RCUS Options History — June 2023

In June 2023, RCUS traded between $18.94 and $21.34. ATM implied volatility averaged 63.5%, placing in the 16.8% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded below realized volatility by 25.8% (HV 20d: 89.3%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.90.

Notable Days

  • 2023-06-16: Highest Volume — 6,317 contracts
  • 2023-06-12: Largest IV spike — 53.5% change
  • 2023-06-01: Highest IV Rank — 41.1%
  • 2023-06-01: Largest Expected Move — 27.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$19.95$18.94$21.34$20.38$20.41
Max Pain$20.00$20.00$20.00$20.00$20.00
ATM IV63.5%50.7%96.0%96.0%57.9%
Expected Move17.5%14.6%27.5%27.5%16.6%
HV 20d89.3%42.0%103.6%102.2%44.9%
HV 60d74.1%72.8%75.6%75.3%73.3%
IV Rank16.8%7.3%41.1%41.1%12.6%
IV Percentile14.3%1.6%72.2%72.2%9.9%
Term Structure9.1%-50.9%37.8%-20.9%9.1%
VWIV63.6%52.2%106.1%89.1%58.4%
Skew 25d-5.5%-31.9%10.9%3.2%-23.2%
Skew 10d18.2%-31.4%115.5%-0.1%-31.4%
Call IV 25d70.2%55.5%97.9%92.2%69.7%
Put IV 25d64.7%46.6%95.4%95.4%46.6%
Bid-Ask Spread %69.2943.0089.5757.7458.66
Gamma HHI0.330.200.520.330.26
Net GEX220.1K-98.1K505.8K287.8K277.2K
Net DEX-6.0M-11.7M976.5K-8.3M-10.7M
Net VEX-64.2K-74.3K-55.7K-64.0K-73.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.900.052.630.240.98
Total Volume880.381606,317315123
Total OI28,497.04823,04432,72227,97428,125

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-06-01$20.38$20.0096.0%27.5%102.2%41.1%89.1%3.2%-20.9%287.8K-8.3M-64.0K0.2457.74N/AN/A2556017,57310,401
2023-06-02$20.89$20.0082.6%23.7%101.5%31.1%106.1%-26.2%-50.9%311.8K-11.6M-62.9K0.6275.11N/AN/A23014217,63510,445
2023-06-05$20.45$20.0067.3%17.0%101.8%19.7%67.4%4.6%23.2%332.2K-7.0M-55.7K0.5878.89N/AN/A95255217,76510,506
2023-06-06$20.11$20.0055.4%16.6%101.9%10.8%55.2%2.6%24.0%219.0K-4.7M-57.1K0.0875.66N/AN/A7255818,26010,980
2023-06-07$20.75$20.0053.0%15.0%102.3%9.0%52.2%0.5%24.4%357.5K-8.2M-57.1K1.0073.16N/AN/A303018,53911,020
2023-06-08$21.34$20.0063.0%15.9%101.9%16.5%55.0%0.8%20.7%505.8K-11.7M-57.5K0.8774.86N/AN/A34930418,60811,071
2023-06-09$21.02$20.0053.9%15.6%100.9%9.6%53.6%-31.9%19.6%459.8K-10.6M-65.5K1.7086.52N/AN/A569519,31511,821
2023-06-12$19.82$20.0082.7%14.9%103.6%31.1%52.3%2.3%27.3%137.0K-2.9M-58.1K1.2764.23N/AN/A27234619,37212,024
2023-06-13$20.55$20.0066.1%17.2%101.8%18.8%58.4%-16.1%36.9%308.9K-7.3M-64.3K0.4275.03N/AN/A994219,38112,358
2023-06-14$19.63$20.0056.5%16.2%98.5%11.6%59.1%3.9%37.8%176.3K-2.9M-59.2K1.5176.93N/AN/A578619,40312,392
2023-06-15$19.73$20.0057.7%16.5%98.5%12.5%67.9%6.6%4.7%-98.1K-1.9M-57.0K1.0769.23N/AN/A54057619,39312,399
2023-06-16$19.41$20.0067.5%19.3%97.8%19.8%81.6%-11.5%8.6%98.1K976.5K-59.7K1.5056.09N/AN/A2,5263,79119,86712,855
2023-06-20$19.02$20.0055.9%16.0%97.9%11.1%70.6%-3.4%-2.3%111.0K-3.2M-61.7K0.5764.04N/AN/A1,07561812,51710,527
2023-06-21$18.95$20.0064.3%18.4%97.9%17.4%60.2%-10.6%-10.6%100.0K-3.7M-66.6K0.4572.04N/AN/A1818213,38811,112
2023-06-22$19.32$20.0057.3%16.4%98.1%12.1%57.8%-11.1%12.3%132.7K-4.7M-67.5K0.2870.28N/AN/A1,47842113,45011,193
2023-06-23$19.13$20.0057.5%16.5%98.1%12.3%58.0%5.1%5.6%149.6K-4.8M-71.3K1.8271.62N/AN/A10318714,89011,609
2023-06-26$18.94$20.0058.7%16.8%96.5%13.2%58.5%10.9%5.2%164.8K-3.5M-72.4K1.1789.57N/AN/A637414,94211,782
2023-06-27$19.36$20.0069.3%19.9%44.6%21.2%54.8%3.4%-1.4%142.8K-5.2M-71.7K0.0758.92N/AN/A57414,94311,854
2023-06-28$20.05$20.0050.7%14.6%42.0%7.3%57.6%-12.5%9.9%219.6K-7.1M-71.8K0.0563.57N/AN/A1,1376214,94611,853
2023-06-29$19.62$20.0060.2%17.3%42.6%14.3%61.1%-12.3%7.7%228.1K-7.8M-74.3K2.6343.00N/AN/A17947116,01111,913
2023-06-30$20.41$20.0057.9%16.6%44.9%12.6%58.4%-23.2%9.1%277.2K-10.7M-73.0K0.9858.66N/AN/A626115,97212,153