This page reflects RLAY options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
RLAY Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 15)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
5.00
7.20
11.00
15.50
0.00
0
17
881.3%
0.948
0.0033
-0.122
0.004
0.001
11.00
6.30
5.00
9.50
0.00
10
0
414.8%
0.855
0.0150
-0.124
0.008
0.003
12.00
4.20
4.00
8.50
0.00
1
21
368.9%
0.835
0.0184
-0.120
0.009
0.003
13.00
4.00
3.00
7.50
0.00
2
4
327.0%
0.812
0.0226
-0.116
0.010
0.003
14.00
5.80
2.00
6.50
0.00
1
23
287.9%
0.786
0.0277
-0.110
0.011
0.003
15.00
1.98
1.70
5.60
0.00
2
5
259.3%
0.754
0.0333
-0.108
0.012
0.003
16.00
2.50
0.50
4.90
0.00
3
5
50.0%
0.949
0.0578
-0.009
0.004
0.006
17.00
3.57
0.00
3.60
0.00
3
100
188.3%
0.670
0.0527
-0.090
0.013
0.003
18.00
1.00
0.95
2.90
0.00
2
16
106.7%
0.611
0.0983
-0.055
0.014
0.004
19.00
1.50
0.70
1.70
-1.35
3
62
89.9%
0.497
0.1214
-0.048
0.015
0.003
20.00
0.63
0.10
1.50
0.00
5
1,094
87.9%
0.378
0.1184
-0.044
0.014
0.002
21.00
0.80
0.00
4.40
0.00
4
15
203.7%
0.463
0.0534
-0.106
0.015
0.003
22.00
0.60
0.00
2.45
0.00
0
3
156.6%
0.352
0.0649
-0.076
0.014
0.002
23.00
0.70
0.00
0.65
0.00
0
6
99.8%
0.167
0.0686
-0.033
0.009
0.001
25.00
0.10
0.00
4.00
0.00
0
1
258.4%
0.373
0.0401
-0.128
0.014
0.002
26.00
0.40
0.00
4.00
0.00
0
1
272.1%
0.362
0.0377
-0.134
0.014
0.002
28.00
0.40
0.00
4.00
0.00
1
22
297.1%
0.343
0.0339
-0.143
0.013
0.002
30.00
0.15
0.00
4.00
0.00
1
52
319.1%
0.328
0.0310
-0.151
0.013
0.002
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
5.00
0.07
0.00
4.00
0.00
32
28
919.1%
-0.051
0.0031
-0.126
0.004
-0.001
9.00
0.08
0.00
0.35
0.00
4
39
237.9%
-0.036
0.0091
-0.024
0.003
-0.000
10.00
0.15
0.00
0.10
0.00
1
5,001
162.5%
-0.017
0.0071
-0.009
0.002
-0.000
11.00
0.18
0.00
4.00
0.00
1
15
432.0%
-0.147
0.0146
-0.129
0.008
-0.002
12.00
0.15
0.15
0.20
0.00
104
5,197
156.3%
-0.055
0.0195
-0.022
0.004
-0.000
13.00
1.75
0.00
4.00
0.00
6
2
341.6%
-0.190
0.0218
-0.120
0.010
-0.002
15.00
0.28
0.00
0.45
0.00
1
5,185
97.5%
-0.107
0.0516
-0.023
0.007
-0.001
16.00
0.45
0.00
0.60
0.00
204
205
84.6%
-0.154
0.0769
-0.026
0.009
-0.001
17.00
0.70
0.25
1.25
0.00
280
285
99.1%
-0.280
0.0930
-0.043
0.012
-0.002
18.00
1.00
0.70
1.80
0.00
4
235
105.1%
-0.388
0.0999
-0.052
0.014
-0.003
21.00
7.20
1.00
5.50
0.00
8
24
115.2%
-0.658
0.0873
-0.053
0.013
-0.006
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.