RCUS Options History — October 2023

In October 2023, RCUS traded between $14.48 and $17.27. ATM implied volatility averaged 72.5%, placing in the 30.6% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded above realized volatility by 20.5% (HV 20d: 52.1%). Max pain ranged from $17.50 to $20.00. Net GEX was positive for 9 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 2.71.

Notable Days

  • 2023-10-20: Highest Volume — 2,246 contracts
  • 2023-10-30: Largest IV spike — 60.3% change
  • 2023-10-30: Highest IV Rank — 58.0%
  • 2023-10-30: Largest Expected Move — 29.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.11$14.48$17.27$17.27$15.63
Max Pain$18.64$17.50$20.00$20.00$17.50
ATM IV72.5%54.8%104.0%63.1%89.7%
Expected Move21.0%16.7%29.8%18.1%25.7%
HV 20d52.1%45.6%57.9%50.1%57.9%
HV 60d64.9%63.8%67.4%66.0%67.4%
IV Rank30.6%15.2%58.0%22.4%45.5%
IV Percentile43.9%11.9%90.1%27.4%75.8%
Term Structure-5.8%-48.5%14.7%-4.9%3.6%
VWIV71.5%49.4%90.5%49.4%90.5%
Skew 25d9.6%-12.5%45.0%-6.5%36.4%
Skew 10d33.8%-29.3%201.6%1.7%72.8%
Call IV 25d70.0%60.3%90.8%75.0%90.8%
Put IV 25d79.6%61.5%127.2%68.5%127.2%
Bid-Ask Spread %85.8671.57105.0579.1296.08
Gamma HHI0.320.260.450.290.35
Net GEX1.4K-98.0K120.0K10.6K87.4K
Net DEX1.6M-1.4M3.5M1.1M307.9K
Net VEX-30.3K-39.6K-20.3K-39.6K-27.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.710.0029.0021.000.67
Total Volume259.81832,24613220
Total OI21,035.72715,66224,34323,09315,972

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2023-10-02$17.27$20.0063.1%18.1%50.1%22.4%49.4%-6.5%-4.9%10.6K1.1M-39.6K21.0079.12N/AN/A612613,6549,439
2023-10-03$17.20$20.0058.1%16.7%47.7%18.0%65.5%4.5%12.4%-1.3K1.3M-39.6K0.0583.01N/AN/A2481313,6549,476
2023-10-04$15.84$20.0082.5%23.7%51.3%39.3%75.2%-12.5%-33.6%-52.8K3.5M-33.1K0.5089.49N/AN/A542713,8549,466
2023-10-05$16.41$20.0068.9%16.9%52.8%27.4%0.0%-1.9%-6.8%-29.4K2.4M-34.5K0.7983.81N/AN/A141113,9069,362
2023-10-06$16.61$20.0067.3%18.4%53.4%26.1%65.2%-3.3%1.2%-36.4K2.1M-35.0K0.2975.89N/AN/A621813,9029,354
2023-10-09$16.48$20.0054.8%27.7%53.2%15.2%73.9%16.1%-48.5%-22.2K2.2M-33.6K29.00105.05N/AN/A12913,9329,362
2023-10-10$16.70$20.0078.4%18.7%52.5%35.7%71.1%-0.3%0.9%-26.6K2.1M-32.8K0.0071.57N/AN/A3013,9329,391
2023-10-11$16.26$20.0062.6%18.0%52.6%22.0%61.5%5.4%-1.4%-92.2K3.1M-30.2K1.2779.68N/AN/A263313,9329,391
2023-10-12$15.73$20.0062.5%17.9%52.8%21.9%0.0%4.8%1.9%-93.5K3.2M-27.6K0.0886.18N/AN/A25213,9459,076
2023-10-13$16.14$20.0065.6%18.8%54.1%24.6%67.7%1.2%-6.1%-80.1K2.7M-28.1K0.0192.36N/AN/A777813,9709,060
2023-10-16$16.30$17.5068.3%19.6%54.6%26.9%71.1%16.4%-1.7%-29.2K1.6M-28.9K0.0089.85N/AN/A46014,6839,068
2023-10-17$16.52$17.5064.8%18.6%54.4%23.9%64.0%13.1%-3.3%-23.4K1.8M-27.3K0.9482.71N/AN/A34332314,7049,068
2023-10-18$16.23$17.5078.6%22.5%54.0%35.9%68.0%33.9%14.3%-53.3K2.1M-28.4K0.7190.91N/AN/A312214,9949,205
2023-10-19$15.79$17.5068.6%19.7%52.3%27.2%66.7%-0.6%14.7%-98.0K2.7M-27.7K0.0081.48N/AN/A65015,0449,242
2023-10-20$16.16$17.5082.1%23.5%53.7%38.9%65.0%20.5%-4.9%90.3K1.8M-28.2K0.6485.07N/AN/A1,36688015,1019,242
2023-10-23$16.34$17.5094.9%27.2%49.0%50.1%85.3%16.6%-41.1%120.0K-1.4M-34.1K1.9277.20N/AN/A265011,3964,266
2023-10-24$15.71$17.5071.7%20.5%47.2%29.8%80.9%0.9%10.2%84.9K489.4K-28.0K0.0083.19N/AN/A140011,4064,308
2023-10-25$15.77$17.5073.0%20.9%46.9%31.0%0.0%2.0%-3.3%86.2K287.6K-29.1K0.1382.65N/AN/A46611,4294,308
2023-10-26$15.86$17.5071.2%20.4%45.6%29.5%80.1%-4.5%-4.6%88.9K337.4K-28.0K0.6479.44N/AN/A11711,4294,308
2023-10-27$14.48$17.5064.9%18.6%54.4%23.9%0.0%45.0%-5.1%36.3K2.0M-20.3K0.74101.44N/AN/A312311,4364,315
2023-10-30$14.96$17.50104.0%29.8%55.0%58.0%86.3%23.8%-21.4%65.0K577.4K-26.0K0.2592.74N/AN/A63716011,4634,341
2023-10-31$15.63$17.5089.7%25.7%57.9%45.5%90.5%36.4%3.6%87.4K307.9K-27.3K0.6796.08N/AN/A12811,6564,316