RCUS Options History — May 2019 In May 2019, RCUS traded between $8.53 and $11.01. ATM implied volatility averaged 92.7%. The 30-day expected move averaged 19.6%. IV traded above realized volatility by 33.5% (HV 20d: 59.3%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 18 of 22 trading days. Term structure was in contango for 13 of 22 days. Put/call ratio averaged 0.00.
Notable Days 2019-05-14 : Highest Volume — 12 contracts2019-05-20 : Largest IV spike — 1143.2% change2019-05-06 : Largest Expected Move — 53.8%Monthly Statistics Metric Avg Min Max Open Close Price $9.81 $8.53 $11.01 $10.14 $8.53 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 92.7% 6.3% 198.2% 175.0% 140.4% Expected Move 19.6% 1.8% 53.8% 53.8% 7.6% HV 20d 59.3% 50.4% 64.5% 58.6% 50.4% HV 60d 54.5% 53.3% 56.3% 54.6% 53.3% Term Structure 101.1% -42.6% 185.1% -42.6% 165.1% VWIV 112.0% 9.7% 164.5% 161.7% 9.7% Skew 25d -14.8% -135.2% 18.4% -43.9% -3.9% Skew 10d -143.2% -143.2% -143.2% -143.2% -143.2% Call IV 25d 160.0% 130.2% 191.5% 187.8% 164.5% Put IV 25d 145.2% 41.0% 165.3% 143.9% 160.6% Bid-Ask Spread % 161.13 156.23 164.12 163.68 161.75 Gamma HHI 0.34 0.20 0.56 0.26 0.56 Net GEX 197 -149 579 71 -149 Net DEX -7.4K -18.4K 7.0K -9.1K 7.0K Net VEX -171 -211 -104 -190 -104 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 1.545 0 12 0 0 Total OI 97.591 89 101 89 100
Daily Data (22 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 2019-05-01 $10.14 $0.00 175.0% 0.0% 58.6% 0.0% 0.0% -43.9% 0.0% 71 -9.1K -190 0.00 163.68 N/A N/A 0 0 50 39 2019-05-02 $9.86 $0.00 184.0% 0.0% 57.2% 0.0% 0.0% -135.2% 0.0% 66 -3.7K -179 0.00 164.12 N/A N/A 0 0 50 39 2019-05-03 $10.49 $0.00 179.1% 0.0% 62.5% 0.0% 0.0% -32.5% 0.0% 87 -7.8K -193 0.00 162.43 N/A N/A 0 0 50 39 2019-05-06 $10.47 $0.00 187.8% 53.8% 61.2% 0.0% 0.0% -33.3% -42.6% 86 -7.6K -190 0.00 159.68 N/A N/A 0 0 50 39 2019-05-07 $11.01 $0.00 177.4% 50.9% 63.6% 0.0% 0.0% -20.2% -30.6% 102 -10.0K -197 0.00 158.53 N/A N/A 0 0 50 39 2019-05-08 $11.01 $10.00 161.7% 46.4% 63.6% 0.0% 161.7% -20.3% -35.5% 171 -18.4K -211 0.00 159.06 N/A N/A 11 0 60 39 2019-05-09 $10.98 $10.00 164.5% 47.1% 60.6% 0.0% 164.5% -21.5% -39.8% 171 -18.1K -209 0.00 158.90 N/A N/A 11 0 61 39 2019-05-10 $10.81 $10.00 171.6% 49.2% 60.2% 0.0% 0.0% -25.7% -38.9% 163 -17.6K -205 0.00 158.22 N/A N/A 0 0 61 39 2019-05-13 $10.04 $10.00 6.3% 1.8% 64.5% 0.0% 0.0% 2.3% 149.6% 527 -16.3K -189 0.00 162.20 N/A N/A 0 0 61 39 2019-05-14 $9.87 $10.00 9.7% 2.8% 64.5% 0.0% 9.7% -9.2% 152.1% 564 -16.6K -184 0.00 161.29 N/A N/A 12 0 61 39 2019-05-15 $9.80 $10.00 11.1% 3.2% 64.0% 0.0% 0.0% 18.3% 154.0% 579 -9.5K -187 0.00 156.23 N/A N/A 0 0 62 39 2019-05-16 $9.88 $10.00 9.8% 2.8% 56.2% 0.0% 0.0% 18.4% 154.2% 167 -11.5K -186 0.00 162.51 N/A N/A 0 0 62 39 2019-05-17 $9.45 $10.00 9.2% 2.6% 57.3% 0.0% 0.0% 16.6% 169.0% 487 -6.2K -176 0.00 162.38 N/A N/A 0 0 62 39 2019-05-20 $9.78 $10.00 114.1% 32.7% 58.7% 0.0% 0.0% 18.1% 58.3% 186 -10.8K -180 0.00 162.12 N/A N/A 0 0 61 39 2019-05-21 $9.64 $10.00 47.3% 13.6% 58.4% 0.0% 0.0% 17.7% 130.9% 342 -9.2K -178 0.00 161.52 N/A N/A 0 0 61 39 2019-05-22 $9.57 $10.00 8.4% 2.4% 58.2% 0.0% 0.0% 17.9% 173.5% 576 -7.7K -174 0.00 162.32 N/A N/A 0 0 61 39 2019-05-23 $9.08 $10.00 14.7% 4.2% 60.5% 0.0% 0.0% -110.4% 185.1% 213 -2.7K -159 0.00 161.68 N/A N/A 0 0 61 39 2019-05-24 $9.00 $10.00 20.1% 5.8% 60.0% 0.0% 0.0% 8.8% 179.8% 178 -3.3K -155 0.00 161.52 N/A N/A 0 0 61 39 2019-05-28 $8.89 $10.00 23.4% 6.7% 59.5% 0.0% 0.0% 7.4% 164.2% -44 5.3K -112 0.00 162.79 N/A N/A 0 0 61 39 2019-05-29 $8.69 $10.00 198.2% 0.0% 53.6% 0.0% 0.0% 1.9% 171.3% -110 6.0K -106 0.00 161.14 N/A N/A 0 0 61 39 2019-05-30 $8.76 $10.00 26.5% 7.6% 50.5% 0.0% 0.0% 2.6% 165.1% -93 6.0K -107 0.00 160.69 N/A N/A 0 0 61 39 2019-05-31 $8.53 $10.00 140.4% 0.0% 50.4% 0.0% 0.0% -3.9% 0.0% -149 7.0K -104 0.00 161.75 N/A N/A 0 0 61 39
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