RCUS Options History — June 2019 In June 2019, RCUS traded between $7.22 and $9.47. ATM implied volatility averaged 101.5%, placing in the 49.6% IV rank vs the trailing year. The 30-day expected move averaged 7.5%. IV traded above realized volatility by 34.0% (HV 20d: 67.5%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.78.
Notable Days 2019-06-14 : Highest Volume — 18 contracts2019-06-28 : Largest IV spike — 2994.6% change2019-06-25 : Highest IV Rank — 90.6%2019-06-14 : Largest Expected Move — 12.4%Monthly Statistics Metric Avg Min Max Open Close Price $8.42 $7.22 $9.47 $7.71 $7.79 Max Pain $10.00 $10.00 $10.00 $10.00 $10.00 ATM IV 101.5% 5.4% 180.3% 151.5% 166.2% Expected Move 7.5% 1.5% 12.4% 11.4% 1.5% HV 20d 67.5% 49.4% 118.9% 53.8% 118.9% HV 60d 59.8% 53.3% 80.5% 55.6% 80.2% IV Rank 49.6% 0.0% 90.6% 75.6% 83.4% IV Percentile 33.6% 0.0% 84.5% 52.4% 73.8% Term Structure 111.5% 92.9% 156.4% 97.6% 156.4% VWIV 17.2% 5.4% 36.3% 36.3% 5.4% Skew 25d -7.3% -39.6% 20.3% -30.0% -23.6% Skew 10d 21.6% 21.6% 21.6% 21.6% 21.6% Call IV 25d 173.0% 154.2% 197.3% 187.1% 197.3% Put IV 25d 165.7% 125.8% 184.9% 157.0% 173.7% Bid-Ask Spread % 158.93 152.72 162.55 154.93 158.31 Gamma HHI 0.57 0.26 0.84 0.74 0.74 Net GEX -208 -468 -43 -305 -344 Net DEX 7.7K 3.0K 17.9K 9.0K 9.3K Net VEX -95 -113 -47 -96 -86 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.78 0.00 5.00 5.00 0.25 Total Volume 3.95 0 18 0 5 Total OI 104.55 93 118 100 96
Daily Data (20 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 2019-06-03 $7.71 $10.00 151.5% 0.0% 53.8% 75.6% 0.0% -30.0% 0.0% -305 9.0K -96 0.00 154.93 N/A N/A 0 0 61 39 2019-06-04 $8.03 $10.00 148.0% 0.0% 57.2% 73.8% 0.0% -19.3% 0.0% -234 8.0K -96 0.00 162.32 N/A N/A 0 0 61 39 2019-06-05 $8.00 $10.00 39.8% 11.4% 52.3% 17.4% 0.0% -20.4% 0.0% -241 8.0K -96 0.00 162.55 N/A N/A 0 0 61 39 2019-06-06 $7.96 $10.00 149.9% 0.0% 52.1% 74.8% 0.0% -14.0% 0.0% -255 9.8K -92 0.00 159.46 N/A N/A 0 0 61 39 2019-06-07 $8.14 $10.00 148.3% 0.0% 53.7% 74.0% 0.0% -16.2% 0.0% -213 7.8K -95 0.00 158.27 N/A N/A 0 0 61 39 2019-06-10 $8.02 $10.00 151.4% 0.0% 53.7% 75.6% 0.0% -20.3% 0.0% -244 8.0K -93 0.00 159.04 N/A N/A 0 0 61 39 2019-06-11 $7.79 $10.00 154.9% 0.0% 49.4% 77.4% 0.0% -28.2% 0.0% -309 8.1K -92 0.00 158.97 N/A N/A 0 0 61 39 2019-06-12 $8.36 $10.00 39.1% 0.0% 57.5% 17.1% 0.0% -9.5% 0.0% -173 7.4K -94 0.00 159.03 N/A N/A 0 15 61 39 2019-06-13 $8.54 $10.00 147.2% 0.0% 58.4% 73.4% 0.0% -4.1% 0.0% -241 7.2K -98 0.00 158.57 N/A N/A 0 15 61 54 2019-06-14 $8.29 $10.00 43.3% 12.4% 58.7% 19.3% 0.0% -10.7% 97.6% -382 7.1K -95 5.00 159.99 N/A N/A 3 15 61 54 2019-06-17 $9.00 $10.00 123.9% 0.0% 65.3% 61.3% 0.0% 10.5% 103.3% -52 4.7K -104 0.00 156.85 N/A N/A 0 0 64 54 2019-06-18 $9.26 $10.00 36.3% 10.4% 64.9% 15.6% 36.3% 16.0% 92.9% -63 3.9K -110 0.00 157.86 N/A N/A 5 0 64 54 2019-06-19 $9.34 $10.00 119.3% 0.0% 64.9% 58.9% 0.0% 17.0% 95.6% -56 3.7K -112 0.00 159.52 N/A N/A 5 0 64 54 2019-06-20 $9.21 $10.00 71.5% 0.0% 65.0% 34.0% 0.0% 14.7% 97.3% -59 4.6K -107 0.00 159.83 N/A N/A 5 0 64 54 2019-06-21 $9.42 $10.00 122.5% 0.0% 62.6% 60.6% 0.0% 19.1% 97.5% -50 3.0K -113 0.00 162.49 N/A N/A 5 0 64 54 2019-06-24 $9.20 $10.00 21.7% 6.2% 63.2% 8.0% 0.0% 17.0% 151.5% -51 6.2K -103 0.00 158.91 N/A N/A 0 0 54 39 2019-06-25 $9.47 $10.00 180.3% 0.0% 63.7% 90.6% 0.0% 20.3% 156.4% -43 5.1K -106 0.00 161.40 N/A N/A 0 0 54 39 2019-06-26 $7.22 $10.00 10.0% 2.9% 116.4% 1.9% 10.0% -39.6% 0.0% -468 15.3K -74 0.50 157.63 N/A N/A 2 1 54 39 2019-06-27 $7.67 $10.00 5.4% 1.5% 118.9% 0.0% 5.4% -25.4% 0.0% -386 17.9K -47 0.50 152.72 N/A N/A 2 1 56 40 2019-06-28 $7.79 $10.00 166.2% 0.0% 118.9% 83.4% 0.0% -23.6% 0.0% -344 9.3K -86 0.25 158.31 N/A N/A 4 1 56 40
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