RCUS Options History — December 2018

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

In December 2018, RCUS traded between $9.68 and $12.74. ATM implied volatility averaged 142.7%. The 30-day expected move averaged 39.6%. IV traded above realized volatility by 69.6% (HV 20d: 73.1%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 3 of 20 days. Put/call ratio averaged 3.25.

Notable Days

2018-12-24: Highest Volume — 13 contracts
2018-12-04: Largest IV spike — 54.5% change
2018-12-18: Largest Expected Move — 53.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.40	$9.68	$12.74	$12.74	$10.57
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	142.7%	75.0%	184.9%	75.0%	179.7%
Expected Move	39.6%	21.5%	53.0%	21.5%	53.0%
HV 20d	73.1%	68.7%	80.4%	71.8%	80.4%
Term Structure	-52.8%	-94.5%	66.9%	66.9%	-78.8%
Skew 25d	10.2%	-64.5%	63.3%	2.7%	10.7%
Skew 10d	47.1%	-65.7%	122.5%	102.9%	31.8%
Call IV 25d	76.3%	32.6%	122.7%	41.9%	112.3%
Put IV 25d	86.6%	33.7%	131.4%	44.6%	123.0%
Bid-Ask Spread %	177.75	162.78	183.73	162.78	183.73
Gamma HHI	0.56	0.33	0.94	0.58	0.56
Net GEX	-345	-2.8K	-66	-71	-347
Net DEX	5.2K	233	17.0K	233	6.9K
Net VEX	-67	-90	-37	-37	-88
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.25	0.00	5.50	0.00	5.50
Total Volume	4.85	0	13	0	0
Total OI	36	24	48	24	43

Daily Data (20 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
2018-12-03	$12.74	$10.00	75.0%	21.5%	0.0%	0.0%	0.0%	2.7%	66.9%	-71	233	-37	0.00	162.78	N/A	N/A	0	0	5	19
2018-12-04	$12.37	$10.00	115.8%	33.2%	0.0%	0.0%	0.0%	9.6%	32.8%	-127	2.2K	-40	0.00	162.85	N/A	N/A	0	1	5	19
2018-12-05	$12.23	$10.00	123.6%	35.4%	0.0%	0.0%	0.0%	9.9%	29.9%	-66	3.4K	-41	0.00	163.10	N/A	N/A	0	1	5	19
2018-12-06	$11.88	$10.00	96.2%	29.5%	0.0%	0.0%	0.0%	36.9%	-72.6%	-187	3.3K	-42	0.00	180.77	N/A	N/A	0	2	5	20
2018-12-07	$11.95	$10.00	84.4%	30.5%	0.0%	0.0%	0.0%	11.6%	-71.6%	-113	1.9K	-42	0.00	180.00	N/A	N/A	0	3	5	21
2018-12-10	$12.67	$10.00	116.2%	33.3%	0.0%	0.0%	0.0%	-2.8%	-75.9%	-99	743	-44	0.00	178.22	N/A	N/A	2	0	5	23
2018-12-11	$12.08	$10.00	161.9%	46.4%	0.0%	0.0%	0.0%	7.1%	-75.8%	-84	1.5K	-54	3.50	178.77	N/A	N/A	2	7	7	23
2018-12-12	$12.16	$10.00	163.5%	46.9%	0.0%	0.0%	0.0%	27.2%	-78.4%	-113	3.3K	-71	3.50	178.77	N/A	N/A	2	7	7	30
2018-12-13	$12.52	$10.00	163.3%	46.8%	0.0%	0.0%	0.0%	46.8%	-76.1%	-78	3.4K	-70	3.50	178.14	N/A	N/A	2	7	7	30
2018-12-14	$12.57	$10.00	165.3%	47.4%	0.0%	0.0%	0.0%	63.3%	-72.7%	-100	2.5K	-71	3.50	177.91	N/A	N/A	2	7	7	30
2018-12-17	$11.78	$10.00	178.7%	51.2%	0.0%	0.0%	0.0%	-23.1%	-94.5%	-110	3.7K	-68	0.00	181.30	N/A	N/A	0	1	7	30
2018-12-18	$11.10	$10.00	184.9%	53.0%	0.0%	0.0%	0.0%	-64.5%	-89.4%	-218	3.0K	-67	0.00	181.30	N/A	N/A	0	8	7	31
2018-12-19	$10.74	$10.00	111.7%	0.0%	0.0%	0.0%	0.0%	10.7%	-82.4%	-362	5.7K	-83	0.00	181.60	N/A	N/A	0	8	7	38
2018-12-20	$10.00	$10.00	115.8%	0.0%	71.8%	0.0%	0.0%	9.2%	-78.8%	-2.8K	11.7K	-82	0.00	181.71	N/A	N/A	0	11	7	38
2018-12-21	$9.77	$10.00	117.8%	0.0%	69.6%	0.0%	0.0%	8.3%	0.0%	-427	17.0K	-85	0.00	180.63	N/A	N/A	0	11	7	41
2018-12-24	$10.01	$10.00	172.9%	0.0%	68.7%	0.0%	0.0%	10.9%	0.0%	-451	8.9K	-90	5.50	182.25	N/A	N/A	2	11	7	36
2018-12-26	$10.41	$10.00	172.3%	0.0%	69.1%	0.0%	0.0%	10.4%	0.0%	-375	7.5K	-90	0.00	181.71	N/A	N/A	0	0	7	36
2018-12-27	$9.68	$10.00	181.5%	0.0%	71.4%	0.0%	0.0%	8.7%	0.0%	-458	10.4K	-86	0.00	179.47	N/A	N/A	0	0	7	36
2018-12-28	$10.74	$10.00	172.5%	0.0%	80.3%	0.0%	0.0%	10.9%	0.0%	-305	6.6K	-89	0.00	179.93	N/A	N/A	0	0	7	36
2018-12-31	$10.57	$10.00	179.7%	0.0%	80.4%	0.0%	0.0%	10.7%	0.0%	-347	6.9K	-88	0.00	183.73	N/A	N/A	0	0	7	36