RCUS Options History — April 2024

In April 2024, RCUS traded between $14.51 and $18.46. ATM implied volatility averaged 70.3%, placing in the 34.1% IV rank vs the trailing year. The 30-day expected move averaged 20.7%. IV traded above realized volatility by 4.7% (HV 20d: 65.6%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.32.

Notable Days

  • 2024-04-19: Highest Volume — 5,739 contracts
  • 2024-04-17: Largest IV drop — 29.1% change
  • 2024-04-16: Highest IV Rank — 61.9%
  • 2024-04-05: Largest Expected Move — 28.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.21$14.51$18.46$18.46$15.39
Max Pain$15.11$12.50$17.50$15.00$12.50
ATM IV70.3%62.6%97.1%62.6%69.4%
Expected Move20.7%17.9%28.5%18.0%19.9%
HV 20d65.6%53.4%73.5%70.0%53.5%
HV 60d67.2%65.1%68.6%67.8%67.1%
IV Rank34.1%26.2%61.9%26.2%33.2%
IV Percentile46.1%25.0%92.5%25.0%49.6%
Term Structure0.7%-54.6%44.9%6.1%9.9%
VWIV70.9%62.5%84.8%62.5%69.0%
Skew 25d1.3%-21.1%20.0%-9.0%9.8%
Skew 10d19.0%-12.9%100.9%-12.9%30.2%
Call IV 25d73.6%58.7%100.0%72.0%66.6%
Put IV 25d74.9%63.0%94.2%63.0%76.4%
Bid-Ask Spread %102.5088.20116.9090.04106.49
Gamma HHI0.490.270.900.270.40
Net GEX135.1K19.8K484.4K104.2K63.1K
Net DEX-6.1M-9.3M-1.6M-9.3M-6.0M
Net VEX-12.4K-15.1K-8.0K-12.6K-13.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.320.0010.000.000.32
Total Volume583.72715,739133
Total OI9,777.1368,69910,7109,6299,035

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-04-01$18.46$15.0062.6%18.0%70.0%26.2%0.0%-9.0%6.1%104.2K-9.3M-12.6K0.0090.04N/AN/A107,7391,890
2024-04-02$17.65$15.0064.5%18.5%71.7%28.2%62.5%-1.4%6.7%117.7K-8.1M-12.5K2.9288.20N/AN/A12357,7401,890
2024-04-03$17.54$15.0065.9%18.9%71.6%29.6%67.0%-1.6%-7.1%126.3K-7.7M-12.5K1.87102.21N/AN/A31587,7521,904
2024-04-04$17.30$17.5063.6%21.7%70.8%27.3%69.2%2.0%-9.3%132.9K-7.5M-13.1K1.0794.70N/AN/A4144437,7291,946
2024-04-05$17.24$17.5073.4%28.5%68.1%37.3%73.9%20.0%-54.6%195.6K-7.6M-14.4K0.00116.90N/AN/A068,0222,339
2024-04-08$16.96$17.5067.0%20.7%68.3%30.7%71.1%-4.9%-16.5%128.0K-7.1M-13.8K0.0699.92N/AN/A1618,0222,345
2024-04-09$17.52$17.5066.7%17.9%66.5%30.5%0.0%-5.8%10.4%137.2K-8.0M-11.6K0.00100.08N/AN/A0158,0362,346
2024-04-10$16.52$17.5075.4%21.6%69.0%39.4%72.7%-20.6%-13.4%144.0K-6.2M-12.8K10.00106.78N/AN/A1108,0362,341
2024-04-11$17.30$17.5063.9%18.3%71.4%27.5%70.7%-21.1%1.8%134.8K-7.9M-10.7K0.0095.70N/AN/A2908,0362,349
2024-04-12$16.36$17.5080.8%23.2%73.5%45.0%73.8%-4.5%-7.6%152.8K-5.9M-12.4K1.09106.85N/AN/A35388,0412,352
2024-04-15$16.31$17.5076.6%22.0%71.1%40.6%0.0%16.4%-7.0%178.4K-5.8M-10.7K0.00112.48N/AN/A0108,0282,355
2024-04-16$15.96$17.5097.1%27.8%61.7%61.9%0.0%-8.4%-51.3%19.8K-6.3M-8.0K0.00114.78N/AN/A4808,0282,349
2024-04-17$14.95$17.5068.9%19.7%65.3%32.7%84.8%6.0%3.8%397.6K-2.3M-9.5K0.01106.61N/AN/A1,999168,0432,349
2024-04-18$14.79$12.5067.9%19.5%65.0%31.6%68.7%8.0%27.8%484.4K-1.6M-9.1K0.0099.54N/AN/A3,367108,1692,169
2024-04-19$14.51$12.5072.9%20.9%65.1%36.9%68.5%8.5%17.9%60.3K-1.7M-9.9K0.4798.73N/AN/A3,8991,8408,5452,165
2024-04-22$14.90$12.5069.6%20.0%64.6%33.4%70.5%-2.7%19.6%74.3K-5.3M-15.1K0.24101.72N/AN/A46116,9821,717
2024-04-23$15.50$12.5069.3%19.9%66.5%33.1%83.4%8.7%44.9%64.7K-5.8M-14.8K1.16101.29N/AN/A70817,0161,738
2024-04-24$15.44$12.5067.9%19.5%66.4%31.6%66.8%6.8%0.6%65.5K-5.8M-14.5K0.46102.02N/AN/A39187,0781,769
2024-04-25$14.78$12.5064.0%18.4%53.4%27.7%64.5%8.9%14.1%74.3K-5.2M-14.1K5.38102.83N/AN/A8437,1051,777
2024-04-26$15.40$12.5067.9%19.5%54.1%31.7%69.4%13.1%4.3%61.4K-6.0M-14.3K0.00104.25N/AN/A4707,1081,782
2024-04-29$15.77$12.5070.2%20.1%54.9%34.1%69.7%1.2%14.2%54.5K-6.5M-13.7K0.04102.78N/AN/A10847,1531,782
2024-04-30$15.39$12.5069.4%19.9%53.5%33.2%69.0%9.8%9.9%63.1K-6.0M-13.4K0.32106.49N/AN/A2587,2501,785