RCUS Options History — August 2021

In August 2021, RCUS traded between $26.92 and $30.32. ATM implied volatility averaged 81.9%, placing in the 25.4% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 17.0% (HV 20d: 64.8%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.41.

Notable Days

  • 2021-08-23: Highest Volume — 914 contracts
  • 2021-08-30: Largest IV spike — 38.8% change
  • 2021-08-30: Highest IV Rank — 43.6%
  • 2021-08-30: Largest Expected Move — 31.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.59$26.92$30.32$30.07$29.05
Max Pain$29.32$25.00$30.00$25.00$30.00
ATM IV81.9%65.3%109.3%84.2%107.1%
Expected Move22.5%18.7%31.3%24.1%30.7%
HV 20d64.8%56.9%72.2%57.4%58.8%
HV 60d57.7%54.0%59.2%55.2%59.2%
IV Rank25.4%14.5%43.6%26.9%42.1%
IV Percentile19.6%3.6%60.3%17.9%53.2%
Term Structure-6.1%-56.6%10.8%-26.1%-56.6%
VWIV88.7%62.0%138.8%77.3%107.1%
Skew 25d-15.6%-43.1%15.1%-17.4%-19.6%
Skew 10d29.0%-29.3%77.4%0.5%54.2%
Call IV 25d96.0%77.1%113.4%77.1%93.5%
Put IV 25d80.3%59.8%115.2%59.8%73.8%
Bid-Ask Spread %118.0097.85128.74113.7097.85
Gamma HHI0.340.230.460.390.25
Net GEX94.1K6.4K172.1K137.4K27.3K
Net DEX-3.1M-5.7M-253.2K-5.7M-687.5K
Net VEX-6.1K-9.7K-2.8K-9.7K-5.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.410.0011.000.031.21
Total Volume80.77319143162
Total OI3,470.8649234,4004,2242,027

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-08-02$30.07$25.0084.2%24.1%57.4%26.9%77.3%-17.4%-26.1%137.4K-5.7M-9.7K0.03113.70N/AN/A3013,309915
2021-08-03$29.85$25.0080.5%23.1%57.3%24.5%80.5%-19.5%-6.1%144.2K-5.5M-9.4K0.19128.74N/AN/A80153,308917
2021-08-04$29.25$25.0091.1%26.1%56.9%31.5%0.0%-16.9%-3.6%134.4K-5.3M-9.2K0.00124.52N/AN/A203,297918
2021-08-05$30.32$30.0088.4%22.6%58.2%29.7%0.0%15.1%10.1%159.3K-5.6M-8.9K0.00117.58N/AN/A2203,366926
2021-08-06$27.26$30.0084.9%19.5%69.8%27.4%108.5%-23.0%-0.2%129.2K-4.1M-8.7K3.25120.63N/AN/A8263,366926
2021-08-09$28.31$30.00108.9%23.4%71.2%43.3%62.0%-2.6%-11.6%135.2K-4.3M-8.2K0.03113.60N/AN/A2913,378926
2021-08-10$28.56$30.0097.7%23.0%70.5%35.9%0.0%-43.1%2.6%155.3K-4.4M-7.6K0.06116.80N/AN/A5433,383951
2021-08-11$27.39$30.0072.9%20.9%72.1%19.5%0.0%-11.6%-8.8%138.7K-3.9M-7.5K0.00119.36N/AN/A013,389952
2021-08-12$27.72$30.0066.8%19.2%72.2%15.4%0.0%0.9%8.2%151.8K-3.7M-7.0K1.25120.05N/AN/A453,442954
2021-08-13$27.44$30.0066.3%19.0%71.4%15.1%0.0%-27.8%-1.2%155.3K-4.1M-6.5K0.00106.08N/AN/A303,442956
2021-08-16$27.03$30.0078.6%22.5%71.5%23.3%0.0%0.3%10.8%172.1K-3.5M-5.0K0.00113.75N/AN/A103,438956
2021-08-17$28.15$30.0070.0%20.1%65.6%17.6%83.1%-22.7%9.4%153.6K-4.0M-5.4K0.71122.12N/AN/A753,438956
2021-08-18$27.80$30.0065.3%18.7%65.5%14.5%0.0%-40.7%3.2%166.9K-4.2M-4.7K0.00120.58N/AN/A103,438956
2021-08-19$26.92$30.0078.9%22.6%62.4%23.4%73.6%10.0%-22.5%7.4K-3.1M-2.9K10.40123.12N/AN/A5523,438961
2021-08-20$28.29$30.0071.1%20.4%66.0%18.3%138.8%-14.5%5.0%7.4K-3.3M-2.8K0.05118.47N/AN/A14273,439961
2021-08-23$29.44$30.0076.0%21.8%68.1%21.5%98.3%-27.8%-5.4%10.0K-310.6K-3.2K1.06106.67N/AN/A443471595328
2021-08-24$28.82$30.0074.7%21.4%67.7%20.7%70.2%-16.2%4.5%6.4K-253.2K-3.0K11.00125.81N/AN/A111615333
2021-08-25$29.54$30.0074.1%21.2%62.2%20.2%80.2%-18.9%7.7%23.8K-550.9K-3.9K0.16126.99N/AN/A75121,043756
2021-08-26$28.82$30.0075.7%21.7%62.0%21.3%77.5%-25.6%-8.1%14.1K-428.6K-4.5K0.11121.64N/AN/A6471,043767
2021-08-27$29.54$30.0078.7%22.6%60.8%23.3%79.6%-20.0%-9.6%19.8K-619.5K-4.9K0.01125.32N/AN/A7511,111779
2021-08-30$29.36$30.00109.3%31.3%58.7%43.6%105.5%-2.7%-35.0%20.7K-723.4K-5.2K0.11112.64N/AN/A4651,174786
2021-08-31$29.05$30.00107.1%30.7%58.8%42.1%107.1%-19.6%-56.6%27.3K-687.5K-5.1K1.2197.85N/AN/A28341,242785