RCUS Options History — October 2019

In October 2019, RCUS traded between $7.53 and $8.90. ATM implied volatility averaged 138.8%, placing in the 69.2% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded above realized volatility by 56.5% (HV 20d: 82.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 14 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 1.05.

Notable Days

  • 2019-10-25: Highest Volume — 31 contracts
  • 2019-10-03: Largest IV spike — 7839.6% change
  • 2019-10-29: Highest IV Rank — 96.8%
  • 2019-10-31: Largest Expected Move — 49.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.21$7.53$8.90$8.64$7.78
Max Pain$9.13$7.50$10.00$7.50$7.50
ATM IV138.8%2.0%193.1%90.1%172.1%
Expected Move29.3%0.6%49.3%25.8%49.3%
HV 20d82.3%53.8%97.9%92.1%53.8%
HV 60d76.2%74.3%78.1%74.3%75.3%
IV Rank69.2%0.0%96.8%43.7%86.1%
IV Percentile55.6%0.0%96.1%17.6%75.0%
Term Structure60.0%-119.2%136.6%-54.8%-91.4%
VWIV123.1%86.5%159.4%103.3%159.4%
Skew 25d20.6%-20.8%113.5%-1.9%16.7%
Skew 10d10.4%-63.8%98.8%98.8%-3.7%
Call IV 25d151.5%68.2%195.9%184.7%179.2%
Put IV 25d172.1%47.5%204.9%182.7%195.9%
Bid-Ask Spread %167.65139.66172.23139.66172.03
Gamma HHI0.460.280.830.410.30
Net GEX-105-1.1K37537555
Net DEX-13.6K-28.1K-1.1K-28.1K-10.4K
Net VEX-201-288-133-288-194
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.050.008.001.431.33
Total Volume7.3040311717
Total OI243.609142309291164

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2019-10-01$8.64$7.5090.1%25.8%92.1%43.7%103.3%-1.9%-54.8%375-28.1K-2881.43139.66N/AN/A710179112
2019-10-02$8.13$7.502.0%0.6%95.3%0.0%0.0%9.1%-119.2%36-20.4K-1720.70148.05N/AN/A107185124
2019-10-03$8.58$10.00160.4%0.0%95.5%80.2%0.0%25.4%115.9%-222-4.5K-2030.12168.62N/AN/A172175128
2019-10-04$8.74$10.00159.3%0.0%94.9%79.6%110.2%1.0%22.4%-116-20.6K-2270.00168.88N/AN/A70175130
2019-10-07$8.20$10.00168.2%0.0%97.9%84.2%0.0%0.0%125.2%-659-11.9K-2040.00170.19N/AN/A20179130
2019-10-08$8.20$10.0055.0%15.8%90.0%26.9%0.0%21.5%97.4%-556-1.1K-1330.00168.46N/AN/A00177130
2019-10-09$7.97$10.0095.6%27.4%86.0%47.4%0.0%0.0%82.4%-1.1K-4.1K-1950.00168.69N/AN/A190177130
2019-10-10$8.07$10.0061.2%17.5%86.3%30.0%0.0%0.0%97.3%-745-17.2K-2320.00171.44N/AN/A00176130
2019-10-11$8.25$10.00170.9%0.0%85.8%85.5%0.0%0.0%130.6%-477-18.7K-2130.00170.01N/AN/A50176130
2019-10-14$8.05$10.00176.3%0.0%86.1%88.3%0.0%113.5%81.2%-555-14.0K-2130.00168.45N/AN/A00176130
2019-10-15$8.07$10.00177.0%0.0%84.7%88.6%0.0%0.0%136.6%-481-12.6K-2060.00172.23N/AN/A00176130
2019-10-16$8.24$10.00140.8%0.0%84.5%70.3%0.0%0.0%133.0%90-14.7K-2010.00172.09N/AN/A00176130
2019-10-17$8.41$10.00144.3%41.4%84.7%72.1%0.0%0.0%45.2%8-18.9K-2060.00169.63N/AN/A00176130
2019-10-18$8.46$10.0099.6%0.0%84.6%49.4%0.0%-20.8%63.3%121-7.3K-1810.00172.09N/AN/A10135130
2019-10-21$8.51$10.00184.9%0.0%83.8%92.6%0.0%16.7%92.4%145-11.9K-1918.00164.39N/AN/A188557
2019-10-22$8.90$10.00185.1%0.0%84.3%92.7%0.0%0.0%84.0%131-13.4K-1980.00170.79N/AN/A008661
2019-10-23$8.59$10.0086.5%24.8%84.7%42.8%86.5%0.0%98.3%157-13.5K-2030.00168.79N/AN/A108661
2019-10-24$7.88$7.50156.3%44.8%89.6%78.1%156.3%0.0%0.0%119-18.1K-1931.33167.87N/AN/A688761
2019-10-25$8.13$7.50169.9%0.0%71.9%85.0%0.0%0.0%0.1%266-15.3K-1930.00170.63N/AN/A0319361
2019-10-28$7.83$7.50185.0%0.0%61.2%92.7%0.0%0.0%0.0%324-14.3K-1970.00170.53N/AN/A019362
2019-10-29$7.67$7.50193.1%0.0%59.6%96.8%0.0%0.0%0.0%363-6.3K-1780.00171.52N/AN/A029363
2019-10-30$7.53$7.50159.4%45.7%56.3%79.7%159.4%0.0%-91.4%287-15.8K-1920.00170.93N/AN/A069365
2019-10-31$7.78$7.50172.1%49.3%53.8%86.1%0.0%0.0%0.0%55-10.4K-1940.00172.03N/AN/A0179371