RCUS Options History — January 2019 In January 2019, RCUS traded between $8.96 and $10.52. ATM implied volatility averaged 153.5%. The 30-day expected move averaged 47.1%. IV traded above realized volatility by 60.3% (HV 20d: 93.2%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 0.00.
Notable Days 2019-01-04 : Highest Volume — 2 contracts2019-01-07 : Largest IV spike — 138.9% change2019-01-31 : Largest Expected Move — 55.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.80 $8.96 $10.52 $10.52 $10.18 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 153.5% 55.1% 194.7% 184.3% 194.7% Expected Move 47.1% 31.8% 55.8% 53.8% 55.8% HV 20d 93.2% 72.1% 101.9% 72.5% 99.9% Term Structure -39.7% -75.3% 107.2% -64.4% -48.2% Skew 25d -43.3% -95.0% 11.4% 10.8% -60.9% Skew 10d -39.8% -82.2% 31.1% 31.1% -74.7% Call IV 25d 128.5% 113.5% 143.4% 113.5% 129.1% Put IV 25d 85.2% 41.8% 138.7% 124.3% 68.2% Bid-Ask Spread % 163.05 158.25 183.33 183.33 161.09 Gamma HHI 0.48 0.32 0.78 0.58 0.32 Net GEX -285 -844 -97 -369 -112 Net DEX 7.8K 4.9K 12.4K 6.9K 6.3K Net VEX -78 -87 -70 -87 -73 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.00 0.00 0.00 0.00 0.00 Total Volume 0.19 0 2 0 0 Total OI 41.667 37 45 43 37
Daily Data (21 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 2019-01-02 $10.52 $10.00 184.3% 0.0% 72.5% 0.0% 0.0% 10.8% 0.0% -369 6.9K -87 0.00 183.33 N/A N/A 0 0 7 36 2019-01-03 $10.41 $0.00 187.6% 53.8% 72.1% 0.0% 0.0% 10.7% -64.4% -413 7.3K -86 0.00 161.51 N/A N/A 0 0 7 36 2019-01-04 $8.96 $0.00 55.1% 31.8% 87.9% 0.0% 0.0% 2.4% 107.2% -112 11.9K -76 0.00 158.25 N/A N/A 2 0 7 36 2019-01-07 $9.61 $0.00 131.6% 0.0% 92.8% 0.0% 0.0% 9.0% -47.1% -351 11.5K -81 0.00 161.28 N/A N/A 0 0 9 36 2019-01-08 $9.91 $0.00 130.0% 0.0% 93.8% 0.0% 0.0% 10.0% -42.5% -482 8.6K -85 0.00 162.81 N/A N/A 0 0 9 36 2019-01-09 $10.19 $0.00 128.4% 0.0% 91.4% 0.0% 0.0% 11.2% -38.6% -422 6.5K -85 0.00 160.52 N/A N/A 0 0 9 36 2019-01-10 $9.95 $0.00 131.0% 0.0% 90.5% 0.0% 0.0% 10.4% -45.1% -528 8.4K -84 0.00 161.80 N/A N/A 0 0 9 36 2019-01-11 $10.04 $0.00 131.0% 0.0% 90.6% 0.0% 0.0% 11.4% -45.0% -535 7.6K -84 0.00 162.43 N/A N/A 0 0 9 36 2019-01-14 $9.12 $0.00 137.2% 0.0% 94.3% 0.0% 0.0% -93.0% 0.0% -97 12.4K -73 0.00 160.47 N/A N/A 0 0 9 36 2019-01-15 $9.76 $0.00 135.8% 0.0% 98.7% 0.0% 0.0% -75.0% -60.0% -473 11.6K -78 0.00 163.02 N/A N/A 0 0 9 36 2019-01-16 $10.34 $0.00 129.0% 0.0% 99.7% 0.0% 0.0% -54.6% -75.3% -392 4.9K -79 0.00 162.11 N/A N/A 0 0 9 36 2019-01-17 $10.12 $0.00 134.5% 0.0% 97.9% 0.0% 0.0% -63.5% -56.1% -844 6.0K -79 0.00 163.34 N/A N/A 0 0 9 36 2019-01-18 $10.00 $0.00 136.2% 0.0% 97.4% 0.0% 0.0% -67.6% -61.6% -103 6.3K -77 0.00 164.16 N/A N/A 2 0 9 36 2019-01-22 $9.61 $0.00 183.1% 0.0% 95.1% 0.0% 0.0% -81.7% 0.0% -104 6.7K -73 0.00 161.97 N/A N/A 0 0 7 30 2019-01-23 $9.41 $0.00 182.7% 0.0% 95.0% 0.0% 0.0% -82.1% 0.0% -107 7.0K -72 0.00 163.00 N/A N/A 0 0 7 30 2019-01-24 $9.32 $0.00 175.3% 0.0% 94.6% 0.0% 0.0% -88.7% 0.0% -106 7.0K -73 0.00 162.67 N/A N/A 0 0 7 30 2019-01-25 $10.31 $0.00 181.0% 0.0% 100.6% 0.0% 0.0% -53.5% 0.0% -116 6.3K -75 0.00 162.29 N/A N/A 0 0 7 30 2019-01-28 $9.47 $0.00 184.6% 0.0% 101.9% 0.0% 0.0% -83.4% 0.0% -109 7.0K -71 0.00 162.47 N/A N/A 0 0 7 30 2019-01-29 $9.11 $0.00 182.1% 0.0% 94.7% 0.0% 0.0% -95.0% 0.0% -98 6.9K -70 0.00 162.04 N/A N/A 0 0 7 30 2019-01-30 $9.48 $0.00 188.8% 0.0% 96.2% 0.0% 0.0% -85.3% 0.0% -106 6.8K -72 0.00 163.47 N/A N/A 0 0 7 30 2019-01-31 $10.18 $0.00 194.7% 55.8% 99.9% 0.0% 0.0% -60.9% -48.2% -112 6.3K -73 0.00 161.09 N/A N/A 0 0 7 30
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