RCUS Options History — April 2021

In April 2021, RCUS traded between $28.64 and $35.85. ATM implied volatility averaged 118.7%, placing in the 43.7% IV rank vs the trailing year. The 30-day expected move averaged 33.8%. IV traded above realized volatility by 38.1% (HV 20d: 80.6%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 5.43.

Notable Days

  • 2021-04-13: Highest Volume — 8,565 contracts
  • 2021-04-05: Largest IV spike — 46.8% change
  • 2021-04-13: Highest IV Rank — 81.3%
  • 2021-04-29: Largest Expected Move — 38.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$32.88$28.64$35.85$28.64$33.72
Max Pain$34.52$30.00$35.00$30.00$35.00
ATM IV118.7%76.1%171.4%76.1%112.8%
Expected Move33.8%21.8%38.9%21.8%32.3%
HV 20d80.6%69.8%93.3%81.4%71.1%
HV 60d70.7%68.9%72.4%69.8%68.9%
IV Rank43.7%12.6%81.3%12.6%39.9%
IV Percentile65.6%4.8%96.4%4.8%66.7%
Term Structure6.0%-19.7%30.0%30.0%18.2%
VWIV115.2%73.2%129.4%119.2%110.0%
Skew 25d10.5%-19.8%62.0%62.0%29.4%
Skew 10d19.5%-22.8%56.1%32.5%6.0%
Call IV 25d113.4%87.2%128.1%108.2%105.9%
Put IV 25d123.9%99.4%170.2%170.2%135.3%
Bid-Ask Spread %87.4972.56110.72110.7277.91
Gamma HHI0.310.240.390.330.31
Net GEX52.2K-38.3K191.0K-34.9K86.8K
Net DEX-1.8M-5.6M1.5M1.5M-2.5M
Net VEX-32.3K-41.9K-23.1K-24.6K-32.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.430.0167.000.730.67
Total Volume509.66758,565145127
Total OI8,816.3336,03911,0996,03910,349

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-04-01$28.64$30.0076.1%21.8%81.4%12.6%119.2%62.0%30.0%-34.9K1.5M-24.6K0.73110.72N/AN/A84611,3844,655
2021-04-05$32.31$30.00111.8%32.3%93.3%38.3%124.1%-3.7%-8.0%-25.2K605.7K-25.3K0.3799.14N/AN/A38141,4634,709
2021-04-06$32.03$35.00110.6%35.9%89.8%37.4%115.9%-6.7%6.7%-24.1K513.0K-24.9K1.09100.36N/AN/A43471,4554,776
2021-04-07$30.76$35.00103.7%36.1%90.3%32.5%0.0%-9.5%6.3%-26.3K846.3K-24.3K0.80100.59N/AN/A541,4694,795
2021-04-08$30.49$35.00104.6%35.0%82.9%33.1%73.2%-19.8%1.3%-23.4K824.5K-24.5K67.0094.62N/AN/A1671,4664,796
2021-04-09$31.19$35.00113.5%32.6%77.2%39.6%116.9%18.6%12.9%-25.0K760.2K-24.4K2.1396.57N/AN/A30641,4674,861
2021-04-12$30.51$35.00162.9%36.0%76.1%75.1%121.9%-3.2%-4.2%-27.9K1.0M-24.0K4.6098.59N/AN/A15691,4784,922
2021-04-13$32.42$35.00171.4%38.8%78.4%81.3%127.8%19.3%-19.7%-38.3K358.4K-23.1K0.0288.07N/AN/A8,3921731,4925,010
2021-04-14$33.16$35.00128.8%36.9%79.0%50.5%129.4%-8.3%8.9%76.5K-3.8M-37.6K1.8584.62N/AN/A1092025,6595,092
2021-04-15$35.43$35.00129.9%37.3%80.9%51.4%127.3%0.8%3.1%191.0K-5.6M-41.9K0.3283.46N/AN/A140455,7375,292
2021-04-16$33.38$35.00118.3%33.9%82.7%43.0%118.2%-2.5%6.2%90.8K-3.6M-37.3K9.6186.28N/AN/A282695,7965,303
2021-04-19$32.19$35.00120.2%34.5%82.5%45.3%116.7%6.4%-15.5%69.1K-2.2M-36.6K0.3381.42N/AN/A78265,2374,701
2021-04-20$31.57$35.00116.4%33.4%82.4%42.5%112.1%24.6%4.0%63.2K-1.7M-36.2K0.6081.93N/AN/A72435,2934,702
2021-04-21$33.81$35.0099.5%28.5%85.8%30.0%99.8%-7.6%24.3%81.4K-3.1M-39.0K0.2378.60N/AN/A80185,3564,720
2021-04-22$34.72$35.00105.6%30.3%82.4%34.6%111.7%1.6%12.0%101.2K-3.8M-39.2K0.0175.11N/AN/A6715,4384,734
2021-04-23$35.85$35.00124.2%35.6%82.2%48.3%119.1%21.6%10.2%120.5K-4.6M-39.4K0.0783.08N/AN/A7055,4964,734
2021-04-26$35.71$35.00116.5%33.4%81.3%42.6%115.2%19.7%7.6%132.6K-5.0M-39.0K0.1784.26N/AN/A1225,5584,737
2021-04-27$34.62$35.00105.3%30.2%71.4%34.4%120.7%8.1%24.1%111.9K-3.4M-34.9K3.0873.09N/AN/A13405,5694,739
2021-04-28$34.45$35.00124.4%35.7%69.8%48.4%109.0%17.5%9.4%99.1K-3.3M-35.5K15.0072.56N/AN/A91355,5824,767
2021-04-29$33.50$35.00135.8%38.9%71.1%56.8%0.0%51.9%-11.5%96.7K-2.7M-33.5K0.0086.42N/AN/A055,5884,766
2021-04-30$33.72$35.00112.8%32.3%71.1%39.9%110.0%29.4%18.2%86.8K-2.5M-32.6K0.6777.91N/AN/A76515,5884,761