RCUS Options History — October 2021

In October 2021, RCUS traded between $31.33 and $35.22. ATM implied volatility averaged 96.1%, placing in the 34.9% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 43.2% (HV 20d: 53.0%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 1 of 21 days. Put/call ratio averaged 2.09.

Notable Days

  • 2021-10-29: Highest Volume — 716 contracts
  • 2021-10-12: Largest IV spike — 51.2% change
  • 2021-10-12: Highest IV Rank — 87.4%
  • 2021-10-27: Largest Expected Move — 27.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.55$31.33$35.22$35.22$33.46
Max Pain$32.38$30.00$35.00$30.00$30.00
ATM IV96.1%83.2%175.6%85.4%90.5%
Expected Move25.3%23.0%27.6%24.5%25.9%
HV 20d53.0%41.7%64.1%61.9%41.7%
HV 60d60.4%57.0%63.1%61.3%57.0%
IV Rank34.9%26.3%87.4%27.7%31.1%
IV Percentile38.3%21.4%98.8%24.6%31.3%
Term Structure-8.3%-12.7%2.7%-1.5%-6.2%
VWIV92.2%85.1%104.5%86.3%89.0%
Skew 25d-0.1%-23.4%27.8%7.9%-4.8%
Skew 10d9.4%-50.3%64.3%-15.5%-50.3%
Call IV 25d93.2%84.1%106.7%93.5%91.5%
Put IV 25d93.1%77.2%119.2%101.4%86.7%
Bid-Ask Spread %84.4871.86102.35102.3585.35
Gamma HHI0.300.220.420.310.42
Net GEX32.7K9.2K57.1K56.7K42.4K
Net DEX-956.5K-1.8M-391.3K-1.7M-1.1M
Net VEX-4.1K-5.3K-2.8K-5.3K-4.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.090.0117.002.000.10
Total Volume181.14307163716
Total OI1,755.0959642,4002,1071,712

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-10-01$35.22$30.0085.4%24.5%61.9%27.7%0.0%7.9%-1.5%56.7K-1.7M-5.3K2.00102.35N/AN/A121,615492
2021-10-04$33.72$35.0084.3%25.1%64.1%27.0%0.0%-6.9%-10.6%50.1K-1.4M-4.7K0.00102.02N/AN/A011,619492
2021-10-05$33.64$35.0092.9%23.0%64.1%32.7%86.3%4.8%-8.1%50.7K-1.4M-4.9K0.0188.64N/AN/A30021,620494
2021-10-06$33.69$35.0091.2%25.6%63.7%31.6%0.0%-6.1%-12.5%50.6K-1.4M-4.5K6.0088.24N/AN/A161,620495
2021-10-07$33.32$35.0092.5%25.4%63.5%32.5%0.0%-10.6%-12.7%57.1K-1.8M-4.2K0.0079.06N/AN/A001,620497
2021-10-08$31.36$35.00116.4%25.4%61.1%48.3%0.0%7.5%-8.0%41.0K-1.0M-4.4K0.1481.46N/AN/A711,621491
2021-10-11$31.85$35.00116.1%24.4%57.8%48.1%88.2%6.3%-12.0%38.7K-804.3K-3.5K1.0279.98N/AN/A51521,621491
2021-10-12$31.40$35.00175.6%25.0%57.5%87.4%86.5%-4.0%-12.6%37.5K-808.6K-3.4K6.8085.17N/AN/A151021,623491
2021-10-13$31.33$35.0086.8%24.9%57.3%28.7%88.6%-5.9%-10.9%32.2K-669.5K-3.2K17.0089.33N/AN/A5851,659543
2021-10-14$32.48$35.0086.5%24.8%58.9%28.4%89.6%8.5%-4.4%9.2K-867.8K-2.8K0.4587.33N/AN/A93421,666645
2021-10-15$34.19$35.0083.2%23.9%49.7%26.3%85.1%14.8%-5.6%14.7K-1.1M-3.4K0.7185.41N/AN/A90641,671729
2021-10-18$34.30$30.0083.5%24.0%47.0%26.5%87.2%-3.6%2.7%13.7K-391.3K-3.2K0.0473.39N/AN/A733729235
2021-10-19$35.19$30.0088.3%25.3%46.9%29.7%89.1%-4.4%-7.1%16.3K-463.4K-3.5K0.3271.86N/AN/A3712768255
2021-10-20$34.15$30.0092.0%26.4%47.7%32.1%96.3%-3.2%-10.9%19.4K-555.4K-4.1K0.7876.81N/AN/A7962873270
2021-10-21$35.02$30.0088.5%25.4%48.1%29.8%94.7%27.8%-10.9%23.3K-716.4K-4.4K0.8687.74N/AN/A7363909274
2021-10-22$35.07$30.0090.3%25.9%47.7%31.0%99.6%3.0%-10.4%19.4K-546.3K-3.6K1.0876.78N/AN/A6570910274
2021-10-25$34.52$30.0089.2%25.6%45.9%30.3%104.5%-7.0%-5.7%17.0K-475.7K-3.6K1.1778.43N/AN/A6576918283
2021-10-26$33.72$30.0095.5%27.4%44.4%34.4%95.2%0.8%-11.1%14.0K-391.3K-3.3K0.1280.21N/AN/A61472918293
2021-10-27$33.34$30.0096.4%27.6%42.0%35.0%95.9%-23.4%-11.6%41.6K-1.2M-5.3K0.1086.76N/AN/A614621,411298
2021-10-28$33.51$30.0093.6%26.8%41.8%33.2%99.0%-3.0%-4.6%42.0K-1.2M-5.1K0.9487.76N/AN/A66621,411301
2021-10-29$33.46$30.0090.5%25.9%41.7%31.1%89.0%-4.8%-6.2%42.4K-1.1M-4.9K0.1085.35N/AN/A653631,411301