RCUS Options History — January 2023 In January 2023, RCUS traded between $17.39 and $23.34. ATM implied volatility averaged 114.7%, placing in the 35.7% IV rank vs the trailing year. The 30-day expected move averaged 32.3%. IV traded below realized volatility by 1.3% (HV 20d: 116.0%). Max pain ranged from $20.00 to $30.00. Net GEX was positive for 11 of 20 trading days. Term structure was in contango for 1 of 20 days. Put/call ratio averaged 55.37.
Notable Days 2023-01-27 : Highest Volume — 4,507 contracts2023-01-09 : Largest IV spike — 77.4% change2023-01-30 : Highest IV Rank — 57.5%2023-01-30 : Largest Expected Move — 43.7%Monthly Statistics Metric Avg Min Max Open Close Price $20.52 $17.39 $23.34 $20.06 $21.66 Max Pain $21.00 $20.00 $30.00 $30.00 $20.00 ATM IV 114.7% 53.0% 152.3% 67.9% 136.2% Expected Move 32.3% 17.6% 43.7% 19.5% 39.1% HV 20d 116.0% 61.1% 156.0% 148.4% 64.0% HV 60d 109.2% 106.7% 110.7% 108.2% 109.6% IV Rank 35.7% 0.0% 57.5% 8.2% 48.2% IV Percentile 71.6% 0.0% 94.4% 3.2% 91.7% Term Structure -22.9% -43.8% 4.8% 4.8% -31.3% VWIV 118.4% 39.7% 159.9% 39.7% 159.9% Skew 25d -14.1% -71.4% 15.6% -15.6% -12.5% Skew 10d -17.7% -80.2% 36.5% -42.6% 0.6% Call IV 25d 123.7% 61.0% 172.4% 62.5% 153.2% Put IV 25d 109.6% 46.9% 153.3% 46.9% 140.7% Bid-Ask Spread % 75.64 42.90 116.35 87.50 51.41 Gamma HHI 0.30 0.21 0.55 0.46 0.21 Net GEX 8.7K -150.0K 130.3K -139.8K 41.0K Net DEX 1.7M -7.8M 10.5M 8.9M -3.1M Net VEX -27.2K -43.1K -6.5K -10.8K -41.7K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 55.37 0.01 1021.00 3.33 6.15 Total Volume 1,303 26 4,507 26 243 Total OI 16,191.4 11,215 23,473 12,580 19,540
Daily Data (20 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-01-03 $20.06 $30.00 67.9% 19.5% 148.4% 8.2% 39.7% -15.6% 4.8% -139.8K 8.9M -10.8K 3.33 87.50 N/A N/A 6 20 5,332 7,248 2023-01-04 $20.27 $30.00 85.7% 24.6% 148.6% 18.5% 54.9% -26.9% -13.0% -124.3K 8.4M -12.1K 0.00 82.59 N/A N/A 0 46 5,328 7,268 2023-01-05 $18.80 $20.00 53.0% 17.6% 149.3% 0.0% 69.1% 8.8% -0.1% -150.0K 10.5M -7.2K 1021.00 104.69 N/A N/A 1 1,021 5,328 7,304 2023-01-06 $18.55 $20.00 69.2% 22.1% 149.4% 9.4% 62.5% 15.6% -1.8% -96.4K 9.1M -6.6K 1.16 85.76 N/A N/A 19 22 5,328 6,501 2023-01-09 $17.39 $20.00 122.7% 25.1% 149.8% 40.4% 147.7% -71.4% -15.4% -63.1K 7.6M -6.5K 0.67 116.35 N/A N/A 1,873 1,249 5,338 5,877 2023-01-10 $18.16 $20.00 132.4% 31.3% 151.9% 46.0% 122.9% 5.6% -24.5% -59.0K 6.9M -16.5K 0.01 75.67 N/A N/A 2,124 18 7,004 6,902 2023-01-11 $18.44 $20.00 105.1% 30.1% 150.9% 30.2% 105.6% -2.3% -22.3% -36.8K 6.2M -19.4K 0.12 82.75 N/A N/A 1,179 142 8,968 6,913 2023-01-12 $18.59 $20.00 110.5% 31.7% 149.6% 33.3% 115.0% -0.9% -26.8% -23.3K 6.0M -20.8K 0.44 82.00 N/A N/A 1,868 830 10,022 7,029 2023-01-13 $20.04 $20.00 96.7% 27.7% 153.5% 25.3% 96.8% -13.2% -15.8% 7.9K 2.8M -30.2K 1.03 85.32 N/A N/A 283 291 11,754 7,641 2023-01-17 $20.22 $20.00 118.1% 33.8% 152.8% 37.7% 157.0% -28.6% -36.4% 2.3K 1.2M -30.6K 0.13 88.54 N/A N/A 690 88 11,932 7,927 2023-01-18 $19.59 $20.00 129.8% 37.2% 152.8% 44.5% 129.6% -32.1% -29.6% -17.5K 3.0M -28.8K 0.22 72.31 N/A N/A 107 24 12,365 8,012 2023-01-19 $20.99 $20.00 138.1% 39.6% 156.0% 49.3% 132.0% 0.5% -29.7% 111.2K 722.3K -29.9K 6.18 82.83 N/A N/A 423 2,614 12,361 8,404 2023-01-20 $21.05 $20.00 140.0% 40.1% 64.6% 50.4% 148.3% -20.6% -32.6% 81.0K 1.8M -39.1K 0.77 77.31 N/A N/A 495 381 12,764 10,709 2023-01-23 $22.05 $20.00 133.4% 38.2% 64.4% 46.6% 135.7% -11.5% -18.5% 98.5K -5.9M -40.0K 0.52 59.04 N/A N/A 377 197 8,715 5,491 2023-01-24 $22.85 $20.00 115.3% 33.1% 64.7% 36.1% 123.2% 2.4% -23.0% 130.3K -6.7M -40.8K 0.01 67.33 N/A N/A 3,032 34 8,884 5,563 2023-01-25 $23.00 $20.00 112.9% 32.4% 63.0% 34.7% 122.9% -17.2% -23.2% 121.6K -5.7M -37.9K 0.25 54.16 N/A N/A 254 64 8,851 5,583 2023-01-26 $22.89 $20.00 126.1% 36.2% 62.9% 42.4% 132.2% -16.4% -32.4% 110.9K -6.2M -39.2K 0.17 42.90 N/A N/A 774 128 8,936 5,645 2023-01-27 $23.34 $20.00 149.3% 42.8% 61.1% 55.8% 157.4% -19.1% -43.8% 114.4K -7.8M -41.8K 9.78 44.04 N/A N/A 418 4,089 9,593 5,759 2023-01-30 $22.47 $20.00 152.3% 43.7% 62.5% 57.5% 156.7% -26.0% -43.1% 65.6K -4.5M -43.1K 0.13 70.36 N/A N/A 561 75 9,879 9,830 2023-01-31 $21.66 $20.00 136.2% 39.1% 64.0% 48.2% 159.9% -12.5% -31.3% 41.0K -3.1M -41.7K 6.15 51.41 N/A N/A 34 209 9,659 9,881
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