RCUS Options History — October 2022

In October 2022, RCUS traded between $25.66 and $29.17. ATM implied volatility averaged 95.5%, placing in the 24.2% IV rank vs the trailing year. The 30-day expected move averaged 27.7%. IV traded above realized volatility by 38.7% (HV 20d: 56.8%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 3 of 21 days. Put/call ratio averaged 2.35.

Notable Days

  • 2022-10-06: Highest Volume — 8,445 contracts
  • 2022-10-06: Largest IV spike — 86.9% change
  • 2022-10-10: Highest IV Rank — 39.1%
  • 2022-10-07: Largest Expected Move — 35.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.39$25.66$29.17$26.44$25.66
Max Pain$28.81$25.00$30.00$25.00$30.00
ATM IV95.5%56.5%120.9%80.3%101.9%
Expected Move27.7%16.2%35.4%23.0%29.2%
HV 20d56.8%49.2%61.8%54.3%61.8%
HV 60d59.5%58.0%61.4%59.7%60.6%
IV Rank24.2%1.5%39.1%15.4%28.0%
IV Percentile54.1%0.8%88.9%16.7%66.7%
Term Structure-10.7%-35.4%11.0%-25.4%-11.1%
VWIV95.0%60.1%114.0%82.4%90.0%
Skew 25d2.8%-19.5%20.9%8.1%-19.5%
Skew 10d23.4%-6.3%75.8%8.6%18.1%
Call IV 25d91.7%65.9%110.6%65.9%101.5%
Put IV 25d94.6%73.9%131.6%73.9%82.0%
Bid-Ask Spread %79.6540.70108.37108.3780.83
Gamma HHI0.320.230.450.260.29
Net GEX196.9K-15.2K316.3K-15.2K114.7K
Net DEX-3.9M-7.2M425.0K425.0K-343.1K
Net VEX-29.4K-40.4K-9.4K-9.8K-22.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.350.034.772.202.31
Total Volume1,510.1432058,445205752
Total OI14,031.9054,35617,5364,36816,161

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-10-03$26.44$25.0080.3%23.0%54.3%15.4%82.4%8.1%-25.4%-15.2K425.0K-9.8K2.20108.37N/AN/A641412,0922,276
2022-10-04$26.53$25.0091.3%26.2%49.8%21.9%101.8%5.3%-10.3%-10.4K166.6K-10.0K4.3391.55N/AN/A552382,0832,273
2022-10-05$28.10$25.0056.5%16.2%51.2%1.5%60.1%14.4%11.0%-5.7K-492.5K-9.4K3.4098.69N/AN/A702382,0872,380
2022-10-06$29.17$25.00105.5%30.8%49.2%30.1%95.6%2.8%-14.7%6.6K-1.1M-10.6K0.0376.61N/AN/A8,2002452,1132,379
2022-10-07$26.56$25.0096.8%35.4%60.6%25.0%112.2%20.9%-16.6%166.8K-5.2M-32.8K0.2140.70N/AN/A3,23866810,2532,369
2022-10-10$26.29$30.00120.9%27.7%60.7%39.1%103.2%-16.5%-4.5%218.8K-5.4M-38.8K0.3370.27N/AN/A1,66854813,2242,788
2022-10-11$26.73$30.0087.4%31.1%59.3%19.5%106.5%7.4%-13.0%226.0K-5.6M-37.6K0.1072.07N/AN/A1,61816713,2292,803
2022-10-12$26.79$30.00103.8%29.8%58.0%29.1%97.2%-1.9%-17.9%232.7K-5.1M-34.9K1.3764.32N/AN/A22230413,2332,817
2022-10-13$26.99$30.00103.8%29.8%58.0%29.1%106.3%-1.6%-14.3%240.8K-5.3M-35.4K2.6876.39N/AN/A26871713,3762,967
2022-10-14$27.07$30.00102.6%29.4%57.8%28.4%93.9%-3.2%-22.6%258.7K-5.3M-35.8K2.1468.96N/AN/A34874613,5483,134
2022-10-17$28.06$30.00112.2%32.2%58.8%34.0%104.6%-1.0%-15.4%311.6K-7.2M-38.2K3.3871.59N/AN/A19164513,6463,272
2022-10-18$28.01$30.0091.0%26.1%56.5%21.7%92.6%-0.8%-0.7%308.0K-6.1M-35.4K3.3079.85N/AN/A19965613,6503,475
2022-10-19$26.75$30.00119.1%34.2%57.6%38.0%114.0%11.5%-22.1%224.9K-4.7M-35.3K2.4791.03N/AN/A21252313,7603,735
2022-10-20$26.94$30.00110.5%31.7%57.5%33.0%96.7%3.4%-35.4%234.4K-4.3M-33.0K2.7876.99N/AN/A18852313,7743,762
2022-10-21$28.47$30.0086.5%24.8%60.3%19.0%88.8%-1.4%-10.2%263.9K-4.6M-31.4K0.9981.75N/AN/A1,1301,11913,7713,762
2022-10-24$27.99$30.0079.6%22.8%60.1%15.0%88.8%5.3%7.3%196.3K-1.5M-25.5K1.1279.63N/AN/A79688812,9462,996
2022-10-25$27.90$30.0084.4%24.2%58.5%17.8%84.9%-4.8%-1.5%287.1K-6.5M-40.4K3.8180.19N/AN/A23388812,9963,091
2022-10-26$28.23$30.0092.6%26.5%56.8%22.6%93.2%13.3%1.6%299.8K-4.8M-35.5K3.9685.63N/AN/A20380313,0313,101
2022-10-27$28.58$30.0087.9%25.2%52.8%19.8%89.3%13.5%-6.9%316.3K-4.9M-34.8K4.7787.40N/AN/A16880113,0563,101
2022-10-28$27.95$30.0090.1%25.8%53.4%21.1%92.3%4.6%-2.4%260.0K-3.5M-31.0K3.6589.74N/AN/A22281013,0513,109
2022-10-31$25.66$30.00101.9%29.2%61.8%28.0%90.0%-19.5%-11.1%114.7K-343.1K-22.4K2.3180.83N/AN/A22752513,0483,113