RCUS Options History — March 2022

In March 2022, RCUS traded between $31.20 and $37.66. ATM implied volatility averaged 97.0%, placing in the 37.6% IV rank vs the trailing year. The 30-day expected move averaged 26.9%. IV traded above realized volatility by 23.5% (HV 20d: 73.5%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 6 of 23 days. Put/call ratio averaged 2.13.

Notable Days

2022-03-24: Highest Volume — 7,691 contracts
2022-03-31: Largest IV spike — 180.0% change
2022-03-31: Highest IV Rank — 79.2%
2022-03-08: Largest Expected Move — 36.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.36	$31.20	$37.66	$37.66	$31.45
Max Pain	$34.05	$30.00	$40.00	$30.00	$40.00
ATM IV	97.0%	55.8%	156.3%	108.9%	156.3%
Expected Move	26.9%	18.3%	36.7%	31.2%	23.8%
HV 20d	73.5%	56.6%	81.8%	74.6%	69.6%
HV 60d	61.2%	59.6%	65.6%	59.6%	65.6%
IV Rank	37.6%	8.7%	79.2%	46.0%	79.2%
IV Percentile	47.8%	0.8%	98.0%	71.4%	98.0%
Term Structure	-3.1%	-35.3%	52.9%	-15.7%	10.8%
VWIV	102.6%	64.3%	164.6%	112.3%	78.0%
Skew 25d	2.4%	-25.1%	78.0%	-25.1%	78.0%
Skew 10d	7.9%	-42.7%	68.6%	-6.9%	68.6%
Call IV 25d	97.9%	55.2%	166.5%	134.1%	55.2%
Put IV 25d	100.3%	78.1%	144.6%	109.0%	133.2%
Bid-Ask Spread %	84.53	55.01	110.38	80.25	97.19
Gamma HHI	0.46	0.21	0.70	0.65	0.43
Net GEX	124.9K	-19.8K	448.4K	110.6K	423.0K
Net DEX	-2.0M	-11.2M	1.1M	-3.4M	-3.6M
Net VEX	-19.1K	-43.6K	-9.3K	-18.0K	-23.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.13	0.08	7.25	1.29	0.61
Total Volume	1,525.478	446	7,691	446	5,173
Total OI	5,972.478	3,952	13,362	3,952	10,408

