RCUS Options History — March 2021

In March 2021, RCUS traded between $28.19 and $38.56. ATM implied volatility averaged 107.0%, placing in the 45.1% IV rank vs the trailing year. The 30-day expected move averaged 30.8%. IV traded above realized volatility by 39.5% (HV 20d: 67.4%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 0 of 23 trading days. Term structure was in contango for 12 of 23 days. Put/call ratio averaged 0.96.

Notable Days

  • 2021-03-30: Highest Volume — 695 contracts
  • 2021-03-08: Largest IV spike — 32.5% change
  • 2021-03-08: Highest IV Rank — 61.7%
  • 2021-03-08: Largest Expected Move — 34.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.06$28.19$38.56$36.73$28.41
Max Pain$27.83$25.00$35.00$35.00$30.00
ATM IV107.0%86.1%131.8%86.1%101.9%
Expected Move30.8%24.7%34.4%24.7%29.2%
HV 20d67.4%48.8%82.6%57.5%81.7%
HV 60d64.8%59.6%70.0%61.7%69.8%
IV Rank45.1%22.5%61.7%39.0%31.2%
IV Percentile49.4%13.9%80.6%13.9%37.7%
Term Structure4.4%-14.4%33.4%27.7%6.5%
VWIV111.8%76.4%164.2%96.7%119.9%
Skew 25d13.5%-25.8%62.5%-25.8%62.5%
Skew 10d45.9%-6.8%109.6%-4.8%59.9%
Call IV 25d102.4%77.4%121.7%93.8%120.4%
Put IV 25d116.0%68.0%182.9%68.0%182.9%
Bid-Ask Spread %101.1989.70118.31112.29112.46
Gamma HHI0.350.300.440.310.34
Net GEX-31.6K-42.1K-17.0K-33.7K-37.1K
Net DEX1.0M481.6K1.7M1.1M1.7M
Net VEX-21.3K-24.6K-19.4K-21.9K-24.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.0411.640.060.14
Total Volume109.217106951724
Total OI5,064.3484,5916,0224,9286,022

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-03-01$36.73$35.0086.1%24.7%57.5%39.0%96.7%-25.8%27.7%-33.7K1.1M-21.9K0.06112.29N/AN/A1616394,289
2021-03-02$36.62$35.0096.4%27.6%48.8%44.2%76.4%29.6%15.3%-32.7K1.0M-22.1K0.11111.66N/AN/A916544,289
2021-03-03$34.85$35.00102.3%29.3%50.3%47.1%104.3%29.6%-4.6%-35.9K1.3M-22.2K0.27114.68N/AN/A120326594,290
2021-03-04$33.65$25.0097.2%30.6%51.0%44.5%109.3%2.0%-2.6%-33.9K1.2M-22.0K0.23103.60N/AN/A1337314,264
2021-03-05$33.83$25.0099.4%32.7%50.7%45.6%112.1%8.8%-2.6%-36.6K1.3M-22.4K0.0895.39N/AN/A4847354,267
2021-03-08$31.51$25.00131.8%34.4%53.8%61.7%105.7%28.8%-8.5%-42.1K1.7M-22.0K1.1797.34N/AN/A30357064,267
2021-03-09$32.43$25.00112.7%32.7%55.0%52.2%110.4%21.7%-7.4%-38.5K1.5M-22.0K0.2498.26N/AN/A2977314,288
2021-03-10$35.61$25.00110.8%31.8%66.0%51.3%102.3%36.1%9.4%-38.6K1.1M-21.4K0.0898.54N/AN/A2427284,290
2021-03-11$38.56$25.00101.9%29.2%71.3%46.9%113.5%44.9%0.7%-22.2K538.1K-19.4K0.4993.84N/AN/A41207444,290
2021-03-12$36.76$25.00109.2%31.3%72.0%50.5%108.8%3.2%8.4%-30.4K670.4K-21.3K0.0494.40N/AN/A4627904,290
2021-03-15$35.02$25.00118.1%33.9%73.2%54.9%124.4%-10.6%-1.7%-25.5K673.9K-20.5K0.7198.75N/AN/A14108034,292
2021-03-16$34.98$25.00108.3%31.0%70.6%50.0%122.2%-10.9%-9.9%-34.3K879.2K-20.8K0.0698.14N/AN/A1818124,301
2021-03-17$36.65$25.00111.1%31.8%71.6%51.4%118.8%13.1%-2.8%-29.1K543.3K-20.3K0.1396.65N/AN/A1528044,301
2021-03-18$35.41$25.00114.4%32.8%71.5%53.1%164.2%-14.8%7.6%-17.0K639.7K-19.6K1.09102.18N/AN/A11128084,301
2021-03-19$36.53$25.00103.6%29.7%71.7%47.7%110.8%5.8%13.2%-32.6K481.6K-19.9K0.0699.28N/AN/A3628074,309
2021-03-22$35.74$25.00108.8%31.2%72.3%46.9%105.6%10.7%-3.5%-27.1K816.7K-20.2K0.4090.70N/AN/A85345804,011
2021-03-23$34.55$30.00114.9%32.9%71.7%49.3%105.2%-4.3%3.7%-28.7K887.5K-20.0K0.1889.70N/AN/A55106464,017
2021-03-24$32.24$30.0092.5%26.5%74.3%22.5%94.3%-2.2%20.1%-27.0K1.1M-19.5K1.0792.92N/AN/A1161246714,025
2021-03-25$33.45$30.00119.7%34.3%75.6%44.0%117.4%17.1%-3.2%-35.8K1.2M-20.6K2.3398.27N/AN/A377904,155
2021-03-26$32.47$30.0093.5%26.8%75.4%25.1%117.7%14.1%33.4%-29.7K1.1M-20.7K0.05118.31N/AN/A633317934,161
2021-03-29$29.19$30.00106.3%30.5%82.2%34.4%104.3%28.5%17.4%-25.7K883.7K-23.3K1.39107.11N/AN/A38531,3554,185
2021-03-30$28.19$30.00119.9%34.4%82.6%44.2%127.0%23.9%-14.4%-32.2K1.6M-23.5K11.64103.01N/AN/A556401,3754,215
2021-03-31$28.41$30.00101.9%29.2%81.7%31.2%119.9%62.5%6.5%-37.1K1.7M-24.6K0.14112.46N/AN/A2131,3704,652