RCUS Options History — February 2022

In February 2022, RCUS traded between $28.98 and $37.27. ATM implied volatility averaged 94.2%, placing in the 35.6% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 41.0% (HV 20d: 53.2%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 1.12.

Notable Days

  • 2022-02-18: Highest Volume — 3,709 contracts
  • 2022-02-09: Largest IV drop — 20.7% change
  • 2022-02-24: Highest IV Rank — 50.5%
  • 2022-02-24: Largest Expected Move — 33.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.99$28.98$37.27$31.29$37.27
Max Pain$31.05$30.00$40.00$40.00$30.00
ATM IV94.2%77.5%115.5%84.9%115.0%
Expected Move25.8%22.2%33.1%24.3%33.0%
HV 20d53.2%47.1%78.5%47.1%75.7%
HV 60d57.1%47.3%64.4%63.8%59.7%
IV Rank35.6%23.9%50.5%29.1%50.2%
IV Percentile44.7%14.3%82.1%26.2%81.0%
Term Structure-8.5%-39.8%14.2%13.9%-23.4%
VWIV98.4%78.1%128.1%104.2%128.1%
Skew 25d7.6%-47.4%38.7%2.5%-47.4%
Skew 10d25.6%-16.7%80.3%-5.3%-16.7%
Call IV 25d102.7%80.8%153.8%96.4%153.8%
Put IV 25d110.2%88.9%133.6%99.0%106.4%
Bid-Ask Spread %92.4579.23104.74104.7486.02
Gamma HHI0.470.240.630.540.63
Net GEX45.9K85296.7K58.0K96.7K
Net DEX308.0K-3.1M1.6M678.2K-3.1M
Net VEX-10.4K-18.2K-6.0K-10.7K-18.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.120.323.980.331.51
Total Volume1,441.7374113,7092,507411
Total OI4,463.4213,8154,7264,6143,950

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-02-01$31.29$40.0084.9%24.3%47.1%29.1%104.2%2.5%13.9%58.0K678.2K-10.7K0.33104.74N/AN/A1,8856223,3641,250
2022-02-02$30.12$40.0093.2%26.7%47.6%34.9%82.1%-5.1%-5.0%49.7K754.9K-10.0K0.7198.64N/AN/A8856313,3651,252
2022-02-03$29.25$30.0094.2%23.4%47.7%35.6%93.7%19.4%5.0%40.4K901.6K-9.1K0.7197.14N/AN/A8856323,3661,260
2022-02-04$29.50$30.0097.8%23.6%48.4%38.1%104.1%0.8%6.4%37.5K1.0M-9.0K0.6993.18N/AN/A8856153,3661,259
2022-02-07$30.21$30.00108.6%26.6%48.5%45.7%87.3%18.6%-5.6%44.2K1.1M-8.6K0.7289.73N/AN/A9056543,3661,260
2022-02-08$30.18$30.00113.3%22.3%48.2%49.0%87.5%38.7%3.0%40.0K1.2M-8.0K0.7493.10N/AN/A8786543,3751,284
2022-02-09$31.98$30.0089.9%25.8%48.7%32.6%78.1%36.8%-16.0%61.5K899.9K-9.5K0.6198.34N/AN/A1,0706543,3771,284
2022-02-10$30.23$30.0081.4%23.3%48.3%26.6%81.5%26.5%-5.6%48.7K648.5K-8.9K1.0193.82N/AN/A6506553,4271,284
2022-02-11$29.33$30.0084.2%24.1%48.8%28.6%78.8%5.7%-16.2%34.5K1.2M-7.6K1.0192.00N/AN/A6326363,4331,285
2022-02-14$29.00$30.0079.5%22.8%48.6%25.3%96.3%8.2%14.2%33.1K1.2M-7.2K1.0191.70N/AN/A6326383,4291,286
2022-02-15$29.69$30.0083.1%23.8%49.5%27.8%95.0%6.7%-1.3%24.7K1.2M-7.4K1.0194.02N/AN/A6336383,4291,288
2022-02-16$28.98$30.0077.5%22.2%49.0%23.9%89.1%-9.6%-0.7%34.7K1.2M-6.5K1.0195.66N/AN/A6336393,4291,287
2022-02-17$29.33$30.0077.6%22.2%48.5%24.0%92.9%28.1%-13.0%16.4K1.6M-6.0K1.01102.89N/AN/A6336393,4291,297
2022-02-18$30.56$30.0088.9%25.5%50.1%31.9%108.0%-14.0%-6.8%8521.6M-6.8K0.4987.39N/AN/A2,4821,2273,4291,297
2022-02-22$30.02$30.0096.0%27.5%50.5%36.9%115.2%-5.5%-21.5%40.2K-661.0K-14.4K1.4092.58N/AN/A4556372,5711,244
2022-02-23$29.98$30.00103.6%29.7%50.2%42.2%120.6%22.0%-30.9%46.8K-455.2K-14.4K3.9881.23N/AN/A1606372,5971,245
2022-02-24$35.48$30.00115.5%33.1%78.5%50.5%119.6%7.7%-39.8%73.4K-2.1M-17.7K2.9685.07N/AN/A2176422,6371,245
2022-02-25$36.49$30.00105.5%30.2%76.4%43.5%107.5%3.3%-17.6%91.0K-2.9M-18.0K0.3279.23N/AN/A7652472,6091,250
2022-02-28$37.27$30.00115.0%33.0%75.7%50.2%128.1%-47.4%-23.4%96.7K-3.1M-18.2K1.5186.02N/AN/A1642472,6951,255