RLAY Options History — August 2024

In August 2024, RLAY traded between $6.45 and $8.04. ATM implied volatility averaged 112.7%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 37.9% (HV 20d: 74.8%). 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 15 of 22 days. Put/call ratio averaged 0.23.

Notable Days

  • 2024-08-21: Highest Volume — 79 contracts
  • 2024-08-05: Largest IV spike — 120.3% change
  • 2024-08-05: Highest IV Rank — 81.3%
  • 2024-08-01: Largest Expected Move — 55.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.98$6.45$8.04$8.04$6.79
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV112.7%51.3%251.1%195.0%74.5%
Expected Move25.8%14.7%55.9%55.9%21.4%
HV 20d74.8%67.3%91.1%80.9%67.3%
HV 60d74.6%71.9%76.5%73.6%72.9%
IV Rank26.8%2.7%81.3%59.2%11.8%
IV Percentile55.3%1.2%97.2%91.7%34.9%
Term Structure32.6%-189.4%229.1%-189.4%-0.7%
VWIV95.2%60.8%129.9%129.9%64.9%
Skew 25d9.6%-56.8%53.1%-56.8%42.3%
Skew 10d27.8%-71.0%73.2%26.3%61.8%
Call IV 25d92.6%55.1%177.2%177.2%70.3%
Put IV 25d102.1%84.2%120.4%120.4%112.6%
Bid-Ask Spread %123.94109.04139.59122.78128.84
Gamma HHI0.350.310.430.430.34
Net GEX3.3K2.3K5.7K5.7K2.9K
Net DEX-162.2K-273.3K-107.0K-273.3K-113.8K
Net VEX-1.1K-1.3K-1.0K-1.3K-1.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.230.001.380.400.50
Total Volume16.818079216
Total OI1,126.8641,0441,1961,1091,094

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$8.04$7.50195.0%55.9%80.9%59.2%129.9%-56.8%-189.4%5.7K-273.3K-1.3K0.40122.78N/AN/A156910199
2024-08-02$7.67$7.50113.9%32.7%83.5%27.3%0.0%-26.1%-16.8%4.4K-212.1K-1.3K0.05139.59N/AN/A211895204
2024-08-05$7.11$7.50251.1%54.3%88.7%81.3%128.4%9.1%-124.3%3.2K-208.1K-1.3K0.34129.39N/AN/A4716894205
2024-08-06$7.17$7.50132.1%20.5%86.1%34.4%95.8%-10.0%5.0%3.9K-185.2K-1.2K1.38116.32N/AN/A1318932221
2024-08-07$6.61$7.50117.3%21.3%91.1%28.6%60.8%20.3%27.4%2.4K-120.4K-1.1K0.00129.57N/AN/A110945239
2024-08-08$6.71$7.50199.2%18.8%78.7%60.8%0.0%43.7%100.9%2.8K-252.6K-1.0K0.00129.54N/AN/A60950239
2024-08-09$6.67$7.5078.3%28.8%73.9%13.3%0.0%5.6%-29.0%2.8K-128.0K-1.1K0.00119.05N/AN/A40955239
2024-08-12$6.54$7.50162.3%20.1%73.5%46.3%0.0%14.3%48.3%2.3K-127.9K-1.1K0.00131.39N/AN/A00955239
2024-08-13$6.61$7.50183.6%16.2%70.1%54.7%0.0%6.9%33.9%2.8K-119.5K-1.1K0.00129.99N/AN/A20955239
2024-08-14$6.50$7.5081.1%23.2%69.7%14.4%0.0%15.8%40.5%2.6K-107.0K-1.0K0.00131.94N/AN/A03953239
2024-08-15$6.63$7.5076.4%21.9%70.8%12.5%0.0%-5.2%194.3%2.9K-110.2K-1.0K0.00123.28N/AN/A00958238
2024-08-16$6.45$7.50160.3%46.0%70.9%45.6%0.0%-14.8%229.1%2.4K-206.9K-1.1K0.00123.45N/AN/A00958238
2024-08-19$7.16$7.5057.6%16.5%82.1%5.1%89.0%4.9%218.3%3.1K-180.5K-1.2K0.04117.32N/AN/A241831213
2024-08-20$7.25$7.50105.8%30.3%71.1%24.1%111.5%4.2%-58.7%3.7K-161.4K-1.1K0.00112.73N/AN/A20844213
2024-08-21$7.46$7.5051.3%14.7%68.1%2.7%89.8%0.5%14.1%3.8K-189.6K-1.2K0.01115.30N/AN/A781844213
2024-08-22$6.93$7.5057.2%16.4%70.5%5.0%101.6%3.3%1.0%3.4K-132.3K-1.1K0.06118.83N/AN/A181876212
2024-08-23$7.20$7.5070.7%20.3%72.8%10.3%89.6%17.8%3.7%3.8K-155.2K-1.1K0.00109.04N/AN/A150873212
2024-08-26$7.24$7.5081.3%23.3%68.5%14.5%0.0%15.3%-25.4%3.9K-158.5K-1.1K0.00117.55N/AN/A10873212
2024-08-27$7.13$7.5088.9%25.5%68.6%17.4%0.0%23.3%77.0%3.6K-161.5K-1.1K0.00133.23N/AN/A00874212
2024-08-28$6.89$7.5079.6%22.8%69.2%13.8%85.7%53.1%156.6%3.2K-133.8K-1.0K1.11121.61N/AN/A1921874212
2024-08-29$6.83$7.5061.7%17.7%68.9%6.7%64.9%42.7%10.2%2.9K-131.0K-1.1K0.00126.00N/AN/A200877233
2024-08-30$6.79$7.5074.5%21.4%67.3%11.8%0.0%42.3%-0.7%2.9K-113.8K-1.0K0.50128.84N/AN/A42861233