RCUS Options History — June 2020

In June 2020, RCUS traded between $23.43 and $34.57. ATM implied volatility averaged 105.1%, placing in the 49.8% IV rank vs the trailing year. The 30-day expected move averaged 29.8%. IV traded above realized volatility by 1.2% (HV 20d: 103.9%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.74.

Notable Days

  • 2020-06-04: Highest Volume — 2,317 contracts
  • 2020-06-30: Largest IV drop — 35.3% change
  • 2020-06-29: Highest IV Rank — 67.2%
  • 2020-06-29: Largest Expected Move — 40.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.88$23.43$34.57$34.23$24.47
Max Pain$26.59$20.00$30.00$30.00$25.00
ATM IV105.1%87.3%141.2%118.2%91.3%
Expected Move29.8%25.0%40.5%33.9%26.2%
HV 20d103.9%54.5%123.5%115.9%57.2%
HV 60d155.5%147.0%170.6%169.8%147.2%
IV Rank49.8%41.2%67.2%56.1%43.1%
IV Percentile33.7%23.0%53.6%37.3%24.6%
Term Structure-1.0%-29.7%28.1%18.0%28.1%
VWIV100.5%74.7%131.0%113.4%80.1%
Skew 25d22.1%-10.6%72.4%10.8%72.4%
Skew 10d11.9%-40.0%71.6%20.2%25.2%
Call IV 25d100.9%74.5%122.5%122.5%80.1%
Put IV 25d123.0%90.6%175.7%133.4%152.6%
Bid-Ask Spread %97.6184.73112.9793.65112.97
Gamma HHI0.640.370.810.480.45
Net GEX58.4K19.4K111.2K38.2K22.8K
Net DEX-1.6M-2.8M-357.6K-1.6M-357.6K
Net VEX-7.3K-11.2K-3.6K-4.8K-3.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.740.004.000.430.04
Total Volume193.273152,31715728
Total OI3,525.3641,8804,5781,8803,129

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-06-01$34.23$30.00118.2%33.9%115.9%56.1%113.4%10.8%18.0%38.2K-1.6M-4.8K0.4393.65N/AN/A110471,254626
2020-06-02$34.57$30.00111.1%31.8%115.7%52.7%106.0%28.5%-8.0%41.3K-1.6M-5.1K0.0685.96N/AN/A12981,314656
2020-06-03$31.25$30.00109.4%31.4%122.5%51.9%107.2%8.6%-13.1%27.7K-1.0M-4.3K0.6992.60N/AN/A89611,316657
2020-06-04$30.05$20.00102.6%29.8%123.5%48.6%96.7%-10.6%-16.9%19.4K-701.3K-4.0K0.0684.73N/AN/A2,1911261,360696
2020-06-05$29.02$20.00117.3%26.7%118.1%55.7%91.8%-8.1%-2.6%94.8K-2.8M-11.2K0.2490.22N/AN/A51123,480698
2020-06-08$28.64$22.5096.8%28.2%118.1%45.8%89.0%26.5%-5.8%91.3K-2.5M-10.5K0.0089.31N/AN/A4803,514708
2020-06-09$29.42$22.50104.8%28.1%118.5%49.6%97.6%7.1%-2.2%91.1K-2.8M-11.1K0.2594.52N/AN/A44113,539708
2020-06-10$29.73$25.0090.9%26.1%118.2%42.9%88.1%0.1%4.5%111.2K-2.8M-10.5K0.0493.23N/AN/A5123,564717
2020-06-11$27.81$25.00103.4%29.6%117.7%49.0%93.4%22.0%-4.7%75.9K-2.3M-9.9K0.8896.72N/AN/A24213,585719
2020-06-12$27.65$25.00105.1%30.1%117.7%49.8%74.7%3.0%-5.5%65.4K-1.7M-8.5K4.0098.28N/AN/A22883,592719
2020-06-15$29.16$25.00109.7%31.5%111.2%52.0%111.6%2.4%-8.5%80.9K-2.7M-10.0K0.37102.96N/AN/A147543,602792
2020-06-16$28.45$30.00109.6%31.4%110.9%52.0%110.7%11.6%-5.7%76.8K-2.6M-10.3K0.02103.23N/AN/A14333,710799
2020-06-17$27.88$30.00107.8%30.9%110.9%51.1%114.1%-5.5%-10.1%72.4K-2.2M-9.9K1.96103.41N/AN/A23453,759797
2020-06-18$27.58$30.0097.6%28.0%108.3%46.2%105.3%20.2%9.6%73.1K-1.7M-8.8K0.2887.95N/AN/A2573,766812
2020-06-19$27.34$30.00101.2%29.0%107.5%47.9%94.9%15.9%12.2%74.5K-1.6M-8.4K1.7593.35N/AN/A36633,760812
2020-06-22$25.61$30.0090.5%26.0%109.0%42.8%98.4%34.6%11.9%47.5K-927.2K-5.6K0.25104.49N/AN/A160402,726364
2020-06-23$25.13$30.0098.2%28.2%107.6%46.5%131.0%26.1%-5.5%55.0K-1.2M-6.5K0.70102.47N/AN/A131922,653402
2020-06-24$24.27$30.0087.3%25.0%79.7%41.2%92.7%18.2%11.9%31.1K-532.3K-4.2K0.24100.50N/AN/A2562,648409
2020-06-25$24.11$25.00105.2%30.2%78.2%49.8%89.5%68.2%8.7%30.5K-610.2K-4.6K1.50107.68N/AN/A12182,645412
2020-06-26$23.43$25.00112.8%32.3%65.2%53.5%106.4%66.4%-9.0%31.2K-586.9K-4.3K2.38102.58N/AN/A13312,648403
2020-06-29$23.58$25.00141.2%40.5%54.5%67.2%119.4%67.4%-29.7%32.3K-697.1K-4.7K0.07106.50N/AN/A1412,657431
2020-06-30$24.47$25.0091.3%26.2%57.2%43.1%80.1%72.4%28.1%22.8K-357.6K-3.6K0.04112.97N/AN/A2712,658471