RLAY Options History — October 2024 In October 2024, RLAY traded between $5.69 and $6.81. ATM implied volatility averaged 79.5%, placing in the 12.6% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded above realized volatility by 7.3% (HV 20d: 72.2%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 1 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 64.46.
Notable Days 2024-10-01 : Highest Volume — 20,676 contracts2024-10-10 : Largest IV spike — 231.8% change2024-10-10 : Highest IV Rank — 42.8%2024-10-10 : Largest Expected Move — 44.3%Monthly Statistics Metric Avg Min Max Open Close Price $6.39 $5.69 $6.81 $6.58 $5.69 Max Pain $5.43 $5.00 $7.50 $7.50 $5.00 ATM IV 79.5% 46.5% 154.4% 71.5% 96.4% Expected Move 22.4% 13.3% 44.3% 20.5% 27.6% HV 20d 72.2% 39.7% 166.8% 166.8% 39.7% HV 60d 107.2% 102.5% 113.2% 113.2% 102.5% IV Rank 12.6% 0.0% 42.8% 8.3% 19.8% IV Percentile 38.3% 0.0% 84.1% 25.8% 68.7% Term Structure -5.5% -87.8% 42.0% 35.3% -38.8% VWIV 89.2% 47.5% 176.6% 73.9% 123.6% Skew 25d -15.4% -81.6% 38.0% 2.2% 38.0% Skew 10d -2.2% -72.2% 90.6% 6.8% 48.5% Call IV 25d 83.2% 50.0% 129.4% 66.1% 73.6% Put IV 25d 67.9% 44.4% 150.4% 68.3% 111.5% Bid-Ask Spread % 120.41 86.94 143.61 112.54 125.57 Gamma HHI 0.80 0.49 0.94 0.49 0.94 Net GEX -138.7K -248.3K 12.9K 12.9K -248.3K Net DEX 2.9M -232.7K 4.6M -232.7K 4.1M Net VEX -22.1K -27.2K -2.1K -2.1K -22.9K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 64.46 0.00 1038.00 33.40 1038.00 Total Volume 1,765.522 6 20,676 20,676 1,039 Total OI 35,665.609 3,939 41,318 3,939 41,318
Daily Data (23 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 2024-10-01 $6.58 $7.50 71.5% 20.5% 166.8% 8.3% 73.9% 2.2% 35.3% 12.9K -232.7K -2.1K 33.40 112.54 N/A N/A 601 20,075 3,239 700 2024-10-02 $6.45 $7.50 81.5% 23.4% 166.6% 12.3% 65.3% -33.0% -11.9% -73.6K 2.3M -18.8K 1.41 115.40 N/A N/A 363 511 3,812 20,702 2024-10-03 $6.45 $5.00 87.5% 16.3% 166.5% 14.7% 70.9% 36.4% 19.0% -80.2K 2.3M -19.5K 4.83 141.94 N/A N/A 965 4,664 4,162 21,155 2024-10-04 $6.54 $7.50 70.4% 22.7% 166.4% 7.8% 0.0% -21.7% 5.3% -93.7K 3.0M -24.1K 1.60 129.86 N/A N/A 5 8 5,067 25,758 2024-10-07 $6.33 $7.50 72.3% 22.1% 76.1% 8.6% 74.3% -25.0% 14.5% -111.9K 2.8M -22.1K 0.05 115.28 N/A N/A 78 4 5,070 25,758 2024-10-08 $6.28 $5.00 77.9% 