RCUS Options History — February 2021

In February 2021, RCUS traded between $31.57 and $41.39. ATM implied volatility averaged 109.3%, placing in the 50.5% IV rank vs the trailing year. The 30-day expected move averaged 32.5%. IV traded above realized volatility by 47.6% (HV 20d: 61.6%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 0 of 19 trading days. Term structure was in contango for 10 of 19 days. Put/call ratio averaged 0.93.

Notable Days

  • 2021-02-12: Highest Volume — 264 contracts
  • 2021-02-11: Largest IV spike — 21.1% change
  • 2021-02-01: Highest IV Rank — 60.7%
  • 2021-02-01: Largest Expected Move — 37.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$36.41$31.57$41.39$37.89$35.57
Max Pain$32.89$30.00$35.00$35.00$35.00
ATM IV109.3%85.7%129.7%129.7%105.8%
Expected Move32.5%28.2%37.2%37.2%30.3%
HV 20d61.6%56.8%67.4%67.4%56.8%
HV 60d61.4%58.7%63.2%62.9%61.4%
IV Rank50.5%38.8%60.7%60.7%48.8%
IV Percentile52.9%16.3%77.0%77.0%47.6%
Term Structure0.9%-18.6%29.4%-7.7%1.9%
VWIV111.8%74.1%129.0%128.9%105.4%
Skew 25d2.2%-28.9%45.1%11.1%15.9%
Skew 10d8.3%-47.1%30.8%-15.8%17.2%
Call IV 25d111.1%85.2%133.9%109.8%109.8%
Put IV 25d113.2%97.2%155.1%120.8%125.7%
Bid-Ask Spread %97.9771.75109.3196.35109.04
Gamma HHI0.380.300.470.470.36
Net GEX-29.6K-41.5K-14.6K-35.3K-39.8K
Net DEX946.8K-142.8K2.0M1.1M1.4M
Net VEX-23.0K-23.8K-22.0K-23.1K-23.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.930.083.890.160.08
Total Volume92.7891726414040
Total OI4,957.8424,5505,2674,5504,916

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-02-01$37.89$35.00129.7%37.2%67.4%60.7%128.9%11.1%-7.7%-35.3K1.1M-23.1K0.1696.35N/AN/A121194564,094
2021-02-02$38.93$35.00109.4%31.4%67.2%50.6%74.1%11.2%29.4%-30.6K549.9K-23.0K0.12101.72N/AN/A82105414,097
2021-02-03$39.31$35.00101.5%29.1%67.3%46.7%108.1%-4.0%5.2%-22.9K266.0K-22.2K2.1592.83N/AN/A731576114,104
2021-02-04$39.84$30.0085.7%33.0%63.8%38.8%113.5%11.6%-8.7%-23.0K258.7K-23.0K0.2871.75N/AN/A75216604,214
2021-02-05$40.81$30.00101.2%32.2%63.0%46.5%115.2%17.9%0.7%-18.6K-142.8K-22.0K2.0080.46N/AN/A36727074,218
2021-02-08$41.39$30.0098.1%33.3%62.9%45.0%121.7%2.8%-7.9%-16.5K-134.4K-22.6K0.2788.67N/AN/A49137364,277
2021-02-09$40.06$30.0089.1%30.8%63.9%40.5%107.9%-15.3%-6.2%-14.8K13.9K-23.5K0.2097.63N/AN/A4497504,282
2021-02-10$38.56$30.0098.2%28.2%64.2%45.0%109.6%-22.8%22.6%-17.8K263.4K-23.2K0.2493.56N/AN/A3487684,290
2021-02-11$37.08$30.00119.0%34.1%63.7%55.3%93.5%-20.8%-11.6%-14.6K580.3K-23.8K0.1395.24N/AN/A1527774,292
2021-02-12$35.89$30.00112.2%32.2%59.1%52.0%107.2%5.6%3.0%-22.2K788.2K-23.4K3.89101.22N/AN/A542107854,295
2021-02-16$34.05$30.00119.4%34.2%60.5%55.5%123.2%-12.8%-14.9%-32.3K1.3M-23.1K1.1395.01N/AN/A46528044,395
2021-02-17$33.20$35.00115.9%33.2%60.9%53.8%110.3%-20.5%11.4%-39.9K1.9M-23.3K1.93105.22N/AN/A30588014,440
2021-02-18$32.02$35.00107.0%30.7%57.7%49.4%111.2%-9.2%15.0%-41.5K2.0M-23.0K2.63106.09N/AN/A24637974,458
2021-02-19$31.57$35.00115.5%33.1%57.3%53.6%104.6%12.6%11.7%-39.7K2.0M-22.5K0.40107.27N/AN/A93378004,467
2021-02-22$32.15$35.00109.3%31.3%57.3%50.5%112.9%-28.9%-1.7%-39.8K1.8M-22.8K0.47104.15N/AN/A59285234,228
2021-02-23$33.73$35.00121.6%34.9%60.7%56.6%127.4%45.1%-18.6%-38.9K1.6M-23.7K0.29105.23N/AN/A41125784,258
2021-02-24$35.10$35.00124.5%35.7%59.5%58.1%129.0%40.5%-8.7%-38.0K1.3M-22.9K0.54100.61N/AN/A35196044,267
2021-02-25$34.62$35.00112.9%32.4%57.3%52.3%119.8%1.6%2.8%-36.4K1.3M-23.0K0.83109.31N/AN/A12106264,283
2021-02-26$35.57$35.00105.8%30.3%56.8%48.8%105.4%15.9%1.9%-39.8K1.4M-23.3K0.08109.04N/AN/A3736274,289