RCUS Options History — August 2023 In August 2023, RCUS traded between $17.63 and $23.22. ATM implied volatility averaged 63.6%, placing in the 18.0% IV rank vs the trailing year. The 30-day expected move averaged 17.5%. IV traded above realized volatility by 8.7% (HV 20d: 54.8%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 16 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 1.34.
Notable Days 2023-08-16 : Highest Volume — 8,515 contracts2023-08-08 : Largest IV spike — 77.4% change2023-08-02 : Highest IV Rank — 45.8%2023-08-02 : Largest Expected Move — 29.4%Monthly Statistics Metric Avg Min Max Open Close Price $19.48 $17.63 $23.22 $19.43 $20.79 Max Pain $20.00 $20.00 $20.00 $20.00 $20.00 ATM IV 63.6% 37.4% 102.4% 86.2% 58.4% Expected Move 17.5% 10.7% 29.4% 24.7% 16.7% HV 20d 54.8% 30.6% 89.7% 51.8% 89.7% HV 60d 66.3% 62.0% 69.5% 69.5% 63.9% IV Rank 18.0% 0.0% 45.8% 33.7% 15.3% IV Percentile 21.5% 0.0% 81.0% 57.5% 16.3% Term Structure 7.5% -28.9% 42.3% -12.2% -7.4% VWIV 66.4% 42.7% 102.2% 87.4% 51.2% Skew 25d 1.5% -16.1% 71.9% -13.4% 10.2% Skew 10d -0.5% -94.9% 129.3% -23.1% 13.4% Call IV 25d 63.5% 45.6% 102.1% 102.1% 50.0% Put IV 25d 65.0% 43.7% 126.6% 88.8% 60.1% Bid-Ask Spread % 78.85 30.20 102.51 61.31 74.71 Gamma HHI 0.30 0.19 0.51 0.19 0.33 Net GEX 24.4K -425.7K 278.2K 114.7K 155.9K Net DEX -4.1M -15.5M 1.6M -5.2M -6.8M Net VEX -68.5K -75.3K -59.4K -74.6K -66.3K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 1.34 0.00 5.42 0.21 0.52 Total Volume 819.217 33 8,515 252 38 Total OI 26,598.522 24,187 30,767 26,275 24,511
Daily Data (23 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 2023-08-01 $19.43 $20.00 86.2% 24.7% 51.8% 33.7% 87.4% -13.4% -12.2% 114.7K -5.2M -74.6K 0.21 61.31 N/A N/A 209 43 14,574 11,701 2023-08-02 $19.14 $20.00 102.4% 29.4% 51.3% 45.8% 102.2% -10.0% -28.9% 95.0K -4.6M -74.4K 0.73 78.57 N/A N/A 623 455 14,776 11,734 2023-08-03 $19.13 $20.00 91.2% 21.8% 51.3% 37.5% 0.0% -2.5% 10.8% 91.9K -4.7M -74.4K 0.24 69.43 N/A N/A 59 14 14,931 12,176 2023-08-04 $19.09 $20.00 89.6% 21.9% 51.0% 36.3% 77.3% 4.3% 29.5% 90.7K -4.2M -75.3K 1.96 79.22 N/A N/A 69 135 14,941 12,190 2023-08-07 $18.37 $20.00 47.1% 16.5% 45.0% 4.6% 55.9% 71.9% 11.8% 6.2K -1.1M -67.5K 2.31 92.39 N/A N/A 204 472 14,951 12,323 2023-08-08 $18.43 $20.00 83.7% 13.5% 41.3% 31.8% 42.7% -15.5% 32.1% 19.0K -1.1M -70.7K 0.47 100.43 N/A N/A 30 14 15,059 12,655 2023-08-09 $17.98 $20.00 56.6% 16.2% 36.8% 11.7% 0.0% 9.7% 17.3% -68.1K 445.6K -64.9K 0.27 87.46 N/A N/A 26 7 15,046 12,606 2023-08-10 $18.43 $20.00 64.3% 18.4% 38.0% 17.4% 92.6% -1.0% 8.2% -49 -1.2M -64.6K 0.38 94.96 N/A N/A 89 34 15,054 12,612 2023-08-11 $18.27 $20.00 54.4% 15.6% 37.0% 10.0% 52.9% 4.7% 14.9% -62.7K -48.9K -63.8K 0.70 89.03 N/A N/A 86 60 15,128 12,644 2023-08-14 $18.02 $20.00 54.7% 15.7% 36.9% 10.2% 0.0% 9.7% 20.1% -224.7K 1.2M -59.4K 1.19 99.43 N/A N/A 21 25 15,099 12,674 2023-08-15 $17.96 $20.00 52.5% 15.0% 31.8% 8.6% 52.9% -4.1% 21.0% -201.0K 1.5M -59.8K 2.23 102.51 N/A N/A 103 230 15,396 12,679 2023-08-16 $17.88 $20.00 57.7% 16.5% 31.0% 12.5% 59.4% -0.4% 15.6% -241.5K 1.1M -61.7K 0.95 99.00 N/A N/A 4,374 4,141 15,489 12,698 2023-08-17 $17.63 $20.00 37.4% 10.7% 30.6% 0.0% 99.7% 5.2% 42.3% -425.7K 1.6M -67.3K 1.01 98.40 N/A N/A 222 224 16,803 13,584 2023-08-18 $18.98 $20.00 62.9% 18.0% 39.5% 18.5% 70.6% -6.1% 7.3% 15.3K -2.5M -73.4K 0.00 89.43 N/A N/A 1,138 5 16,989 13,778 2023-08-21 $19.02 $20.00 66.4% 19.0% 38.5% 21.1% 72.2% -16.1% -8.3% 20.8K -3.6M -73.2K 0.27 87.30 N/A N/A 187 50 13,157 11,756 2023-08-22 $18.77 $20.00 66.2% 19.0% 38.6% 20.9% 67.6% -11.4% -2.0% 11.8K -3.0M -70.3K 5.27 88.24 N/A N/A 26 137 13,213 11,742 2023-08-23 $23.22 $20.00 64.1% 18.4% 85.3% 19.5% 63.9% -0.7% -10.1% 278.2K -15.5M -73.2K 0.24 30.20 N/A N/A 3,027 722 13,214 11,632 2023-08-24 $23.10 $20.00 54.9% 15.7% 85.1% 12.7% 56.4% -2.8% 0.7% 235.7K -13.8M -70.4K 0.63 55.69 N/A N/A 474 297 12,330 11,857 2023-08-25 $22.45 $20.00 51.8% 14.9% 85.5% 10.5% 57.5% -6.4% -2.4% 243.1K -11.7M -70.0K 3.00 63.64 N/A N/A 66 198 12,456 12,020 2023-08-28 $21.56 $20.00 53.8% 15.4% 86.8% 12.0% 54.4% -2.3% 1.7% 219.9K -9.5M -66.7K 5.42 46.12 N/A N/A 50 271 12,472 12,065 2023-08-29 $20.33 $20.00 54.5% 15.6% 89.3% 12.5% 56.3% 8.9% 4.4% 100.4K -5.6M -68.3K 2.60 59.87 N/A N/A 42 109 12,483 12,065 2023-08-30 $20.16 $20.00 51.9% 14.9% 89.2% 10.5% 54.7% 3.2% 5.5% 85.4K -4.9M -65.7K 0.29 66.19 N/A N/A 28 8 12,439 12,064 2023-08-31 $20.79 $20.00 58.4% 16.7% 89.7% 15.3% 51.2% 10.2% -7.4% 155.9K -6.8M -66.3K 0.52 74.71 N/A N/A 25 13 12,438 12,073
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