RCUS Options History — September 2021

In September 2021, RCUS traded between $31.25 and $37.64. ATM implied volatility averaged 92.1%, placing in the 32.2% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 30.8% (HV 20d: 61.3%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 9 of 21 days. Put/call ratio averaged 0.56.

Notable Days

  • 2021-09-17: Highest Volume — 1,444 contracts
  • 2021-09-07: Largest IV spike — 55.5% change
  • 2021-09-02: Highest IV Rank — 59.8%
  • 2021-09-01: Largest Expected Move — 29.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.60$31.25$37.64$31.25$35.07
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV92.1%75.5%133.9%101.2%88.4%
Expected Move25.4%21.6%29.0%29.0%25.3%
HV 20d61.3%47.7%69.9%63.9%65.7%
HV 60d62.1%59.6%66.7%60.6%61.3%
IV Rank32.2%21.2%59.8%38.2%29.7%
IV Percentile32.2%12.3%89.7%40.1%28.2%
Term Structure-2.5%-21.2%21.5%11.8%-4.0%
VWIV91.1%80.0%103.9%93.0%89.7%
Skew 25d-0.7%-16.3%24.3%-0.9%-16.3%
Skew 10d0.5%-50.9%50.1%25.3%-50.9%
Call IV 25d90.1%66.0%111.2%103.0%93.7%
Put IV 25d89.4%71.2%102.5%102.1%77.4%
Bid-Ask Spread %98.3981.88115.70115.70108.32
Gamma HHI0.290.210.340.250.28
Net GEX56.2K14.8K109.5K37.2K56.8K
Net DEX-2.1M-4.1M-1.2M-1.3M-1.8M
Net VEX-5.6K-7.1K-3.5K-5.6K-5.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.003.620.030.00
Total Volume192.04871,4443510
Total OI2,310.2861,0553,2022,0652,138

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-09-01$31.25$30.00101.2%29.0%63.9%38.2%93.0%-0.9%11.8%37.2K-1.3M-5.6K0.03115.70N/AN/A3411,275790
2021-09-02$33.34$30.00133.9%22.8%66.6%59.8%101.6%5.8%0.6%35.1K-1.9M-5.9K0.57105.10N/AN/A37211,311820
2021-09-03$33.37$30.0076.0%24.5%52.2%21.5%87.7%11.9%-1.3%62.4K-2.0M-5.5K0.34111.06N/AN/A29101,330820
2021-09-07$33.48$30.00118.2%26.3%51.2%49.4%96.0%-11.1%-16.0%48.4K-2.0M-5.5K1.2281.88N/AN/A27331,339836
2021-09-08$34.08$30.0088.6%25.4%51.3%29.9%103.9%24.3%-4.2%50.9K-2.1M-5.4K1.4789.43N/AN/A15221,354844
2021-09-09$34.67$30.0084.4%24.2%47.7%27.1%86.8%4.4%-11.0%67.6K-2.4M-5.1K0.1882.94N/AN/A9421691,374839
2021-09-10$32.09$30.0080.9%23.2%57.2%24.8%89.7%-13.3%15.9%54.6K-1.6M-4.9K0.8299.37N/AN/A112921,386837
2021-09-13$33.89$30.0087.7%25.1%59.2%29.2%0.0%-10.5%1.8%109.5K-2.9M-5.6K0.0091.45N/AN/A802,044986
2021-09-14$33.09$30.0095.6%27.4%59.8%34.5%92.3%-6.9%-8.9%107.2K-2.2M-5.1K1.6296.87N/AN/A29472,0981,072
2021-09-15$33.44$30.0098.5%28.2%58.7%36.4%83.3%-0.3%-21.2%95.9K-2.1M-5.0K1.1493.95N/AN/A782,0981,072
2021-09-16$33.18$30.00100.8%28.9%58.5%37.9%91.3%1.1%-10.5%14.8K-1.4M-3.8K0.0395.14N/AN/A606212,0901,112
2021-09-17$36.66$30.0075.5%21.6%64.6%21.2%80.0%1.6%11.2%18.4K-4.1M-3.5K0.0094.06N/AN/A1,44132,0891,112
2021-09-20$34.98$30.0090.4%25.9%66.9%31.0%101.5%-2.9%21.5%15.3K-1.2M-3.6K3.6294.70N/AN/A2176652403
2021-09-21$35.94$30.0083.4%23.9%66.3%26.4%86.8%-6.3%-9.5%55.8K-2.2M-6.9K0.06108.55N/AN/A1811,523402
2021-09-22$36.34$30.0083.9%24.0%65.3%26.7%94.7%3.7%0.8%55.4K-2.2M-7.1K0.1096.82N/AN/A5251,537477
2021-09-23$37.06$30.0083.3%23.9%65.2%26.4%85.2%-5.6%0.8%57.6K-2.3M-6.9K0.0495.40N/AN/A2411,551478
2021-09-24$36.34$30.0097.0%27.8%64.8%35.4%93.3%-13.1%-10.9%54.2K-2.2M-7.0K0.0591.18N/AN/A1911,599483
2021-09-27$37.64$30.0088.3%25.3%65.2%29.7%86.3%19.1%-9.7%67.1K-2.5M-6.6K0.17103.51N/AN/A611,620484
2021-09-28$36.12$30.0094.9%27.2%67.7%34.0%94.4%15.7%-12.1%59.5K-2.3M-6.4K0.36100.54N/AN/A2281,635483
2021-09-29$34.61$30.0084.1%24.1%69.9%26.9%84.1%-15.1%3.0%57.2K-1.9M-5.9K0.02110.28N/AN/A5311,639484
2021-09-30$35.07$30.0088.4%25.3%65.7%29.7%89.7%-16.3%-4.0%56.8K-1.8M-5.8K0.00108.32N/AN/A1001,647491