RCUS Options History — May 2022

In May 2022, RCUS traded between $17.23 and $25.00. ATM implied volatility averaged 116.6%, placing in the 40.1% IV rank vs the trailing year. The 30-day expected move averaged 32.0%. IV traded above realized volatility by 0.4% (HV 20d: 116.1%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 0.94.

Notable Days

  • 2022-05-09: Highest Volume — 13,245 contracts
  • 2022-05-18: Largest IV spike — 59.1% change
  • 2022-05-10: Highest IV Rank — 80.5%
  • 2022-05-04: Largest Expected Move — 47.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$20.38$17.23$25.00$24.84$18.87
Max Pain$28.57$25.00$30.00$30.00$25.00
ATM IV116.6%53.8%189.9%153.4%82.4%
Expected Move32.0%15.4%47.5%44.0%23.6%
HV 20d116.1%53.6%146.4%75.5%145.8%
HV 60d93.6%73.0%107.3%73.1%100.8%
IV Rank40.1%5.7%80.5%60.4%21.4%
IV Percentile60.0%0.8%99.2%96.4%25.8%
Term Structure-16.2%-50.6%8.7%-48.7%-8.2%
VWIV118.1%62.0%201.0%158.7%92.6%
Skew 25d6.4%-20.0%26.0%4.1%4.3%
Skew 10d20.9%-25.2%81.1%52.2%22.1%
Call IV 25d112.8%63.5%175.3%175.3%86.1%
Put IV 25d119.2%69.6%184.0%179.3%90.4%
Bid-Ask Spread %84.8250.56106.9980.6798.42
Gamma HHI0.200.150.270.160.24
Net GEX-302.4K-586.5K-236.1K-265.7K-270.7K
Net DEX20.4M13.6M29.7M14.6M14.5M
Net VEX-66.5K-112.6K-30.5K-112.6K-31.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.940.033.231.570.03
Total Volume7,763.0485,21813,2458,9265,218
Total OI38,563.57130,28043,81339,37430,436

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-05-02$24.84$30.00153.4%44.0%75.5%60.4%158.7%4.1%-48.7%-265.7K14.6M-112.6K1.5780.67N/AN/A3,4785,44812,84626,528
2022-05-03$24.64$30.00144.6%41.4%61.8%55.5%148.9%3.6%8.7%-282.4K14.6M-110.1K1.9374.81N/AN/A2,7405,28812,88526,810
2022-05-04$25.00$30.00165.8%47.5%53.6%67.2%178.0%9.0%-5.4%-296.0K18.5M-104.5K1.3888.54N/AN/A4,7456,56812,90126,830
2022-05-05$22.72$30.00171.1%43.1%55.9%70.1%142.4%-20.0%-42.2%-260.2K17.5M-109.9K1.9056.14N/AN/A4,4788,51913,90327,904
2022-05-06$21.49$30.00176.5%43.6%57.2%73.1%141.6%-8.8%-12.3%-255.6K19.0M-105.7K1.9450.56N/AN/A4,4988,73214,92628,357
2022-05-09$21.55$30.00183.4%46.5%57.3%76.9%177.4%14.8%-20.1%-254.7K18.8M-105.4K1.9364.92N/AN/A4,5148,73114,93528,853
2022-05-10$24.14$30.00189.9%43.4%71.9%80.5%201.0%26.0%-26.7%-268.5K16.4M-110.4K3.2360.08N/AN/A2,0746,69314,95528,858
2022-05-11$17.23$30.00119.1%34.1%135.7%41.6%133.0%6.6%-6.5%-304.1K29.2M-66.3K0.9974.26N/AN/A3,0993,06714,95228,855
2022-05-12$18.15$30.00121.8%34.9%137.0%43.0%121.9%-0.2%-46.0%-301.5K28.4M-57.6K0.9592.58N/AN/A3,0372,89615,81127,644
2022-05-13$19.22$30.00104.4%29.9%140.0%33.4%106.0%4.8%-21.8%-360.3K29.3M-61.7K0.7779.70N/AN/A3,4782,68715,28027,666
2022-05-16$19.73$30.0089.7%25.7%141.2%25.4%96.0%4.1%-2.5%-586.5K27.5M-58.6K0.3389.02N/AN/A4,5261,49015,95527,706
2022-05-17$20.91$30.0053.8%15.4%143.9%5.7%62.0%6.0%-2.3%-320.7K28.8M-49.3K0.32106.99N/AN/A4,5001,46015,37727,357
2022-05-18$18.92$30.0085.7%24.6%146.2%23.2%90.4%8.3%-3.6%-387.9K29.7M-49.6K1.2091.03N/AN/A4,5135,40415,38527,220
2022-05-19$18.87$30.0081.0%23.2%145.4%20.6%83.5%24.1%-12.8%-338.6K24.7M-42.1K0.6999.85N/AN/A3,9202,70215,38323,247
2022-05-20$18.84$30.00109.8%31.5%144.8%36.5%94.6%7.0%-50.6%-258.9K23.6M-43.2K0.2093.01N/AN/A5,3671,05615,39322,478
2022-05-23$18.93$25.0073.7%21.1%145.0%16.6%81.1%-2.3%3.5%-270.3K14.7M-40.1K0.1791.69N/AN/A5,29589113,23417,356
2022-05-24$18.10$25.00107.3%30.8%144.3%35.1%95.4%6.7%-21.6%-236.1K14.9M-38.4K0.1395.24N/AN/A5,29366513,23717,360
2022-05-25$18.23$25.0076.9%22.0%144.5%18.4%95.2%9.3%1.5%-282.7K15.6M-34.7K0.0489.17N/AN/A5,14221213,23717,043
2022-05-26$18.30$25.0071.2%20.4%144.7%15.2%90.3%9.3%-3.1%-290.9K14.7M-30.5K0.04106.00N/AN/A5,12422813,25017,043
2022-05-27$19.23$25.0086.1%24.7%146.4%23.4%90.4%17.5%-19.9%-258.2K13.6M-35.2K0.0398.55N/AN/A5,07916913,39917,040
2022-05-31$18.87$25.0082.4%23.6%145.8%21.4%92.6%4.3%-8.2%-270.7K14.5M-31.6K0.0398.42N/AN/A5,05416413,39917,037