RCUS Options History — April 2022

In April 2022, RCUS traded between $24.23 and $37.69. ATM implied volatility averaged 131.9%, placing in the 52.1% IV rank vs the trailing year. The 30-day expected move averaged 32.7%. IV traded above realized volatility by 51.0% (HV 20d: 80.9%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 2.65.

Notable Days

  • 2022-04-22: Highest Volume — 10,785 contracts
  • 2022-04-13: Largest IV drop — 52.1% change
  • 2022-04-11: Highest IV Rank — 100.0%
  • 2022-04-29: Largest Expected Move — 47.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$30.57$24.23$37.69$31.61$24.23
Max Pain$36.00$30.00$40.00$40.00$30.00
ATM IV131.9%84.7%225.5%93.7%166.4%
Expected Move32.7%22.2%47.7%22.7%47.7%
HV 20d80.9%66.7%85.2%66.7%74.5%
HV 60d71.6%65.5%74.2%65.5%73.1%
IV Rank52.1%28.9%100.0%35.2%67.5%
IV Percentile82.3%31.3%100.0%53.2%98.0%
Term Structure-12.3%-30.5%7.7%-8.6%-30.5%
VWIV115.1%80.2%162.9%80.2%162.9%
Skew 25d8.1%-16.6%45.8%-9.6%19.4%
Skew 10d26.2%-29.6%129.7%40.2%129.7%
Call IV 25d119.5%79.8%161.3%127.5%156.0%
Put IV 25d127.6%84.0%175.4%117.9%175.4%
Bid-Ask Spread %75.4960.7493.4792.5476.00
Gamma HHI0.280.160.400.240.16
Net GEX-171.0K-419.6K288.1K63.1K-256.3K
Net DEX9.5M-6.0M17.8M930.6K16.5M
Net VEX-70.5K-100.8K-28.4K-28.4K-100.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.650.3411.230.341.82
Total Volume4,199.879510,7854,2959,714
Total OI22,570.312,25234,85612,25234,856

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-04-01$31.61$40.0093.7%22.7%66.7%35.2%80.2%-9.6%-8.6%63.1K930.6K-28.4K0.3492.54N/AN/A3,2081,0877,6024,650
2022-04-04$35.09$40.0084.7%22.2%76.1%28.9%90.3%12.5%-1.0%175.8K-1.5M-28.5K6.8678.99N/AN/A3042,0867,6054,670
2022-04-05$37.69$40.00112.2%24.6%79.9%48.2%85.0%1.2%-1.5%288.1K-6.0M-37.0K11.2365.00N/AN/A8049,0287,7175,612
2022-04-06$34.72$40.00122.6%25.8%84.6%55.6%89.8%5.4%-8.8%-33.5K4.3M-63.7K1.7075.27N/AN/A4367397,96012,678
2022-04-07$33.99$40.00122.6%30.3%85.0%55.6%111.5%14.4%-10.6%-88.6K6.5M-74.8K4.2872.12N/AN/A2731,1698,05915,286
2022-04-08$34.00$40.00157.9%31.6%84.3%80.3%105.4%-10.5%-15.1%-75.2K5.8M-74.4K3.3071.85N/AN/A2739018,05915,318
2022-04-11$31.57$40.00216.3%32.9%84.9%100.0%117.6%13.7%-11.7%-230.7K11.2M-68.4K5.2574.01N/AN/A2841,4928,05915,695
2022-04-12$30.81$40.00225.5%32.1%85.2%100.0%116.1%8.2%-20.6%-317.1K13.8M-66.9K1.8076.97N/AN/A2845118,05916,283
2022-04-13$31.83$40.00108.0%31.0%84.6%35.4%108.2%2.6%-27.4%-419.6K13.0M-64.6K1.9572.65N/AN/A2845538,06816,437
2022-04-14$31.87$40.00106.7%30.6%83.3%34.8%132.4%-16.6%-1.1%-228.7K12.0M-62.9K0.6274.01N/AN/A1,8251,1298,05416,474
2022-04-18$31.22$40.00118.7%34.0%80.9%41.3%111.5%9.9%-4.9%-182.6K8.6M-64.4K0.5671.07N/AN/A1,2537053,10512,668
2022-04-19$31.26$40.00111.0%31.8%79.8%37.1%112.3%45.8%7.7%-185.7K8.3M-68.3K0.6773.53N/AN/A1,3569153,72913,176
2022-04-20$31.50$30.00110.9%31.8%79.9%37.1%115.2%5.3%-12.6%-201.5K8.2M-75.2K0.7162.36N/AN/A1,6791,1894,48713,967
2022-04-21$29.36$30.00115.1%33.0%83.2%39.3%113.4%7.4%-8.2%-210.9K10.1M-72.3K0.8767.13N/AN/A2,1811,9054,86713,967
2022-04-22$27.61$30.00134.9%38.7%83.6%50.2%129.9%19.7%-24.6%-197.0K11.7M-78.3K3.4093.47N/AN/A2,4528,3335,70915,007
2022-04-25$27.40$30.00121.2%34.7%80.9%42.7%122.6%2.5%-1.8%-336.7K16.1M-99.4K2.4660.74N/AN/A2,1455,2827,30623,088
2022-04-26$25.62$30.00142.3%40.8%82.6%54.3%136.5%21.8%-24.6%-320.9K16.4M-94.9K2.2077.49N/AN/A2,1774,7877,30722,594
2022-04-27$25.12$30.00131.8%37.8%81.9%48.5%129.6%3.9%-15.2%-348.3K17.8M-87.4K0.9091.52N/AN/A2,2352,0207,28322,212
2022-04-28$24.81$30.00135.6%38.9%77.0%50.6%131.8%5.1%-25.6%-313.7K17.1M-98.7K2.0483.05N/AN/A2,2994,6999,51324,220
2022-04-29$24.23$30.00166.4%47.7%74.5%67.5%162.9%19.4%-30.5%-256.3K16.5M-100.8K1.8276.00N/AN/A3,4446,27010,29824,558