Daily Data (23 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Wall	Put Wall	Call Vol	Put Vol	Call OI	Put OI
2022-03-01	$37.66	$30.00	108.9%	31.2%	74.6%	46.0%	112.3%	-25.1%	-15.7%	110.6K	-3.4M	-18.0K	1.29	80.25	N/A	N/A	195	251	2,697	1,255
2022-03-02	$36.66	$30.00	108.4%	31.1%	75.5%	45.6%	105.8%	-22.4%	-10.2%	105.0K	-3.0M	-17.3K	1.23	88.46	N/A	N/A	201	247	2,708	1,260
2022-03-03	$36.00	$30.00	113.8%	32.6%	74.2%	49.3%	133.6%	-3.8%	-8.1%	104.8K	-2.4M	-16.9K	2.59	96.67	N/A	N/A	169	438	2,734	1,260
2022-03-04	$33.89	$30.00	121.0%	34.7%	77.1%	54.5%	156.7%	-1.9%	-3.5%	81.6K	-1.1M	-16.8K	2.89	100.29	N/A	N/A	181	523	2,734	1,508
2022-03-07	$32.93	$30.00	119.6%	34.3%	78.2%	53.4%	139.9%	-17.6%	-2.2%	63.9K	-608.6K	-15.5K	3.02	95.57	N/A	N/A	170	514	2,750	1,596
2022-03-08	$33.16	$30.00	91.4%	36.7%	77.9%	33.7%	164.6%	-6.8%	-1.0%	68.0K	-962.2K	-15.8K	3.29	104.73	N/A	N/A	154	506	2,756	1,606
2022-03-09	$34.56	$30.00	85.8%	35.8%	78.9%	29.7%	159.2%	-1.9%	-2.3%	79.3K	-1.2M	-16.1K	3.31	110.38	N/A	N/A	153	506	2,755	1,604
2022-03-10	$34.42	$30.00	84.5%	31.0%	76.6%	28.8%	123.5%	3.1%	-2.6%	95.5K	-1.0M	-15.7K	2.79	97.43	N/A	N/A	159	443	2,756	1,604
2022-03-11	$33.43	$30.00	89.2%	30.4%	74.4%	32.1%	116.4%	0.1%	-8.6%	88.2K	-586.9K	-14.5K	2.88	106.88	N/A	N/A	154	443	2,754	1,610
2022-03-14	$31.20	$40.00	91.6%	23.0%	78.0%	33.8%	79.7%	6.3%	-5.0%	52.7K	430.8K	-12.3K	2.88	59.65	N/A	N/A	154	443	2,755	1,610
2022-03-15	$31.55	$40.00	82.5%	21.5%	77.9%	27.4%	76.6%	13.8%	-10.0%	-19.8K	1.1M	-9.3K	2.77	66.58	N/A	N/A	164	455	2,765	1,462
2022-03-16	$32.94	$40.00	80.7%	22.9%	78.8%	26.1%	77.3%	12.6%	2.8%	71.3K	-338.2K	-11.0K	2.30	67.95	N/A	N/A	192	441	2,765	1,486
2022-03-17	$34.18	$0.00	74.6%	23.2%	78.8%	21.8%	0.0%	-17.0%	6.3%	48.6K	452.0K	-10.0K	2.33	96.49	N/A	N/A	189	441	2,800	1,476
2022-03-18	$35.99	$0.00	79.1%	23.2%	80.3%	25.0%	84.1%	6.5%	1.5%	-12.6K	-510.3K	-10.7K	0.20	73.89	N/A	N/A	2,170	436	2,832	1,476
2022-03-21	$34.48	$35.00	79.3%	20.6%	81.5%	25.2%	73.1%	5.1%	-5.5%	53.4K	-779.5K	-16.2K	1.84	75.88	N/A	N/A	584	1,075	2,677	1,583
2022-03-22	$34.16	$30.00	74.1%	20.3%	81.2%	21.5%	69.5%	5.3%	-5.1%	10.9K	559.5K	-16.9K	7.25	80.12	N/A	N/A	154	1,116	2,790	2,135
2022-03-23	$33.42	$35.00	81.8%	21.1%	81.8%	26.9%	82.9%	6.5%	-7.1%	6.3K	784.9K	-16.9K	2.39	85.11	N/A	N/A	446	1,067	2,831	2,176
2022-03-24	$34.72	$35.00	91.7%	22.4%	56.6%	33.9%	77.5%	8.7%	17.4%	20.1K	434.4K	-19.7K	0.13	78.33	N/A	N/A	6,780	911	3,131	2,552
2022-03-25	$36.32	$35.00	134.6%	29.6%	58.0%	63.9%	102.1%	-21.9%	-34.9%	167.5K	-6.3M	-34.0K	0.22	77.62	N/A	N/A	1,884	413	6,344	2,580
2022-03-28	$36.59	$35.00	111.3%	28.2%	57.5%	47.6%	94.0%	-6.1%	-5.7%	373.8K	-9.7M	-40.0K	1.18	68.35	N/A	N/A	424	501	9,518	2,582
2022-03-29	$36.99	$40.00	115.0%	22.3%	57.6%	50.2%	86.0%	-0.9%	-35.3%	431.3K	-11.2M	-43.6K	1.42	55.01	N/A	N/A	228	323	10,600	2,724
2022-03-30	$33.67	$40.00	55.8%	18.3%	65.9%	8.7%	64.3%	35.0%	52.9%	448.4K	-3.4M	-28.6K	0.08	81.37	N/A	N/A	3,248	267	10,600	2,762
2022-03-31	$31.45	$40.00	156.3%	23.8%	69.6%	79.2%	78.0%	78.0%	10.8%	423.0K	-3.6M	-23.2K	0.61	97.19	N/A	N/A	3,205	1,968	7,602	2,806