RCUS Options History — July 2021

In July 2021, RCUS traded between $27.47 and $34.08. ATM implied volatility averaged 80.4%, placing in the 24.4% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 20.6% (HV 20d: 59.8%). Max pain ranged from $25.00 to $25.00. Net GEX was positive for 16 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.58.

Notable Days

  • 2021-07-21: Highest Volume — 489 contracts
  • 2021-07-14: Largest IV drop — 36.8% change
  • 2021-07-13: Highest IV Rank — 47.4%
  • 2021-07-07: Largest Expected Move — 25.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.29$27.47$34.08$27.47$31.48
Max Pain$25.00$25.00$25.00$25.00$25.00
ATM IV80.4%53.8%115.1%53.8%69.6%
Expected Move21.6%15.4%25.2%15.4%20.0%
HV 20d59.8%47.3%67.2%63.8%54.2%
HV 60d53.9%49.8%56.9%56.8%55.2%
IV Rank24.4%6.8%47.4%6.8%17.3%
IV Percentile15.2%0.4%70.2%0.4%5.6%
Term Structure-3.0%-28.7%20.8%14.9%19.5%
VWIV80.6%65.1%120.4%66.2%91.3%
Skew 25d11.8%-16.7%75.0%2.9%31.1%
Skew 10d19.5%-21.4%49.5%8.1%44.6%
Call IV 25d73.0%48.1%88.7%59.4%48.1%
Put IV 25d84.8%62.4%125.0%62.4%79.2%
Bid-Ask Spread %104.0178.58119.5998.53119.59
Gamma HHI0.400.330.510.510.34
Net GEX62.3K-104.7K157.9K-104.7K106.6K
Net DEX-5.6M-7.9M-3.3M-3.6M-7.1M
Net VEX-12.2K-18.4K-9.4K-16.7K-10.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.580.015.000.055.00
Total Volume98.194489656
Total OI7,511.7143,36510,81210,7604,225

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-07-01$27.47$25.0053.8%15.4%63.8%6.8%66.2%2.9%14.9%-104.7K-3.6M-16.7K0.0598.53N/AN/A6235,5115,249
2021-07-02$27.56$25.0068.3%19.6%63.7%16.4%66.9%-11.8%20.8%-64.8K-3.3M-18.4K0.50108.14N/AN/A1895,4825,252
2021-07-06$28.07$25.0092.3%23.7%63.9%32.3%82.4%-8.4%-6.3%-27.4K-3.9M-16.5K0.84109.95N/AN/A57485,4895,252
2021-07-07$28.91$25.0095.3%25.2%63.4%34.3%91.2%2.9%-28.7%-43.2K-5.4M-14.4K0.05101.22N/AN/A6135,4795,294
2021-07-08$28.73$25.00100.3%23.8%62.8%37.6%75.7%-5.7%-21.2%-39.6K-4.8M-15.2K0.32107.70N/AN/A2585,4665,295
2021-07-09$29.02$25.0080.2%19.2%62.5%24.3%83.0%15.5%-4.3%13.1K-5.5M-13.2K2.50111.95N/AN/A20505,4465,301
2021-07-12$29.28$25.0088.2%22.1%62.3%29.6%75.8%-0.5%-16.0%157.9K-6.0M-11.7K0.15100.40N/AN/A96145,4495,351
2021-07-13$28.44$25.00115.1%19.0%63.4%47.4%73.0%4.8%-6.1%51.7K-4.8M-12.6K0.27110.39N/AN/A3085,4635,349
2021-07-14$28.41$25.0072.7%20.9%63.3%19.4%80.7%28.7%-15.8%82.3K-4.6M-10.9K0.11113.32N/AN/A3545,4415,350
2021-07-15$28.64$25.0080.4%23.0%62.8%24.4%77.2%23.0%-16.5%82.1K-4.7M-10.6K0.10113.99N/AN/A8485,4205,348
2021-07-16$29.41$25.0068.0%19.5%62.6%16.2%72.8%47.5%-2.4%105.2K-5.1M-9.9K0.43107.26N/AN/A130565,3935,349
2021-07-19$29.47$25.0080.0%22.9%62.5%24.2%82.3%-11.8%-1.8%94.0K-4.4M-10.5K0.1199.71N/AN/A182202,652713
2021-07-20$32.09$25.0085.6%24.5%67.2%27.9%87.3%-16.7%-3.1%91.5K-6.0M-10.4K0.0378.58N/AN/A21772,778724
2021-07-21$31.47$25.0079.6%22.8%65.8%23.9%87.4%-15.5%1.6%110.0K-6.0M-11.0K0.9394.31N/AN/A2532362,959722
2021-07-22$33.12$25.0082.8%23.7%66.7%26.0%80.9%-2.8%-3.3%120.1K-7.2M-10.4K0.3391.84N/AN/A33113,153907
2021-07-23$33.00$25.0070.7%20.3%50.2%18.0%79.8%1.6%-0.8%89.1K-6.7M-12.3K0.0899.99N/AN/A5043,164917
2021-07-26$32.61$25.0063.3%18.1%47.3%13.1%65.1%13.9%13.2%122.5K-7.4M-9.6K0.0690.46N/AN/A3123,164917
2021-07-27$31.66$25.0085.3%24.4%48.7%27.7%70.8%18.4%9.1%128.3K-6.6M-10.6K0.05109.68N/AN/A3723,188917
2021-07-28$34.08$25.0086.4%24.8%48.0%28.4%83.5%55.1%-20.2%130.0K-7.9M-9.4K0.01106.53N/AN/A13623,203917
2021-07-29$33.08$25.0070.1%20.1%50.2%17.6%120.4%75.0%4.9%104.2K-7.0M-10.9K0.33110.58N/AN/A313,180917
2021-07-30$31.48$25.0069.6%20.0%54.2%17.3%91.3%31.1%19.5%106.6K-7.1M-10.2K5.00119.59N/AN/A153,309916