Remitly Global Inc RELY
TECHNOLOGY · SOFTWARE - INFRASTRUCTUREi
Market dataready · fetched 2026-10-22T23:10:45.110Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-22T22:54:49.77279284Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T23:10:43.771013+00:00
Share price$25.30
1D+1.5%
Sold putSold callAH
Remitly Global Inc options
PutsExpensive1.59×
CallsExpensive1.32×
SkewBearish+4.11 pp
Implied moveBearish±$4.25
TiltBearish16.3% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 30.29 | 66.8% | 21.7% | 21.75 | 73.9% | 16.6% |
| 25Δ | 29.40 | 67.6% | 18.8% | 22.51 | 74.5% | 14.6% |
| 30Δ | 28.60 | 68.0% | 16.4% | 23.23 | 74.7% | 12.7% |
| 35Δ | 27.84 | 68.3% | 14.2% | 23.92 | 74.8% | 11.1% |
| 40Δ | 27.24 | 71.0% | 12.8% | 24.60 | 74.3% | 9.6% |
| 45Δ | 26.56 | 70.9% | 11.0% | 25.28 | 74.4% | 8.3% |
| 50Δ | 25.87 | 69.7% | 9.2% | 25.96 | 75.7% | 7.2% |
| 55Δ | 25.25 | 71.4% | 8.1% | 26.66 | 75.3% | 6.1% |
| 60Δ | 24.61 | 71.6% | 6.8% | 27.37 | 74.6% | 5.0% |
| 65Δ | 23.97 | 71.1% | 5.6% | 28.10 | 73.8% | 4.0% |
| 70Δ | 23.26 | 73.0% | 4.7% | 28.94 | 74.0% | 3.2% |
| 75Δ | 22.59 | 72.1% | 3.7% | 29.76 | 72.6% | 2.4% |
| 80Δ | 21.91 | 70.0% | 2.7% | 30.79 | 72.5% | 1.7% |
20Δ
- Pseudo strike
- 30.29
- IV
- 66.8%
- B/E move
- 21.7%
- Pseudo strike
- 21.75
- IV
- 73.9%
- B/E move
- 16.6%
25Δ
- Pseudo strike
- 29.40
- IV
- 67.6%
- B/E move
- 18.8%
- Pseudo strike
- 22.51
- IV
- 74.5%
- B/E move
- 14.6%
30Δ
- Pseudo strike
- 28.60
- IV
- 68.0%
- B/E move
- 16.4%
- Pseudo strike
- 23.23
- IV
- 74.7%
- B/E move
- 12.7%
35Δ
- Pseudo strike
- 27.84
- IV
- 68.3%
- B/E move
- 14.2%
- Pseudo strike
- 23.92
- IV
- 74.8%
- B/E move
- 11.1%
40Δ
- Pseudo strike
- 27.24
- IV
- 71.0%
- B/E move
- 12.8%
- Pseudo strike
- 24.60
- IV
- 74.3%
- B/E move
- 9.6%
45Δ
- Pseudo strike
- 26.56
- IV
- 70.9%
- B/E move
- 11.0%
- Pseudo strike
- 25.28
- IV
- 74.4%
- B/E move
- 8.3%
50Δ
- Pseudo strike
- 25.87
- IV
- 69.7%
- B/E move
- 9.2%
- Pseudo strike
- 25.96
- IV
- 75.7%
- B/E move
- 7.2%
55Δ
- Pseudo strike
- 25.25
- IV
- 71.4%
- B/E move
- 8.1%
- Pseudo strike
- 26.66
- IV
- 75.3%
- B/E move
- 6.1%
60Δ
- Pseudo strike
- 24.61
- IV
- 71.6%
- B/E move
- 6.8%
- Pseudo strike
- 27.37
- IV
- 74.6%
- B/E move
- 5.0%
65Δ
- Pseudo strike
- 23.97
- IV
- 71.1%
- B/E move
- 5.6%
- Pseudo strike
- 28.10
- IV
- 73.8%
- B/E move
- 4.0%
70Δ
- Pseudo strike
- 23.26
- IV
- 73.0%
- B/E move
- 4.7%
- Pseudo strike
- 28.94
- IV
- 74.0%
- B/E move
- 3.2%
75Δ
- Pseudo strike
- 22.59
- IV
- 72.1%
- B/E move
- 3.7%
- Pseudo strike
- 29.76
- IV
- 72.6%
- B/E move
- 2.4%
80Δ
- Pseudo strike
- 21.91
- IV
- 70.0%
- B/E move
- 2.7%
- Pseudo strike
- 30.79
- IV
- 72.5%
- B/E move
- 1.7%
Options history
No recorded observations