RCUS Options History — November 2021

In November 2021, RCUS traded between $33.71 and $48.73. ATM implied volatility averaged 93.9%, placing in the 33.4% IV rank vs the trailing year. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 30.5% (HV 20d: 63.4%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 1.43.

Notable Days

  • 2021-11-22: Highest Volume — 3,162 contracts
  • 2021-11-18: Largest IV drop — 25.9% change
  • 2021-11-12: Highest IV Rank — 47.4%
  • 2021-11-12: Largest Expected Move — 33.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$40.32$33.71$48.73$34.06$43.74
Max Pain$37.62$30.00$40.00$30.00$40.00
ATM IV93.9%74.0%115.1%86.7%86.6%
Expected Move27.0%21.2%33.0%24.9%24.8%
HV 20d63.4%39.3%87.7%39.3%87.7%
HV 60d59.7%52.0%67.0%52.4%66.2%
IV Rank33.4%20.2%47.4%28.6%28.5%
IV Percentile37.6%9.5%73.0%25.8%24.6%
Term Structure-7.3%-21.4%8.0%6.6%-1.1%
VWIV98.6%73.0%123.4%84.8%123.4%
Skew 25d1.3%-14.1%12.1%2.1%1.1%
Skew 10d0.5%-38.4%50.8%2.9%-37.2%
Call IV 25d93.2%76.9%120.3%84.2%94.9%
Put IV 25d94.6%78.8%118.6%86.2%96.1%
Bid-Ask Spread %73.6356.8296.6485.0890.51
Gamma HHI0.240.170.350.350.18
Net GEX62.1K19.5K129.0K39.3K42.0K
Net DEX-2.5M-5.9M-966.7K-966.7K-1.5M
Net VEX-14.1K-24.2K-4.3K-4.4K-20.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.430.094.680.100.55
Total Volume1,226.0954933,1627181,460
Total OI4,024.2381,6456,1671,6476,149

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-11-01$34.06$30.0086.7%24.9%39.3%28.6%84.8%2.1%6.6%39.3K-966.7K-4.4K0.1085.08N/AN/A655631,344303
2021-11-02$33.71$30.0087.1%25.0%39.5%28.9%95.0%6.3%-21.4%41.6K-997.7K-4.4K0.0996.64N/AN/A655601,343303
2021-11-03$36.28$30.00104.6%30.0%47.3%40.5%92.8%10.8%-18.7%45.8K-1.3M-4.3K0.2291.73N/AN/A405881,343302
2021-11-04$35.35$35.0090.6%24.5%48.2%31.2%86.8%-7.6%-11.9%61.9K-1.9M-6.6K0.7979.54N/AN/A4023161,633331
2021-11-05$34.85$35.0091.5%26.8%42.6%31.8%93.5%-9.9%-12.6%52.4K-1.2M-8.4K0.7974.79N/AN/A4433511,657590
2021-11-08$34.63$35.0095.8%28.7%42.6%34.6%103.3%-14.1%-18.7%49.3K-1.3M-8.1K0.1470.97N/AN/A442631,718649
2021-11-09$38.98$35.0097.9%29.1%58.2%36.0%110.4%8.7%-11.0%69.2K-2.4M-8.8K2.6062.77N/AN/A3759741,735669
2021-11-10$38.97$40.00104.8%30.0%58.1%40.6%101.8%-8.2%-18.2%62.2K-2.4M-13.3K2.3866.97N/AN/A4099722,0141,639
2021-11-11$37.68$40.00108.6%31.1%59.4%43.1%108.6%7.0%-5.0%60.0K-2.2M-15.4K2.4864.10N/AN/A3618942,1721,976
2021-11-12$37.89$40.00115.1%33.0%57.0%47.4%117.5%-1.7%-18.2%55.2K-1.6M-16.4K1.9963.28N/AN/A3567092,1992,273
2021-11-15$37.91$40.00109.7%31.4%57.1%43.8%111.8%-0.3%-17.7%64.5K-1.7M-15.1K4.3257.09N/AN/A1797732,1982,273
2021-11-16$37.59$40.00112.7%32.3%56.7%45.8%120.9%6.9%-12.1%51.3K-1.3M-16.4K4.3256.82N/AN/A1526562,2202,448
2021-11-17$36.98$40.00104.2%29.9%55.8%40.2%115.0%2.5%-6.0%55.2K-1.1M-16.0K4.6858.42N/AN/A1788332,2232,482
2021-11-18$43.60$40.0077.2%22.1%79.7%22.3%83.1%1.8%5.1%69.5K-4.2M-15.1K1.1065.74N/AN/A7688422,2572,702
2021-11-19$47.54$40.0083.3%23.9%84.0%26.3%85.1%-4.0%-0.7%19.5K-5.9M-13.5K0.6374.89N/AN/A1,1977582,3392,716
2021-11-22$48.38$40.0079.1%22.7%83.2%23.6%81.1%1.5%8.0%46.3K-3.3M-16.6K0.6563.68N/AN/A1,9201,2421,4782,334
2021-11-23$48.34$40.0074.0%21.2%82.1%20.2%73.0%7.1%5.0%129.0K-5.1M-24.1K0.5566.13N/AN/A9255083,0383,091
2021-11-24$48.73$40.0083.4%23.9%81.5%26.4%78.2%1.7%2.2%124.7K-5.2M-24.2K0.6176.22N/AN/A8565263,0223,125
2021-11-26$46.30$40.0086.2%24.7%85.1%28.2%101.8%12.1%2.9%80.0K-3.5M-23.5K0.5789.56N/AN/A9675513,0243,143
2021-11-29$45.14$40.0093.4%26.8%86.2%33.0%102.0%4.0%-9.1%85.3K-3.4M-21.3K0.5891.25N/AN/A9295352,9313,123
2021-11-30$43.74$40.0086.6%24.8%87.7%28.5%123.4%1.1%-1.1%42.0K-1.5M-20.8K0.5590.51N/AN/A9435172,9823,167