RCUS Options History — June 2022

In June 2022, RCUS traded between $19.29 and $25.66. ATM implied volatility averaged 82.0%, placing in the 20.5% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded below realized volatility by 16.5% (HV 20d: 98.5%). 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 7 of 21 days. Put/call ratio averaged 0.16.

Notable Days

  • 2022-06-01: Highest Volume — 5,239 contracts
  • 2022-06-02: Largest IV drop — 21.5% change
  • 2022-06-15: Highest IV Rank — 28.4%
  • 2022-06-15: Largest Expected Move — 27.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$22.76$19.29$25.66$19.29$25.21
Max Pain$29.76$25.00$30.00$25.00$30.00
ATM IV82.0%69.5%95.3%88.6%83.6%
Expected Move23.1%19.7%27.3%25.4%24.0%
HV 20d98.5%66.4%148.3%146.4%82.4%
HV 60d104.8%101.0%108.1%101.0%103.9%
IV Rank20.5%14.3%28.4%24.8%17.4%
IV Percentile30.4%5.6%63.1%44.8%32.5%
Term Structure-3.5%-14.0%7.8%-14.0%-5.9%
VWIV85.8%65.0%113.1%92.0%85.9%
Skew 25d-0.1%-10.9%11.1%4.6%1.2%
Skew 10d4.0%-32.9%28.9%2.7%-2.8%
Call IV 25d81.0%70.8%88.9%82.6%87.7%
Put IV 25d80.9%64.4%92.8%87.1%88.8%
Bid-Ask Spread %92.3684.72101.5692.6990.81
Gamma HHI0.270.200.390.240.28
Net GEX-136.8K-334.0K-24.3K-275.0K-66.7K
Net DEX8.3M3.8M14.1M14.1M4.9M
Net VEX-23.0K-36.1K-14.8K-32.6K-14.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.160.030.370.030.35
Total Volume1,290.7143555,2395,2391,215
Total OI26,080.47618,18130,72230,44519,164

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-06-01$19.29$25.0088.6%25.4%146.4%24.8%92.0%4.6%-14.0%-275.0K14.1M-32.6K0.0392.69N/AN/A5,08415513,40517,040
2022-06-02$20.46$30.0069.5%19.7%148.3%14.3%111.6%5.5%7.8%-268.6K12.0M-36.1K0.0590.74N/AN/A3,01215513,39617,039
2022-06-03$22.13$30.0082.8%21.5%147.8%21.6%104.0%-10.9%2.9%-138.3K8.7M-36.0K0.0787.36N/AN/A1,4489713,46917,039
2022-06-06$22.29$30.0082.9%21.5%146.4%21.7%113.1%-0.0%-0.6%-124.6K9.4M-31.1K0.0790.26N/AN/A1,4119513,63217,040
2022-06-07$23.26$30.0089.2%22.1%147.1%25.1%104.9%4.0%-2.4%-66.4K8.0M-29.0K0.0794.08N/AN/A1,4129513,64217,040
2022-06-08$23.65$30.0075.2%21.6%141.5%17.4%83.8%1.7%2.1%-24.3K6.3M-29.2K0.0689.67N/AN/A1,3878113,61517,035
2022-06-09$23.11$30.0075.6%21.7%66.6%17.7%101.1%-2.6%-2.6%-25.9K6.6M-28.2K0.0691.81N/AN/A1,3648113,61517,036
2022-06-10$22.58$30.0074.2%21.3%66.4%16.9%65.0%-9.9%7.5%-75.7K8.3M-23.8K0.2592.19N/AN/A3208113,64517,036
2022-06-13$19.62$30.0079.7%22.8%83.1%19.9%76.7%-2.2%-5.7%-334.0K13.3M-21.6K0.15101.56N/AN/A5908813,65217,036
2022-06-14$20.64$30.0081.0%23.2%84.5%20.6%78.3%7.0%2.9%-276.3K12.1M-20.9K0.1493.96N/AN/A6088813,67317,016
2022-06-15$21.55$30.0095.3%27.3%83.3%28.4%79.9%-5.2%-10.8%-177.9K10.6M-22.7K0.0895.76N/AN/A6414913,66117,020
2022-06-16$20.74$30.0074.8%21.4%75.9%17.2%78.1%4.5%-8.9%-260.7K12.2M-18.0K0.1298.81N/AN/A4595613,70117,021
2022-06-17$21.92$30.0085.6%24.5%78.0%23.1%86.1%-2.7%-9.0%-155.3K9.6M-18.2K0.0496.89N/AN/A1,1475113,66517,029
2022-06-21$23.70$30.0082.5%23.6%81.8%21.4%77.8%-0.7%-2.6%-98.2K5.7M-19.8K0.1587.52N/AN/A308476,01812,163
2022-06-22$23.50$30.0085.7%24.6%82.0%23.2%72.5%-0.4%0.2%-112.9K7.0M-18.4K0.1090.22N/AN/A342346,03412,172
2022-06-23$24.74$30.0073.3%21.0%80.5%16.4%67.2%11.1%4.3%-83.1K5.2M-16.6K0.2093.84N/AN/A374756,05312,160
2022-06-24$25.66$30.0083.6%24.0%80.7%22.1%80.7%3.5%-9.9%-85.6K4.6M-17.7K0.3792.78N/AN/A8073006,09812,262
2022-06-27$25.34$30.0087.0%24.9%81.3%23.9%81.4%-4.0%-12.4%-50.2K3.8M-17.0K0.3484.72N/AN/A8723006,53012,528
2022-06-28$24.41$30.0086.4%24.8%82.4%19.0%81.7%0.3%-5.8%-92.8K6.0M-16.8K0.3688.88N/AN/A8743146,61812,528
2022-06-29$24.24$30.0086.4%24.8%82.0%19.0%79.2%-6.7%-10.4%-79.1K5.7M-15.0K0.3694.98N/AN/A8743146,62112,543
2022-06-30$25.21$30.0083.6%24.0%82.4%17.4%85.9%1.2%-5.9%-66.7K4.9M-14.8K0.3590.81N/AN/A9003156,62112,543