RLAY Options History — January 2024 In January 2024, RLAY traded between $9.27 and $12.11. ATM implied volatility averaged 73.7%, placing in the 13.2% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 26.5% (HV 20d: 47.3%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 11.17.
Notable Days 2024-01-23 : Highest Volume — 222 contracts2024-01-12 : Largest IV spike — 48.0% change2024-01-12 : Highest IV Rank — 34.1%2024-01-12 : Largest Expected Move — 34.4%Monthly Statistics Metric Avg Min Max Open Close Price $10.68 $9.27 $12.11 $11.80 $9.27 Max Pain $10.12 $10.00 $12.50 $10.00 $10.00 ATM IV 73.7% 52.8% 119.9% 62.0% 89.5% Expected Move 22.0% 15.1% 34.4% 17.8% 25.6% HV 20d 47.3% 38.5% 52.7% 47.2% 38.5% HV 60d 64.6% 57.2% 75.2% 75.2% 57.2% IV Rank 13.2% 3.7% 34.1% 7.9% 20.3% IV Percentile 36.1% 2.4% 84.1% 13.9% 64.7% Term Structure 4.7% -73.1% 48.1% 8.4% 19.2% VWIV 78.2% 55.6% 115.5% 61.5% 62.2% Skew 25d 21.4% -19.7% 163.6% 11.8% -19.7% Skew 10d 20.8% -38.7% 238.9% 21.9% -30.9% Call IV 25d 69.8% 45.1% 89.5% 56.6% 82.5% Put IV 25d 91.2% 61.0% 230.6% 68.4% 62.8% Bid-Ask Spread % 99.62 82.65 111.12 87.23 107.46 Gamma HHI 0.47 0.30 0.83 0.39 0.82 Net GEX 493 -12.7K 5.2K 3.5K -11.5K Net DEX -115.3K -308.2K 319.1K -199.0K 319.1K Net VEX -797 -1.1K -615 -629 -1.1K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 11.17 0.00 200.00 0.00 0.58 Total Volume 41.857 0 222 42 38 Total OI 887.905 427 1,144 874 1,144
Daily Data (21 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 2024-01-02 $11.80 $10.00 62.0% 17.8% 47.2% 7.9% 61.5% 11.8% 8.4% 3.5K -199.0K -629 0.00 87.23 N/A N/A 42 0 724 150 2024-01-03 $11.46 $10.00 89.3% 25.6% 46.3% 20.3% 115.5% -16.9% -4.1% 3.8K -193.8K -679 0.00 100.94 N/A N/A 49 0 769 150 2024-01-04 $11.75 $12.50 70.3% 19.5% 46.3% 11.7% 71.5% 12.0% 7.6% 4.3K -238.4K -797 0.04 92.40 N/A N/A 27 1 809 150 2024-01-05 $11.61 $10.00 60.6% 19.3% 43.8% 7.3% 0.0% -0.7% 3.4% 4.6K -253.5K -835 0.00 97.15 N/A N/A 9 0 830 151 2024-01-08 $12.11 $10.00 53.9% 26.3% 44.8% 4.2% 0.0% 7.5% -4.4% 3.5K -308.2K -751 0.29 101.88 N/A N/A 24 7 836 151 2024-01-09 $11.84 $10.00 76.1% 28.4% 46.6% 14.3% 0.0% 27.5% -39.6% 5.2K -290.2K -850 0.00 100.01 N/A N/A 20 0 844 144 2024-01-10 $11.42 $10.00 79.5% 22.8% 49.6% 15.8% 0.0% 64.5% 34.1% 3.9K -249.5K -827 0.00 104.05 N/A N/A 21 0 851 144 2024-01-11 $11.44 $10.00 81.0% 23.2% 49.5% 16.5% 0.0% 2.7% -2.7% 4.8K -243.0K -753 0.00 110.87 N/A N/A 1 0 832 144 2024-01-12 $11.09 $10.00 119.9% 34.4% 48.3% 34.1% 112.3% 38.6% -73.1% 3.8K -216.7K -661 0.16 109.63 N/A N/A 19 3 833 144 2024-01-16 $10.82 $10.00 65.5% 18.8% 49.3% 9.5% 0.0% 12.8% 19.5% 3.8K -177.9K -615 0.00 110.73 N/A N/A 35 0 825 147 2024-01-17 $10.27 $10.00 74.8% 21.4% 52.7% 13.7% 88.8% 4.8% 35.9% 3.9K -147.6K -686 0.50 108.58 N/A N/A 4 2 860 147 2024-01-18 $10.29 $10.00 101.7% 29.1% 52.6% 25.9% 0.0% -2.1% -33.7% 3.7K -122.0K -660 0.00 102.43 N/A N/A 2 0 864 147 2024-01-19 $10.07 $10.00 75.4% 21.6% 48.8% 14.0% 81.1% -6.1% 48.1% 4.7K -157.7K -651 0.55 99.04 N/A N/A 38 21 864 147 2024-01-22 $10.32 $10.00 90.6% 26.0% 49.6% 20.8% 95.5% 41.5% -35.2% 3.3K -165.1K -694 0.25 92.20 N/A N/A 4 1 382 45 2024-01-23 $9.98 $10.00 60.2% 17.3% 50.6% 7.1% 59.4% 12.3% 32.6% 3.2K -144.4K -661 7.22 93.76 N/A N/A 27 195 382 45 2024-01-24 $9.88 $10.00 52.8% 15.1% 46.9% 3.7% 55.6% 6.1% 14.0% -3.0K -35.2K -839 2.68 96.30 N/A N/A 22 59 364 239 2024-01-25 $9.75 $10.00 69.3% 19.9% 45.1% 11.2% 0.0% 0.4% 38.4% -4.4K 25.2K -957 0.00 82.65 N/A N/A 0 0 383 357 2024-01-26 $9.73 $10.00 57.4% 16.4% 44.7% 5.8% 57.3% 93.7% 17.2% -7.1K 48.2K -982 0.00 87.66 N/A N/A 0 1 383 396 2024-01-29 $9.86 $10.00 56.9% 16.3% 45.2% 5.6% 0.0% 163.6% 4.6% -12.7K 166.5K -1.0K 0.00 111.12 N/A N/A 6 0 383 544 2024-01-30 $9.54 $10.00 62.0% 17.8% 46.0% 7.9% 62.2% -4.3% 8.3% -11.1K 162.6K -1.1K 200.00 95.85 N/A N/A 1 200 398 544 2024-01-31 $9.27 $10.00 89.5% 25.6% 38.5% 20.3% 0.0% -19.7% 19.2% -11.5K 319.1K -1.1K 0.58 107.46 N/A N/A 24 14 399 745
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