RCUS Options History — February 2020 In February 2020, RCUS traded between $9.30 and $17.82. ATM implied volatility averaged 100.3%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 7.9% (HV 20d: 92.4%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 6 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 1.49.
Notable Days 2020-02-06 : Highest Volume — 55 contracts2020-02-05 : Largest IV spike — 818.7% change2020-02-14 : Highest IV Rank — 90.3%2020-02-14 : Largest Expected Move — 51.7%Monthly Statistics Metric Avg Min Max Open Close Price $13.04 $9.30 $17.82 $9.30 $14.64 Max Pain $12.11 $10.00 $12.50 $10.00 $12.50 ATM IV 100.3% 10.5% 180.3% 177.7% 123.6% Expected Move 27.0% 3.0% 51.7% 3.0% 35.4% HV 20d 92.4% 48.0% 125.9% 48.0% 123.7% HV 60d 74.5% 62.2% 84.4% 62.2% 83.8% IV Rank 49.8% 4.3% 90.3% 89.0% 61.5% IV Percentile 37.3% 4.8% 89.7% 86.5% 43.3% Term Structure 14.3% -58.6% 111.1% 35.6% -58.6% VWIV 101.0% 51.0% 163.6% 67.5% 163.6% Skew 25d 6.3% -84.2% 108.5% 108.5% -13.2% Skew 10d -59.4% -91.8% -17.7% -30.1% -91.2% Call IV 25d 126.1% 44.9% 176.3% 44.9% 153.4% Put IV 25d 132.4% 92.1% 174.7% 153.4% 140.2% Bid-Ask Spread % 143.26 107.34 166.41 164.00 133.83 Gamma HHI 0.39 0.29 0.66 0.49 0.34 Net GEX -4 -1.0K 891 -519 491 Net DEX -44.8K -113.3K 8.2K 8.2K -60.7K Net VEX -211 -325 -113 -173 -325 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.49 0.00 7.00 0.00 7.00 Total Volume 19.579 0 55 5 16 Total OI 206.474 157 262 157 258
Daily Data (19 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 2020-02-03 $9.30 $10.00 177.7% 0.0% 48.0% 89.0% 0.0% 108.5% 0.0% -519 8.2K -173 0.00 164.00 N/A N/A 5 0 33 124 2020-02-04 $9.79 $10.00 10.5% 3.0% 51.4% 4.3% 0.0% 0.0% 0.0% -1.0K 6.1K -200 0.00 166.41 N/A N/A 36 0 33 124 2020-02-05 $11.51 $10.00 96.9% 0.0% 76.9% 48.1% 0.0% 0.0% 0.0% -90 -40.5K -181 0.00 160.23 N/A N/A 0 20 64 124 2020-02-06 $11.31 $12.50 46.0% 13.2% 76.3% 22.3% 0.0% 0.0% 35.6% -274 -26.3K -198 0.00 145.29 N/A N/A 0 55 64 126 2020-02-07 $11.27 $12.50 67.5% 19.4% 76.3% 33.2% 67.5% 0.0% 40.9% -285 -25.0K -188 1.00 143.70 N/A N/A 2 2 64 130 2020-02-10 $11.67 $12.50 61.4% 17.6% 76.8% 30.1% 77.4% 0.0% 78.2% -173 -39.7K -176 0.67 148.14 N/A N/A 3 2 66 129 2020-02-11 $11.55 $12.50 93.5% 17.9% 76.6% 46.3% 51.0% 0.0% 22.8% -6 -35.9K -182 0.29 149.72 N/A N/A 7 2 69 127 2020-02-12 $11.27 $12.50 61.8% 17.7% 76.5% 30.3% 0.0% 0.0% 91.9% -24 -32.6K -242 0.37 149.42 N/A N/A 30 11 72 128 2020-02-13 $11.38 $12.50 62.4% 17.9% 76.5% 30.6% 0.0% 0.0% 111.1% -331 -11.9K -198 0.00 150.38 N/A N/A 0 1 43 139 2020-02-14 $11.05 $12.50 180.3% 51.7% 77.2% 90.3% 0.0% 0.0% -46.1% -285 -9.1K -217 0.00 145.95 N/A N/A 0 5 43 139 2020-02-18 $12.60 $12.50 73.1% 21.0% 88.9% 36.0% 0.0% 0.0% 57.5% -469 -22.5K -183 0.00 144.75 N/A N/A 0 0 43 144 2020-02-19 $15.54 $12.50 144.4% 41.4% 112.6% 72.1% 107.9% -36.9% -17.6% -211 -48.2K -148 1.20 145.61 N/A N/A 5 6 43 144 2020-02-20 $16.20 $12.50 122.3% 35.1% 112.3% 60.9% 135.9% 10.2% -28.0% -222 -57.7K -132 0.00 149.94 N/A N/A 31 0 53 148 2020-02-21 $17.82 $12.50 95.2% 27.3% 111.0% 47.2% 71.5% 24.9% 10.8% 329 -113.3K -113 0.31 145.41 N/A N/A 39 12 82 149 2020-02-24 $16.19 $12.50 104.7% 30.0% 119.3% 52.0% 113.1% -84.2% -41.9% 690 -94.2K -241 0.24 107.34 N/A N/A 21 5 93 143 2020-02-25 $14.83 $12.50 81.3% 23.3% 125.9% 40.1% 75.5% -7.4% 8.8% 891 -86.4K -288 0.00 123.08 N/A N/A 7 0 113 146 2020-02-26 $15.24 $12.50 169.8% 48.7% 125.3% 85.0% 101.0% 60.2% -52.7% 776 -86.5K -313 4.50 126.74 N/A N/A 2 9 114 148 2020-02-27 $14.65 $12.50 134.1% 38.4% 123.9% 66.9% 146.9% -5.7% 16.9% 641 -75.4K -314 5.33 122.03 N/A N/A 6 32 116 145 2020-02-28 $14.64 $12.50 123.6% 35.4% 123.7% 61.5% 163.6% -13.2% -58.6% 491 -60.7K -325 7.00 133.83 N/A N/A 2 14 104 154
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