RCUS Options History — June 2021

In June 2021, RCUS traded between $22.66 and $29.00. ATM implied volatility averaged 114.4%, placing in the 42.9% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 72.5% (HV 20d: 41.9%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 2 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 5.96.

Notable Days

  • 2021-06-22: Highest Volume — 2,386 contracts
  • 2021-06-03: Largest IV spike — 40.8% change
  • 2021-06-07: Highest IV Rank — 93.6%
  • 2021-06-01: Largest Expected Move — 41.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.10$22.66$29.00$24.55$27.57
Max Pain$27.73$25.00$30.00$25.00$25.00
ATM IV114.4%43.5%185.9%144.6%71.0%
Expected Move31.0%12.5%41.5%41.5%20.4%
HV 20d41.9%28.1%64.2%44.6%64.0%
HV 60d60.3%53.2%68.5%68.5%57.4%
IV Rank42.9%0.0%93.6%63.3%18.2%
IV Percentile60.5%0.0%99.6%94.8%4.0%
Term Structure-9.3%-70.4%39.9%-70.4%18.9%
VWIV106.5%59.5%147.0%147.0%69.2%
Skew 25d-1.1%-27.3%63.9%63.9%1.1%
Skew 10d22.1%-50.7%77.5%67.0%12.9%
Call IV 25d103.4%60.0%134.8%90.1%70.3%
Put IV 25d102.2%65.4%154.0%154.0%71.4%
Bid-Ask Spread %97.3170.62115.14114.8096.03
Gamma HHI0.370.210.550.340.31
Net GEX-52.2K-142.9K53.2K-38.7K-10.9K
Net DEX1.5M-5.5M4.5M1.9M-3.5M
Net VEX-16.0K-22.5K-11.6K-16.6K-20.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio5.960.0653.1914.500.77
Total Volume545.727302,38631110
Total OI7,991.1366,51010,7866,51010,715

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-06-01$24.55$25.00144.6%41.5%44.6%63.3%147.0%63.9%-70.4%-38.7K1.9M-16.6K14.50114.80N/AN/A2291,9854,525
2021-06-02$24.31$25.00109.0%31.2%43.6%37.1%108.4%34.4%17.0%-49.7K2.6M-16.1K0.40115.14N/AN/A87351,9874,552
2021-06-03$24.85$30.00153.5%35.7%43.6%69.8%105.6%-0.5%-11.1%-49.7K2.2M-16.4K0.97103.86N/AN/A70682,0354,569
2021-06-04$25.28$30.00132.1%36.0%42.9%54.0%131.6%-14.9%-16.3%-41.5K2.1M-16.6K28.2996.61N/AN/A71982,0454,637
2021-06-07$25.36$30.00185.9%37.1%41.8%93.6%107.5%-19.9%-20.2%-50.6K2.3M-16.1K4.00102.22N/AN/A6242,0514,825
2021-06-08$24.74$30.00172.7%36.1%38.4%83.9%125.0%-4.6%-10.8%-52.9K2.6M-15.4K7.80101.76N/AN/A10782,0574,849
2021-06-09$24.26$30.00127.9%36.7%38.6%51.0%130.8%-9.6%-11.7%-55.0K2.6M-14.9K3.1498.30N/AN/A14442,0634,910
2021-06-10$24.91$30.00123.8%35.5%39.1%47.9%95.4%4.7%-21.2%-56.3K2.8M-14.4K6.83108.46N/AN/A6412,0714,947
2021-06-11$24.76$30.00128.1%36.7%36.3%51.1%132.5%-5.4%-22.5%-61.3K2.7M-14.4K0.23104.03N/AN/A5471272,0774,988
2021-06-14$24.53$30.00133.7%38.3%35.4%55.2%125.3%2.9%-23.2%-66.5K3.0M-13.5K0.5493.17N/AN/A2671442,0855,087
2021-06-15$24.39$30.00128.0%36.7%35.4%51.0%118.6%2.1%-31.7%-86.9K3.4M-12.9K2.4098.41N/AN/A1032472,2305,179
2021-06-16$24.09$30.00116.0%33.3%35.3%42.2%112.4%-8.4%-9.8%-124.4K4.0M-12.4K5.43105.33N/AN/A14762,3285,405
2021-06-17$23.78$30.00114.7%32.9%28.2%41.2%96.4%0.5%-0.6%-142.9K4.4M-11.6K0.27101.85N/AN/A6741792,3195,527
2021-06-18$23.75$30.00113.1%32.4%28.2%40.1%117.6%-15.3%-2.4%-68.6K4.5M-12.1K53.1997.24N/AN/A168512,9325,645
2021-06-21$23.50$25.00114.3%32.8%28.1%40.9%125.9%-22.9%-12.3%-82.8K3.4M-13.2K0.4798.29N/AN/A4001871,9114,705
2021-06-22$22.66$25.00101.0%29.0%28.9%31.2%110.7%-18.8%-18.2%-97.9K4.1M-12.7K0.0689.74N/AN/A2,2541322,2664,888
2021-06-23$23.41$25.00106.4%30.5%29.7%35.1%110.8%-27.3%-39.1%-44.4K2.6M-18.9K0.4690.46N/AN/A1,0814954,2075,008
2021-06-24$26.81$25.0073.1%21.0%56.3%10.7%79.1%1.4%1.7%-49.8K-2.0M-22.5K0.3770.62N/AN/A1,1194154,9145,216
2021-06-25$28.45$25.0043.5%12.5%59.5%0.0%59.5%8.4%11.3%52.2K-4.9M-21.0K0.3285.22N/AN/A3161025,3305,357
2021-06-28$29.00$25.0058.4%16.7%59.6%9.9%61.0%-0.1%27.7%53.2K-5.5M-18.9K0.2881.63N/AN/A3741065,2455,347
2021-06-29$27.26$25.0066.6%19.1%64.2%15.3%73.3%3.8%39.9%-21.7K-2.9M-21.6K0.3987.54N/AN/A6852665,5165,270
2021-06-30$27.57$25.0071.0%20.4%64.0%18.2%69.2%1.1%18.9%-10.9K-3.5M-20.4K0.7796.03N/AN/A62485,5125,203