070.9%20.3%44.9%6.1%74.4%-3.3%5.1%28.3K-120.6K-6.8K48.6787.67N/AN/A31463,7581,654
2023-06-02$11.39$12.5065.4%18.8%46.0%4.2%75.7%5.9%23.4%29.8K-292.2K-7.2K0.0589.34N/AN/A3823,7551,732
2023-06-05$11.46$12.5077.8%19.7%46.0%8.4%67.8%-3.0%8.3%32.6K-172.5K-6.7K0.1883.50N/AN/A186333,7531,732
2023-06-06$11.83$12.5074.9%13.4%44.5%7.4%0.0%7.6%16.5%40.7K-484.2K-7.2K0.0088.85N/AN/A0203,7291,720
2023-06-07$11.57$12.5059.6%18.4%44.9%2.3%0.0%0.7%7.8%44.0K-300.5K-6.5K0.0083.14N/AN/A1003,7461,700
2023-06-08$11.21$12.5062.1%18.1%46.6%3.1%0.0%17.2%29.3%31.7K-27.5K-6.2K4.0093.08N/AN/A143,7431,693
2023-06-09$10.75$12.5097.2%20.2%47.8%15.0%0.0%9.8%-7.0%47.7K-7.5K-5.7K2.1393.72N/AN/A15323,7541,695
2023-06-12$11.36$12.5090.6%17.2%51.2%12.8%58.7%-11.7%12.3%31.7K-98.6K-5.9K0.1787.21N/AN/A4073,7641,543
2023-06-13$11.86$12.5087.4%20.6%52.9%11.7%76.9%-14.7%-4.7%66.0K-726.4K-6.4K0.06102.77N/AN/A9563,7571,548
2023-06-14$12.11$12.5061.9%17.7%51.3%3.0%61.9%5.0%3.3%59.9K-678.5K-6.2K7.2586.00N/AN/A4293,6851,542
2023-06-15$12.82$12.5072.7%20.8%53.6%6.7%70.5%16.0%-23.3%59.5K-1.4M-6.4K0.4787.57N/AN/A53253,6901,525
2023-06-16$12.35$12.5061.1%17.5%55.8%2.7%60.8%3.3%11.5%11.5K-214.7K-5.8K0.0691.06N/AN/A12373,7201,516
2023-06-20$12.21$12.5058.8%16.9%55.9%2.0%58.8%0.6%9.5%13.3K-435.5K-5.8K0.0095.97N/AN/A26611,7891,029
2023-06-21$12.14$12.5056.9%16.3%51.9%1.3%76.2%6.9%8.2%19.9K-474.8K-5.9K0.0485.91N/AN/A2312,0421,030
2023-06-22$11.86$12.5056.5%16.2%49.1%1.2%56.5%12.8%10.0%20.0K-360.7K-5.6K0.0095.40N/AN/A8902,0651,019
2023-06-23$11.82$12.5053.9%15.5%48.7%0.3%0.0%18.9%11.7%23.2K-391.4K-5.8K0.0096.83N/AN/A2202,1521,019
2023-06-26$12.05$12.5071.4%20.5%48.5%6.3%71.2%3.4%-7.1%20.4K-425.8K-5.6K1.3398.36N/AN/A682,1621,019
2023-06-27$12.68$12.5058.2%16.7%49.3%1.8%55.4%15.5%13.7%26.6K-732.3K-6.1K0.7893.52N/AN/A972,1651,027
2023-06-28$13.08$12.5057.3%16.4%49.5%1.4%56.6%-2.3%37.2%26.9K-927.9K-6.0K0.11100.83N/AN/A185212,1731,029
2023-06-29$12.75$12.5055.7%16.0%50.8%0.9%55.7%1.6%6.4%28.6K-774.4K-5.8K0.0092.40N/AN/A702,1771,029
2023-06-30$12.45$12.5052.3%15.0%51.8%0.0%52.3%17.4%14.5%30.9K-623.3K-5.7K0.6397.30N/AN/A19122,1841,029