RCUS Options History — August 2022

In August 2022, RCUS traded between $23.59 and $28.22. ATM implied volatility averaged 90.7%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 27.1% (HV 20d: 63.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 26.30.

Notable Days

  • 2022-08-12: Highest Volume — 1,188 contracts
  • 2022-08-17: Largest IV spike — 39.8% change
  • 2022-08-17: Highest IV Rank — 34.2%
  • 2022-08-17: Largest Expected Move — 32.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.95$23.59$28.22$24.83$24.18
Max Pain$28.48$25.00$30.00$30.00$25.00
ATM IV90.7%68.7%112.6%104.2%92.7%
Expected Move25.8%19.7%32.3%29.9%26.6%
HV 20d63.6%56.4%68.2%61.7%63.6%
HV 60d76.5%68.0%103.4%103.4%68.2%
IV Rank21.5%8.6%34.2%29.4%22.6%
IV Percentile44.7%1.6%83.3%74.2%54.8%
Term Structure-1.3%-43.1%55.1%-15.7%27.6%
VWIV103.7%72.7%141.3%103.5%104.3%
Skew 25d2.2%-42.8%58.3%-12.0%-1.2%
Skew 10d29.8%-44.4%99.8%67.9%55.1%
Call IV 25d108.7%73.6%137.3%101.7%103.0%
Put IV 25d111.0%75.6%152.2%89.7%101.8%
Bid-Ask Spread %112.0188.96129.8894.15129.88
Gamma HHI0.300.240.470.260.28
Net GEX1.4K-43.3K34.4K8.2K-30.7K
Net DEX191.1K-1.0M1.2M11.5K1.2M
Net VEX-7.6K-10.9K-5.0K-7.1K-10.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio26.300.00322.000.561.35
Total Volume327.26111,188410614
Total OI4,005.1742,0835,1453,8234,461

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-08-01$24.83$30.00104.2%29.9%61.7%29.4%103.5%-12.0%-15.7%8.2K11.5K-7.1K0.5694.15N/AN/A2621482,6481,175
2022-08-02$25.23$30.00106.6%30.6%56.4%30.7%89.9%-31.8%-13.4%10.1K35.7K-7.4K1.4793.64N/AN/A2513682,5761,175
2022-08-03$26.25$30.0094.7%27.2%58.0%23.8%118.1%-42.8%5.9%8.8K-58.2K-7.8K0.66101.37N/AN/A1851232,5761,400
2022-08-04$26.58$30.00109.9%23.5%58.3%32.7%108.7%-0.7%34.0%13.2K-285.8K-8.1K0.60122.73N/AN/A2111272,5771,404
2022-08-05$27.20$30.0078.4%23.9%58.9%14.3%93.5%29.5%15.7%34.4K-1.0M-8.8K0.60122.58N/AN/A2111272,6281,404
2022-08-08$27.51$30.0074.7%24.5%57.0%12.2%93.5%15.7%-15.9%25.3K-298.6K-5.7K0.61122.76N/AN/A2131292,6281,404
2022-08-09$25.35$30.00103.5%27.3%64.0%28.9%0.0%-21.6%1.1%-7.6K442.8K-5.8K93.00113.83N/AN/A1932,6281,406
2022-08-10$27.18$30.0083.4%23.9%62.0%17.2%0.0%26.3%-18.9%19.8K-572.0K-7.2K0.00125.31N/AN/A0282,6291,499
2022-08-11$25.66$30.00108.6%31.1%64.8%31.9%107.3%52.3%-43.1%-24.3K349.9K-5.0K3.50112.59N/AN/A10352,6291,510
2022-08-12$27.04$30.0070.9%20.3%67.6%10.0%76.4%2.0%19.3%-2.8K108.8K-5.5K2.8397.39N/AN/A3108782,6341,540
2022-08-15$28.22$30.0081.3%23.3%67.3%16.0%0.0%-27.4%-21.4%-1.5K-37.3K-7.6K0.00129.14N/AN/A902,9032,077
2022-08-16$27.46$30.0080.5%23.1%66.4%15.5%0.0%-29.7%-4.7%-6.6K-41.1K-7.8K0.00125.56N/AN/A102,9072,077
2022-08-17$26.52$30.00112.6%32.3%67.4%34.2%117.8%-19.7%-33.2%-27.9K752.4K-6.8K3.07111.72N/AN/A15462,9082,077
2022-08-18$25.64$30.0068.7%19.7%68.2%8.6%91.5%-5.1%55.1%-43.3K728.0K-6.6K99.00104.68N/AN/A1992,9202,123
2022-08-19$25.98$30.0078.3%22.4%64.8%14.2%140.0%19.6%6.9%2.6K997.0K-5.9K0.01115.03N/AN/A47532,9242,221
2022-08-22$25.22$30.0092.0%26.4%64.6%22.2%114.0%-38.7%-11.1%12.5K-130.5K-6.7K0.4488.96N/AN/A145641,359724
2022-08-23$25.97$25.0090.3%25.9%65.2%21.2%141.3%9.9%-8.1%14.4K-74.5K-6.7K0.26103.63N/AN/A355911,497729
2022-08-24$25.77$25.0096.8%27.7%64.8%25.0%114.1%26.8%-21.1%23.6K-290.7K-7.5K0.7895.09N/AN/A3873031,820802
2022-08-25$26.15$25.0076.2%21.9%65.1%13.0%72.7%52.2%6.1%13.4K171.6K-8.6K322.00120.34N/AN/A13222,2501,086
2022-08-26$24.71$25.0088.4%25.3%67.7%20.1%90.1%-17.8%9.7%11.1K382.4K-9.8K9.22104.65N/AN/A655992,2511,382
2022-08-29$24.51$25.0089.1%25.5%63.7%20.5%82.1%7.5%-1.3%-15.6K1.1M-10.7K12.40112.85N/AN/A5622,3111,934
2022-08-30$23.59$25.00104.4%29.9%64.7%29.5%111.0%58.3%-2.6%-5.0K915.0K-10.9K0.00128.41N/AN/A01552,3121,994
2022-08-31$24.18$25.0092.7%26.6%63.6%22.6%104.3%-1.2%27.6%-30.7K1.2M-10.4K1.35129.88N/AN/A2613532,3122,149