RCUS Options History — December 2020

In December 2020, RCUS traded between $25.99 and $32.32. ATM implied volatility averaged 106.4%, placing in the 49.1% IV rank vs the trailing year. The 30-day expected move averaged 29.3%. IV traded above realized volatility by 47.9% (HV 20d: 58.4%). Max pain ranged from $22.50 to $25.00. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 12.77.

Notable Days

  • 2020-12-01: Highest Volume — 2,231 contracts
  • 2020-12-04: Largest IV spike — 109.6% change
  • 2020-12-31: Highest IV Rank — 68.0%
  • 2020-12-31: Largest Expected Move — 41.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$29.58$25.99$32.32$27.03$25.99
Max Pain$22.84$22.50$25.00$25.00$25.00
ATM IV106.4%61.8%144.6%96.5%144.6%
Expected Move29.3%18.3%41.4%27.7%41.4%
HV 20d58.4%44.4%64.3%55.1%64.3%
HV 60d67.8%64.1%73.3%70.5%66.2%
IV Rank49.1%27.0%68.0%44.2%68.0%
IV Percentile52.4%7.5%85.3%37.3%85.3%
Term Structure-8.5%-84.2%29.5%-84.2%-5.0%
VWIV108.8%76.4%176.7%116.1%176.7%
Skew 25d5.3%-36.3%42.9%25.3%6.2%
Skew 10d-0.8%-51.2%64.7%20.0%-27.7%
Call IV 25d110.9%60.5%200.6%60.5%200.6%
Put IV 25d116.2%70.5%206.8%85.8%206.8%
Bid-Ask Spread %100.1881.04114.76114.7699.59
Gamma HHI0.390.220.520.290.48
Net GEX35.6K-10.8K53.9K14.9K34.3K
Net DEX-1.6M-3.0M669.1K-987.9K-1.1M
Net VEX-10.0K-11.5K-2.9K-2.9K-11.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio12.770.01201.82201.820.05
Total Volume265.136142,2312,231791
Total OI3,083.8641,0444,0531,0444,053

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2020-12-01$27.03$25.0096.5%27.7%55.1%44.2%116.1%25.3%-84.2%14.9K-987.9K-2.9K201.82114.76N/AN/A112,220759285
2020-12-02$27.19$25.0068.2%19.6%54.7%30.2%82.7%-13.8%-23.6%6.0K-497.2K-7.8K0.94112.50N/AN/A32307621,367
2020-12-03$28.06$22.5061.8%18.3%52.4%27.0%76.4%11.7%24.0%7.8K-600.4K-7.6K0.49100.91N/AN/A45227901,372
2020-12-04$29.04$22.50129.6%19.9%44.4%60.6%86.8%3.2%8.1%3.8K-817.5K-7.2K0.01105.66N/AN/A961148221,378
2020-12-07$27.09$22.50103.5%24.8%53.2%47.7%114.4%-16.2%29.4%34.3K-1.5M-11.0K2.19100.60N/AN/A16351,8231,378
2020-12-08$29.82$22.50124.7%31.3%57.9%58.2%104.7%-12.3%-26.0%38.2K-1.9M-11.3K0.6195.76N/AN/A23141,8261,392
2020-12-09$29.34$22.50114.5%32.8%58.2%53.2%104.3%-36.3%-17.2%38.2K-2.2M-11.4K0.6498.50N/AN/A25161,8281,380
2020-12-10$29.43$22.50103.6%29.7%58.3%47.7%102.9%22.3%-18.4%40.2K-1.8M-11.2K0.4881.04N/AN/A42201,8291,384
2020-12-11$30.89$22.50103.2%29.6%58.6%47.5%100.3%31.6%-29.2%41.2K-2.5M-10.6K0.7895.47N/AN/A32251,8451,394
2020-12-14$31.98$22.5096.0%27.5%58.9%44.0%102.7%42.9%-6.5%51.0K-2.6M-10.7K0.8298.67N/AN/A22181,8261,394
2020-12-15$31.11$22.50105.4%30.2%60.7%48.6%94.6%10.7%-21.2%50.7K-2.4M-11.0K0.74102.08N/AN/A107791,8331,406
2020-12-16$31.20$22.5099.1%28.4%60.7%45.5%98.9%-31.0%-9.5%48.2K-2.6M-11.4K3.47100.65N/AN/A17591,9321,418
2020-12-17$31.57$22.50103.0%29.5%60.7%47.4%101.1%-10.0%4.5%52.8K-2.6M-11.0K8.83103.60N/AN/A181591,9271,418
2020-12-18$32.00$22.5095.6%27.4%60.5%43.8%120.6%-1.0%29.5%53.9K-3.0M-10.7K2.46100.79N/AN/A24591,9171,431
2020-12-21$31.57$22.5098.1%28.1%61.2%45.0%99.1%26.5%-4.6%53.3K-1.9M-10.5K0.19104.44N/AN/A1631,7201,343
2020-12-22$32.32$22.50102.6%29.4%59.1%47.2%113.7%38.3%-7.0%53.5K-2.1M-10.6K41.20100.16N/AN/A52061,7261,346
2020-12-23$31.31$22.50106.0%30.4%60.8%48.9%107.8%35.6%1.2%49.5K-1.7M-11.1K0.7598.29N/AN/A861,7241,551
2020-12-24$30.48$22.50109.1%31.3%59.1%50.5%105.9%13.5%-6.5%49.6K-1.5M-10.9K1.5098.67N/AN/A691,7231,557
2020-12-28$28.59$22.50135.2%38.8%62.4%63.4%128.0%-13.2%-19.4%33.6K-1.1M-10.9K0.1988.87N/AN/A266501,7281,596
2020-12-29$27.52$22.50116.0%33.3%62.2%53.9%146.3%-16.1%-14.1%39.6K-834.9K-10.9K0.0497.34N/AN/A270101,9941,642
2020-12-30$27.16$22.50123.4%35.4%62.4%57.5%0.0%-0.8%8.3%-10.8K669.1K-7.3K0.00105.63N/AN/A0422,3801,646
2020-12-31$25.99$25.00144.6%41.4%64.3%68.0%176.7%6.2%-5.0%34.3K-1.1M-11.5K0.0599.59N/AN/A751402,3801,673