RCUS Options History — December 2019

In December 2019, RCUS traded between $7.80 and $10.68. ATM implied volatility averaged 121.1%, placing in the 60.3% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 49.4% (HV 20d: 71.7%). Max pain ranged from $10.00 to $10.00. Net GEX was positive for 7 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.99.

Notable Days

2019-12-19: Highest Volume — 74 contracts
2019-12-23: Largest IV spike — 175.4% change
2019-12-27: Highest IV Rank — 87.2%
2019-12-27: Largest Expected Move — 49.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.96	$7.80	$10.68	$8.09	$10.06
Max Pain	$10.00	$10.00	$10.00	$10.00	$10.00
ATM IV	121.1%	37.6%	174.2%	146.6%	74.6%
Expected Move	27.5%	10.8%	49.9%	18.4%	21.4%
HV 20d	71.7%	54.9%	77.7%	77.3%	59.4%
HV 60d	71.5%	64.0%	76.9%	76.9%	64.7%
IV Rank	60.3%	18.0%	87.2%	73.2%	36.7%
IV Percentile	39.5%	7.9%	79.0%	48.0%	17.9%
Term Structure	82.9%	64.1%	93.8%	93.8%	64.1%
VWIV	73.9%	54.1%	88.2%	64.0%	54.1%
Skew 25d	-21.6%	-71.4%	28.1%	-71.4%	28.1%
Skew 10d	-93.8%	-93.8%	-93.8%	-93.8%	-93.8%
Call IV 25d	138.7%	119.7%	157.6%	157.6%	119.7%
Put IV 25d	117.0%	86.3%	147.8%	86.3%	147.8%
Bid-Ask Spread %	161.78	151.40	175.00	173.22	160.00
Gamma HHI	0.56	0.26	0.84	0.82	0.79
Net GEX	-162	-870	1.0K	-619	1.0K
Net DEX	-3.1K	-46.0K	17.5K	14.4K	-28.0K
Net VEX	-147	-195	-113	-133	-183
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.99	0.00	5.17	0.00	0.14
Total Volume	11.095	0	74	0	16
Total OI	180.19	173	196	173	196

Daily Data (21 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
2019-12-02	$8.09	$10.00	146.6%	0.0%	77.3%	73.2%	0.0%	0.0%	0.0%	-619	14.4K	-133	0.00	173.22	N/A	N/A	0	0	71	102
2019-12-03	$8.19	$10.00	145.9%	0.0%	77.2%	72.9%	0.0%	0.0%	0.0%	-558	13.9K	-133	0.00	175.00	N/A	N/A	0	2	71	102
2019-12-04	$7.93	$10.00	149.6%	0.0%	77.0%	74.7%	0.0%	0.0%	0.0%	-762	15.5K	-131	0.00	169.14	N/A	N/A	0	0	71	103
2019-12-05	$7.80	$10.00	147.6%	0.0%	77.0%	73.8%	0.0%	0.0%	0.0%	-870	16.6K	-132	0.00	162.56	N/A	N/A	0	8	71	109
2019-12-06	$8.27	$10.00	64.0%	18.4%	75.5%	31.4%	64.0%	-71.4%	0.0%	-605	12.6K	-120	0.00	162.39	N/A	N/A	0	37	71	105
2019-12-09	$8.20	$10.00	156.9%	0.0%	75.5%	78.4%	0.0%	0.0%	0.0%	-618	17.4K	-128	0.00	161.34	N/A	N/A	0	0	71	105
2019-12-10	$8.54	$10.00	151.3%	0.0%	76.5%	75.6%	0.0%	0.0%	0.0%	-360	11.7K	-131	0.00	161.79	N/A	N/A	0	0	71	105
2019-12-11	$8.76	$10.00	95.3%	27.3%	74.4%	47.2%	86.2%	0.0%	0.0%	-149	8.5K	-122	0.00	161.66	N/A	N/A	0	63	71	105
2019-12-12	$9.00	$10.00	81.5%	23.4%	74.8%	40.2%	0.0%	0.0%	0.0%	18	-6.2K	-182	0.00	158.90	N/A	N/A	0	0	71	108
2019-12-13	$8.59	$10.00	86.3%	24.7%	77.1%	42.7%	0.0%	0.0%	0.0%	-272	8.4K	-113	0.00	161.78	N/A	N/A	0	0	71	108
2019-12-16	$8.62	$10.00	157.0%	0.0%	74.5%	78.5%	0.0%	0.0%	0.0%	-308	11.1K	-125	0.00	160.00	N/A	N/A	2	0	71	108
2019-12-17	$8.36	$10.00	161.2%	0.0%	74.1%	80.6%	0.0%	0.0%	0.0%	-541	17.5K	-117	0.00	160.66	N/A	N/A	0	0	71	108
2019-12-18	$8.34	$10.00	173.7%	0.0%	73.5%	87.0%	0.0%	0.0%	0.0%	-466	12.9K	-122	0.00	160.28	N/A	N/A	1	0	71	108
2019-12-19	$8.73	$10.00	116.5%	33.4%	74.2%	58.0%	0.0%	0.0%	93.8%	-14	-3.3K	-178	5.17	157.04	N/A	N/A	12	62	72	108
2019-12-20	$9.36	$10.00	37.6%	10.8%	77.7%	18.0%	0.0%	0.0%	93.2%	-35	-5.6K	-118	0.00	160.63	N/A	N/A	0	1	84	107
2019-12-23	$9.88	$10.00	103.6%	29.7%	71.6%	51.5%	88.2%	0.0%	80.4%	230	-30.2K	-188	0.33	151.40	N/A	N/A	3	1	84	96
2019-12-24	$10.16	$10.00	79.0%	22.6%	65.6%	39.0%	0.0%	0.0%	82.7%	257	-34.8K	-189	0.00	159.09	N/A	N/A	0	1	85	96
2019-12-26	$10.68	$10.00	142.7%	40.9%	56.5%	71.2%	0.0%	0.0%	0.0%	127	-45.5K	-194	0.00	160.71	N/A	N/A	0	4	85	97
2019-12-27	$10.59	$10.00	174.2%	49.9%	54.9%	87.2%	76.9%	28.1%	64.1%	228	-46.0K	-195	0.30	160.63	N/A	N/A	10	3	85	101
2019-12-30	$9.91	$10.00	97.5%	28.0%	61.2%	48.4%	0.0%	0.0%	0.0%	915	-25.0K	-150	0.00	159.07	N/A	N/A	0	7	85	104
2019-12-31	$10.06	$10.00	74.6%	21.4%	59.4%	36.7%	54.1%	0.0%	0.0%	1.0K	-28.0K	-183	0.14	160.00	N/A	N/A	14	2	85	111