RCUS Options History — April 2019 In April 2019, RCUS traded between $9.69 and $13.34. ATM implied volatility averaged 161.1%. The 30-day expected move averaged 46.2%. IV traded above realized volatility by 111.1% (HV 20d: 50.0%). Net GEX was positive for 12 of 21 trading days. Term structure was in contango for 2 of 21 days. Put/call ratio averaged 0.04.
Notable Days 2019-04-05 : Highest Volume — 124 contracts2019-04-08 : Largest IV spike — 71.4% change2019-04-18 : Largest Expected Move — 53.4%Monthly Statistics Metric Avg Min Max Open Close Price $11.73 $9.69 $13.34 $11.96 $9.69 ATM IV 161.1% 92.5% 186.4% 131.2% 177.9% Expected Move 46.2% 30.3% 53.4% 43.4% 53.4% HV 20d 50.0% 41.2% 56.3% 55.7% 55.5% HV 60d 61.1% 53.8% 72.7% 72.7% 56.0% Term Structure -47.1% -82.1% 72.9% 72.9% 8.9% Skew 25d -27.2% -138.6% 29.0% 2.7% -138.6% Skew 10d 36.3% 17.8% 63.5% 63.5% 27.6% Call IV 25d 153.8% 110.5% 198.0% 134.1% 187.0% Put IV 25d 126.6% 38.0% 177.7% 136.8% 48.5% Bid-Ask Spread % 160.45 158.54 162.20 159.93 160.75 Gamma HHI 0.26 0.21 0.37 0.27 0.25 Net GEX -1 -215 113 -70 61 Net DEX -11.0K -23.6K -2.8K -7.0K -2.8K Net VEX -191 -244 -122 -130 -177 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.04 0.00 0.15 0.15 0.00 Total Volume 7.619 0 124 0 0 Total OI 94.667 76 113 76 89
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 2019-04-01 $11.96 $0.00 131.2% 43.4% 55.7% 0.0% 0.0% 2.7% 72.9% -70 -7.0K -130 0.00 159.93 N/A N/A 0 0 33 43 2019-04-02 $11.68 $0.00 155.2% 43.4% 56.3% 0.0% 0.0% 14.5% 0.0% -37 -5.4K -126 0.00 159.24 N/A N/A 0 0 33 43 2019-04-03 $12.06 $0.00 141.8% 44.2% 52.2% 0.0% 0.0% 4.6% -58.1% -115 -6.7K -129 0.00 160.65 N/A N/A 0 0 33 43 2019-04-04 $12.11 $0.00 175.2% 30.3% 49.5% 0.0% 0.0% 29.0% -9.2% -117 -7.2K -127 0.00 158.95 N/A N/A 0 1 33 43 2019-04-05 $12.45 $0.00 92.5% 44.5% 49.9% 0.0% 0.0% 12.2% -57.5% -140 -7.1K -122 0.15 158.54 N/A N/A 108 16 33 44 2019-04-08 $12.78 $0.00 158.5% 45.4% 48.3% 0.0% 0.0% 13.3% -58.8% -105 -13.8K -206 0.00 159.33 N/A N/A 0 0 43 59 2019-04-09 $12.75 $0.00 160.8% 46.1% 47.8% 0.0% 0.0% -127.0% -60.6% -120 -13.2K -202 0.00 160.12 N/A N/A 0 0 43 59 2019-04-10 $13.34 $0.00 158.7% 45.5% 50.2% 0.0% 0.0% 13.2% -56.6% 12 -18.4K -205 0.00 159.53 N/A N/A 10 0 43 59 2019-04-11 $12.98 $0.00 163.5% 46.9% 41.2% 0.0% 0.0% 13.6% -61.7% 33 -23.6K -244 0.00 160.11 N/A N/A 11 0 54 59 2019-04-12 $12.84 $0.00 166.9% 47.8% 41.2% 0.0% 0.0% 13.3% -64.8% -17 -22.4K -242 0.00 159.67 N/A N/A 11 0 54 59 2019-04-15 $12.59 $0.00 176.5% 50.6% 41.8% 0.0% 0.0% 12.5% -73.5% -215 -19.9K -236 0.00 160.67 N/A N/A 0 0 54 59 2019-04-16 $12.17 $0.00 182.6% 52.3% 43.0% 0.0% 0.0% 6.9% -80.7% 22 -13.5K -228 0.00 160.07 N/A N/A 0 0 54 59 2019-04-17 $11.08 $0.00 183.8% 52.7% 54.9% 0.0% 0.0% -106.2% -77.1% 108 -6.1K -207 0.00 161.84 N/A N/A 0 0 54 59 2019-04-18 $11.23 $0.00 186.4% 53.4% 54.6% 0.0% 0.0% -107.5% -82.1% 113 -8.3K -212 0.00 161.11 N/A N/A 0 3 54 59 2019-04-22 $10.90 $0.00 158.2% 0.0% 51.8% 0.0% 0.0% -16.5% 0.0% 100 -9.7K -207 0.00 160.94 N/A N/A 0 0 50 39 2019-04-23 $11.01 $0.00 158.6% 0.0% 51.9% 0.0% 0.0% -13.4% 0.0% 104 -10.2K -208 0.00 161.97 N/A N/A 0 0 50 39 2019-04-24 $10.77 $0.00 162.1% 0.0% 51.9% 0.0% 0.0% -20.8% 8.9% 85 -12.9K -207 0.00 160.54 N/A N/A 0 0 50 39 2019-04-25 $10.69 $0.00 164.2% 0.0% 51.9% 0.0% 0.0% -25.8% 0.0% 92 -8.7K -201 0.00 162.04 N/A N/A 0 0 50 39 2019-04-26 $10.82 $0.00 160.7% 0.0% 50.9% 0.0% 0.0% -20.3% 0.0% 97 -9.1K -202 0.00 161.30 N/A N/A 0 0 50 39 2019-04-29 $10.49 $0.00 168.2% 0.0% 49.5% 0.0% 0.0% -130.9% 0.0% 84 -4.9K -191 0.00 162.20 N/A N/A 0 0 50 39 2019-04-30 $9.69 $0.00 177.9% 0.0% 55.5% 0.0% 0.0% -138.6% 0.0% 61 -2.8K -177 0.00 160.75 N/A N/A 0 0 50 39
« Mar 2019 | All History | May 2019 » Home RCUS History April 2019