RLAY Options History — June 2024 In June 2024, RLAY traded between $6.26 and $7.91. ATM implied volatility averaged 108.2%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 32.4% (HV 20d: 75.7%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 15 of 19 days. Put/call ratio averaged 2.32.
Notable Days 2024-06-28 : Highest Volume — 103 contracts2024-06-26 : Largest IV spike — 138.9% change2024-06-28 : Highest IV Rank — 54.5%2024-06-28 : Largest Expected Move — 51.9%Monthly Statistics Metric Avg Min Max Open Close Price $7.08 $6.26 $7.91 $6.76 $6.38 Max Pain $7.11 $5.00 $7.50 $5.00 $7.50 ATM IV 108.2% 61.1% 181.0% 170.0% 181.0% Expected Move 31.0% 17.5% 51.9% 48.7% 51.9% HV 20d 75.7% 68.2% 84.5% 70.0% 72.9% HV 60d 66.7% 64.1% 67.9% 67.0% 65.7% IV Rank 25.4% 6.6% 54.5% 50.1% 54.5% IV Percentile 64.2% 13.9% 93.7% 92.9% 93.7% Term Structure 30.9% -54.5% 213.4% -7.9% 20.3% VWIV 77.9% 54.2% 97.2% 97.2% 54.2% Skew 25d 40.7% 9.3% 70.9% 70.9% 53.8% Skew 10d 44.7% -7.3% 86.7% -7.3% 70.9% Call IV 25d 66.0% 41.0% 88.4% 58.1% 59.9% Put IV 25d 106.7% 77.3% 143.9% 129.0% 113.6% Bid-Ask Spread % 136.04 121.95 151.03 134.73 127.59 Gamma HHI 0.44 0.39 0.50 0.39 0.42 Net GEX 4.5K 2.9K 6.7K 4.4K 3.1K Net DEX -225.5K -361.2K -107.7K -214.7K -178.7K Net VEX -1.2K -1.4K -933 -1.2K -1.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 2.32 0.00 33.33 0.04 33.33 Total Volume 17.947 0 103 28 103 Total OI 1,136.737 789 1,302 1,197 842
Daily Data (19 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 2024-06-03 $6.76 $5.00 170.0% 48.7% 70.0% 50.1% 0.0% 70.9% -7.9% 4.4K -214.7K -1.2K 0.04 134.73 N/A N/A 27 1 1,094 103 2024-06-04 $7.04 $5.00 146.2% 41.9% 71.6% 40.6% 97.2% 65.5% -22.2% 4.6K -278.0K -1.3K 0.00 126.60 N/A N/A 7 0 1,101 103 2024-06-05 $7.26 $5.00 78.9% 22.6% 69.4% 13.7% 69.3% 34.2% 6.3% 4.4K -228.8K -1.2K 0.00 121.95 N/A N/A 4 0 1,108 103 2024-06-06 $7.31 $7.50 69.8% 22.6% 68.2% 10.1% 0.0% 15.8% 16.9% 4.6K -223.7K -1.2K 0.00 125.91 N/A N/A 27 0 1,110 103 2024-06-07 $7.86 $7.50 74.2% 18.0% 70.8% 11.8% 54.3% 41.2% 37.3% 6.2K -276.2K -1.3K 0.00 136.78 N/A N/A 18 0 1,125 103 2024-06-10 $7.52 $7.50 105.7% 31.0% 73.5% 24.4% 0.0% 47.8% 1.3% 5.2K -262.4K -1.3K 0.00 124.70 N/A N/A 1 0 1,152 103 2024-06-11 $7.16 $7.50 100.2% 28.7% 76.2% 22.2% 86.8% 35.1% 8.9% 4.9K -225.6K -1.2K 0.00 135.40 N/A N/A 1 0 1,153 103 2024-06-12 $7.91 $7.50 68.2% 19.5% 82.9% 9.4% 0.0% 9.3% 22.3% 6.7K -361.2K -1.4K 0.00 141.45 N/A N/A 31 0 1,153 103 2024-06-13 $7.83 $7.50 61.1% 17.5% 80.7% 6.6% 0.0% 13.4% 35.2% 6.7K -330.8K -1.4K 0.00 144.53 N/A N/A 14 0 1,158 103 2024-06-14 $7.33 $7.50 77.2% 22.1% 83.3% 13.0% 95.0% 22.4% -21.6% 5.3K -225.1K -1.2K 3.00 142.89 N/A N/A 1 3 1,163 103 2024-06-17 $7.08 $7.50 138.5% 39.7% 84.5% 37.5% 0.0% 56.5% 14.5% 4.4K -255.4K -1.2K 0.00 148.11 N/A N/A 1 0 1,164 106 2024-06-18 $7.06 $7.50 105.8% 30.3% 84.2% 24.5% 0.0% 22.2% -54.5% 5.0K -223.7K -1.1K 0.00 135.03 N/A N/A 6 0 1,165 106 2024-06-20 $6.76 $7.50 122.6% 35.2% 76.0% 31.2% 88.6% 19.7% 186.8% 2.9K -182.8K -1.1K 0.13 142.97 N/A N/A 32 4 1,169 106 2024-06-21 $6.83 $7.50 73.0% 20.9% 76.1% 11.3% 0.0% 35.6% 213.4% 3.2K -194.4K -1.1K 0.33 151.03 N/A N/A 3 1 1,193 109 2024-06-24 $6.97 $7.50 62.7% 18.0% 74.3% 7.2% 0.0% 59.0% 20.6% 3.9K -202.1K -1.1K 5.00 128.80 N/A N/A 5 25 730 59 2024-06-25 $6.78 $7.50 71.0% 20.4% 74.3% 10.6% 54.2% 59.1% 47.9% 3.7K -150.4K -1.1K 0.00 137.79 N/A N/A 24 0 734 84 2024-06-26 $6.36 $7.50 169.7% 48.6% 77.5% 50.0% 0.0% 68.1% 31.2% 3.1K -162.8K -1.0K 0.00 143.97 N/A N/A 0 0 758 84 2024-06-27 $6.26 $7.50 179.2% 51.4% 72.7% 53.8% 0.0% 44.5% 30.9% 3.1K -107.7K -933 0.00 134.49 N/A N/A 2 0 758 84 2024-06-28 $6.38 $7.50 181.0% 51.9% 72.9% 54.5% 0.0% 53.8% 20.3% 3.1K -178.7K -1.0K 33.33 127.59 N/A N/A 3 100 758 84
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