RCUS Options History — May 2024

In May 2024, RCUS traded between $14.89 and $17.34. ATM implied volatility averaged 78.7%, placing in the 42.3% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 33.0% (HV 20d: 45.8%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 9 of 22 days. Put/call ratio averaged 1.54.

Notable Days

  • 2024-05-17: Highest Volume — 6,875 contracts
  • 2024-05-13: Largest IV spike — 57.4% change
  • 2024-05-14: Highest IV Rank — 100.0%
  • 2024-05-29: Largest Expected Move — 31.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.17$14.89$17.34$15.63$15.03
Max Pain$14.66$12.50$15.00$12.50$15.00
ATM IV78.7%54.9%135.7%67.4%78.7%
Expected Move21.1%15.7%31.1%19.3%22.6%
HV 20d45.8%39.6%54.8%54.1%41.2%
HV 60d61.1%54.9%67.1%67.1%55.8%
IV Rank42.3%17.8%100.0%31.1%42.0%
IV Percentile58.2%10.7%100.0%42.9%67.9%
Term Structure-7.3%-88.6%31.9%-0.8%-26.0%
VWIV72.3%39.8%135.1%66.9%77.5%
Skew 25d4.6%-30.6%41.7%9.4%-10.1%
Skew 10d2.0%-90.6%84.8%47.6%73.4%
Call IV 25d65.4%38.1%92.8%63.3%83.8%
Put IV 25d70.0%48.4%83.2%72.7%73.6%
Bid-Ask Spread %115.45103.75134.43113.35111.87
Gamma HHI0.430.200.750.320.75
Net GEX75.4K12.9K151.7K51.5K151.7K
Net DEX-6.3M-8.5M-4.0M-6.3M-4.0M
Net VEX-13.8K-17.1K-11.5K-13.1K-15.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.540.0011.110.0211.11
Total Volume433.72726,87550230
Total OI9,098.5458,6659,4939,0889,493

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-05-01$15.63$12.5067.4%19.3%54.1%31.1%66.9%9.4%-0.8%51.5K-6.3M-13.1K0.02113.35N/AN/A4917,2951,793
2024-05-02$15.43$12.5060.5%17.3%54.1%24.0%0.0%7.1%10.8%56.3K-6.3M-12.7K0.00114.62N/AN/A207,3341,794
2024-05-03$15.54$12.5071.3%20.4%54.3%35.2%70.1%15.2%-6.3%66.1K-6.3M-12.8K8.50113.33N/AN/A4347,3361,794
2024-05-06$15.84$15.0067.9%20.1%54.8%31.7%71.7%0.1%2.2%12.9K-6.7M-11.5K2.50107.45N/AN/A4107,3391,817
2024-05-07$15.61$15.0079.5%21.8%53.2%43.7%76.9%19.7%-6.5%52.5K-6.3M-12.5K2.00116.86N/AN/A127,3451,827
2024-05-08$15.27$15.0078.4%22.0%49.8%42.5%65.7%-10.9%-46.0%55.5K-5.9M-12.1K0.27123.55N/AN/A81227,3441,829
2024-05-09$16.09$15.0055.8%23.1%50.7%19.1%0.0%-19.1%-14.3%20.8K-7.1M-11.6K0.91121.83N/AN/A1311197,3451,846
2024-05-10$16.66$15.0073.5%17.2%48.5%37.4%39.8%16.0%11.9%32.4K-7.5M-12.3K0.07110.58N/AN/A5947,3561,895
2024-05-13$17.09$15.00115.7%18.1%49.2%81.2%44.7%40.9%31.9%32.4K-8.1M-11.8K0.14119.17N/AN/A4267,3951,899
2024-05-14$17.09$15.00135.7%18.8%48.4%100.0%59.8%41.7%25.4%37.0K-8.0M-12.0K0.05112.74N/AN/A13477,4141,899
2024-05-15$17.34$15.0072.1%20.7%41.1%35.3%51.6%16.7%2.2%31.0K-8.3M-11.9K0.78108.18N/AN/A45357,4251,893
2024-05-16$17.31$15.0074.0%21.2%40.7%37.2%81.6%31.8%-3.6%40.5K-8.5M-11.9K0.00107.31N/AN/A64617,4571,900
2024-05-17$16.91$15.0054.9%15.7%41.1%17.8%63.6%-3.0%17.9%36.2K-8.1M-12.2K0.00121.56N/AN/A6,87417,5681,901
2024-05-20$16.77$15.0075.9%21.8%40.8%39.1%74.5%2.2%-8.1%116.6K-6.0M-17.1K0.35103.75N/AN/A49177,1871,478
2024-05-21$17.27$15.0070.0%20.1%39.9%33.2%72.2%-30.6%-6.1%124.3K-6.6M-16.9K0.02113.25N/AN/A5117,2201,491
2024-05-22$16.86$15.0073.8%21.2%41.1%37.0%74.4%-0.5%-6.8%123.3K-6.2M-16.7K0.61111.08N/AN/A18117,2581,490
2024-05-23$16.06$15.00101.2%29.0%41.9%64.8%77.2%-8.0%-38.0%115.9K-5.2M-16.3K0.63121.63N/AN/A41267,2761,501
2024-05-24$16.16$15.0057.3%16.4%39.6%20.3%88.4%2.8%17.3%113.3K-5.0M-16.4K0.92134.43N/AN/A12117,2371,526
2024-05-28$15.64$15.0079.0%22.6%40.6%42.3%80.6%2.5%2.1%130.4K-4.5M-15.2K2.50122.37N/AN/A6157,2421,537
2024-05-29$15.34$15.00108.4%31.1%40.3%72.2%135.1%-10.1%-88.6%111.6K-4.1M-15.0K0.03116.56N/AN/A601207,2421,552
2024-05-30$14.89$15.0080.7%23.1%41.1%44.0%74.3%-13.5%-31.2%145.6K-4.0M-15.2K2.40114.53N/AN/A35847,8311,567
2024-05-31$15.03$15.0078.7%22.6%41.2%42.0%77.5%-10.1%-26.0%151.7K-4.0M-15.3K11.11111.87N/AN/A192117,8661,627