RCUS Options History — November 2018

Name: RCUS Options Analytics - November 2018
Creator: Options Analysis Suite

In November 2018, RCUS traded between $11.66 and $11.67. ATM implied volatility averaged 129.3%. The 30-day expected move averaged 37.1%. Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 2 trading days. Term structure was in contango for 2 of 2 days. Put/call ratio averaged 2.20.

Notable Days

2018-11-29: Highest Volume — 16 contracts
2018-11-30: Largest IV drop — 10.0% change
2018-11-29: Largest Expected Move — 39.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.66	$11.66	$11.67	$11.67	$11.66
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	129.3%	122.5%	136.1%	136.1%	122.5%
Expected Move	37.1%	35.1%	39.0%	39.0%	35.1%
Term Structure	58.5%	35.9%	81.1%	81.1%	35.9%
Skew 25d	20.1%	12.5%	27.8%	27.8%	12.5%
Call IV 25d	98.8%	97.4%	100.2%	100.2%	97.4%
Put IV 25d	118.9%	109.8%	128.0%	128.0%	109.8%
Bid-Ask Spread %	161.66	161.51	161.81	161.81	161.51
Gamma HHI	0.72	0.68	0.76	0.68	0.76
Net GEX	-115	-140	-90	-90	-140
Net DEX	2.3K	1.4K	3.2K	3.2K	1.4K
Net VEX	-40	-41	-39	-41	-39
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.20	2.20	2.20	2.20	2.20
Total Volume	16	16	16	16	16
Total OI	23.5	23	24	23	24

Daily Data (2 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2018-11-29	$11.67	$10.00	136.1%	39.0%	0.0%	0.0%	0.0%	27.8%	81.1%	-90	3.2K	-41	2.20	161.81	N/A	N/A	5	11	5	18
2018-11-30	$11.66	$10.00	122.5%	35.1%	0.0%	0.0%	0.0%	12.5%	35.9%	-140	1.4K	-39	2.20	161.51	N/A	N/A	5	11	5	19