RCUS Options History — September 2019 In September 2019, RCUS traded between $7.38 and $10.18. ATM implied volatility averaged 138.3%, placing in the 68.5% IV rank vs the trailing year. The 30-day expected move averaged 41.6%. IV traded above realized volatility by 64.8% (HV 20d: 73.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 1 of 20 trading days. Term structure was in contango for 12 of 20 days. Put/call ratio averaged 0.22.
Notable Days 2019-09-27 : Highest Volume — 118 contracts2019-09-11 : Largest IV spike — 429.2% change2019-09-12 : Highest IV Rank — 99.7%2019-09-12 : Largest Expected Move — 57.0%Monthly Statistics Metric Avg Min Max Open Close Price $8.80 $7.38 $10.18 $7.38 $9.06 Max Pain $9.63 $7.50 $10.00 $7.50 $7.50 ATM IV 138.3% 37.4% 199.0% 156.5% 191.0% Expected Move 41.6% 10.7% 57.0% 10.7% 54.8% HV 20d 73.5% 64.8% 93.0% 72.4% 93.0% HV 60d 78.1% 63.4% 85.5% 83.4% 73.8% IV Rank 68.5% 16.5% 99.7% 77.9% 95.6% IV Percentile 50.9% 7.2% 99.5% 59.5% 94.7% Term Structure 36.8% -77.1% 132.0% 73.9% -30.0% VWIV 102.3% 48.4% 130.0% 48.4% 128.6% Skew 25d -5.4% -119.4% 23.3% -43.0% -119.4% Skew 10d 40.8% 40.8% 40.8% 40.8% 40.8% Call IV 25d 170.2% 152.3% 197.8% 197.8% 172.8% Put IV 25d 164.8% 53.4% 180.7% 154.9% 53.4% Bid-Ask Spread % 150.87 133.25 178.13 176.33 144.66 Gamma HHI 0.51 0.31 0.70 0.70 0.38 Net GEX -486 -715 385 -692 385 Net DEX 6.8K -38.3K 20.3K 20.3K -38.3K Net VEX -102 -237 -75 -99 -237 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.22 0.00 0.60 0.00 0.60 Total Volume 10.9 0 118 0 85 Total OI 123.25 113 231 120 231
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 2019-09-03 $7.38 $7.50 156.5% 0.0% 72.4% 77.9% 0.0% -43.0% 0.0% -692 20.3K -99 0.00 176.33 N/A N/A 0 0 44 76 2019-09-04 $7.41 $7.50 156.7% 0.0% 71.8% 77.9% 0.0% -42.0% 0.0% -701 19.7K -100 0.00 178.13 N/A N/A 0 0 44 76 2019-09-05 $7.80 $10.00 151.8% 0.0% 73.4% 75.5% 0.0% -27.7% 73.9% -683 16.6K -103 0.00 150.50 N/A N/A 0 0 44 76 2019-09-06 $7.61 $10.00 155.0% 0.0% 64.8% 77.1% 0.0% -34.6% 78.7% -715 18.3K -100 0.00 151.63 N/A N/A 0 0 44 76 2019-09-09 $7.79 $10.00 154.3% 0.0% 65.3% 76.7% 0.0% -28.5% 71.9% -690 16.7K -102 0.00 150.87 N/A N/A 0 0 44 76 2019-09-10 $8.66 $10.00 37.4% 10.7% 73.7% 16.5% 0.0% -0.9% 84.4% -474 9.1K -75 0.00 153.75 N/A N/A 0 0 44 76 2019-09-11 $9.30 $10.00 198.1% 56.8% 76.7% 99.3% 48.4% 16.0% -71.7% -338 1.9K -125 0.00 152.11 N/A N/A 10 0 47 76 2019-09-12 $9.17 $10.00 199.0% 57.0% 73.5% 99.7% 0.0% 13.7% 7.4% -659 5.8K -88 0.00 154.36 N/A N/A 0 0 47 76 2019-09-13 $9.45 $10.00 104.1% 29.8% 73.7% 50.9% 0.0% 16.8% 18.9% -325 749 -125 0.00 148.47 N/A N/A 0 0 47 76 2019-09-16 $9.33 $10.00 118.4% 0.0% 73.6% 58.2% 0.0% 16.7% 85.8% -708 4.6K -83 0.00 158.06 N/A N/A 0 0 37 76 2019-09-17 $9.66 $10.00 116.5% 0.0% 71.6% 57.3% 0.0% 18.6% -77.1% -421 1.3K -111 0.00 149.27 N/A N/A 0 0 37 76 2019-09-18 $9.28 $10.00 119.7% 0.0% 74.1% 58.9% 0.0% 16.3% 86.0% -654 5.1K -79 0.00 146.44 N/A N/A 0 0 37 76 2019-09-19 $9.05 $10.00 80.3% 0.0% 74.4% 38.6% 0.0% 12.0% 5.0% -494 7.4K -75 0.00 150.50 N/A N/A 0 5 37 76 2019-09-20 $8.92 $10.00 74.2% 0.0% 73.8% 35.5% 0.0% 10.0% -9.0% -458 10.2K -87 0.00 146.65 N/A N/A 0 0 37 81 2019-09-23 $9.20 $10.00 121.6% 0.0% 67.6% 59.9% 0.0% 14.4% -13.0% -497 7.2K -83 0.00 133.88 N/A N/A 0 0 37 78 2019-09-24 $8.83 $10.00 161.5% 0.0% 70.3% 80.5% 0.0% 8.1% 130.4% -402 10.5K -82 0.00 145.82 N/A N/A 0 0 37 78 2019-09-25 $9.04 $10.00 165.7% 0.0% 70.3% 82.6% 0.0% 13.4% 125.2% -432 9.3K -81 0.00 146.25 N/A N/A 0 0 37 78 2019-09-26 $8.82 $10.00 164.5% 0.0% 71.7% 82.0% 0.0% 8.3% 132.0% -384 10.4K -79 0.00 146.44 N/A N/A 0 0 37 78 2019-09-27 $10.18 $10.00 140.3% 40.2% 84.0% 69.5% 130.0% 23.3% -36.3% -369 235 -118 0.04 133.25 N/A N/A 113 5 37 78 2019-09-30 $9.06 $7.50 191.0% 54.8% 93.0% 95.6% 128.6% -119.4% -30.0% 385 -38.3K -237 0.60 144.66 N/A N/A 53 32 149 82
« Aug 2019 | All History | Oct 2019 » Home RCUS History September 2019