18.7% 75.4% 10.8% 80.7% -23.7% -5.4% -64.6K 3.2M -26.0K 0.20 132.90 N/A N/A 5 1 5,145 25,757 2024-10-09 $6.41 $5.00 46.5% 13.3% 60.7% 0.0% 176.6% -23.7% 20.4% -108.6K 2.2M -19.5K 33.12 143.61 N/A N/A 302 10,002 5,150 25,757 2024-10-10 $6.47 $5.00 154.4% 44.3% 60.7% 42.8% 149.4% -58.0% -80.5% -152.0K 3.1M -26.7K 0.00 135.66 N/A N/A 54 0 5,371 35,757 2024-10-11 $6.78 $5.00 63.5% 18.2% 63.5% 6.7% 60.4% -0.7% -1.0% -129.8K 2.6M -24.9K 0.00 125.80 N/A N/A 47 0 5,361 35,727 2024-10-14 $6.81 $5.00 77.5% 22.2% 53.9% 12.3% 0.0% 8.6% 20.3% -134.1K 2.6M -24.2K 0.62 132.66 N/A N/A 13 8 5,408 35,727 2024-10-15 $6.75 $5.00 81.8% 23.4% 49.9% 14.0% 81.4% -31.4% -2.3% -138.5K 3.3M -26.5K 0.00 91.40 N/A N/A 102 0 5,419 35,719 2024-10-16 $6.81 $5.00 84.3% 24.2% 50.2% 15.0% 85.2% -5.7% -6.3% -182.0K 2.9M -22.1K 0.00 112.73 N/A N/A 57 0 5,419 35,719 2024-10-17 $6.69 $5.00 81.8% 23.5% 48.4% 14.0% 105.1% -27.0% -9.8% -137.0K 2.5M -22.8K 2.50 127.56 N/A N/A 4 10 5,469 35,716 2024-10-18 $6.75 $5.00 54.3% 15.6% 46.9% 3.1% 58.9% 6.9% 25.0% -139.9K 2.9M -23.7K 0.73 128.72 N/A N/A 41 30 5,466 35,721 2024-10-21 $6.46 $5.00 76.5% 21.9% 48.9% 11.9% 86.8% -31.7% -18.8% -158.5K 3.2M -24.0K 0.25 97.74 N/A N/A 120 30 3,685 35,343 2024-10-22 $6.63 $5.00 71.4% 20.5% 50.2% 9.8% 75.5% -7.5% -7.6% -146.9K 2.4M -22.2K 0.00 116.88 N/A N/A 118 0 3,781 35,343 2024-10-23 $6.31 $5.00 59.1% 16.9% 51.3% 5.0% 47.5% 7.6% 33.2% -171.5K 3.4M -25.0K 0.00 118.20 N/A N/A 24 0 3,871 35,343 2024-10-24 $6.08 $5.00 97.1% 27.8% 47.6% 20.0% 145.4% -15.7% -87.8% -212.7K 3.3M -21.8K 0.05 110.42 N/A N/A 38 2 3,895 35,343 2024-10-25 $6.04 $5.00 59.9% 17.2% 47.5% 5.3% 48.3% -9.1% 41.4% -170.8K 4.6M -27.2K 12.40 86.94 N/A N/A 5 62 3,931 35,345 2024-10-28 $6.02 $5.00 68.3% 19.6% 44.1% 8.6% 92.0% -18.8% -42.9% -172.4K 2.9M -19.6K 0.00 104.28 N/A N/A 19 0 3,935 35,346 2024-10-29 $5.80 $5.00 82.7% 23.7% 40.0% 14.3% 83.4% -38.9% -70.2% -183.8K 3.1M -20.6K 0.00 126.59 N/A N/A 137 0 3,938 35,346 2024-10-30 $5.75 $5.00 111.6% 32.0% 39.7% 25.8% 123.6% -81.6% 42.0% -191.7K 3.4M -21.0K 353.33 136.69 N/A N/A 3 1,060 3,969 35,346 2024-10-31 $5.69 $5.00 96.4% 27.6% 39.7% 19.8% 0.0% 38.0% -38.8% -248.3K 4.1M -22.9K 1038.00 125.57 N/A N/A 1 1,038 3,974 37,344
« Sep 2024 | All History | Nov 2024 » Home RLAY History October 2024