RCUS Options History — October 2020

In October 2020, RCUS traded between $16.97 and $23.60. ATM implied volatility averaged 96.9%, placing in the 45.7% IV rank vs the trailing year. The 30-day expected move averaged 26.8%. IV traded above realized volatility by 29.8% (HV 20d: 67.1%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 1.75.

Notable Days

  • 2020-10-15: Highest Volume — 165 contracts
  • 2020-10-29: Largest IV spike — 54.0% change
  • 2020-10-07: Highest IV Rank — 56.9%
  • 2020-10-29: Largest Expected Move — 34.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.75$16.97$23.60$17.14$21.55
Max Pain$20.23$20.00$22.50$20.00$20.00
ATM IV96.9%75.8%120.2%107.5%96.9%
Expected Move26.8%21.7%34.1%30.8%27.8%
HV 20d67.1%55.9%81.6%70.5%81.6%
HV 60d67.0%65.1%73.2%65.3%73.2%
IV Rank45.7%35.4%56.9%50.9%45.6%
IV Percentile34.4%12.7%63.1%48.0%34.5%
Term Structure-11.9%-61.3%20.7%-32.4%-2.6%
VWIV92.4%73.6%115.2%90.0%93.4%
Skew 25d3.7%-44.4%74.5%0.5%2.9%
Skew 10d13.1%-53.1%55.9%-53.1%16.5%
Call IV 25d103.2%85.1%134.6%89.4%107.6%
Put IV 25d106.9%87.3%159.7%89.9%110.5%
Bid-Ask Spread %111.5095.89124.06123.77107.48
Gamma HHI0.380.230.540.460.25
Net GEX9.0K-10.5K42.5K11.0K5.5K
Net DEX-50.1K-454.1K336.1K327.3K-397.7K
Net VEX-2.5K-3.9K-1.7K-2.7K-2.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.750.0012.584.130.20
Total Volume62.636316541162
Total OI3,595.9557375,9125,6001,224

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-10-01$17.14$20.00107.5%30.8%70.5%50.9%90.0%0.5%-32.4%11.0K327.3K-2.7K4.13123.77N/AN/A8334,886714
2020-10-02$16.97$20.00104.3%29.9%67.9%49.2%79.2%74.5%-61.3%11.5K336.1K-2.6K0.00119.16N/AN/A0244,893746
2020-10-05$18.40$22.50117.0%22.0%75.3%55.3%0.0%-9.1%7.5%11.2K309.7K-2.6K0.00113.46N/AN/A1604,893753
2020-10-06$18.11$22.50109.7%30.0%75.4%51.8%88.9%8.1%3.1%41.4K-307.8K-3.9K0.92124.06N/AN/A26244,941753
2020-10-07$19.01$20.00120.2%27.2%76.4%56.9%95.3%1.4%-36.8%11.5K182.9K-2.7K0.65124.01N/AN/A17114,966772
2020-10-08$19.27$20.0099.8%27.2%72.7%47.0%100.3%23.3%-24.6%15.1K171.1K-2.6K0.07119.54N/AN/A7154,967781
2020-10-09$19.57$20.0095.1%27.9%72.8%44.7%101.2%2.7%-15.2%23.9K32.2K-2.7K0.60110.14N/AN/A534,972778
2020-10-12$19.63$20.00102.8%27.0%71.7%48.5%99.8%16.1%-5.6%-10.5K259.7K-1.7K0.31105.20N/AN/A55174,975777
2020-10-13$20.43$20.0093.5%29.0%66.9%44.0%89.5%4.1%-30.9%42.5K-356.9K-2.7K0.86111.28N/AN/A765,026788
2020-10-14$19.62$20.00109.9%31.5%67.7%51.9%73.6%39.0%-31.3%22.2K8.5K-2.1K8.67117.88N/AN/A3265,023788
2020-10-15$20.27$20.00104.9%30.1%68.0%49.5%93.6%0.7%-23.4%7.6K-12.8K-1.9K0.11105.57N/AN/A149165,024776
2020-10-16$21.07$20.0090.1%25.8%69.7%42.3%87.1%9.2%-10.0%3.1K-454.1K-1.9K0.3098.46N/AN/A124375,134778
2020-10-19$19.32$20.0098.5%28.2%60.0%46.4%94.2%14.2%-6.3%3.6K-215.8K-2.1K2.11101.99N/AN/A3778497240
2020-10-20$19.34$20.0079.9%22.9%58.2%37.4%94.1%-16.9%5.5%2.5K-141.8K-2.4K12.58109.26N/AN/A12151531309
2020-10-21$19.48$20.0082.2%23.6%55.9%38.5%0.0%5.2%-2.5%-1.3K-45.4K-2.6K0.00113.09N/AN/A60536456
2020-10-22$20.45$20.0088.1%25.3%57.6%41.4%92.8%6.7%-11.8%-1.1K-80.4K-2.5K1.20103.22N/AN/A2530542456
2020-10-23$20.01$20.0079.4%22.8%58.2%37.2%90.3%1.0%12.1%-810-78.7K-2.5K2.00109.85N/AN/A12565486
2020-10-26$19.78$20.0075.8%21.7%58.5%35.4%88.1%-10.9%-5.5%-1.7K-34.5K-2.4K1.43119.89N/AN/A2130564488
2020-10-27$20.71$20.0081.1%23.3%59.8%38.0%84.8%-42.1%6.8%-362-83.0K-2.6K0.00105.17N/AN/A40583518
2020-10-28$20.73$20.0077.2%22.1%59.0%36.1%96.3%-44.4%20.7%-525-105.8K-2.5K0.50114.56N/AN/A21587518
2020-10-29$23.60$20.00118.9%34.1%72.7%56.3%115.2%-3.8%-17.0%2.0K-415.0K-2.6K0.0495.89N/AN/A1285588519
2020-10-30$21.55$20.0096.9%27.8%81.6%45.6%93.4%2.9%-2.6%5.5K-397.7K-2.9K0.20107.48N/AN/A13527702522