RCUS Options History — November 2019 In November 2019, RCUS traded between $7.32 and $9.53. ATM implied volatility averaged 114.4%, placing in the 56.9% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 52.0% (HV 20d: 62.4%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 3.50.
Notable Days 2019-11-04 : Highest Volume — 20 contracts2019-11-19 : Largest IV spike — 5231.4% change2019-11-26 : Highest IV Rank — 96.2%2019-11-20 : Largest Expected Move — 54.3%Monthly Statistics Metric Avg Min Max Open Close Price $8.07 $7.32 $9.53 $8.17 $8.35 Max Pain $9.00 $7.50 $10.00 $7.50 $10.00 ATM IV 114.4% 2.8% 191.9% 167.6% 142.0% Expected Move 27.0% 2.5% 54.3% 48.0% 36.8% HV 20d 62.4% 52.1% 78.8% 56.6% 78.3% HV 60d 74.1% 73.0% 77.4% 73.0% 76.7% IV Rank 56.9% 0.4% 96.2% 83.8% 70.9% IV Percentile 42.7% 0.4% 95.6% 72.1% 45.6% Term Structure 76.3% -23.3% 181.3% 121.5% 147.1% VWIV 117.1% 117.1% 117.1% 117.1% 117.1% Skew 25d 16.6% 16.6% 16.6% 16.6% 16.6% Call IV 25d 104.3% 104.3% 104.3% 104.3% 104.3% Put IV 25d 120.8% 120.8% 120.8% 120.8% 120.8% Bid-Ask Spread % 171.28 159.98 175.65 167.24 172.91 Gamma HHI 0.67 0.25 0.91 0.33 0.69 Net GEX -400 -842 89 -6 -434 Net DEX 4.1K -22.5K 17.0K -15.1K 11.4K Net VEX -143 -231 -103 -207 -134 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 3.50 3.00 4.00 3.00 4.00 Total Volume 3.35 0 20 18 0 Total OI 168.05 148 177 169 173
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 2019-11-01 $8.17 $7.50 167.6% 48.0% 56.6% 83.8% 0.0% 0.0% 121.5% -6 -15.1K -207 0.00 167.24 N/A N/A 0 18 93 76 2019-11-04 $8.05 $7.50 165.9% 44.2% 52.1% 83.0% 0.0% 0.0% -23.3% 89 -18.8K -195 3.00 159.98 N/A N/A 5 15 93 77 2019-11-05 $8.34 $7.50 183.6% 2.5% 53.7% 92.0% 0.0% 0.0% -22.4% 61 -17.1K -202 4.00 167.11 N/A N/A 1 4 89 83 2019-11-06 $8.21 $7.50 85.8% 24.6% 53.0% 42.4% 0.0% 0.0% 0.0% 10 -16.5K -204 0.00 171.16 N/A N/A 0 2 90 81 2019-11-07 $7.65 $7.50 64.1% 22.1% 58.6% 31.4% 0.0% 0.0% 1.7% -428 10.8K -119 0.00 170.72 N/A N/A 0 0 90 81 2019-11-08 $7.58 $7.50 64.8% 0.0% 57.9% 31.8% 0.0% 0.0% 0.0% -537 11.8K -119 0.00 175.65 N/A N/A 0 0 90 81 2019-11-11 $7.56 $7.50 10.3% 0.0% 57.4% 4.2% 0.0% 0.0% 0.0% -439 12.0K -115 0.00 175.51 N/A N/A 0 0 90 81 2019-11-12 $8.01 $7.50 31.8% 9.1% 61.4% 15.1% 117.1% 0.0% 0.0% -501 4.5K -115 0.00 168.08 N/A N/A 0 6 90 81 2019-11-13 $7.98 $10.00 71.3% 20.4% 60.8% 35.1% 0.0% 0.0% 128.4% -492 9.1K -113 0.00 173.29 N/A N/A 0 0 90 87 2019-11-14 $7.97 $10.00 28.1% 8.1% 60.3% 13.2% 0.0% 0.0% 0.0% -616 8.8K -112 0.00 169.67 N/A N/A 0 0 90 87 2019-11-15 $7.59 $10.00 146.4% 0.0% 62.4% 73.1% 0.0% 0.0% 0.0% -653 12.4K -108 0.00 175.06 N/A N/A 0 0 90 87 2019-11-18 $7.32 $10.00 2.8% 0.0% 63.1% 0.4% 0.0% 0.0% 0.0% -810 16.7K -103 0.00 174.96 N/A N/A 0 0 71 77 2019-11-19 $7.57 $10.00 147.7% 0.0% 62.0% 73.8% 0.0% 0.0% 0.0% -842 17.0K -108 0.00 175.15 N/A N/A 0 0 71 79 2019-11-20 $7.83 $10.00 189.5% 54.3% 62.8% 94.9% 0.0% 0.0% 0.0% -727 15.0K -120 0.00 173.76 N/A N/A 0 0 71 87 2019-11-21 $7.89 $10.00 143.4% 0.0% 55.0% 71.6% 0.0% 0.0% 0.0% -704 14.9K -121 0.00 174.40 N/A N/A 0 0 71 87 2019-11-22 $8.74 $10.00 128.3% 36.8% 65.2% 64.0% 0.0% 0.0% 181.3% -150 6.0K -140 0.00 165.15 N/A N/A 0 16 71 87 2019-11-25 $9.53 $10.00 181.9% 0.0% 69.5% 91.1% 0.0% 16.6% 0.0% -205 -22.5K -231 0.00 170.20 N/A N/A 0 0 71 102 2019-11-26 $8.67 $10.00 191.9% 0.0% 78.2% 96.2% 0.0% 0.0% 147.1% -220 9.6K -150 0.00 172.50 N/A N/A 0 0 71 102 2019-11-27 $8.41 $10.00 140.5% 0.0% 78.8% 70.1% 0.0% 0.0% 0.0% -401 12.1K -142 0.00 173.04 N/A N/A 0 0 71 102 2019-11-29 $8.35 $10.00 142.0% 0.0% 78.3% 70.9% 0.0% 0.0% 0.0% -434 11.4K -134 0.00 172.91 N/A N/A 0 0 71 102
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