RCUS Options History — July 2022

In July 2022, RCUS traded between $25.94 and $29.88. ATM implied volatility averaged 94.1%, placing in the 23.5% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded above realized volatility by 25.9% (HV 20d: 68.2%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 0.45.

Notable Days

  • 2022-07-15: Highest Volume — 4,497 contracts
  • 2022-07-13: Largest IV drop — 22.0% change
  • 2022-07-12: Highest IV Rank — 35.0%
  • 2022-07-18: Largest Expected Move — 30.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.90$25.94$29.88$26.43$26.49
Max Pain$26.13$20.00$30.00$30.00$30.00
ATM IV94.1%82.9%113.8%84.5%96.5%
Expected Move25.9%23.1%30.0%24.2%27.7%
HV 20d68.2%58.6%81.7%81.7%59.7%
HV 60d102.9%102.0%104.0%103.2%102.6%
IV Rank23.5%17.0%35.0%17.9%24.9%
IV Percentile58.7%28.6%84.5%36.1%66.3%
Term Structure-3.1%-16.7%18.5%-16.7%7.1%
VWIV94.9%78.9%110.4%81.2%100.5%
Skew 25d-5.0%-20.9%12.6%1.1%-16.2%
Skew 10d18.8%-18.1%62.4%-4.3%-18.1%
Call IV 25d94.4%76.1%110.8%85.7%101.1%
Put IV 25d89.4%80.1%107.7%86.8%84.9%
Bid-Ask Spread %91.9783.51107.5190.8994.73
Gamma HHI0.330.240.640.250.24
Net GEX-2.9K-139.5K43.9K-38.6K22.5K
Net DEX-172.1K-2.2M4.2M3.0M-485.3K
Net VEX-10.2K-15.0K-4.2K-15.0K-9.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.200.770.700.77
Total Volume1,074.353374,497763340
Total OI11,636.63,02119,95519,2023,823

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-07-01$26.43$30.0084.5%24.2%81.7%17.9%81.2%1.1%-16.7%-38.6K3.0M-15.0K0.7090.89N/AN/A4483156,65412,548
2022-07-05$28.28$20.0093.8%24.6%80.6%23.3%78.9%-14.9%-8.5%-3.2K-1.1M-14.5K0.7796.93N/AN/A4123186,65712,548
2022-07-06$28.83$20.0094.0%23.1%80.6%23.4%82.4%-16.2%-5.2%-11.6K-441.1K-13.5K0.4085.51N/AN/A8173256,71312,545
2022-07-07$28.50$20.0098.8%23.7%80.3%26.2%87.6%-1.1%-16.0%-3.4K-226.6K-13.2K0.4294.62N/AN/A7923327,04312,553
2022-07-08$28.76$20.0082.9%23.5%80.2%17.0%83.0%11.5%-6.5%-44.0K136.4K-11.3K0.4390.28N/AN/A7743297,04412,553
2022-07-11$27.53$22.5096.3%24.2%81.7%24.7%89.6%8.0%-8.6%-25.1K2.0M-9.0K0.3188.74N/AN/A1,0363267,03512,553
2022-07-12$27.55$22.50113.8%25.2%80.9%35.0%89.8%4.9%-16.0%-18.9K2.2M-7.7K0.3198.85N/AN/A1,0363267,32112,553
2022-07-13$29.88$22.5088.7%25.4%62.3%20.3%91.9%-1.9%-12.9%-101.0K-2.2M-8.1K0.3495.81N/AN/A9663307,32112,553
2022-07-14$29.86$22.5084.2%24.1%61.8%17.7%83.1%12.6%-4.1%-139.5K-1.8M-6.8K0.3387.81N/AN/A1,0323397,32712,553
2022-07-15$29.03$22.5099.3%28.5%63.2%26.5%108.8%-1.6%-1.1%11.2K4.2M-4.2K0.6193.55N/AN/A2,7941,7037,39712,558
2022-07-18$27.65$30.00104.7%30.0%64.4%29.6%108.5%-8.3%6.8%28.3K-947.5K-9.3K0.5590.76N/AN/A7163932,072949
2022-07-19$28.76$30.0085.0%24.4%63.3%18.2%96.3%-4.5%2.0%43.9K-1.4M-10.8K0.2083.51N/AN/A7141462,4791,001
2022-07-20$28.82$30.0086.4%24.8%58.6%19.0%100.3%-5.1%9.4%43.7K-1.6M-12.0K0.2489.20N/AN/A6111452,6081,081
2022-07-21$28.59$30.0091.6%26.3%58.6%22.0%96.9%-1.2%5.2%41.8K-1.3M-11.3K0.2885.43N/AN/A6151732,6381,086
2022-07-22$26.82$30.0099.7%28.6%61.9%26.7%109.0%-0.3%-9.2%34.7K-1.2M-10.8K0.2492.52N/AN/A6151472,6381,122
2022-07-25$25.94$30.0091.0%26.1%62.0%21.7%106.5%-17.0%18.5%18.6K-227.3K-8.9K0.2886.74N/AN/A5851652,6381,136
2022-07-26$26.41$30.0097.2%27.9%62.1%25.3%110.4%-20.9%1.3%25.6K-583.1K-9.3K0.2591.13N/AN/A5551402,6381,164
2022-07-27$26.88$30.0099.2%28.4%60.5%26.4%94.7%-13.7%-12.8%27.3K-594.6K-9.4K0.71107.51N/AN/A1971402,6481,167
2022-07-28$27.04$30.0094.2%27.0%60.4%23.5%97.8%-15.2%5.3%30.3K-794.5K-9.7K0.7794.90N/AN/A1921482,6481,167
2022-07-29$26.49$30.0096.5%27.7%59.7%24.9%100.5%-16.2%7.1%22.5K-485.3K-9.0K0.7794.73N/AN/A1921482,6481,175