RCUS Options History — January 2022

In January 2022, RCUS traded between $29.11 and $41.52. ATM implied volatility averaged 91.5%, placing in the 33.6% IV rank vs the trailing year. The 30-day expected move averaged 25.3%. IV traded above realized volatility by 44.0% (HV 20d: 47.6%). Max pain ranged from $35.00 to $40.00. Net GEX was positive for 14 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.04.

Notable Days

  • 2022-01-26: Highest Volume — 2,599 contracts
  • 2022-01-06: Largest IV spike — 42.3% change
  • 2022-01-06: Highest IV Rank — 49.6%
  • 2022-01-31: Largest Expected Move — 29.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$34.88$29.11$41.52$41.52$30.52
Max Pain$39.25$35.00$40.00$35.00$40.00
ATM IV91.5%80.1%114.1%83.7%103.7%
Expected Move25.3%20.6%29.7%24.0%29.7%
HV 20d47.6%39.0%54.8%49.7%46.7%
HV 60d63.3%61.5%64.8%62.6%63.7%
IV Rank33.6%25.7%49.6%26.6%42.3%
IV Percentile37.6%16.7%73.4%21.0%60.7%
Term Structure-9.2%-47.9%33.3%-6.9%-21.5%
VWIV89.0%69.9%111.0%83.0%100.3%
Skew 25d11.4%-12.5%44.1%1.9%44.1%
Skew 10d23.0%-9.6%77.6%46.6%50.8%
Call IV 25d85.2%73.4%112.3%79.4%93.1%
Put IV 25d96.6%81.3%137.2%81.3%137.2%
Bid-Ask Spread %96.1181.02115.7787.1599.55
Gamma HHI0.300.190.530.190.50
Net GEX12.3K-102.9K101.4K43.3K55.4K
Net DEX357.0K-1.8M2.4M-1.1M375.1K
Net VEX-11.7K-16.4K-7.0K-12.3K-11.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.040.123.391.530.33
Total Volume1,507.63492,5993492,498
Total OI5,067.653,0596,5384,4044,608

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-01-03$41.52$35.0083.7%24.0%49.7%26.6%83.0%1.9%-6.9%43.3K-1.1M-12.3K1.5387.15N/AN/A1382112,0332,371
2022-01-04$40.34$35.0082.2%23.6%50.5%27.2%87.4%7.5%7.2%43.4K-1.2M-12.1K1.5989.99N/AN/A1362162,0382,374
2022-01-05$39.33$35.0080.1%23.0%49.0%25.7%85.9%-1.1%-4.6%16.6K-372.3K-11.4K0.9693.56N/AN/A5345112,0422,391
2022-01-06$38.75$40.00114.1%20.6%47.5%49.6%69.9%2.3%12.4%18.1K-730.2K-16.4K0.31115.77N/AN/A1,6515112,4452,702
2022-01-07$36.97$40.00101.2%26.9%49.5%40.5%86.0%6.1%-22.4%6.3K154.2K-15.8K0.5481.19N/AN/A9525113,0692,702
2022-01-10$37.24$40.0097.0%24.6%47.6%37.6%88.3%-12.5%-15.3%6.7K98.0K-14.4K0.9384.54N/AN/A5645223,0662,703
2022-01-11$39.35$40.0094.9%25.4%52.1%36.1%87.6%6.7%-14.3%101.4K-1.8M-14.7K2.0981.02N/AN/A2565343,0722,723
2022-01-12$37.10$40.0087.4%25.1%54.8%30.8%84.6%15.4%-11.2%-18.9K539.6K-13.3K2.1191.60N/AN/A2485233,0712,743
2022-01-13$36.53$40.0081.2%23.3%54.6%26.5%82.6%14.7%-22.8%-30.3K650.9K-11.8K2.0992.85N/AN/A2525273,0832,759
2022-01-14$35.71$40.0082.3%23.6%54.3%27.3%80.2%12.8%-14.6%-44.4K1.3M-12.2K3.3991.96N/AN/A2498433,0842,784
2022-01-18$34.64$40.0088.0%25.2%48.3%31.2%83.8%1.1%-18.0%-84.2K1.6M-9.5K2.2688.48N/AN/A2445513,0962,742
2022-01-19$33.56$40.0086.6%24.8%48.9%30.3%94.6%3.2%-13.7%-102.9K1.9M-8.3K0.9194.70N/AN/A5414933,0992,741
2022-01-20$32.44$40.0098.0%28.1%49.4%38.3%94.4%22.2%-47.9%-5342.4M-7.0K0.23102.28N/AN/A1,2112743,4662,744
2022-01-21$31.48$40.0091.8%26.3%48.6%33.9%82.6%17.9%-6.9%10.6K1.8M-8.8K0.1498.36N/AN/A2,0262893,7912,747
2022-01-24$31.47$40.0094.3%27.0%39.4%35.7%94.7%21.6%10.4%39.6K121.0K-10.2K0.12106.86N/AN/A1,7642132,213846
2022-01-25$30.95$40.0084.2%24.1%39.0%28.6%95.6%3.8%4.7%36.6K496.4K-9.3K0.35100.73N/AN/A1,7616172,349847
2022-01-26$31.01$40.0096.3%27.6%39.6%37.1%92.3%28.6%-12.5%36.3K495.0K-11.5K0.32109.03N/AN/A1,9686312,3501,246
2022-01-27$29.64$40.0081.1%23.3%40.8%26.4%95.9%25.4%33.3%70.3K-222.5K-13.2K0.32103.98N/AN/A1,9686233,3581,247
2022-01-28$29.11$40.00101.9%29.2%40.8%41.0%111.0%6.4%-18.8%42.1K671.5K-10.9K0.32108.60N/AN/A1,9686233,3581,250
2022-01-31$30.52$40.00103.7%29.7%46.7%42.3%100.3%44.1%-21.5%55.4K375.1K-11.5K0.3399.55N/AN/A1,8756233,3581,250