RCUS Options History — August 2019

Name: RCUS Options Analytics - August 2019
Creator: Options Analysis Suite

In August 2019, RCUS traded between $6.39 and $7.82. ATM implied volatility averaged 104.4%, placing in the 51.0% IV rank vs the trailing year. The 30-day expected move averaged 13.5%. IV traded above realized volatility by 39.0% (HV 20d: 65.4%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 0 of 22 trading days. Put/call ratio averaged 0.00.

Notable Days

2019-08-05: Highest Volume — 8 contracts
2019-08-28: Largest IV spike — 154.6% change
2019-08-02: Highest IV Rank — 100.0%
2019-08-16: Largest Expected Move — 15.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$7.06	$6.39	$7.82	$7.38	$7.82
Max Pain	$8.09	$7.50	$12.50	$12.50	$7.50
ATM IV	104.4%	41.0%	199.5%	140.6%	148.3%
Expected Move	13.5%	11.8%	15.1%	14.6%	13.5%
HV 20d	65.4%	51.0%	71.4%	51.0%	70.4%
HV 60d	80.7%	77.3%	82.9%	77.3%	82.7%
IV Rank	51.0%	18.4%	100.0%	70.1%	73.6%
IV Percentile	33.9%	9.0%	100.0%	44.0%	49.7%
VWIV	47.2%	47.2%	47.2%	47.2%	47.2%
Skew 25d	-63.9%	-147.5%	-26.3%	-38.0%	-26.3%
Call IV 25d	187.8%	175.8%	199.5%	177.4%	182.0%
Put IV 25d	123.9%	48.1%	155.7%	139.4%	155.7%
Bid-Ask Spread %	175.04	169.26	178.21	175.12	174.75
Gamma HHI	0.66	0.42	0.88	0.62	0.57
Net GEX	-529	-902	-299	-521	-638
Net DEX	34.7K	16.2K	45.4K	45.4K	16.2K
Net VEX	-100	-137	-77	-104	-111
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	1.045	0	8	0	3
Total OI	130.364	116	143	130	120

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	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2019-08-01	$7.38	$12.50	140.6%	0.0%	51.0%	70.1%	0.0%	-38.0%	0.0%	-521	45.4K	-104	175.12	N/A	N/A	0	0	32	98
2019-08-02	$6.87	$12.50	199.5%	0.0%	51.5%	100.0%	0.0%	-58.3%	0.0%	-410	43.9K	-89	169.26	N/A	N/A	0	0	32	98
2019-08-05	$6.61	$0.00	154.2%	0.0%	52.2%	76.7%	0.0%	0.0%	0.0%	-299	39.1K	-105	173.75	N/A	N/A	8	0	32	96
2019-08-06	$6.81	$0.00	151.1%	0.0%	53.9%	75.1%	0.0%	-61.8%	0.0%	-385	37.9K	-96	173.76	N/A	N/A	0	0	40	96
2019-08-07	$6.73	$0.00	152.9%	0.0%	53.9%	76.0%	0.0%	0.0%	0.0%	-342	36.5K	-103	173.51	N/A	N/A	0	0	40	96
2019-08-08	$7.46	$0.00	142.5%	0.0%	67.6%	70.6%	0.0%	-36.1%	0.0%	-339	32.7K	-137	177.74	N/A	N/A	0	0	40	96
2019-08-09	$7.43	$0.00	143.3%	0.0%	66.7%	71.1%	0.0%	-37.3%	0.0%	-506	38.5K	-108	178.13	N/A	N/A	0	3	40	96
2019-08-12	$7.22	$7.50	151.7%	0.0%	66.6%	75.4%	0.0%	-45.6%	0.0%	-578	39.9K	-103	176.67	N/A	N/A	0	0	40	99
2019-08-13	$7.43	$7.50	50.8%	14.6%	67.2%	23.4%	0.0%	-130.4%	0.0%	-467	34.8K	-133	176.84	N/A	N/A	0	4	40	99
2019-08-14	$7.04	$7.50	41.0%	11.8%	69.2%	18.4%	0.0%	-147.5%	0.0%	-594	42.6K	-101	175.56	N/A	N/A	0	0	40	103
2019-08-15	$7.13	$7.50	44.3%	12.7%	69.3%	20.0%	0.0%	-144.0%	0.0%	-615	42.2K	-105	176.27	N/A	N/A	0	0	40	103
2019-08-16	$7.42	$7.50	52.6%	15.1%	70.3%	24.3%	0.0%	-42.7%	0.0%	-700	41.2K	-108	178.21	N/A	N/A	0	0	40	103
2019-08-19	$7.14	$7.50	47.2%	13.5%	70.1%	21.6%	47.2%	-30.5%	0.0%	-902	35.7K	-91	174.96	N/A	N/A	0	1	40	89
2019-08-20	$7.15	$7.50	49.6%	0.0%	70.2%	22.8%	0.0%	-47.4%	0.0%	-658	32.9K	-100	175.49	N/A	N/A	0	0	40	89
2019-08-21	$7.00	$7.50	53.5%	0.0%	68.4%	24.8%	0.0%	0.0%	0.0%	-621	33.6K	-93	175.56	N/A	N/A	0	0	40	89
2019-08-22	$6.83	$7.50	58.1%	0.0%	67.5%	27.2%	0.0%	0.0%	0.0%	-541	34.0K	-87	174.42	N/A	N/A	0	0	40	89
2019-08-23	$6.39	$7.50	69.3%	0.0%	69.7%	32.9%	0.0%	0.0%	0.0%	-363	34.3K	-77	173.64	N/A	N/A	0	0	40	89
2019-08-26	$6.65	$7.50	64.6%	0.0%	70.8%	30.5%	0.0%	0.0%	0.0%	-451	25.9K	-82	173.59	N/A	N/A	0	0	40	76
2019-08-27	$6.71	$7.50	63.8%	0.0%	70.9%	30.1%	0.0%	0.0%	0.0%	-472	25.7K	-82	173.86	N/A	N/A	0	0	40	76
2019-08-28	$6.80	$7.50	162.4%	0.0%	71.4%	80.9%	0.0%	0.0%	0.0%	-522	26.7K	-83	174.71	N/A	N/A	0	0	40	76
2019-08-29	$7.22	$7.50	156.0%	0.0%	70.0%	77.6%	0.0%	-48.6%	0.0%	-708	23.0K	-94	175.00	N/A	N/A	4	0	40	76
2019-08-30	$7.82	$7.50	148.3%	0.0%	70.4%	73.6%	0.0%	-26.3%	0.0%	-638	16.2K	-111	174.75	N/A	N/A	0	3	44	76