RCUS Options History — July 2019 In July 2019, RCUS traded between $7.99 and $8.75. ATM implied volatility averaged 168.4%, placing in the 84.5% IV rank vs the trailing year. IV traded above realized volatility by 72.8% (HV 20d: 95.6%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 22.50.
Notable Days 2019-07-02 : Highest Volume — 33 contracts2019-07-02 : Largest IV spike — 74.7% change2019-07-25 : Highest IV Rank — 100.0%Monthly Statistics Metric Avg Min Max Open Close Price $8.36 $7.99 $8.75 $8.00 $7.99 Max Pain $12.06 $10.00 $12.50 $10.00 $12.50 ATM IV 168.4% 93.8% 198.2% 93.8% 180.7% HV 20d 95.6% 41.0% 114.6% 113.7% 43.6% HV 60d 79.1% 76.7% 81.1% 80.5% 76.7% IV Rank 84.5% 45.9% 100.0% 45.9% 90.9% IV Percentile 75.2% 17.1% 99.4% 17.1% 84.4% Skew 25d 55.5% -19.7% 145.6% -1.4% -18.2% Skew 10d -24.5% -96.2% 101.3% 101.3% -35.1% Call IV 25d 70.9% 43.5% 161.0% 89.4% 161.0% Put IV 25d 126.4% 50.9% 194.7% 88.0% 142.8% Bid-Ask Spread % 171.14 158.50 173.72 159.26 173.25 Gamma HHI 0.44 0.36 0.67 0.67 0.51 Net GEX -300 -533 -199 -262 -533 Net DEX 28.3K 8.0K 43.7K 8.0K 43.7K Net VEX -157 -190 -82 -82 -124 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 22.50 15.00 30.00 30.00 15.00 Total Volume 12.409 0 33 32 0 Total OI 137.636 97 169 97 130
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 2019-07-01 $8.00 $10.00 93.8% 0.0% 113.7% 45.9% 0.0% -1.4% 0.0% -262 8.0K -82 0.00 159.26 N/A N/A 0 32 58 39 2019-07-02 $8.17 $10.00 164.0% 0.0% 113.0% 82.2% 0.0% 80.6% 0.0% -448 22.7K -119 0.00 158.50 N/A N/A 0 33 58 71 2019-07-03 $8.32 $10.00 162.8% 0.0% 113.2% 81.6% 0.0% 74.1% 0.0% -297 16.0K -146 0.00 158.52 N/A N/A 0 33 58 71 2019-07-05 $8.75 $0.00 159.3% 0.0% 114.4% 79.8% 0.0% 123.7% 0.0% -217 16.0K -145 0.00 172.18 N/A N/A 0 33 58 71 2019-07-08 $8.55 $0.00 164.0% 0.0% 114.6% 82.2% 0.0% 99.0% 0.0% -210 14.7K -143 0.00 173.62 N/A N/A 0 1 58 71 2019-07-09 $8.62 $0.00 100.0% 0.0% 114.4% 49.1% 0.0% -19.7% 0.0% -203 15.1K -141 0.00 173.61 N/A N/A 0 1 58 71 2019-07-10 $8.53 $0.00 165.8% 0.0% 113.9% 83.2% 0.0% 115.4% 0.0% -199 14.8K -142 0.00 172.99 N/A N/A 0 1 58 71 2019-07-11 $8.46 $0.00 167.5% 0.0% 111.3% 84.1% 0.0% 100.7% 0.0% -215 15.5K -140 30.00 173.59 N/A N/A 1 30 58 71 2019-07-12 $8.16 $12.50 172.2% 0.0% 111.7% 86.5% 0.0% 124.5% 0.0% -357 31.0K -166 30.00 173.25 N/A N/A 1 30 58 100 2019-07-15 $8.32 $12.50 172.8% 0.0% 111.5% 86.8% 0.0% 145.6% 0.0% -263 31.0K -158 0.00 172.84 N/A N/A 0 15 57 97 2019-07-16 $8.48 $12.50 171.6% 0.0% 107.5% 86.2% 0.0% 120.4% 0.0% -292 35.9K -190 0.00 173.39 N/A N/A 0 15 57 112 2019-07-17 $8.46 $12.50 172.8% 0.0% 106.9% 86.8% 0.0% 109.9% 0.0% -315 37.6K -183 0.00 172.52 N/A N/A 0 15 57 112 2019-07-18 $8.55 $12.50 172.6% 0.0% 106.9% 86.7% 0.0% 108.8% 0.0% -301 36.6K -187 15.00 173.31 N/A N/A 1 15 57 112 2019-07-19 $8.21 $12.50 178.0% 0.0% 107.6% 89.5% 0.0% 74.9% 0.0% -284 36.7K -180 15.00 172.48 N/A N/A 1 15 57 112 2019-07-22 $8.44 $12.50 187.8% 0.0% 107.8% 94.6% 0.0% 0.3% 0.0% -321 35.3K -178 0.00 172.89 N/A N/A 0 0 32 98 2019-07-23 $8.37 $12.50 192.3% 0.0% 107.6% 96.9% 0.0% 4.0% 0.0% -327 35.9K -175 0.00 173.31 N/A N/A 0 0 32 98 2019-07-24 $8.68 $12.50 181.2% 0.0% 108.0% 91.1% 0.0% -3.7% 0.0% -322 34.7K -182 0.00 173.03 N/A N/A 0 0 32 98 2019-07-25 $8.31 $12.50 198.2% 0.0% 45.4% 100.0% 0.0% -9.0% 0.0% -267 32.4K -173 0.00 172.63 N/A N/A 0 0 32 98 2019-07-26 $8.44 $12.50 194.4% 0.0% 41.0% 98.0% 0.0% 7.4% 0.0% -351 36.6K -174 0.00 172.89 N/A N/A 0 0 32 98 2019-07-29 $8.03 $12.50 176.8% 0.0% 45.1% 88.9% 0.0% -11.6% 0.0% -312 36.3K -164 0.00 173.25 N/A N/A 0 0 32 98 2019-07-30 $8.07 $12.50 176.4% 0.0% 44.1% 88.7% 0.0% -4.3% 0.0% -311 36.0K -163 0.00 173.72 N/A N/A 0 0 32 98 2019-07-31 $7.99 $12.50 180.7% 0.0% 43.6% 90.9% 0.0% -18.2% 0.0% -533 43.7K -124 0.00 173.25 N/A N/A 0 0 32 98
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