RCUS Options History — January 2024

In January 2024, RCUS traded between $15.05 and $19.61. ATM implied volatility averaged 93.5%, placing in the 48.8% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded above realized volatility by 40.2% (HV 20d: 53.3%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 1.06.

Notable Days

  • 2024-01-19: Highest Volume — 7,525 contracts
  • 2024-01-19: Largest IV spike — 47.1% change
  • 2024-01-19: Highest IV Rank — 70.0%
  • 2024-01-09: Largest Expected Move — 37.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.86$15.05$19.61$19.56$15.18
Max Pain$14.88$12.50$17.50$12.50$12.50
ATM IV93.5%76.0%117.8%107.0%76.0%
Expected Move25.8%21.1%37.9%30.7%21.8%
HV 20d53.3%46.8%61.3%47.1%48.6%
HV 60d60.5%58.0%62.8%58.0%59.3%
IV Rank48.8%33.6%70.0%60.6%33.6%
IV Percentile76.0%52.8%94.8%92.1%52.8%
Term Structure-13.7%-56.5%10.0%-47.5%-17.1%
VWIV89.4%35.8%140.6%109.2%76.8%
Skew 25d3.5%-22.0%38.9%-7.4%-22.0%
Skew 10d13.5%-71.0%117.3%-18.2%-13.5%
Call IV 25d91.6%70.0%134.4%112.7%85.0%
Put IV 25d95.1%63.0%135.5%105.3%63.0%
Bid-Ask Spread %81.7442.99111.8948.8789.95
Gamma HHI0.530.190.670.620.59
Net GEX90.9K6.3K162.2K154.2K105.3K
Net DEX-6.7M-10.1M-2.2M-10.1M-8.5M
Net VEX-13.0K-19.6K-5.3K-19.6K-13.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.060.0011.500.153.84
Total Volume692.95217,525176615
Total OI13,394.6197,51117,91615,37410,427

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-01-02$19.56$12.50107.0%30.7%47.1%60.6%109.2%-7.4%-47.5%154.2K-10.1M-19.6K0.1548.87N/AN/A1532311,4383,936
2024-01-03$19.61$12.50103.5%29.7%47.2%57.5%108.2%-2.4%-13.3%162.2K-10.0M-19.4K0.1442.99N/AN/A931311,4713,953
2024-01-04$19.21$17.50110.5%25.1%46.8%63.7%85.0%-8.5%1.5%147.6K-9.2M-18.6K0.0766.19N/AN/A61411,4763,966
2024-01-05$17.85$17.50112.7%24.2%55.4%65.6%83.9%-1.5%0.8%109.5K-6.6M-16.4K0.1061.81N/AN/A2782811,4973,969
2024-01-08$18.68$17.50115.6%21.1%56.8%68.1%76.3%-4.2%5.2%134.8K-8.2M-15.4K0.7989.49N/AN/A241911,6353,989
2024-01-09$18.76$17.50114.4%37.9%56.5%67.1%0.0%-8.9%-45.5%125.5K-7.6M-14.0K0.00111.89N/AN/A1011,6544,008
2024-01-10$17.73$17.5090.0%25.8%61.0%45.8%94.9%8.5%-5.4%75.0K-5.4M-11.2K2.5480.82N/AN/A266611,6544,008
2024-01-11$17.50$17.5086.1%24.7%61.3%42.4%35.8%-11.5%10.0%74.4K-5.2M-11.1K0.1492.13N/AN/A1371911,6534,059
2024-01-12$17.48$17.5087.1%25.0%56.2%43.2%97.7%0.4%-5.0%88.1K-5.5M-12.1K0.0178.41N/AN/A724611,7474,076
2024-01-16$16.84$17.5087.3%25.0%57.6%43.5%90.2%8.9%-5.6%72.6K-4.4M-9.2K0.3884.66N/AN/A37414212,4214,081
2024-01-17$16.87$17.5080.8%23.2%55.1%37.8%81.3%1.8%-4.9%10.4K-3.6M-6.5K1.3082.82N/AN/A8611212,4364,025
2024-01-18$16.38$17.5080.1%23.0%55.3%37.2%105.8%8.2%5.7%6.3K-2.2M-5.3K0.0275.52N/AN/A9092112,4914,094
2024-01-19$15.34$12.50117.8%33.8%57.5%70.0%104.2%38.9%-26.8%15.5K-4.0M-6.5K0.13104.83N/AN/A6,63688913,7774,139
2024-01-22$15.05$12.5091.0%26.1%53.6%46.7%88.7%9.8%4.8%69.9K-5.4M-12.1K0.1784.32N/AN/A390686,2131,298
2024-01-23$15.52$12.5084.9%24.3%54.2%41.4%91.1%3.1%-28.7%69.4K-6.4M-12.1K0.0684.72N/AN/A879496,5151,352
2024-01-24$15.33$12.5087.2%25.0%51.7%43.4%140.6%9.1%-56.5%86.4K-6.7M-13.5K0.1088.36N/AN/A246247,3441,391
2024-01-25$15.16$12.5083.5%23.9%50.8%40.2%57.6%16.8%-42.1%91.5K-7.1M-13.5K0.0390.12N/AN/A759267,5881,415
2024-01-26$15.07$12.5078.5%22.5%50.3%35.8%90.3%15.0%-12.8%111.5K-8.0M-14.8K0.0099.19N/AN/A10408,5171,441
2024-01-29$15.29$12.5086.1%24.7%47.4%42.4%88.7%8.0%4.3%105.5K-8.4M-14.3K11.5089.99N/AN/A4468,6181,441
2024-01-30$15.63$12.5082.3%23.6%48.9%39.1%81.3%11.4%-8.0%93.4K-9.1M-13.5K0.8169.37N/AN/A2752238,6181,456
2024-01-31$15.18$12.5076.0%21.8%48.6%33.6%76.8%-22.0%-17.1%105.3K-8.5M-13.1K3.8489.95N/AN/A1274888,8091,618