RLAY Options History — July 2024 In July 2024, RLAY traded between $6.17 and $9.72. ATM implied volatility averaged 151.0%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 38.8%. IV traded above realized volatility by 79.4% (HV 20d: 71.6%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.04.
Notable Days 2024-07-15 : Highest Volume — 68 contracts2024-07-25 : Largest IV spike — 92.7% change2024-07-03 : Highest IV Rank — 100.0%2024-07-03 : Largest Expected Move — 85.6%Monthly Statistics Metric Avg Min Max Open Close Price $7.98 $6.17 $9.72 $6.39 $8.25 Max Pain $7.50 $7.50 $7.50 $7.50 $7.50 ATM IV 151.0% 69.4% 298.7% 195.1% 149.0% Expected Move 38.8% 19.9% 85.6% 55.9% 42.7% HV 20d 71.6% 65.0% 81.8% 72.2% 81.8% HV 60d 69.2% 65.0% 74.1% 65.3% 73.4% IV Rank 42.0% 9.8% 100.0% 60.1% 41.1% IV Percentile 76.5% 31.7% 100.0% 94.4% 84.1% Term Structure -26.3% -165.1% 38.9% 14.2% -20.3% VWIV 96.3% 59.6% 159.1% 159.1% 81.0% Skew 25d 25.0% -12.1% 98.9% 92.3% 74.9% Skew 10d 43.2% -20.3% 107.9% 87.9% 41.0% Call IV 25d 83.7% 58.5% 106.4% 73.1% 103.6% Put IV 25d 108.7% 59.9% 195.0% 165.4% 178.5% Bid-Ask Spread % 141.46 117.69 166.07 150.17 147.41 Gamma HHI 0.41 0.35 0.51 0.40 0.42 Net GEX 4.3K 2.0K 6.7K 2.5K 5.2K Net DEX -285.0K -425.7K -127.2K -130.5K -298.4K Net VEX -1.3K -1.4K -1.1K -1.1K -1.4K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.40 0.00 0.03 Total Volume 24.091 0 68 33 32 Total OI 998.227 918 1,079 945 1,079
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 2024-07-01 $6.39 $7.50 195.1% 55.9% 72.2% 60.1% 0.0% 92.3% 14.2% 2.5K -130.5K -1.1K 0.00 150.17 N/A N/A 33 0 761 184 2024-07-02 $6.41 $7.50 192.6% 55.2% 68.7% 59.1% 0.0% 25.0% 38.9% 2.9K -148.6K -1.1K 0.00 117.69 N/A N/A 2 0 780 184 2024-07-03 $6.17 $7.50 298.7% 85.6% 67.8% 100.0% 0.0% 43.4% -165.1% 2.0K -203.3K -1.2K 0.00 150.73 N/A N/A 0 0 782 184 2024-07-05 $6.33 $7.50 232.0% 22.2% 67.5% 73.7% 0.0% 10.3% -13.8% 2.9K -127.2K -1.1K 0.00 151.35 N/A N/A 0 0 782 183 2024-07-08 $6.47 $7.50 222.6% 32.8% 68.1% 70.1% 0.0% 43.4% 18.7% 3.0K -170.3K -1.2K 0.00 133.49 N/A N/A 0 0 782 183 2024-07-09 $6.88 $7.50 229.9% 43.7% 66.5% 72.9% 0.0% 25.7% -2.3% 3.4K -153.5K -1.1K 0.00 155.12 N/A N/A 0 4 782 183 2024-07-10 $6.88 $7.50 222.7% 63.8% 65.0% 70.1% 0.0% 3.4% -31.9% 3.2K -176.9K -1.2K 0.40 166.07 N/A N/A 10 4 782 187 2024-07-11 $7.78 $7.50 210.4% 60.3% 76.9% 65.3% 0.0% 98.9% -127.2% 5.1K -250.0K -1.3K 0.05 161.72 N/A N/A 22 1 792 191 2024-07-12 $8.30 $7.50 70.4% 20.2% 72.0% 10.1% 0.0% 6.6% 5.6% 5.3K -315.1K -1.4K 0.00 148.72 N/A N/A 59 0 795 192 2024-07-15 $8.39 $7.50 130.2% 37.3% 71.9% 33.7% 159.1% 49.5% -22.4% 4.8K -329.1K -1.3K 0.06 123.06 N/A N/A 64 4 799 192 2024-07-16 $8.84 $7.50 100.5% 28.8% 69.0% 22.0% 59.6% -1.5% 11.5% 4.2K -403.8K -1.3K 0.00 151.30 N/A N/A 52 0 820 196 2024-07-17 $8.89 $7.50 69.4% 19.9% 67.0% 9.8% 121.0% 3.1% 17.2% 4.2K -389.2K -1.4K 0.00 143.15 N/A N/A 27 0 824 196 2024-07-18 $8.71 $7.50 91.1% 26.1% 67.8% 18.3% 0.0% -11.0% -25.5% 4.0K -368.2K -1.4K 0.00 118.18 N/A N/A 42 0 837 196 2024-07-19 $8.64 $7.50 170.8% 49.0% 65.2% 49.7% 0.0% 4.8% -157.1% 4.3K -350.4K -1.3K 0.00 138.96 N/A N/A 3 0 816 196 2024-07-22 $8.77 $7.50 88.0% 25.2% 65.2% 17.1% 70.1% 7.7% 15.0% 4.2K -308.8K -1.4K 0.00 150.04 N/A N/A 35 0 722 196 2024-07-23 $9.72 $7.50 74.8% 21.4% 72.6% 11.9% 86.2% -12.1% -8.5% 4.8K -425.7K -1.4K 0.00 134.19 N/A N/A 22 0 736 196 2024-07-24 $8.96 $7.50 92.5% 26.5% 79.2% 18.8% 0.0% -3.0% -20.0% 6.0K -395.9K -1.4K 0.00 128.91 N/A N/A 10 0 847 196 2024-07-25 $9.18 $7.50 178.1% 51.1% 73.7% 52.5% 110.7% 12.7% -29.4% 6.0K -380.7K -1.4K 0.00 138.94 N/A N/A 10 0 846 196 2024-07-26 $8.96 $7.50 93.2% 26.7% 74.3% 19.1% 0.0% 15.3% -2.4% 6.7K -362.2K -1.4K 0.06 133.92 N/A N/A 31 2 846 196 2024-07-29 $8.29 $7.50 81.2% 23.3% 81.6% 14.4% 82.7% 20.7% -28.8% 5.7K -284.8K -1.4K 0.05 127.89 N/A N/A 39 2 867 198 2024-07-30 $8.27 $7.50 128.5% 36.8% 81.7% 33.0% 0.0% 39.9% -44.8% 5.1K -297.2K -1.4K 0.00 141.13 N/A N/A 20 0 859 200 2024-07-31 $8.25 $7.50 149.0% 42.7% 81.8% 41.1% 81.0% 74.9% -20.3% 5.2K -298.4K -1.4K 0.03 147.41 N/A N/A 31 1 879 200
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