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Relay Therapeutics, Inc. Common Stock RLAY

i

Market dataready · fetched 2026-11-11T14:07:56.180Z

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 · 2026-11-11T13:47:53.245924717Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:07:55.777553+00:00

Share price$20.10
1D+0.0%
$20.09$20.09$20.10$20.11$20.115:30 AM6:30 AM9:00 AM1:00 PMRLAY
Sold putSold call

Relay Therapeutics, Inc. Common Stock options

Live interpolated RLAY call and put midpoint premiums by absolute delta.Relay Therapeutics, Inc. Common Stock$0.95$1.56$2.17$2.77$3.38$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ C unavailable: no unambiguous, price-consistent delta bracketC —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICERLAY PRICE$3.20$1.02$1.28$1.57$1.77$2.03$2.31$2.51$2.54$2.63$2.73
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ15.83229.9%26.3%
25Δ16.87221.3%22.4%
30Δ17.83215.3%19.1%
35Δ18.71198.6%15.7%
40Δ19.49188.4%13.1%
45Δ20.19180.6%11.0%
50Δ20.82167.9%9.0%
55Δ
60Δ
65Δ
70Δ22.0899.7%2.8%
75Δ22.3090.5%2.2%
80Δ17.39123.2%2.5%22.5181.3%1.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
15.83
IV
229.9%
B/E move
26.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
16.87
IV
221.3%
B/E move
22.4%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
17.83
IV
215.3%
B/E move
19.1%

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
18.71
IV
198.6%
B/E move
15.7%

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
19.49
IV
188.4%
B/E move
13.1%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.19
IV
180.6%
B/E move
11.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
20.82
IV
167.9%
B/E move
9.0%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.08
IV
99.7%
B/E move
2.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
22.30
IV
90.5%
B/E move
2.2%

80Δ

Calls
Pseudo strike
17.39
IV
123.2%
B/E move
2.5%
Puts
Pseudo strike
22.51
IV
81.3%
B/E move
1.6%

Options history

IV · four-Friday blend76.50%
Daily EOD
RLAY71.1%77.8%84.5%2026-10-19: 79.82%2026-10-20: 76.88%2026-10-21: 72.00%2026-10-22: 75.69%2026-10-23: 75.06%2026-10-26: 72.41%2026-10-27: 78.50%2026-10-28: 83.60%2026-10-29: 73.82%2026-10-30: 76.50%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
79.82%
76.88%
72.00%
75.69%
75.06%
72.41%
78.50%
83.60%
73.82%
76.50%