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Relay Therapeutics, Inc. Common Stock RLAY

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Market datapartial · fetched 2026-10-23T19:05:58.174Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-23T19:05:55.828575227Z

FundamentalsAlpha Vantage · unavailable

Share price$17.88
1D-1.7%
$17.75$17.87$17.99$18.11$18.235:30 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$0.34$1.52$2.70$3.88$5.05$13.28$15.72$18.16$20.60$23.0320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RLAY spot · $17.88RLAY PRICE$0.47$0.59$0.62$0.97$1.03$1.15$1.39$1.67$2.05$2.35$2.49$2.73$3.37$0.49$0.57$0.80$1.04$1.27$1.51$1.70$1.86$2.14$2.67$3.20$3.82$4.71
PutsFair1.04×
CallsExpensive1.15×
SkewBullish-11.22 pp
Implied moveBearish±$3.09
TiltBearish10.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ23.3496.0%33.1%15.2479.7%17.5%
25Δ22.2192.9%27.5%16.0868.1%13.2%
30Δ20.2671.5%16.8%16.5370.4%12.0%
35Δ20.6896.4%21.1%16.9872.7%10.9%
40Δ19.6784.4%15.8%17.4375.1%9.7%
45Δ18.8477.1%11.8%17.8877.4%8.5%
50Δ18.3779.5%10.5%18.3075.0%7.1%
55Δ17.8882.9%9.3%18.7170.8%5.7%
60Δ17.3489.5%8.5%19.2068.8%4.6%
65Δ16.8390.8%7.3%19.8571.6%3.9%
70Δ16.3783.1%5.5%20.5174.5%3.2%
75Δ15.8478.0%3.9%21.2476.9%2.5%
80Δ15.0683.0%3.1%22.2678.1%1.9%

20Δ

Calls
Pseudo strike
23.34
IV
96.0%
B/E move
33.1%
Puts
Pseudo strike
15.24
IV
79.7%
B/E move
17.5%

25Δ

Calls
Pseudo strike
22.21
IV
92.9%
B/E move
27.5%
Puts
Pseudo strike
16.08
IV
68.1%
B/E move
13.2%

30Δ

Calls
Pseudo strike
20.26
IV
71.5%
B/E move
16.8%
Puts
Pseudo strike
16.53
IV
70.4%
B/E move
12.0%

35Δ

Calls
Pseudo strike
20.68
IV
96.4%
B/E move
21.1%
Puts
Pseudo strike
16.98
IV
72.7%
B/E move
10.9%

40Δ

Calls
Pseudo strike
19.67
IV
84.4%
B/E move
15.8%
Puts
Pseudo strike
17.43
IV
75.1%
B/E move
9.7%

45Δ

Calls
Pseudo strike
18.84
IV
77.1%
B/E move
11.8%
Puts
Pseudo strike
17.88
IV
77.4%
B/E move
8.5%

50Δ

Calls
Pseudo strike
18.37
IV
79.5%
B/E move
10.5%
Puts
Pseudo strike
18.30
IV
75.0%
B/E move
7.1%

55Δ

Calls
Pseudo strike
17.88
IV
82.9%
B/E move
9.3%
Puts
Pseudo strike
18.71
IV
70.8%
B/E move
5.7%

60Δ

Calls
Pseudo strike
17.34
IV
89.5%
B/E move
8.5%
Puts
Pseudo strike
19.20
IV
68.8%
B/E move
4.6%

65Δ

Calls
Pseudo strike
16.83
IV
90.8%
B/E move
7.3%
Puts
Pseudo strike
19.85
IV
71.6%
B/E move
3.9%

70Δ

Calls
Pseudo strike
16.37
IV
83.1%
B/E move
5.5%
Puts
Pseudo strike
20.51
IV
74.5%
B/E move
3.2%

75Δ

Calls
Pseudo strike
15.84
IV
78.0%
B/E move
3.9%
Puts
Pseudo strike
21.24
IV
76.9%
B/E move
2.5%

80Δ

Calls
Pseudo strike
15.06
IV
83.0%
B/E move
3.1%
Puts
Pseudo strike
22.26
IV
78.1%
B/E move
1.9%

Options history

No recorded observations