RCUS Options History — July 2020

In July 2020, RCUS traded between $19.71 and $25.65. ATM implied volatility averaged 106.0%, placing in the 50.2% IV rank vs the trailing year. The 30-day expected move averaged 29.0%. IV traded above realized volatility by 53.5% (HV 20d: 52.5%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 19 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 1.09.

Notable Days

  • 2020-07-15: Highest Volume — 457 contracts
  • 2020-07-13: Largest IV spike — 58.1% change
  • 2020-07-13: Highest IV Rank — 82.7%
  • 2020-07-07: Largest Expected Move — 31.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.38$19.71$25.65$23.55$19.71
Max Pain$25.68$25.00$30.00$25.00$25.00
ATM IV106.0%80.5%173.2%107.4%108.9%
Expected Move29.0%23.1%31.9%30.8%31.2%
HV 20d52.5%48.4%58.6%48.7%58.6%
HV 60d102.8%81.6%147.0%147.0%83.3%
IV Rank50.2%37.9%82.7%50.9%51.6%
IV Percentile37.1%19.0%85.7%36.5%43.3%
Term Structure-8.4%-27.8%12.8%-9.0%-18.3%
VWIV98.9%75.7%120.5%98.7%106.4%
Skew 25d11.7%-9.7%74.0%7.7%-9.7%
Skew 10d30.5%-37.1%95.1%5.2%-37.1%
Call IV 25d98.3%85.6%115.3%86.6%110.2%
Put IV 25d110.0%88.4%168.6%94.3%100.5%
Bid-Ask Spread %91.8778.47106.00104.9391.65
Gamma HHI0.270.170.500.440.18
Net GEX9.1K-2.2K31.5K19.9K-2.2K
Net DEX-185.6K-562.9K222.6K-309.5K222.6K
Net VEX-2.9K-4.1K-2.0K-3.5K-2.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.090.017.000.082.29
Total Volume115.27344573979
Total OI2,095.57013,2253,140909

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-07-01$23.55$25.00107.4%30.8%48.7%50.9%98.7%7.7%-9.0%19.9K-309.5K-3.5K0.08104.93N/AN/A3632,668472
2020-07-02$23.93$25.0097.7%28.0%48.9%46.2%94.9%74.0%12.8%27.6K-506.4K-4.1K0.03105.67N/AN/A3012,691475
2020-07-06$24.06$25.0098.0%29.5%48.4%46.4%120.5%17.1%-13.9%19.8K-356.8K-3.3K0.65102.38N/AN/A1791172,708474
2020-07-07$25.34$25.00101.0%31.9%53.0%47.8%0.0%22.6%-22.5%27.6K-487.6K-3.5K0.0191.47N/AN/A7312,706474
2020-07-08$25.19$25.0084.7%29.5%51.5%39.9%117.8%36.8%-5.4%11.5K-348.2K-3.0K0.0290.27N/AN/A20142,750475
2020-07-09$25.65$25.00115.6%30.6%52.0%54.8%110.2%11.7%-12.4%31.5K-562.9K-3.6K0.4188.78N/AN/A207852,747478
2020-07-10$24.45$25.00109.6%30.0%49.5%52.0%0.0%13.8%-8.2%18.5K-357.6K-3.0K2.0078.47N/AN/A242,732452
2020-07-13$22.83$25.00173.2%30.7%54.2%82.7%75.7%25.6%-25.1%10.3K-213.5K-2.6K0.1295.08N/AN/A179212,731450
2020-07-14$23.18$30.00166.5%29.9%49.8%79.4%109.4%-7.5%-6.1%7.9K-163.8K-2.4K3.2283.11N/AN/A27872,555458
2020-07-15$24.19$30.00101.7%29.1%53.1%48.1%103.5%11.3%-9.8%3.2K-174.3K-2.8K0.2283.01N/AN/A374832,569539
2020-07-16$24.30$30.0099.6%28.6%53.1%47.1%98.3%6.9%3.0%6.7K-222.3K-3.0K0.5385.00N/AN/A1792,578549
2020-07-17$24.44$25.00106.2%30.4%53.2%50.3%107.1%1.5%-6.8%3.2K-116.3K-2.8K0.0889.08N/AN/A415322,589557
2020-07-20$24.94$25.0091.4%26.2%54.0%43.2%93.1%1.6%12.1%4.2K-244.7K-3.0K0.6488.35N/AN/A2516466235
2020-07-21$23.47$25.0097.8%28.0%53.4%46.2%90.9%0.8%-1.4%3.0K-80.4K-2.4K0.8384.53N/AN/A3025470251
2020-07-22$23.50$25.0099.6%28.5%53.1%47.1%93.2%1.4%-9.0%3.0K-147.3K-3.0K0.3894.46N/AN/A2911484276
2020-07-23$23.06$25.0096.4%27.6%52.2%45.6%95.0%-7.0%-3.6%3.1K-104.1K-2.9K1.5081.52N/AN/A46507286
2020-07-24$22.07$25.0080.5%23.1%54.2%37.9%101.4%10.9%3.3%1.7K-47.1K-2.7K1.3395.59N/AN/A1824508315
2020-07-27$22.42$25.0088.7%25.4%53.8%41.9%78.0%16.5%-19.5%1.2K-17.7K-2.8K0.7889.55N/AN/A97512340
2020-07-28$21.53$25.00102.2%29.3%55.4%48.4%87.9%1.0%-18.8%5093.8K-2.8K1.5690.95N/AN/A1828519347
2020-07-29$21.22$25.0099.7%28.6%53.2%47.2%101.2%7.4%2.5%-57171.3K-2.6K7.00101.32N/AN/A214520372
2020-07-30$21.43$25.00106.4%30.5%52.2%50.4%93.9%14.2%-27.8%-82279.2K-2.7K0.33106.00N/AN/A31522385
2020-07-31$19.71$25.00108.9%31.2%58.6%51.6%106.4%-9.7%-18.3%-2.2K222.6K-2.0K2.2991.65N/AN/A2455523386