RCUS Options History — December 2021

In December 2021, RCUS traded between $39.31 and $45.53. ATM implied volatility averaged 88.5%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 23.6%. IV traded above realized volatility by 21.8% (HV 20d: 66.6%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 17 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 0.60.

Notable Days

  • 2021-12-03: Highest Volume — 1,613 contracts
  • 2021-12-08: Largest IV spike — 58.8% change
  • 2021-12-13: Highest IV Rank — 48.5%
  • 2021-12-06: Largest Expected Move — 27.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$42.44$39.31$45.53$44.19$40.64
Max Pain$35.68$35.00$40.00$40.00$35.00
ATM IV88.5%66.3%116.7%89.8%73.1%
Expected Move23.6%19.0%27.7%25.7%21.0%
HV 20d66.6%45.9%87.3%87.3%49.4%
HV 60d63.2%61.2%66.4%66.2%62.5%
IV Rank29.8%15.1%48.5%30.6%19.6%
IV Percentile30.6%2.4%77.4%30.2%9.1%
Term Structure-1.3%-16.5%21.1%-6.5%10.9%
VWIV91.6%67.7%116.4%100.4%92.1%
Skew 25d5.6%-7.0%14.9%5.0%8.5%
Skew 10d17.9%-29.2%61.9%-12.6%57.9%
Call IV 25d78.7%65.9%91.0%84.2%76.1%
Put IV 25d84.3%68.6%102.7%89.2%84.5%
Bid-Ask Spread %87.3778.8195.0288.2684.95
Gamma HHI0.210.180.360.190.18
Net GEX27.9K-135.3K115.5K62.1K40.4K
Net DEX-1.3M-3.4M1.6M-2.3M-1.2M
Net VEX-15.1K-20.7K-11.2K-20.3K-13.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.600.282.470.551.36
Total Volume1,057.8183061,6131,451361
Total OI5,3113,2416,7416,1714,308

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2021-12-01$44.19$40.0089.8%25.7%87.3%30.6%100.4%5.0%-6.5%62.1K-2.3M-20.3K0.5588.26N/AN/A9345172,9693,202
2021-12-02$44.99$40.0089.7%25.7%84.4%30.6%99.1%-7.0%-2.5%60.1K-2.3M-19.2K0.6190.60N/AN/A9015492,9693,233
2021-12-03$43.92$40.0085.7%24.6%84.3%28.0%113.2%7.9%3.7%55.7K-1.8M-19.4K0.5290.09N/AN/A1,0645492,9693,247
2021-12-06$44.09$35.00110.4%27.7%83.9%44.3%116.4%12.5%-9.4%62.6K-2.2M-20.7K0.5380.93N/AN/A1,0365493,1463,247
2021-12-07$45.53$35.0072.8%25.4%83.9%19.4%94.5%5.3%-8.1%115.5K-3.4M-17.8K0.4384.59N/AN/A1,0364463,1423,247
2021-12-08$43.70$35.00115.5%25.6%76.2%47.7%98.8%14.9%-5.0%70.4K-2.5M-18.7K0.4287.47N/AN/A1,0614463,1403,242
2021-12-09$42.81$35.0093.7%25.0%76.8%33.3%90.9%11.4%-7.8%33.9K-1.4M-17.3K0.4487.54N/AN/A1,0084453,1773,244
2021-12-10$40.93$35.00104.4%21.4%77.6%40.3%94.0%12.1%10.5%-19.8K138.5K-16.0K0.4691.70N/AN/A9694463,1863,244
2021-12-13$41.22$35.00116.7%20.1%77.6%48.5%82.7%5.1%9.1%-23.4K139.4K-14.7K0.4188.28N/AN/A1,0444313,2013,247
2021-12-14$39.88$35.00103.5%22.7%78.8%39.7%93.3%8.1%-9.9%-106.4K970.8K-13.7K0.4486.09N/AN/A9744293,3013,251
2021-12-15$40.43$35.0091.8%26.3%78.7%32.0%112.4%-2.3%-16.5%-46.5K594.2K-14.7K0.4595.02N/AN/A9834393,2703,253
2021-12-16$39.31$35.0066.3%19.0%79.2%15.1%67.7%3.4%4.7%-135.3K1.6M-11.9K0.3891.11N/AN/A1,1634403,2603,262
2021-12-17$41.94$35.0069.3%19.9%57.0%17.1%75.7%-1.4%6.6%28.0K-1.5M-11.2K0.3990.36N/AN/A1,1454483,4803,261
2021-12-20$41.77$35.0093.3%26.8%46.5%33.0%97.1%7.4%-12.3%19.0K-986.4K-14.1K0.4186.64N/AN/A217891,3831,858
2021-12-21$40.86$35.0085.3%24.5%45.9%27.7%87.3%0.7%-6.0%19.3K-1.1M-12.1K0.2883.37N/AN/A4591271,4361,862
2021-12-22$41.60$35.0086.7%24.8%46.8%28.6%85.2%4.4%-2.9%38.7K-1.3M-13.6K0.4382.75N/AN/A2651141,6951,918
2021-12-23$44.35$35.0073.6%21.1%53.1%19.9%76.0%-4.0%14.0%87.7K-2.7M-12.6K0.4984.78N/AN/A2371161,7981,915
2021-12-27$44.22$35.0073.9%21.2%50.1%20.2%77.3%5.7%6.8%73.1K-2.4M-13.3K0.6892.75N/AN/A2251541,8081,917
2021-12-28$43.36$35.0089.5%25.6%49.8%30.4%100.4%10.7%-12.2%54.1K-1.7M-14.4K0.7278.81N/AN/A2041461,8081,987
2021-12-29$42.26$35.0089.5%25.6%49.4%30.4%81.2%11.4%-15.7%53.6K-1.6M-12.5K0.4389.18N/AN/A3441471,8081,987
2021-12-30$41.72$35.0071.4%20.5%49.3%18.5%78.6%3.2%21.1%71.9K-1.5M-11.3K2.4786.80N/AN/A1774381,9761,988
2021-12-31$40.64$35.0073.1%21.0%49.4%19.6%92.1%8.5%10.9%40.4K-1.2M-13.4K1.3684.95N/AN/A1532082,0322,276