RCUS Options History — February 2023 In February 2023, RCUS traded between $18.19 and $22.66. ATM implied volatility averaged 85.9%, placing in the 19.0% IV rank vs the trailing year. The 30-day expected move averaged 24.7%. IV traded above realized volatility by 29.0% (HV 20d: 56.9%). Max pain ranged from $20.00 to $22.50. Net GEX was positive for 11 of 19 trading days. Term structure was in contango for 6 of 19 days. Put/call ratio averaged 1.02.
Notable Days 2023-02-23 : Highest Volume — 2,560 contracts2023-02-02 : Largest IV drop — 28.3% change2023-02-01 : Highest IV Rank — 43.8%2023-02-01 : Largest Expected Move — 36.9%Monthly Statistics Metric Avg Min Max Open Close Price $19.87 $18.19 $22.66 $22.66 $18.19 Max Pain $21.84 $20.00 $22.50 $20.00 $20.00 ATM IV 85.9% 72.3% 128.6% 128.6% 83.4% Expected Move 24.7% 20.8% 36.9% 36.9% 23.9% HV 20d 56.9% 47.5% 71.0% 64.9% 50.3% HV 60d 106.3% 99.0% 111.0% 110.0% 99.0% IV Rank 19.0% 11.1% 43.8% 43.8% 17.6% IV Percentile 33.3% 7.9% 88.5% 88.5% 29.4% Term Structure -5.1% -34.1% 11.0% -19.8% -4.6% VWIV 87.0% 49.1% 137.7% 137.7% 80.9% Skew 25d -1.9% -28.6% 19.2% -10.0% 6.3% Skew 10d 5.0% -50.0% 117.1% -20.3% -6.2% Call IV 25d 86.4% 60.9% 146.0% 146.0% 80.0% Put IV 25d 84.5% 65.4% 136.1% 136.1% 86.3% Bid-Ask Spread % 67.40 46.25 89.42 89.42 76.39 Gamma HHI 0.31 0.21 0.43 0.21 0.27 Net GEX 14.1K -55.1K 101.8K 56.8K 19.5K Net DEX 79.2K -4.3M 2.1M -4.3M 1.1M Net VEX -29.9K -40.9K -24.9K -40.9K -26.5K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.02 0.02 3.14 0.45 1.85 Total Volume 542.421 10 2,560 2,065 74 Total OI 18,223.842 9,941 21,736 19,754 12,749
Daily Data (19 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 2023-02-01 $22.66 $20.00 128.6% 36.9% 64.9% 43.8% 137.7% -10.0% -19.8% 56.8K -4.3M -40.9K 0.45 89.42 N/A N/A 1,423 642 9,664 10,090 2023-02-02 $21.01 $22.50 92.2% 28.8% 71.0% 22.7% 100.5% -5.4% -7.7% 43.6K -2.2M -39.4K 1.41 46.25 N/A N/A 96 135 10,233 10,689 2023-02-03 $20.51 $22.50 84.6% 24.1% 65.8% 18.3% 84.1% 1.6% 0.2% 14.5K 294.7K -35.6K 0.95 50.39 N/A N/A 325 309 10,243 10,654 2023-02-06 $20.84 $22.50 98.4% 23.3% 65.6% 26.3% 82.5% -0.7% 2.7% 28.1K -1.3M -35.5K 1.77 47.53 N/A N/A 13 23 10,488 10,959 2023-02-07 $21.24 $22.50 72.3% 25.3% 60.2% 11.1% 89.0% 6.0% -12.9% 101.8K -2.1M -33.3K 0.44 60.06 N/A N/A 9 4 10,544 10,982 2023-02-08 $20.96 $22.50 83.3% 23.9% 59.3% 17.6% 87.0% 2.5% -3.1% 82.7K -1.8M -33.6K 0.18 56.71 N/A N/A 17 3 10,547 10,984 2023-02-09 $20.36 $22.50 77.6% 22.2% 60.6% 14.2% 77.7% -3.8% 0.9% 53.6K -258.1K -30.6K 0.28 50.86 N/A N/A 313 87 10,564 10,985 2023-02-10 $20.20 $22.50 80.0% 22.9% 60.8% 15.6% 80.0% 5.6% -0.5% 30.8K 216.4K -29.5K 0.00 54.78 N/A N/A 0 10 10,523 11,061 2023-02-13 $19.92 $22.50 80.5% 23.1% 54.9% 15.9% 49.1% 17.2% -6.7% -14.2K 1.2M -27.8K 1.95 86.77 N/A N/A 21 41 10,523 11,059 2023-02-14 $19.66 $22.50 84.9% 24.3% 55.0% 18.5% 84.4% -1.9% 8.9% -14.0K 1.3M -26.2K 3.14 69.69 N/A N/A 42 132 10,533 11,009 2023-02-15 $19.64 $22.50 82.9% 23.8% 53.8% 17.3% 0.0% 4.3% -4.6% -36.9K 1.7M -26.2K 0.02 82.14 N/A N/A 106 2 10,569 11,068 2023-02-16 $19.31 $22.50 73.9% 21.2% 47.5% 12.1% 0.0% 7.0% 7.0% -55.1K 2.1M -25.2K 2.29 61.36 N/A N/A 301 690 10,669 11,067 2023-02-17 $20.16 $22.50 94.3% 27.0% 50.3% 23.9% 88.4% 19.2% -19.5% -13.9K -472.8K -25.9K 0.16 76.74 N/A N/A 1,313 214 10,829 10,481 2023-02-21 $18.67 $22.50 89.5% 25.7% 53.5% 21.1% 94.4% -22.4% -0.8% -37.0K 1.6M -24.9K 0.65 67.68 N/A N/A 93 60 4,699 5,242 2023-02-22 $19.08 $22.50 84.7% 24.3% 52.2% 18.3% 81.6% -14.0% -9.3% -24.7K 1.3M -25.6K 0.03 65.64 N/A N/A 1,050 32 4,798 5,284 2023-02-23 $18.53 $20.00 72.5% 20.8% 52.3% 11.3% 87.7% -21.4% -3.2% -4.2K 1.2M -25.7K 0.03 87.78 N/A N/A 2,475 85 5,819 5,316 2023-02-24 $18.31 $20.00 74.1% 21.2% 52.3% 12.2% 91.8% -28.6% 11.0% 19.8K 878.8K -28.5K 2.63 72.91 N/A N/A 32 84 7,275 5,344 2023-02-27 $18.23 $20.00 94.2% 27.0% 51.1% 23.9% 81.9% 3.0% -34.1% 16.1K 1.1M -27.2K 0.11 77.57 N/A N/A 45 5 7,295 5,415 2023-02-28 $18.19 $20.00 83.4% 23.9% 50.3% 17.6% 80.9% 6.3% -4.6% 19.5K 1.1M -26.5K 1.85 76.39 N/A N/A 26 48 7,333 5,416
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