RCUS Options History — July 2023 In July 2023, RCUS traded between $19.32 and $23.63. ATM implied volatility averaged 73.2%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 24.0% (HV 20d: 49.1%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.77.
Notable Days 2023-07-07 : Highest Volume — 4,268 contracts2023-07-19 : Largest IV spike — 58.0% change2023-07-19 : Highest IV Rank — 42.9%2023-07-19 : Largest Expected Move — 28.2%Monthly Statistics Metric Avg Min Max Open Close Price $20.70 $19.32 $23.63 $20.38 $19.79 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 73.2% 57.9% 98.5% 58.5% 88.6% Expected Move 21.1% 16.7% 28.2% 16.8% 25.4% HV 20d 49.1% 42.5% 53.9% 44.0% 51.5% HV 60d 71.4% 69.9% 74.0% 73.3% 69.9% IV Rank 24.0% 12.6% 42.9% 13.1% 35.6% IV Percentile 32.7% 10.3% 78.6% 10.3% 61.9% Term Structure -3.7% -28.2% 25.8% 7.7% -15.9% VWIV 76.0% 58.2% 101.1% 58.2% 94.9% Skew 25d -5.2% -17.8% 6.0% -10.0% -14.9% Skew 10d -4.5% -29.5% 67.4% -18.0% -29.5% Call IV 25d 78.5% 65.5% 106.4% 66.5% 100.3% Put IV 25d 73.4% 56.5% 94.9% 56.5% 85.4% Bid-Ask Spread % 62.48 38.45 106.36 68.79 56.98 Gamma HHI 0.29 0.19 0.71 0.26 0.20 Net GEX 340.4K 73.0K 1.2M 274.5K 113.7K Net DEX -11.3M -24.5M -3.8M -10.3M -6.2M Net VEX -71.3K -75.3K -66.6K -71.6K -73.2K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.77 0.05 4.06 4.06 0.09 Total Volume 1,062.3 48 4,268 167 613 Total OI 28,312.4 22,150 32,036 28,204 25,704
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 2023-07-03 $20.38 $20.00 58.5% 16.8% 44.0% 13.1% 58.2% -10.0% 7.7% 274.5K -10.3M -71.6K 4.06 68.79 N/A N/A 33 134 15,990 12,214 2023-07-05 $20.79 $20.00 58.2% 16.7% 43.9% 12.8% 64.5% -12.9% 10.8% 302.8K -12.1M -69.5K 0.35 66.89 N/A N/A 57 20 15,992 12,329 2023-07-06 $20.73 $20.00 58.1% 19.0% 43.5% 12.7% 67.4% -1.8% 6.2% 318.3K -12.1M -66.6K 0.05 42.34 N/A N/A 1,910 103 16,026 12,344 2023-07-07 $20.34 $20.00 57.9% 18.8% 42.5% 12.6% 65.1% -2.5% 1.1% 288.7K -10.1M -66.9K 1.61 51.95 N/A N/A 1,633 2,635 15,900 12,437 2023-07-10 $21.77 $20.00 70.2% 17.5% 48.1% 21.8% 65.9% 1.3% 13.2% 372.2K -17.1M -74.7K 0.31 52.16 N/A N/A 226 70 17,269 12,579 2023-07-11 $22.69 $20.00 62.5% 19.3% 49.8% 16.0% 67.3% -3.2% 10.9% 403.1K -20.8M -71.0K 0.85 52.54 N/A N/A 469 399 17,386 12,639 2023-07-12 $23.63 $20.00 60.0% 17.2% 45.5% 14.2% 61.0% -9.7% 25.8% 393.4K -24.5M -71.9K 0.16 76.23 N/A N/A 991 160 17,537 12,909 2023-07-13 $22.73 $20.00 67.7% 19.4% 47.3% 19.9% 69.4% 4.5% 1.4% 412.3K -20.4M -73.2K 0.81 63.37 N/A N/A 124 100 17,757 13,189 2023-07-14 $21.99 $20.00 80.9% 23.2% 45.7% 29.8% 78.4% -0.6% -7.3% 478.6K -18.1M -69.9K 1.47 67.92 N/A N/A 199 293 17,782 13,115 2023-07-17 $21.62 $20.00 66.7% 19.1% 46.4% 19.2% 65.9% 2.7% 8.0% 404.8K -16.3M -71.0K 0.70 62.03 N/A N/A 127 89 17,946 13,332 2023-07-18 $20.37 $20.00 62.3% 17.9% 51.2% 15.9% 61.5% -3.6% -0.8% 409.8K -10.1M -71.1K 2.37 71.03 N/A N/A 1,105 2,623 17,908 13,418 2023-07-19 $19.86 $20.00 98.5% 28.2% 51.6% 42.9% 70.5% 6.0% -27.6% 401.6K -8.2M -73.7K 0.14 106.36 N/A N/A 146 21 18,647 13,389 2023-07-20 $19.45 $20.00 64.3% 18.4% 52.2% 17.4% 66.0% -0.9% -4.1% 546.0K -5.6M -70.6K 0.17 72.49 N/A N/A 41 7 18,584 13,445 2023-07-21 $20.09 $20.00 80.5% 23.1% 53.0% 29.5% 90.3% -12.8% -28.2% 1.2M -10.1M -70.6K 0.13 73.55 N/A N/A 2,104 263 18,587 13,326 2023-07-24 $19.55 $20.00 89.7% 25.7% 53.9% 36.3% 98.6% -10.8% -12.5% 79.7K -4.8M -70.3K 0.20 50.52 N/A N/A 669 133 11,843 10,307 2023-07-25 $19.32 $20.00 82.2% 23.6% 53.9% 30.8% 90.1% 3.8% -11.8% 79.7K -3.8M -72.2K 0.23 68.85 N/A N/A 274 62 12,364 10,438 2023-07-26 $19.56 $20.00 90.8% 26.0% 53.5% 37.2% 101.1% -17.8% -19.2% 90.2K -5.0M -73.2K 0.26 38.45 N/A N/A 118 31 12,516 10,499 2023-07-27 $19.33 $20.00 80.2% 23.0% 52.1% 29.3% 84.7% -3.9% -15.3% 73.0K -4.7M -69.7K 1.06 54.48 N/A N/A 1,402 1,491 12,590 10,529 2023-07-28 $20.06 $20.00 85.5% 24.5% 53.3% 33.2% 98.3% -16.1% -17.1% 126.3K -6.7M -75.3K 0.33 52.67 N/A N/A 278 93 13,902 11,580 2023-07-31 $19.79 $20.00 88.6% 25.4% 51.5% 35.6% 94.9% -14.9% -15.9% 113.7K -6.2M -73.2K 0.09 56.98 N/A N/A 564 49 14,052 11,652
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