RCUS Options History — March 2019 In March 2019, RCUS traded between $11.26 and $12.44. ATM implied volatility averaged 120.2%. The 30-day expected move averaged 35.2%. IV traded above realized volatility by 66.2% (HV 20d: 53.9%). 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 0.31.
Notable Days 2019-03-01 : Highest Volume — 13 contracts2019-03-07 : Largest IV spike — 65.5% change2019-03-27 : Largest Expected Move — 42.0%Monthly Statistics Metric Avg Min Max Open Close Price $11.80 $11.26 $12.44 $11.93 $12.25 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 120.2% 76.4% 156.6% 117.6% 126.4% Expected Move 35.2% 24.8% 42.0% 24.8% 40.6% HV 20d 53.9% 47.2% 59.4% 56.5% 55.0% HV 60d 77.0% 72.1% 79.8% 77.9% 72.5% Term Structure -54.3% -93.0% 21.2% -69.2% -39.2% VWIV 97.7% 40.3% 121.4% 40.3% 120.5% Skew 25d 8.2% -15.0% 16.0% 12.9% 8.0% Skew 10d 62.1% 50.2% 73.0% 62.6% 61.3% Call IV 25d 140.8% 116.2% 195.7% 118.6% 128.5% Put IV 25d 149.0% 126.0% 188.1% 131.5% 136.5% Bid-Ask Spread % 158.94 153.77 162.53 161.53 159.24 Gamma HHI 0.22 0.19 0.31 0.20 0.29 Net GEX -101 -203 -55 -73 -83 Net DEX -3.3K -9.1K 205 -1.7K -9.1K Net VEX -139 -147 -130 -147 -136 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.31 0.00 1.00 0.00 0.40 Total Volume 2.333 0 13 13 0 Total OI 70.905 67 76 67 76
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 2019-03-01 $11.93 $0.00 117.6% 0.0% 56.5% 0.0% 0.0% 12.9% 0.0% -73 -1.7K -147 0.00 161.53 N/A N/A 13 0 26 41 2019-03-04 $11.98 $0.00 121.2% 0.0% 56.0% 0.0% 0.0% 12.8% -69.2% -75 -1.7K -144 0.00 162.16 N/A N/A 0 0 26 41 2019-03-05 $12.01 $0.00 138.0% 0.0% 47.2% 0.0% 0.0% 12.7% -70.3% -73 -1.8K -145 0.00 162.53 N/A N/A 0 0 26 41 2019-03-06 $11.26 $0.00 76.4% 0.0% 53.0% 0.0% 0.0% 13.8% 21.2% -134 205 -137 0.00 160.57 N/A N/A 0 0 26 41 2019-03-07 $11.82 $0.00 126.4% 0.0% 55.1% 0.0% 0.0% 13.5% -75.6% -81 -1.5K -142 0.00 160.62 N/A N/A 0 0 26 41 2019-03-08 $11.64 $0.00 129.0% 0.0% 55.6% 0.0% 0.0% 14.1% -79.4% -84 -764 -140 0.00 161.79 N/A N/A 0 0 26 41 2019-03-11 $12.17 $10.00 128.8% 24.8% 54.4% 0.0% 0.0% 10.0% -77.0% -81 -2.0K -137 0.00 153.77 N/A N/A 0 0 26 41 2019-03-12 $12.44 $10.00 130.8% 25.4% 53.6% 0.0% 40.3% 9.7% -77.5% -72 -2.7K -137 0.00 154.03 N/A N/A 2 0 26 41 2019-03-13 $12.43 $10.00 130.8% 25.0% 53.4% 0.0% 108.7% 9.8% -77.8% -55 -4.2K -147 0.00 154.24 N/A N/A 2 0 28 41 2019-03-14 $11.47 $10.00 156.6% 26.5% 59.1% 0.0% 121.4% 13.8% -92.1% -70 -997 -140 0.00 154.22 N/A N/A 2 0 28 41 2019-03-15 $11.72 $10.00 141.1% 26.3% 59.4% 0.0% 120.5% 14.3% -93.0% -80 -1.9K -140 0.00 154.81 N/A N/A 2 0 28 41 2019-03-18 $11.91 $0.00 146.4% 38.1% 53.5% 0.0% 0.0% 1.4% -55.4% -74 -4.0K -143 1.00 158.64 N/A N/A 2 2 28 41 2019-03-19 $11.66 $0.00 94.2% 38.8% 51.8% 0.0% 0.0% -5.1% -25.4% -194 -4.5K -133 0.67 159.33 N/A N/A 3 2 30 43 2019-03-20 $11.69 $0.00 96.3% 39.1% 51.1% 0.0% 0.0% -4.3% -26.8% -186 -5.5K -136 0.67 160.20 N/A N/A 3 2 31 43 2019-03-21 $11.92 $0.00 101.9% 38.6% 50.3% 0.0% 0.0% 1.7% -28.6% -203 -6.7K -138 0.40 159.73 N/A N/A 5 2 31 43 2019-03-22 $11.26 $0.00 91.8% 39.7% 53.7% 0.0% 0.0% -15.0% -34.8% -115 -3.8K -132 0.40 159.29 N/A N/A 5 2 33 43 2019-03-25 $11.31 $0.00 98.4% 40.7% 53.5% 0.0% 0.0% 16.0% 0.0% -129 -2.8K -132 0.00 160.82 N/A N/A 0 0 33 43 2019-03-26 $11.52 $0.00 148.8% 40.7% 53.3% 0.0% 0.0% 15.6% -32.7% -68 -3.1K -145 0.00 160.36 N/A N/A 0 0 33 43 2019-03-27 $11.51 $0.00 106.8% 42.0% 53.3% 0.0% 0.0% 15.7% 0.0% -118 -3.9K -130 0.00 160.28 N/A N/A 0 0 33 43 2019-03-28 $11.83 $0.00 115.8% 41.8% 53.7% 0.0% 0.0% 0.3% -43.6% -70 -7.5K -136 0.00 159.63 N/A N/A 0 0 33 43 2019-03-29 $12.25 $0.00 126.4% 40.6% 55.0% 0.0% 0.0% 8.0% -39.2% -83 -9.1K -136 0.00 159.24 N/A N/A 0 0 33 43
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