RLAY Options History — April 2024 In April 2024, RLAY traded between $5.94 and $8.00. ATM implied volatility averaged 111.6%, placing in the 28.3% IV rank vs the trailing year. The 30-day expected move averaged 32.0%. IV traded above realized volatility by 48.2% (HV 20d: 63.4%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.32.
Notable Days 2024-04-17 : Highest Volume — 91 contracts2024-04-17 : Largest IV spike — 105.9% change2024-04-18 : Highest IV Rank — 100.0%2024-04-18 : Largest Expected Move — 84.5%Monthly Statistics Metric Avg Min Max Open Close Price $6.73 $5.94 $8.00 $8.00 $6.58 Max Pain $9.32 $5.00 $10.00 $5.00 $10.00 ATM IV 111.6% 57.0% 294.9% 70.4% 65.5% Expected Move 32.0% 16.4% 84.5% 20.2% 18.8% HV 20d 63.4% 55.2% 72.1% 69.9% 58.3% HV 60d 62.8% 60.7% 66.4% 60.7% 66.4% IV Rank 28.3% 5.6% 100.0% 11.7% 8.4% IV Percentile 64.4% 7.1% 100.0% 42.9% 27.8% Term Structure -41.7% -294.0% 23.1% 2.9% -8.8% VWIV 127.1% 57.4% 434.4% 57.4% 138.4% Skew 25d 27.1% -45.6% 172.8% 67.5% 34.4% Skew 10d 40.9% -75.8% 234.2% 203.6% 12.6% Call IV 25d 85.9% 58.2% 249.9% 58.2% 79.1% Put IV 25d 112.9% 58.5% 257.3% 125.6% 113.5% Bid-Ask Spread % 112.72 100.25 125.59 104.78 102.91 Gamma HHI 0.33 0.26 0.42 0.34 0.40 Net GEX 1.1K 618 1.7K 1.2K 1.4K Net DEX 28.5K -30.6K 58.3K -30.6K 27.9K Net VEX -553 -747 -394 -747 -534 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.32 0.00 2.50 0.14 0.60 Total Volume 20.955 0 91 8 8 Total OI 790.727 687 894 687 865
Daily Data (22 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 2024-04-01 $8.00 $5.00 70.4% 20.2% 69.9% 11.7% 0.0% 67.5% 2.9% 1.2K -30.6K -747 0.14 104.78 N/A N/A 7 1 492 195 2024-04-02 $7.54 $5.00 67.3% 19.3% 71.6% 10.3% 0.0% 45.3% 4.2% 1.0K -3.9K -646 2.50 100.25 N/A N/A 2 5 498 196 2024-04-03 $7.25 $5.00 57.0% 16.4% 72.1% 5.6% 57.4% 172.8% 13.7% 935 19.9K -590 0.03 124.56 N/A N/A 32 1 498 201 2024-04-04 $7.00 $10.00 70.8% 22.0% 69.4% 11.9% 76.7% 6.4% -5.9% 1.1K 17.9K -583 1.11 124.18 N/A N/A 9 10 529 201 2024-04-05 $7.01 $10.00 76.6% 20.7% 69.6% 14.5% 72.2% 19.8% 14.7% 943 17.0K -596 0.00 125.59 N/A N/A 34 0 522 211 2024-04-08 $7.12 $10.00 80.2% 21.5% 70.0% 16.1% 0.0% 9.9% 7.6% 1.1K 25.7K -601 0.00 123.12 N/A N/A 40 0 536 211 2024-04-09 $7.28 $10.00 76.8% 22.2% 67.5% 14.6% 0.0% -13.8% -0.2% 1.3K 28.1K -633 0.00 116.31 N/A N/A 0 0 551 211 2024-04-10 $6.89 $10.00 79.5% 22.8% 69.1% 15.8% 79.4% 19.2% -2.1% 1.2K 20.5K -640 0.05 109.28 N/A N/A 21 1 551 211 2024-04-11 $7.08 $10.00 73.6% 21.1% 70.5% 13.1% 0.0% 14.5% -2.5% 1.4K 27.1K -600 0.00 108.39 N/A N/A 0 0 572 204 2024-04-12 $7.04 $10.00 77.5% 22.2% 58.4% 14.9% 0.0% 4.4% 6.9% 1.4K 22.5K -626 0.00 111.33 N/A N/A 1 0 572 204 2024-04-15 $6.81 $10.00 84.8% 24.3% 59.1% 18.2% 0.0% -19.7% -8.1% 1.0K 33.3K -540 0.00 114.53 N/A N/A 10 0 573 204 2024-04-16 $6.79 $10.00 127.4% 36.5% 55.2% 37.5% 163.8% 22.8% -15.7% 757 44.9K -524 1.00 122.10 N/A N/A 1 1 583 204 2024-04-17 $6.22 $10.00 262.3% 75.2% 60.6% 98.6% 76.7% 16.4% -189.7% 618 55.1K -442 0.01 115.17 N/A N/A 90 1 584 204 2024-04-18 $6.12 $10.00 294.9% 84.5% 58.8% 100.0% 0.0% 141.5% -193.7% 1.1K 33.5K -549 0.00 115.09 N/A N/A 10 0 673 205 2024-04-19 $5.95 $10.00 254.5% 73.0% 57.9% 83.9% 434.4% 7.4% -294.0% 936 58.3K -415 0.64 110.53 N/A N/A 11 7 683 205 2024-04-22 $5.95 $10.00 96.7% 27.7% 57.5% 20.8% 0.0% 137.4% 13.7% 924 54.2K -402 0.00 109.68 N/A N/A 0 0 615 194 2024-04-23 $5.94 $10.00 195.8% 56.1% 57.5% 60.4% 0.0% -3.2% -261.3% 861 54.0K -394 0.00 113.96 N/A N/A 28 0 615 194 2024-04-24 $6.33 $10.00 109.1% 31.3% 63.5% 25.8% 95.5% -45.6% -20.4% 1.2K 43.3K -479 0.00 106.88 N/A N/A 21 0 640 194 2024-04-25 $6.09 $10.00 71.7% 20.6% 57.7% 10.8% 0.0% -15.1% 23.1% 1.2K 38.9K -468 0.02 106.59 N/A N/A 51 1 649 194 2024-04-26 $6.42 $10.00 94.9% 27.2% 60.2% 20.1% 0.0% -19.6% 4.4% 1.7K 13.7K -592 0.00 110.43 N/A N/A 45 0 699 195 2024-04-29 $6.63 $10.00 68.6% 19.7% 61.2% 9.6% 77.0% -6.8% -7.0% 1.4K 25.9K -564 0.00 104.20 N/A N/A 12 0 663 195 2024-04-30 $6.58 $10.00 65.5% 18.8% 58.3% 8.4% 138.4% 34.4% -8.8% 1.4K 27.9K -534 0.60 102.91 N/A N/A 5 3 670 195
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