RCUS Options History — January 2021

In January 2021, RCUS traded between $26.11 and $38.50. ATM implied volatility averaged 132.1%, placing in the 61.9% IV rank vs the trailing year. The 30-day expected move averaged 34.4%. IV traded above realized volatility by 68.4% (HV 20d: 63.8%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 8 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 5.39.

Notable Days

  • 2021-01-11: Highest Volume — 1,929 contracts
  • 2021-01-12: Largest IV spike — 30.7% change
  • 2021-01-04: Highest IV Rank — 92.8%
  • 2021-01-13: Largest Expected Move — 41.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.10$26.11$38.50$26.11$34.83
Max Pain$31.84$30.00$35.00$30.00$35.00
ATM IV132.1%103.0%194.6%194.6%108.6%
Expected Move34.4%29.5%41.6%39.5%31.1%
HV 20d63.8%55.5%70.0%63.1%66.2%
HV 60d66.3%61.1%68.3%65.6%61.1%
IV Rank61.9%47.4%92.8%92.8%50.2%
IV Percentile71.4%44.8%99.2%99.2%54.4%
Term Structure-7.9%-34.3%19.6%-31.0%12.5%
VWIV124.7%110.5%144.8%112.4%112.8%
Skew 25d5.6%-22.7%32.8%-22.7%-15.0%
Skew 10d21.4%-78.2%63.6%-78.2%26.5%
Call IV 25d122.7%95.5%149.5%149.5%131.8%
Put IV 25d128.4%108.7%143.3%126.8%116.8%
Bid-Ask Spread %88.6775.54108.0092.08100.77
Gamma HHI0.520.400.660.600.48
Net GEX21.1K-37.6K174.3K53.7K-36.4K
Net DEX-1.4M-8.2M1.4M-1.1M1.3M
Net VEX-19.7K-25.4K-11.4K-11.4K-23.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.390.0028.754.950.67
Total Volume309.526101,92936910
Total OI5,271.6844,0267,3754,8014,543

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-01-04$26.11$30.00194.6%39.5%63.1%92.8%0.0%-22.7%-31.0%53.7K-1.1M-11.4K4.9592.08N/AN/A623073,1221,679
2021-01-05$26.51$30.00156.9%31.6%61.9%74.1%112.4%7.6%-0.4%57.6K-992.7K-11.7K25.8575.81N/AN/A401,0343,1751,766
2021-01-06$28.64$30.00139.0%35.5%63.4%65.3%135.4%0.5%-14.4%69.6K-2.0M-14.7K0.0882.54N/AN/A120103,1922,331
2021-01-07$29.94$30.00146.4%37.2%55.5%68.9%131.0%-10.2%-29.2%90.4K-2.2M-13.8K0.1682.96N/AN/A104173,2292,332
2021-01-08$30.67$30.00164.9%33.3%55.8%78.1%114.3%2.2%-5.8%102.0K-2.4M-14.2K2.7685.39N/AN/A411133,2252,339
2021-01-11$32.14$30.00139.4%37.5%58.0%65.5%143.8%-5.8%-20.1%116.0K-3.6M-13.3K20.2084.20N/AN/A911,8383,2382,390
2021-01-12$33.85$30.00182.3%41.0%58.3%86.7%144.8%13.0%-23.8%107.2K-3.5M-25.4K0.2775.54N/AN/A91253,2794,070
2021-01-13$35.69$30.00145.2%41.6%59.9%68.3%142.1%-0.2%-34.3%-30.9K-8.2M-21.7K0.7077.15N/AN/A99693,2924,083
2021-01-14$38.36$30.00109.2%31.3%63.0%50.5%110.9%6.5%-5.9%174.3K-7.4M-21.9K0.03108.00N/AN/A687213,2384,120
2021-01-15$36.95$30.00119.6%34.3%65.2%55.6%121.0%13.7%-13.4%-29.8K-5.5M-21.1K0.0481.94N/AN/A465182,3994,124
2021-01-19$36.48$30.00128.5%36.8%65.6%60.1%123.5%8.0%-10.7%-32.1K791.4K-20.6K3.2884.95N/AN/A541774213,605
2021-01-20$38.50$30.00103.0%29.5%67.7%47.4%118.0%0.8%8.7%-28.7K637.5K-21.6K0.3485.72N/AN/A83284613,649
2021-01-21$37.44$35.00128.4%36.8%68.5%60.0%128.0%21.1%-15.2%-34.8K934.6K-23.0K9.5089.72N/AN/A6574364,022
2021-01-22$38.14$35.00105.1%30.1%68.4%48.4%0.0%13.8%12.6%-33.4K1.0M-23.9K0.9387.39N/AN/A15144414,002
2021-01-25$38.02$35.00115.5%33.1%66.9%53.6%110.5%32.8%8.3%-33.3K942.6K-22.9K1.5091.06N/AN/A8124374,007
2021-01-26$35.87$35.00107.8%30.9%70.0%49.8%117.8%9.7%-10.2%-34.7K1.2M-23.5K28.7593.93N/AN/A41154424,004
2021-01-27$34.25$35.00108.6%31.1%67.9%50.2%129.1%5.2%2.3%-37.5K1.4M-23.0K2.44103.22N/AN/A9224444,089
2021-01-28$35.43$35.00107.6%30.8%66.0%49.7%124.4%25.6%19.6%-37.6K1.3M-23.5K0.00102.32N/AN/A1504464,090
2021-01-29$34.83$35.00108.6%31.1%66.2%50.2%112.8%-15.0%12.5%-36.4K1.3M-23.1K0.67100.77N/AN/A644534,090