RCUS Options History — February 2024

In February 2024, RCUS traded between $14.85 and $20.09. ATM implied volatility averaged 73.6%, placing in the 41.2% IV rank vs the trailing year. The 30-day expected move averaged 21.9%. IV traded above realized volatility by 13.2% (HV 20d: 60.4%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.22.

Notable Days

  • 2024-02-16: Highest Volume — 7,424 contracts
  • 2024-02-07: Largest IV spike — 36.3% change
  • 2024-02-07: Highest IV Rank — 59.6%
  • 2024-02-06: Largest Expected Move — 29.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.91$14.85$20.09$15.96$19.16
Max Pain$12.88$12.50$15.00$12.50$12.50
ATM IV73.6%60.7%89.5%67.4%66.0%
Expected Move21.9%17.4%29.2%22.5%18.9%
HV 20d60.4%46.1%80.2%53.3%79.0%
HV 60d56.6%51.2%62.8%59.7%61.7%
IV Rank41.2%26.7%59.6%30.3%32.8%
IV Percentile51.0%25.0%81.0%41.3%38.9%
Term Structure-5.7%-38.3%10.6%-6.2%3.5%
VWIV77.6%52.3%97.5%52.3%67.3%
Skew 25d-0.7%-78.9%38.8%-78.9%11.7%
Skew 10d1.7%-37.0%63.4%-7.3%-2.5%
Call IV 25d76.8%66.0%153.7%153.7%66.1%
Put IV 25d76.2%64.2%108.4%74.8%77.8%
Bid-Ask Spread %92.7679.23117.43117.43103.60
Gamma HHI0.310.190.500.360.23
Net GEX58.0K-10.2K95.0K63.5K67.1K
Net DEX-10.2M-13.1M-7.4M-10.0M-11.3M
Net VEX-14.5K-16.4K-13.0K-13.6K-15.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.010.950.040.31
Total Volume825.35197,4241,02034
Total OI11,288.4510,09712,81410,93910,430

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-02-01$15.96$12.5067.4%22.5%53.3%30.3%52.3%-78.9%-6.2%63.5K-10.0M-13.6K0.04117.43N/AN/A977438,8932,046
2024-02-02$15.04$12.5077.8%22.3%56.0%44.4%78.0%-6.6%-5.0%95.0K-7.4M-14.1K0.9586.21N/AN/A4063878,5742,079
2024-02-05$15.29$15.0082.0%25.1%51.9%51.1%88.5%-0.6%-21.7%81.0K-8.1M-14.6K0.9093.53N/AN/A1098,9492,379
2024-02-06$15.25$15.0065.6%29.2%48.0%32.3%85.0%1.8%-38.3%57.0K-8.6M-14.7K0.15104.57N/AN/A182278,9432,381
2024-02-07$14.85$15.0089.5%25.6%48.0%59.6%77.9%-1.1%-17.2%85.1K-7.5M-13.9K0.0292.21N/AN/A1,446359,0572,401
2024-02-08$15.13$12.5072.9%20.9%46.1%40.6%72.0%3.3%-2.5%90.8K-8.9M-14.3K0.1693.23N/AN/A2549,6992,434
2024-02-09$15.81$12.5073.3%21.0%49.6%41.1%71.7%2.7%-0.2%36.2K-10.1M-13.9K0.0591.90N/AN/A893479,7102,438
2024-02-12$16.44$12.5076.6%22.0%52.0%44.9%72.3%3.9%-2.4%35.6K-11.1M-14.2K0.2292.14N/AN/A366799,7812,478
2024-02-13$15.30$12.5081.7%23.4%56.3%50.8%97.5%7.8%-15.9%-10.2K-9.3M-13.0K0.0195.33N/AN/A29239,8042,553
2024-02-14$15.88$12.5079.3%22.7%58.2%48.0%87.1%-5.7%9.3%25.8K-10.4M-13.5K0.0497.98N/AN/A527239,8052,564
2024-02-15$16.44$12.5075.8%21.7%58.8%44.0%81.6%7.5%2.1%35.7K-11.2M-14.2K0.8196.30N/AN/A1008110,2162,574
2024-02-16$16.70$12.5079.8%22.9%53.6%48.5%97.5%0.9%-14.7%33.4K-11.7M-14.0K0.0480.30N/AN/A7,13828610,2702,544
2024-02-20$16.48$12.5080.3%23.0%53.3%49.2%77.9%4.6%1.4%81.8K-8.3M-16.4K0.2689.62N/AN/A94248,0642,033
2024-02-21$16.44$12.5071.8%20.6%52.4%39.4%76.4%3.2%1.1%72.9K-8.2M-15.7K0.0879.76N/AN/A132108,1062,046
2024-02-22$19.45$12.5071.9%20.6%78.2%39.5%72.6%1.5%-6.6%36.9K-12.3M-13.5K0.0480.11N/AN/A1,276488,1212,045
2024-02-23$19.64$12.5067.0%19.2%77.8%33.9%88.8%-5.2%-1.3%63.8K-13.1M-15.8K0.0482.32N/AN/A631258,8632,035
2024-02-26$19.66$12.5066.0%18.9%77.6%32.7%67.5%10.8%-6.3%77.3K-12.1M-15.9K0.1379.23N/AN/A121168,4172,055
2024-02-27$20.09$12.5060.7%17.4%77.6%26.7%70.8%-13.5%10.6%65.6K-13.0M-14.5K0.11101.70N/AN/A483558,4862,049
2024-02-28$19.23$12.5066.5%19.1%80.2%33.3%69.8%38.8%-2.8%66.2K-11.7M-15.2K0.1097.74N/AN/A157158,3802,067
2024-02-29$19.16$12.5066.0%18.9%79.0%32.8%67.3%11.7%3.5%67.1K-11.3M-15.1K0.31103.60N/AN/A2688,3632,067