RCUS Options History — December 2022

In December 2022, RCUS traded between $19.52 and $35.79. ATM implied volatility averaged 84.2%, placing in the 17.7% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded below realized volatility by 30.4% (HV 20d: 114.6%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 13 of 21 trading days. Term structure was in contango for 8 of 21 days. Put/call ratio averaged 2.84.

Notable Days

  • 2022-12-15: Highest Volume — 7,369 contracts
  • 2022-12-07: Largest IV spike — 76.1% change
  • 2022-12-19: Highest IV Rank — 41.9%
  • 2022-12-19: Largest Expected Move — 36.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.78$19.52$35.79$34.01$20.56
Max Pain$29.52$25.00$30.00$25.00$30.00
ATM IV84.2%56.5%125.7%80.9%56.5%
Expected Move24.6%16.2%36.0%23.2%16.2%
HV 20d114.6%79.2%166.2%89.3%151.1%
HV 60d85.3%68.8%109.5%68.9%108.5%
IV Rank17.7%1.6%41.9%15.8%1.6%
IV Percentile34.1%1.2%91.7%18.7%1.2%
Term Structure-5.9%-28.5%24.0%15.1%7.1%
VWIV86.7%58.5%120.8%81.4%58.5%
Skew 25d4.1%-20.8%22.2%-7.0%15.2%
Skew 10d0.4%-41.6%92.5%92.5%44.5%
Call IV 25d82.7%57.6%116.9%89.6%57.6%
Put IV 25d86.8%45.1%118.9%82.6%72.8%
Bid-Ask Spread %87.2265.8099.6788.6691.83
Gamma HHI0.350.230.590.290.47
Net GEX12.2K-195.3K231.8K136.5K-148.4K
Net DEX122.3K-9.3M11.1M-7.2M8.7M
Net VEX-21.0K-41.8K-11.0K-23.7K-11.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.840.0018.7018.700.00
Total Volume1,401.66797,36953210
Total OI11,132.6678,30317,4618,30312,578

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2022-12-01$34.01$25.0080.9%23.2%89.3%15.8%81.4%-7.0%15.1%136.5K-7.2M-23.7K18.7088.66N/AN/A275054,6603,643
2022-12-02$35.79$25.0091.4%26.2%89.7%21.9%93.0%-2.1%10.2%142.8K-9.3M-23.8K6.2099.67N/AN/A442734,6814,116
2022-12-05$33.76$30.0082.0%25.9%92.9%16.4%97.0%8.7%-10.6%140.8K-6.9M-23.1K1.1887.49N/AN/A11134,6954,345
2022-12-06$31.93$30.0065.4%27.9%94.4%6.7%93.6%11.7%-18.5%116.3K-4.6M-21.5K2.5985.53N/AN/A22574,6994,351
2022-12-07$31.33$30.00115.2%32.2%92.3%35.7%104.9%15.6%-28.5%73.5K-4.4M-23.2K0.0792.59N/AN/A3024,7034,395
2022-12-08$31.00$30.0098.1%27.2%91.7%25.8%94.3%0.4%-17.8%84.1K-3.8M-21.7K0.2088.99N/AN/A1534,7274,395
2022-12-09$30.60$30.0095.5%26.3%80.6%24.3%92.8%15.4%-15.1%70.9K-3.2M-21.0K0.0186.28N/AN/A8214,7194,389
2022-12-12$31.75$30.0094.3%29.9%79.7%23.6%100.8%22.2%-19.7%113.2K-4.3M-19.4K0.7890.05N/AN/A68534,7714,389
2022-12-13$33.00$30.00104.3%27.4%79.4%29.4%97.9%15.0%-18.6%142.0K-5.5M-19.8K0.1684.99N/AN/A5694,8384,438
2022-12-14$33.34$30.0099.6%28.6%79.2%26.7%101.0%13.9%-19.8%231.8K-7.4M-18.7K0.1083.36N/AN/A124124,8444,441
2022-12-15$30.95$30.0095.0%27.2%82.8%24.0%90.8%7.1%-5.7%80.6K-3.6M-18.4K1.0190.62N/AN/A3,6703,6994,8884,449
2022-12-16$30.70$30.0082.0%23.5%82.3%16.4%83.3%4.4%7.0%30.6K-7.1M-40.1K0.2285.17N/AN/A8291838,3096,946
2022-12-19$30.80$30.00125.7%36.0%81.6%41.9%120.8%2.0%-25.5%58.4K-6.2M-41.8K1.2083.70N/AN/A2,4372,9326,4106,176
2022-12-20$20.66$30.0069.8%20.0%165.1%9.3%82.0%-17.5%11.1%-134.3K11.1M-21.2K0.1065.80N/AN/A6,3806458,6478,814
2022-12-21$21.69$30.0079.3%22.7%166.0%14.8%74.2%6.0%0.1%-195.3K10.5M-20.4K2.3176.77N/AN/A1,4553,3544,1229,251
2022-12-22$21.15$30.0068.4%19.6%166.0%8.5%75.0%-6.5%-5.8%-155.1K8.8M-18.2K0.1486.38N/AN/A499724,6887,786
2022-12-23$20.41$30.0072.0%20.6%166.2%10.6%64.9%-20.8%-2.3%-136.2K9.7M-15.3K12.1194.34N/AN/A91095,0627,793
2022-12-27$20.20$30.0071.2%20.4%165.2%10.1%76.1%13.6%0.7%-139.1K9.9M-13.5K11.6689.13N/AN/A1031,2015,0667,742
2022-12-28$19.52$30.0065.2%18.7%161.3%6.6%76.3%-15.9%-11.6%-128.3K9.2M-11.0K0.9289.26N/AN/A2252075,1147,127
2022-12-29$20.21$30.0057.5%16.5%150.3%2.1%61.7%3.7%24.0%-128.3K8.1M-13.5K0.0091.06N/AN/A905,3307,249
2022-12-30$20.56$30.0056.5%16.2%151.1%1.6%58.5%15.2%7.1%-148.4K8.7M-11.7K0.0091.83N/AN/A1005,3307,248