RCUS Options History — June 2024

In June 2024, RCUS traded between $15.14 and $17.02. ATM implied volatility averaged 58.2%, placing in the 21.2% IV rank vs the trailing year. The 30-day expected move averaged 17.2%. IV traded above realized volatility by 14.8% (HV 20d: 43.4%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 15.00.

Notable Days

  • 2024-06-18: Highest Volume — 5,926 contracts
  • 2024-06-17: Largest IV spike — 63.7% change
  • 2024-06-17: Highest IV Rank — 43.5%
  • 2024-06-17: Largest Expected Move — 23.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.96$15.14$17.02$15.70$15.34
Max Pain$14.08$12.50$15.00$15.00$12.50
ATM IV58.2%44.8%80.2%74.1%50.9%
Expected Move17.2%12.8%23.0%21.2%14.6%
HV 20d43.4%36.2%47.4%44.1%44.2%
HV 60d51.3%46.2%55.8%55.5%46.3%
IV Rank21.2%7.5%43.5%37.3%13.8%
IV Percentile22.1%0.4%71.8%61.5%4.8%
Term Structure10.2%-24.1%55.6%-19.2%5.1%
VWIV63.4%38.5%96.8%73.8%52.0%
Skew 25d6.9%-20.9%30.2%0.8%7.8%
Skew 10d-5.1%-115.6%33.1%10.7%-18.8%
Call IV 25d55.8%39.6%74.7%69.7%44.6%
Put IV 25d62.6%43.6%76.5%70.5%52.3%
Bid-Ask Spread %111.6297.28134.87108.58112.81
Gamma HHI0.630.350.830.710.51
Net GEX137.2K48.4K258.8K162.6K53.8K
Net DEX-5.7M-8.2M-4.0M-5.1M-4.3M
Net VEX-11.3K-15.3K-7.6K-15.3K-7.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio15.000.00221.000.400.48
Total Volume44665,92611643
Total OI9,307.7898,01010,4619,7218,074

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-06-03$15.70$15.0074.1%21.2%44.1%37.3%73.8%0.8%-19.2%162.6K-5.1M-15.3K0.40108.58N/AN/A83337,8831,838
2024-06-04$16.07$15.0067.2%19.3%44.3%30.3%49.8%-20.9%-24.1%169.4K-5.6M-15.1K23.50134.87N/AN/A2477,8881,863
2024-06-05$16.19$15.0067.7%19.4%44.0%30.9%71.2%-0.6%18.5%161.9K-6.1M-14.0K0.00116.24N/AN/A067,8901,901
2024-06-06$16.02$15.0059.7%14.9%43.4%22.6%68.2%20.7%32.0%167.3K-5.4M-14.5K1.21109.22N/AN/A14177,8901,921
2024-06-07$15.81$15.0057.6%21.3%39.4%20.6%70.4%30.2%-9.0%159.2K-5.0M-14.4K221.00107.88N/AN/A12217,8931,937
2024-06-10$15.93$15.0046.9%16.0%37.3%9.7%64.5%21.7%27.8%219.8K-5.5M-12.9K0.0697.28N/AN/A1717,8941,885
2024-06-11$15.64$15.0054.0%19.5%36.2%17.0%85.4%3.0%9.0%258.8K-5.2M-13.3K0.63104.80N/AN/A40257,9011,885
2024-06-12$15.71$15.0056.8%16.3%36.3%19.8%0.0%6.3%-3.4%256.6K-5.3M-12.3K0.00118.23N/AN/A37507,9401,882
2024-06-13$16.87$15.0067.3%19.3%44.8%30.5%68.7%20.7%0.7%138.9K-7.1M-11.0K0.0099.36N/AN/A35717,5651,882
2024-06-14$17.02$15.0048.9%14.0%44.9%11.8%61.3%-20.3%9.2%124.8K-6.9M-10.2K0.44106.79N/AN/A1677,2231,881
2024-06-17$16.26$15.0080.2%23.0%47.1%43.5%96.8%-5.9%-15.6%169.0K-5.3M-10.5K0.00109.66N/AN/A76907,2301,881
2024-06-18$15.94$15.0058.3%16.7%47.4%21.3%38.5%-8.8%-12.0%229.2K-6.2M-10.4K0.00116.74N/AN/A5,92517,9161,881
2024-06-20$16.07$12.5053.8%15.4%46.1%16.7%0.0%18.7%33.1%61.5K-8.1M-10.8K5.50121.80N/AN/A2118,5791,882
2024-06-21$16.02$12.5059.5%17.1%45.5%22.5%40.7%23.0%32.8%60.6K-8.2M-10.1K0.00122.40N/AN/A5108,5801,847
2024-06-24$16.42$12.5045.1%12.9%43.0%7.9%49.1%-1.9%49.7%48.4K-5.5M-8.1K0.29105.45N/AN/A87256,4341,586
2024-06-25$15.84$12.5066.6%19.1%44.9%29.7%62.2%22.6%-5.1%56.2K-4.9M-8.5K0.00111.11N/AN/A0316,4291,581
2024-06-26$15.20$12.5044.8%12.8%45.8%7.5%68.2%-8.3%7.9%54.6K-4.1M-7.6K0.10103.26N/AN/A230246,4291,612
2024-06-27$15.14$12.5046.3%13.3%45.3%9.1%56.3%21.7%55.6%54.7K-4.0M-7.6K1.40114.35N/AN/A576,4291,636
2024-06-28$15.34$12.5050.9%14.6%44.2%13.8%52.0%7.8%5.1%53.8K-4.3M-7.8K0.48112.81N/AN/A29146,4311,643