Remitly Global, Inc. Common Stock (RELY) options flow
Price delayed 15 minutes
Options flow session · Last trade
The optional price chart loads separately. Recorded options trades are available below.
Session chart data
| Strike (USD) | Net GEX per 1% move (USD) |
|---|---|
| $15 | $10,026 |
| $20 | $19,870 |
| $21 | -$12,608 |
| $22.50 | $33,482 |
| $25 | $108,123 |
| $26 | $20,784 |
| $27 | $20,921 |
| $28 | $20,424 |
| $29 | $12,239 |
| $30 | $227,201 |
| $31 | $19,713 |
| $35 | $11,566 |
RELY session snapshot
Bullflow recorded 3 RELY options trades on Monday, November 2, 2026, totaling $39,406 in premium. Calls made up $25.01K (63.5%) across 2 trades and puts $14.40K (36.5%) across 1 trades, a put/call premium ratio of 0.58.
1 trades were sweeps and 2 were blocks. 0 filled at or above the ask, 3 at or below the bid and 0 at the mid. The largest was a $14,400 sweep of 160 Nov 20, 2026 $23 Put trade at 12:31:55 ET, filled at the bid.
RELY closed at $25.34, up 4.91% from the prior close. Net gamma exposure was $505.84K per 1% move at the Nov 2, 2026, 16:00:20 ET snapshot; the largest positive GEX strike was $30.
- Company
- Remitly Global, Inc. Common Stock
- Exchange
- NASDAQ
- Sector
- Unavailable
- Close
- $25.34
RELY options flow statistics
- Total premium
- $39.41K
- Recorded trades
- 3
- Call premium
- $25.01K
- Put premium
- $14.40K
- Put/call premium ratio
- 0.58
- Avg premium per trade
- $13.14K
- Calls / puts (trades)
- 2 / 1
- Sweeps / blocks
- 1 / 2
- At or above ask
- 0
- At or below bid
- 3
- Largest trade
- $14.40K
- Last trade
Where the premium went
in calls
$39.41K · 3 trades
Premium
Trade type
Fill side
RELY largest options trades
| Time | Contract | C/P | Premium | Size | Fill | Type |
|---|---|---|---|---|---|---|
| RELY Nov 20, 2026 $23 | Put | $14,400 | 160 | Bid | Sweep | |
| RELY Nov 20, 2026 $27 | Call | $12,506 | 100 | Bid | Block | |
| RELY Nov 20, 2026 $27 | Call | $12,500 | 100 | Bid | Block |
2 of the 3 largest trades, $25.01K combined
The 3 largest trades total $39.41K of $39.41K
RELY gamma exposure
- Spot at snapshot
- $25.17
- Net GEX per 1% move
- $505.84K
- Largest positive strike
- $30
- Largest negative strike
- $21
Closing snapshot , 30 strikes across 5 expirations (Unavailable to Unavailable).
RELY options flow questions
What was the largest RELY options trade on November 2, 2026?
A $14,400 sweep of 160 RELY Nov 20, 2026 $23 Put trade at 12:31:55 ET, filled at the bid. It was the largest of 3 trades Bullflow recorded for RELY that session.
How much RELY options premium traded on November 2, 2026?
$39,406 across 3 recorded sweeps and blocks: $25,006 in calls (2 trades) and $14,400 in puts (1 trades).
Was RELY options flow bullish or bearish on November 2, 2026?
Calls were 63.5% of premium (put/call premium ratio 0.58). 3 of 3 trades filled at or below the bid and 0 at or above the ask. Premium and fill side do not show whether a trade opened or closed a position or was a hedge, so they do not establish direction on their own.
What are RELY's gamma exposure levels?
At the Nov 2, 2026 closing snapshot (16:00:20 ET, spot $25.17), RELY net GEX was $505.84K per 1% move. The largest positive GEX strike was $30. The largest negative GEX strike was $21. The snapshot covers 30 strikes and 5 expirations.
How often is RELY options flow data updated?
The page shows a completed session (November 2, 2026, last trade 12:50:29 ET) and updates after the next trading day becomes historical. Intraday RELY flow is in the Bullflow dashboard and API.
How to read this data
This summary covers recorded single-leg sweeps and blocks with positive premium, excluding cancelled trades. It describes the covered flow, not all options-market volume. Total premium is gross traded premium; it is not net buying pressure. The interactive dashboard can use different filters and may show different totals.
Calls, puts, and execution near the bid or ask provide context but do not establish whether a position was opened or closed, whether it was part of a hedge, or where the stock will move next. The session updates after the next trading day becomes historical.
Stock prices show regular-session candles delayed at least 15 minutes. The latest view refreshes during market hours; the flow-session view places recorded trades on their original date, using interpolated stock prices between candle samples. Gamma exposure shows its separately dated public closing snapshot.