RCUS Options History — September 2022

In September 2022, RCUS traded between $23.30 and $26.98. ATM implied volatility averaged 101.2%, placing in the 27.6% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 42.0% (HV 20d: 59.2%). 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 9 of 21 days. Put/call ratio averaged 1.14.

Notable Days

  • 2022-09-06: Highest Volume — 1,184 contracts
  • 2022-09-14: Largest IV drop — 54.0% change
  • 2022-09-12: Highest IV Rank — 70.6%
  • 2022-09-02: Largest Expected Move — 35.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$25.43$23.30$26.98$25.56$26.07
Max Pain$27.38$25.00$30.00$25.00$25.00
ATM IV101.2%64.5%175.0%80.8%87.5%
Expected Move24.0%18.5%35.2%23.2%25.1%
HV 20d59.2%53.9%69.3%66.9%56.1%
HV 60d62.6%58.6%70.2%68.6%59.6%
IV Rank27.6%6.2%70.6%15.7%19.6%
IV Percentile46.0%0.8%97.6%15.9%41.3%
Term Structure-2.5%-28.2%19.9%-6.4%-3.9%
VWIV90.6%64.3%177.9%76.5%75.3%
Skew 25d-0.7%-68.6%40.4%-39.3%-0.5%
Skew 10d17.0%-42.3%60.0%-7.2%3.6%
Call IV 25d87.5%66.7%130.5%112.2%71.9%
Put IV 25d86.8%61.3%139.2%72.9%71.3%
Bid-Ask Spread %102.7681.93131.76118.9494.49
Gamma HHI0.250.230.290.290.25
Net GEX-16.3K-39.9K-1.2K-39.9K-12.6K
Net DEX703.7K-243.8K1.4M1.4M500.6K
Net VEX-11.2K-12.6K-9.2K-10.2K-10.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.140.003.701.813.58
Total Volume388.23801,18445220
Total OI4,652.6193,5565,2594,5174,365

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-09-01$25.56$25.0080.8%23.2%66.9%15.7%76.5%-39.3%-6.4%-39.9K1.4M-10.2K1.81118.94N/AN/A16292,3442,173
2022-09-02$24.60$25.00122.9%35.2%67.4%40.2%0.0%-68.6%-28.2%-25.3K1.1M-10.9K1.00131.76N/AN/A3013002,3472,172
2022-09-06$23.30$30.00116.7%25.7%69.3%36.6%108.6%28.3%2.6%-9.6K1.0M-12.2K1.27105.87N/AN/A5216632,6482,472
2022-09-07$24.39$30.00118.7%29.5%66.0%37.8%113.4%40.0%-26.2%-30.6K1.4M-11.8K0.72106.04N/AN/A5193722,6482,483
2022-09-08$25.80$30.00155.5%22.2%64.2%59.2%89.5%-16.2%-4.7%-8.7K403.4K-10.5K1.68107.00N/AN/A31522,6712,484
2022-09-09$25.61$30.00164.9%23.2%60.9%64.7%82.8%21.3%4.7%-14.1K903.9K-12.6K0.00112.67N/AN/A0132,6922,536
2022-09-12$25.72$30.00175.0%21.5%57.8%70.6%71.6%12.5%13.6%-18.6K654.2K-12.1K0.00102.70N/AN/A902,6922,544
2022-09-13$24.81$30.00148.0%23.3%56.3%54.9%88.7%10.1%-1.5%-39.2K1.4M-10.6K1.09103.41N/AN/A2062252,7012,544
2022-09-14$25.75$30.0068.0%19.5%57.8%8.3%86.5%40.4%13.6%-34.5K816.5K-11.0K0.00119.86N/AN/A012,7012,555
2022-09-15$25.69$30.0074.0%21.2%56.6%11.8%177.9%-11.6%6.6%-20.6K415.0K-10.7K1.50114.12N/AN/A462,7012,555
2022-09-16$25.48$30.0086.8%24.9%55.4%19.2%109.7%-13.6%-23.8%-8.7K220.9K-10.0K0.35106.49N/AN/A6672342,7032,556
2022-09-19$25.28$30.0064.5%18.5%55.2%6.2%64.3%-10.9%2.7%-11.6K812.7K-9.2K1.3086.48N/AN/A2543301,7611,795
2022-09-20$26.55$25.0084.6%24.3%56.9%17.9%81.2%15.4%-3.4%-3.5K186.7K-12.6K0.3887.79N/AN/A65252,0102,125
2022-09-21$25.62$25.0085.1%24.4%57.5%18.2%68.2%-1.7%-9.0%-3.4K114.1K-12.3K0.00100.17N/AN/A402,0582,135
2022-09-22$25.43$25.0078.7%22.6%57.5%14.5%79.6%-4.3%0.4%-12.9K725.2K-11.3K0.4294.24N/AN/A1252,0582,135
2022-09-23$25.27$25.0075.5%21.6%57.2%12.6%0.0%-1.1%2.2%-12.3K787.2K-11.3K0.0095.39N/AN/A002,0702,140
2022-09-26$24.77$25.0080.0%22.9%53.9%15.2%85.8%2.1%-0.1%-14.9K985.8K-10.5K0.4891.96N/AN/A6493122,0702,140
2022-09-27$25.86$25.0085.2%24.4%55.9%18.3%83.1%-7.8%-7.4%-8.3K466.8K-11.2K0.8098.19N/AN/A5884732,0702,151
2022-09-28$26.98$25.0084.8%24.3%55.4%18.0%94.6%4.1%19.9%-1.2K-243.8K-11.5K0.5081.93N/AN/A5522742,0802,267
2022-09-29$25.55$25.0088.7%25.4%59.0%20.3%83.4%-13.3%-4.0%-12.9K645.0K-11.0K3.7098.42N/AN/A471742,0862,267
2022-09-30$26.07$25.0087.5%25.1%56.1%19.6%75.3%-0.5%-3.9%-12.6K500.6K-10.7K3.5894.49N/AN/A481722,0892,276