RCUS Options History — February 2019 In February 2019, RCUS traded between $9.72 and $11.95. ATM implied volatility averaged 148.1%. The 30-day expected move averaged 50.0%. IV traded above realized volatility by 69.0% (HV 20d: 79.1%). Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 1 of 19 days. Put/call ratio averaged 0.83.
Notable Days 2019-02-22 : Highest Volume — 16 contracts2019-02-20 : Largest IV spike — 92.9% change2019-02-20 : Largest Expected Move — 56.1%Monthly Statistics Metric Avg Min Max Open Close Price $11.02 $9.72 $11.95 $10.47 $11.79 ATM IV 148.1% 101.5% 195.7% 182.5% 115.5% Expected Move 50.0% 29.1% 56.1% 52.3% 56.1% HV 20d 79.1% 60.8% 100.4% 100.4% 60.8% HV 60d 83.2% 79.9% 86.9% 86.9% 80.0% Term Structure -30.5% -115.8% 140.4% -47.0% -51.0% Skew 25d -9.6% -77.3% 96.7% -51.7% 12.4% Skew 10d 0.9% -77.4% 144.8% -69.4% 57.9% Call IV 25d 110.0% 33.7% 136.9% 125.9% 118.0% Put IV 25d 100.3% 59.6% 136.3% 74.2% 130.4% Bid-Ask Spread % 161.80 160.13 163.80 162.12 161.51 Gamma HHI 0.28 0.20 0.33 0.31 0.20 Net GEX -121 -173 -98 -111 -98 Net DEX 4.9K 2.4K 6.7K 5.9K 2.4K Net VEX -89 -137 -68 -75 -137 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.83 0.00 3.00 0.00 0.00 Total Volume 4.684 0 16 0 13 Total OI 44.421 37 63 37 63
Daily Data (19 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 2019-02-01 $10.47 $0.00 182.5% 52.3% 100.4% 0.0% 0.0% -51.7% -47.0% -111 5.9K -75 0.00 162.12 N/A N/A 0 0 7 30 2019-02-04 $9.72 $0.00 153.6% 0.0% 88.3% 0.0% 0.0% -77.3% -15.5% -110 6.7K -71 0.00 162.26 N/A N/A 0 0 7 30 2019-02-05 $10.10 $0.00 151.3% 0.0% 85.8% 0.0% 0.0% -64.5% -16.0% -111 6.3K -71 0.00 161.98 N/A N/A 0 0 7 30 2019-02-06 $10.19 $0.00 151.5% 0.0% 85.2% 0.0% 0.0% -61.9% -15.9% -111 6.2K -71 0.00 163.54 N/A N/A 0 0 7 30 2019-02-07 $10.14 $0.00 153.1% 0.0% 84.6% 0.0% 0.0% -63.7% -17.8% -112 6.3K -71 0.00 161.56 N/A N/A 0 0 7 30 2019-02-08 $10.72 $0.00 191.2% 54.8% 86.4% 0.0% 0.0% -25.8% -55.2% -120 5.8K -72 0.00 162.17 N/A N/A 0 0 7 30 2019-02-11 $10.48 $0.00 154.5% 0.0% 86.8% 0.0% 0.0% -48.9% -46.1% -126 6.3K -69 0.00 162.44 N/A N/A 0 0 7 30 2019-02-12 $10.42 $0.00 156.2% 0.0% 78.8% 0.0% 0.0% -55.0% -49.3% -115 6.0K -70 0.00 163.80 N/A N/A 0 0 7 30 2019-02-13 $11.02 $0.00 195.6% 56.1% 77.7% 0.0% 0.0% -32.9% -61.9% -123 5.6K -70 0.00 161.42 N/A N/A 0 0 7 30 2019-02-14 $10.95 $0.00 154.0% 0.0% 75.4% 0.0% 0.0% 46.6% 0.0% -130 5.8K -68 0.00 161.43 N/A N/A 1 0 7 30 2019-02-15 $11.79 $0.00 180.4% 51.7% 78.8% 0.0% 0.0% 67.1% -115.8% -135 3.6K -68 0.00 160.91 N/A N/A 3 0 8 30 2019-02-19 $11.30 $0.00 101.5% 29.1% 80.5% 0.0% 0.0% 14.1% 140.4% -119 2.8K -74 0.00 160.13 N/A N/A 0 6 10 30 2019-02-20 $11.58 $0.00 195.7% 56.1% 78.9% 0.0% 0.0% 13.9% 0.0% -173 4.9K -85 2.25 161.80 N/A N/A 4 9 10 36 2019-02-21 $11.95 $0.00 122.7% 0.0% 78.4% 0.0% 0.0% 8.6% -45.6% -116 3.2K -116 2.25 161.26 N/A N/A 4 9 14 39 2019-02-22 $11.70 $0.00 109.5% 0.0% 78.9% 0.0% 0.0% 12.4% -51.0% -134 4.5K -111 3.00 160.74 N/A N/A 4 12 14 39 2019-02-25 $11.87 $0.00 113.4% 0.0% 71.6% 0.0% 0.0% 96.7% 0.0% -153 5.4K -113 0.00 161.17 N/A N/A 8 0 14 41 2019-02-26 $11.59 $0.00 115.9% 0.0% 64.0% 0.0% 0.0% 14.0% 0.0% -98 2.6K -137 0.00 161.45 N/A N/A 8 0 22 41 2019-02-27 $11.55 $0.00 115.6% 0.0% 61.6% 0.0% 0.0% 13.1% 0.0% -98 2.9K -136 0.00 162.43 N/A N/A 8 0 22 41 2019-02-28 $11.79 $0.00 115.5% 0.0% 60.8% 0.0% 0.0% 12.4% 0.0% -98 2.4K -137 0.00 161.51 N/A N/A 13 0 22 41
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