RLAY Options History — February 2024 In February 2024, RLAY traded between $8.73 and $10.75. ATM implied volatility averaged 76.1%, placing in the 14.3% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 22.8% (HV 20d: 53.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.28.
Notable Days 2024-02-01 : Highest Volume — 100 contracts2024-02-15 : Largest IV spike — 69.3% change2024-02-15 : Highest IV Rank — 35.8%2024-02-15 : Largest Expected Move — 35.4%Monthly Statistics Metric Avg Min Max Open Close Price $9.73 $8.73 $10.75 $9.05 $10.05 Max Pain $9.00 $7.50 $10.00 $10.00 $10.00 ATM IV 76.1% 61.9% 123.5% 61.9% 63.4% Expected Move 21.9% 18.2% 35.4% 20.5% 18.2% HV 20d 53.4% 36.0% 70.3% 38.2% 68.7% HV 60d 56.6% 55.3% 58.9% 57.5% 55.3% IV Rank 14.3% 7.9% 35.8% 7.9% 8.5% IV Percentile 46.0% 15.9% 84.9% 15.9% 19.0% Term Structure -1.4% -60.5% 66.4% -3.8% 7.6% VWIV 73.5% 60.5% 85.5% 70.6% 60.5% Skew 25d 13.2% -21.2% 168.1% -13.5% 168.1% Skew 10d 28.8% -33.5% 279.1% 18.9% 279.1% Call IV 25d 65.3% 48.0% 76.6% 75.9% 56.8% Put IV 25d 78.4% 49.1% 224.9% 62.4% 224.9% Bid-Ask Spread % 101.14 90.03 120.99 92.57 120.99 Gamma HHI 0.63 0.39 0.92 0.83 0.42 Net GEX -6.3K -37.3K 5.3K -12.6K 5.3K Net DEX 134.1K -195.4K 565.6K 362.3K -150.6K Net VEX -1.0K -1.2K -776 -1.0K -968 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.28 0.00 2.00 0.00 0.50 Total Volume 23.9 0 100 100 3 Total OI 1,039.3 613 1,343 1,167 724
Daily Data (20 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 2024-02-01 $9.05 $10.00 61.9% 20.5% 38.2% 7.9% 0.0% -13.5% -3.8% -12.6K 362.3K -1.0K 0.00 92.57 N/A N/A 0 100 410 757 2024-02-02 $9.05 $10.00 67.7% 20.9% 36.0% 10.5% 0.0% -12.0% -2.5% -13.4K 415.3K -1.2K 0.00 90.03 N/A N/A 6 0 410 857 2024-02-05 $8.73 $10.00 80.5% 19.4% 36.9% 16.3% 0.0% -3.9% 66.4% -9.9K 494.6K -986 0.00 96.98 N/A N/A 0 0 404 857 2024-02-06 $9.14 $10.00 69.2% 20.4% 37.7% 11.2% 0.0% -9.6% -5.8% -14.6K 423.9K -1.1K 0.00 90.81 N/A N/A 1 0 404 857 2024-02-07 $8.84 $10.00 74.1% 21.2% 38.2% 13.4% 70.6% 2.1% -11.5% -9.9K 400.6K -1.1K 2.00 94.60 N/A N/A 4 8 406 857 2024-02-08 $8.86 $10.00 73.7% 21.1% 37.7% 13.2% 0.0% 1.2% -6.3% -9.6K 407.8K -1.1K 0.00 100.97 N/A N/A 2 0 405 859 2024-02-09 $9.09 $10.00 71.6% 20.5% 39.8% 12.3% 0.0% 2.9% -2.4% -14.9K 472.9K -1.0K 0.00 94.08 N/A N/A 9 0 406 859 2024-02-12 $9.50 $10.00 67.6% 19.4% 43.7% 10.4% 0.0% -3.3% 3.9% -22.6K 410.5K -1.1K 0.00 93.79 N/A N/A 0 0 415 859 2024-02-13 $9.00 $7.50 88.8% 25.5% 46.4% 20.0% 68.6% 17.3% -24.2% 2.1K 565.6K -776 0.06 104.86 N/A N/A 48 3 429 859 2024-02-14 $9.75 $7.50 73.0% 20.9% 53.4% 12.9% 0.0% 0.5% -5.9% -37.3K 306.1K -1.1K 0.90 93.73 N/A N/A 10 9 465 862 2024-02-15 $10.70 $7.50 123.5% 35.4% 63.2% 35.8% 82.5% 37.9% 21.9% -22.9K -76.7K -1.1K 0.13 92.44 N/A N/A 8 1 469 869 2024-02-16 $10.75 $7.50 83.2% 23.8% 62.6% 17.5% 82.0% 15.0% -9.6% 3.3K -192.8K -1.0K 0.00 104.92 N/A N/A 21 0 475 868 2024-02-20 $10.68 $7.50 78.7% 22.6% 62.2% 15.5% 60.6% 15.1% 8.4% 3.6K -192.7K -961 0.00 109.01 N/A N/A 52 0 448 165 2024-02-21 $10.44 $7.50 78.7% 22.6% 61.5% 15.5% 80.8% -5.5% -3.8% 4.3K -180.5K -970 0.50 102.09 N/A N/A 2 1 495 165 2024-02-22 $10.64 $7.50 71.5% 20.5% 61.6% 12.2% 72.5% -21.2% -60.5% 4.3K -195.4K -1.0K 0.00 100.36 N/A N/A 27 0 495 166 2024-02-23 $9.77 $7.50 64.3% 18.4% 69.1% 8.9% 63.8% 2.1% 11.5% 4.3K -111.9K -877 0.26 112.00 N/A N/A 39 10 501 166 2024-02-26 $10.13 $10.00 75.2% 21.6% 70.3% 13.9% 74.0% 22.8% -10.4% 4.5K -151.7K -977 0.00 108.15 N/A N/A 88 0 524 176 2024-02-27 $10.30 $10.00 74.2% 21.3% 70.3% 13.4% 85.5% 10.8% -2.1% 4.9K -166.9K -1.0K 0.09 109.95 N/A N/A 11 1 545 176 2024-02-28 $10.09 $10.00 81.5% 23.4% 69.6% 16.7% 81.1% 37.0% 0.2% 4.6K -159.0K -1.0K 0.40 110.53 N/A N/A 10 4 545 177 2024-02-29 $10.05 $10.00 63.4% 18.2% 68.7% 8.5% 60.5% 168.1% 7.6% 5.3K -150.6K -968 0.50 120.99 N/A N/A 2 1 547 177
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