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Remitly Global, Inc. Common Stock RELY

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Market dataready · fetched 2026-11-13T02:51:26.003Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T21:10:14.072051922Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-13T02:51:25.184317+00:00

Share price$22.99
1D+0.0%
AH$22.39$22.56$22.72$22.89$23.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRELY
Sold putSold callAH

Remitly Global, Inc. Common Stock options

Live interpolated RELY call and put midpoint premiums by absolute delta.Remitly Global, Inc. Common Stock$0.07$0.92$1.77$2.61$3.46$17.78$20.08$22.39$24.69$26.9920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RELY spot · $22.99RELY PRICE$0.16$0.21$0.27$0.34$0.40$0.47$0.53$0.60$0.68$0.75$0.83$0.90$0.98$0.20$0.25$0.34$0.43$0.52$0.61$0.74$0.92$1.10$1.27$1.63$2.21$3.22
PutsCheap0.43×
CallsCheap0.41×
SkewBearish+17.62 pp
Implied moveBearish±$1.27
TiltBearish30.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ24.4043.3%6.9%21.5552.9%7.2%
25Δ24.0842.9%5.7%22.0047.5%5.4%
30Δ23.8542.4%4.9%22.2148.0%4.9%
35Δ23.6541.9%4.4%22.4348.6%4.3%
40Δ23.4641.3%3.8%22.6449.2%3.8%
45Δ23.2640.8%3.2%22.8649.7%3.2%
50Δ23.0640.3%2.6%23.0950.7%2.8%
55Δ22.9038.9%2.2%23.3452.3%2.4%
60Δ22.7637.2%1.9%23.6053.9%2.1%
65Δ22.6135.4%1.6%23.8655.6%1.8%
70Δ22.4733.7%1.3%24.2761.1%1.5%
75Δ22.3332.0%1.0%24.8871.6%1.4%
80Δ22.1930.2%0.8%25.9288.2%1.3%

20Δ

Calls
Pseudo strike
24.40
IV
43.3%
B/E move
6.9%
Puts
Pseudo strike
21.55
IV
52.9%
B/E move
7.2%

25Δ

Calls
Pseudo strike
24.08
IV
42.9%
B/E move
5.7%
Puts
Pseudo strike
22.00
IV
47.5%
B/E move
5.4%

30Δ

Calls
Pseudo strike
23.85
IV
42.4%
B/E move
4.9%
Puts
Pseudo strike
22.21
IV
48.0%
B/E move
4.9%

35Δ

Calls
Pseudo strike
23.65
IV
41.9%
B/E move
4.4%
Puts
Pseudo strike
22.43
IV
48.6%
B/E move
4.3%

40Δ

Calls
Pseudo strike
23.46
IV
41.3%
B/E move
3.8%
Puts
Pseudo strike
22.64
IV
49.2%
B/E move
3.8%

45Δ

Calls
Pseudo strike
23.26
IV
40.8%
B/E move
3.2%
Puts
Pseudo strike
22.86
IV
49.7%
B/E move
3.2%

50Δ

Calls
Pseudo strike
23.06
IV
40.3%
B/E move
2.6%
Puts
Pseudo strike
23.09
IV
50.7%
B/E move
2.8%

55Δ

Calls
Pseudo strike
22.90
IV
38.9%
B/E move
2.2%
Puts
Pseudo strike
23.34
IV
52.3%
B/E move
2.4%

60Δ

Calls
Pseudo strike
22.76
IV
37.2%
B/E move
1.9%
Puts
Pseudo strike
23.60
IV
53.9%
B/E move
2.1%

65Δ

Calls
Pseudo strike
22.61
IV
35.4%
B/E move
1.6%
Puts
Pseudo strike
23.86
IV
55.6%
B/E move
1.8%

70Δ

Calls
Pseudo strike
22.47
IV
33.7%
B/E move
1.3%
Puts
Pseudo strike
24.27
IV
61.1%
B/E move
1.5%

75Δ

Calls
Pseudo strike
22.33
IV
32.0%
B/E move
1.0%
Puts
Pseudo strike
24.88
IV
71.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
22.19
IV
30.2%
B/E move
0.8%
Puts
Pseudo strike
25.92
IV
88.2%
B/E move
1.3%

Options history

IV · four-Friday blend60.69%
Daily EOD
RELY57.6%60.0%62.3%2026-10-19: 58.81%2026-10-20: 58.48%2026-10-21: 57.94%2026-10-22: 59.36%2026-10-23: 59.88%2026-10-26: 60.50%2026-10-27: 60.59%2026-10-28: 61.97%2026-10-29: 61.75%2026-10-30: 60.69%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
58.81%
58.48%
57.94%
59.36%
59.88%
60.50%
60.59%
61.97%
61.75%
60.69%