RCUS Options History — November 2022

In November 2022, RCUS traded between $23.00 and $35.02. ATM implied volatility averaged 89.2%, placing in the 20.6% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 19.2% (HV 20d: 70.0%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 14 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.96.

Notable Days

  • 2022-11-30: Highest Volume — 2,974 contracts
  • 2022-11-25: Largest IV drop — 24.7% change
  • 2022-11-23: Highest IV Rank — 34.7%
  • 2022-11-23: Largest Expected Move — 32.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.27$23.00$35.02$24.76$35.02
Max Pain$25.48$25.00$30.00$30.00$25.00
ATM IV89.2%78.8%113.3%104.5%83.1%
Expected Move25.0%19.3%32.5%30.0%23.8%
HV 20d70.0%47.0%88.2%63.0%88.2%
HV 60d61.5%55.1%69.0%61.0%69.0%
IV Rank20.6%14.5%34.7%29.5%17.1%
IV Percentile41.4%13.5%82.9%71.8%25.8%
Term Structure-4.4%-30.3%15.1%-15.7%3.8%
VWIV87.2%77.8%108.9%95.6%90.5%
Skew 25d4.7%-22.3%42.2%-0.9%19.3%
Skew 10d18.2%-6.4%115.7%20.6%24.6%
Call IV 25d88.4%70.2%119.0%101.6%82.9%
Put IV 25d93.1%66.5%114.7%100.6%102.2%
Bid-Ask Spread %90.1469.48104.9393.4490.78
Gamma HHI0.320.230.530.280.39
Net GEX78.5K-33.2K429.8K91.2K130.4K
Net DEX-1.2M-8.6M2.1M216.7K-8.6M
Net VEX-15.6K-21.0K-11.7K-21.0K-18.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.203.033.030.59
Total Volume1,028.9051892,9748552,974
Total OI12,9763,72917,37316,1706,666

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-11-01$24.76$30.00104.5%30.0%63.0%29.5%95.6%-0.9%-15.7%91.2K216.7K-21.0K3.0393.44N/AN/A21264313,0583,112
2022-11-02$24.51$30.0088.5%25.4%58.7%20.2%84.7%-2.3%-22.8%26.8K1.1M-16.6K1.87104.93N/AN/A33562513,0582,976
2022-11-03$24.40$25.0097.8%23.2%56.4%25.6%77.8%5.2%3.4%31.8K1.1M-17.4K1.7090.63N/AN/A29950813,1833,071
2022-11-04$23.90$25.0094.7%23.1%47.0%23.8%78.9%9.9%-4.9%-20.2K1.8M-14.6K1.0396.07N/AN/A33934913,1893,058
2022-11-07$23.00$25.0082.8%25.8%48.4%16.9%83.9%10.7%-6.8%-33.2K2.1M-13.2K1.0192.97N/AN/A33033413,3633,053
2022-11-08$24.88$25.0085.2%19.3%56.6%18.3%78.5%-3.8%15.1%-10.7K1.1M-14.0K0.9587.45N/AN/A41839713,3633,050
2022-11-09$24.31$25.0085.5%24.5%57.0%18.5%83.4%9.5%2.4%-23.9K1.6M-14.1K0.4191.48N/AN/A88936713,4743,088
2022-11-10$27.71$25.0079.8%22.9%74.7%15.1%79.2%9.1%2.8%84.5K-684.5K-16.7K0.41101.18N/AN/A90236713,6793,088
2022-11-11$29.12$25.0085.0%24.4%76.6%18.2%82.8%12.8%-3.8%261.1K-3.3M-18.3K0.5394.72N/AN/A1,12059013,6863,088
2022-11-14$30.43$25.0093.5%26.8%77.1%23.1%87.5%1.8%-8.9%429.8K-5.2M-18.6K1.6281.14N/AN/A34255313,9703,340
2022-11-15$30.04$25.0086.8%24.9%77.3%19.2%82.6%6.3%-7.3%360.2K-4.2M-16.3K1.6885.59N/AN/A33356014,0003,345
2022-11-16$28.91$25.0085.5%24.5%76.7%18.4%80.2%2.5%3.4%137.1K-2.1M-13.6K1.0387.47N/AN/A31132014,0173,342
2022-11-17$28.28$25.0086.6%24.8%77.3%19.1%80.0%2.1%-5.8%-6.1K-671.3K-12.3K1.0691.17N/AN/A29831714,0183,349
2022-11-18$27.59$25.0086.6%24.8%75.2%19.1%93.9%-7.5%3.0%-5.7K-386.4K-12.5K1.0269.48N/AN/A36537114,0173,356
2022-11-21$26.44$25.0084.9%24.3%76.4%18.1%108.9%-22.3%4.6%-15.8K-102.2K-11.7K0.2072.98N/AN/A1,2192481,5472,182
2022-11-22$27.08$25.00103.7%29.7%77.0%29.1%100.9%5.7%-21.8%11.5K-669.5K-13.7K0.2786.40N/AN/A1,2933462,3572,208
2022-11-23$27.20$25.00113.3%32.5%76.9%34.7%95.0%16.6%-30.3%33.8K-1.4M-15.9K0.3095.97N/AN/A1,2453683,1772,307
2022-11-25$26.94$25.0085.3%24.5%76.7%18.3%86.4%-6.1%-6.7%35.9K-1.5M-16.4K0.2788.69N/AN/A168463,3302,362
2022-11-28$27.92$25.0078.8%22.6%77.6%14.5%84.6%42.2%1.0%47.8K-2.0M-16.3K0.47104.37N/AN/A129603,5342,418
2022-11-29$30.24$25.0081.4%23.3%75.6%16.0%95.9%-12.0%1.9%81.5K-4.1M-17.0K0.8285.94N/AN/A3943233,5832,434
2022-11-30$35.02$25.0083.1%23.8%88.2%17.1%90.5%19.3%3.8%130.4K-8.6M-18.3K0.5990.78N/AN/A1,8721,1023,9182,748