RCUS Options History — May 2021

In May 2021, RCUS traded between $23.83 and $34.25. ATM implied volatility averaged 124.1%, placing in the 48.1% IV rank vs the trailing year. The 30-day expected move averaged 37.4%. IV traded above realized volatility by 71.0% (HV 20d: 53.1%). Max pain ranged from $25.00 to $35.00. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 1.40.

Notable Days

  • 2021-05-28: Highest Volume — 558 contracts
  • 2021-05-25: Largest IV spike — 47.2% change
  • 2021-05-12: Highest IV Rank — 66.0%
  • 2021-05-12: Largest Expected Move — 42.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.81$23.83$34.25$34.25$24.86
Max Pain$30.25$25.00$35.00$35.00$25.00
ATM IV124.1%71.8%148.3%146.4%118.3%
Expected Move37.4%27.7%42.5%42.0%33.9%
HV 20d53.1%42.4%65.0%57.5%46.1%
HV 60d69.4%68.5%70.2%68.9%68.5%
IV Rank48.1%9.7%66.0%64.5%43.9%
IV Percentile72.8%3.2%96.0%92.9%78.2%
Term Structure-11.4%-38.6%16.0%-23.7%-38.6%
VWIV118.6%85.7%140.6%126.7%94.0%
Skew 25d15.3%-19.8%69.1%-19.8%41.0%
Skew 10d21.8%-32.0%76.9%26.0%63.1%
Call IV 25d112.8%82.7%157.6%134.7%87.9%
Put IV 25d128.1%108.1%159.9%115.0%128.9%
Bid-Ask Spread %102.6888.12118.8188.12116.06
Gamma HHI0.360.270.490.310.44
Net GEX-19.7K-77.5K108.7K108.7K-57.8K
Net DEX1.5M-3.6M3.3M-3.6M2.2M
Net VEX-21.0K-33.3K-15.7K-33.3K-16.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.400.045.500.400.04
Total Volume130.72155821558
Total OI9,442.955,32411,08110,4545,958

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-05-03$34.25$35.00146.4%42.0%57.5%64.5%126.7%-19.8%-23.7%108.7K-3.6M-33.3K0.4088.12N/AN/A1565,6484,806
2021-05-04$32.83$35.00140.3%40.2%59.6%60.1%117.8%37.9%-15.8%98.8K-3.1M-31.5K0.5090.75N/AN/A22115,6594,805
2021-05-05$31.28$35.00131.0%37.5%60.4%53.2%126.0%19.8%-7.4%68.7K-1.4M-28.8K0.3790.82N/AN/A62235,6594,816
2021-05-06$29.92$35.0071.8%39.2%62.5%9.7%135.2%-1.6%-10.0%-34.6K1.8M-21.8K0.7296.77N/AN/A39285,7024,829
2021-05-07$30.56$35.00103.7%34.2%62.4%33.2%85.7%13.2%5.3%22.9K785.1K-24.6K0.99100.35N/AN/A75745,6724,843
2021-05-10$28.89$35.00111.8%36.2%65.0%39.1%127.6%20.1%-1.9%14.7K899.6K-23.9K1.3298.67N/AN/A53705,6484,913
2021-05-11$28.49$30.00113.5%41.2%60.6%40.4%0.0%20.2%-12.7%5.8K1.3M-23.2K0.7994.92N/AN/A14115,6664,977
2021-05-12$29.11$30.00148.3%42.5%60.6%66.0%140.0%24.2%-14.6%4.9K1.3M-22.6K1.0097.24N/AN/A29295,6804,976
2021-05-13$27.77$30.00140.8%40.4%55.7%60.4%140.6%-17.2%-2.0%-50.0K2.2M-19.7K1.06100.92N/AN/A71755,6864,985
2021-05-14$28.20$30.00140.0%40.1%53.5%59.9%138.9%-8.6%-18.3%-44.1K2.3M-20.1K0.1399.36N/AN/A7095,7445,025
2021-05-17$27.95$30.00146.5%42.0%52.5%64.6%118.6%-15.4%-18.4%-44.8K2.1M-19.0K1.33103.32N/AN/A55735,8175,029
2021-05-18$27.50$30.00133.3%38.2%52.4%54.9%120.6%3.8%-16.7%-61.7K2.7M-18.7K5.50103.16N/AN/A16885,8755,091
2021-05-19$25.79$30.00135.5%38.8%48.1%56.5%134.9%11.3%-16.1%-77.5K3.3M-17.8K1.14102.41N/AN/A69795,8845,156
2021-05-20$25.72$30.00108.5%31.1%45.9%36.7%95.8%37.2%-6.1%-49.7K2.8M-17.2K2.90100.71N/AN/A29845,9155,074
2021-05-21$25.37$30.00110.8%31.7%42.4%38.3%114.5%-11.8%9.3%-59.3K3.1M-16.9K3.85115.44N/AN/A13505,9235,158
2021-05-24$24.61$25.0096.6%27.7%42.4%28.0%109.5%22.7%16.0%-60.4K2.7M-16.3K0.27105.50N/AN/A101271,1984,126
2021-05-25$23.83$25.00142.2%40.8%42.4%61.5%106.9%69.1%-24.2%-55.2K2.8M-15.7K0.82118.20N/AN/A1431171,2864,151
2021-05-26$24.48$25.00141.8%40.7%45.2%61.2%115.0%39.9%-33.3%-58.8K2.5M-16.3K3.68118.81N/AN/A471731,3644,257
2021-05-27$24.85$25.00100.5%28.8%46.4%30.8%105.6%18.9%2.1%-63.6K2.9M-16.1K1.26112.11N/AN/A47591,4084,450
2021-05-28$24.86$25.00118.3%33.9%46.1%43.9%94.0%41.0%-38.6%-57.8K2.2M-16.2K0.04116.06N/AN/A539191,4524,506