RCUS Options History — July 2024

In July 2024, RCUS traded between $13.84 and $16.52. ATM implied volatility averaged 70.6%, placing in the 33.8% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded above realized volatility by 26.1% (HV 20d: 44.5%). 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 10 of 22 days. Put/call ratio averaged 11.30.

Notable Days

  • 2024-07-15: Highest Volume — 3,212 contracts
  • 2024-07-29: Largest IV spike — 113.0% change
  • 2024-07-29: Highest IV Rank — 91.8%
  • 2024-07-29: Largest Expected Move — 36.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$14.93$13.84$16.52$15.18$16.52
Max Pain$13.07$12.50$15.00$12.50$12.50
ATM IV70.6%47.9%127.6%72.5%110.7%
Expected Move21.1%13.7%36.6%20.8%31.7%
HV 20d44.5%40.6%49.2%44.3%45.9%
HV 60d44.1%42.0%47.2%46.2%44.6%
IV Rank33.8%10.7%91.8%35.7%74.5%
IV Percentile41.8%2.4%99.2%58.3%96.8%
Term Structure-4.1%-79.6%57.5%-2.5%-24.8%
VWIV71.0%45.3%97.4%71.8%97.4%
Skew 25d9.3%-55.2%51.4%16.8%-55.2%
Skew 10d25.6%-56.8%68.8%-18.3%-56.8%
Call IV 25d65.6%39.1%97.3%47.4%97.3%
Put IV 25d74.9%42.2%100.3%64.2%42.2%
Bid-Ask Spread %123.58110.85135.42120.43124.30
Gamma HHI0.600.270.790.410.27
Net GEX51.2K26784.0K43.7K267
Net DEX-4.2M-7.8M-2.5M-4.5M-5.2M
Net VEX-7.7K-9.3K-6.4K-7.0K-6.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio11.300.00202.009.500.25
Total Volume376.40903,21221129
Total OI7,773.55,34710,5818,1135,676

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-07-01$15.18$12.5072.5%20.8%44.3%35.7%71.8%16.8%-2.5%43.7K-4.5M-7.0K9.50120.43N/AN/A2196,4581,655
2024-07-02$14.47$12.5054.8%15.7%44.4%17.8%71.8%51.4%38.5%71.1K-3.3M-7.7K12.46113.85N/AN/A131626,4591,674
2024-07-03$14.38$12.5047.9%13.7%43.2%10.7%51.7%15.8%28.1%62.2K-3.2M-6.6K2.71110.85N/AN/A7196,4721,799
2024-07-05$14.00$15.0060.7%23.3%43.6%23.7%85.6%-14.3%-19.2%80.4K-2.6M-6.9K1.56119.50N/AN/A25396,4721,802
2024-07-08$13.84$15.0060.7%28.2%43.6%23.7%0.0%-5.5%-71.1%84.0K-2.5M-6.4K0.52132.17N/AN/A62326,4951,835
2024-07-09$14.02$15.0088.8%27.9%44.1%52.3%57.9%-25.6%-69.7%69.5K-2.6M-7.6K202.00129.49N/AN/A12026,4951,867
2024-07-10$14.09$15.0069.5%19.9%44.0%32.6%59.6%9.6%-13.0%74.3K-2.7M-7.0K3.40133.73N/AN/A5176,4941,999
2024-07-11$14.92$15.0058.4%16.7%49.1%21.4%74.3%4.1%-7.4%63.2K-3.6M-8.1K0.00132.82N/AN/A1,27816,4962,016
2024-07-12$15.07$12.5054.1%15.5%49.2%17.0%79.9%10.6%12.8%59.5K-3.9M-7.7K0.04124.63N/AN/A1,579696,4882,017
2024-07-15$15.41$12.5060.7%17.4%42.1%23.7%92.0%30.6%0.5%20.6K-5.3M-6.7K0.00120.19N/AN/A3,20577,2652,060
2024-07-16$15.79$12.5058.2%16.7%43.1%21.1%66.0%1.1%1.0%33.9K-7.8M-6.7K0.16116.73N/AN/A4478,5182,063
2024-07-17$15.50$12.5070.6%20.3%40.6%33.8%58.1%4.5%-42.2%35.7K-6.9M-8.2K0.00118.59N/AN/A1108,5102,067
2024-07-18$14.84$12.5061.1%17.5%42.8%24.2%73.4%17.3%33.4%52.9K-6.2M-7.8K1.00121.32N/AN/A448,5052,067
2024-07-19$14.27$12.50100.2%28.7%44.3%63.9%83.5%3.0%-24.0%53.3K-4.9M-8.0K1.85116.78N/AN/A3556578,5032,067
2024-07-22$14.41$12.5056.3%16.1%44.7%19.2%72.1%22.9%46.6%55.3K-3.2M-9.0K0.70123.58N/AN/A54383,9441,403
2024-07-23$14.73$12.5056.2%16.1%44.4%19.2%45.3%29.4%50.5%52.6K-3.7M-8.7K0.04130.46N/AN/A4823,9941,441
2024-07-24$14.59$12.5055.6%16.0%43.0%18.6%67.9%-3.5%57.5%53.7K-3.3M-9.1K0.28135.42N/AN/A81234,0391,441
2024-07-25$14.93$12.5080.9%23.2%41.7%44.3%74.2%1.5%-12.1%50.2K-3.8M-9.3K0.04125.48N/AN/A4624,0931,464
2024-07-26$15.86$12.5059.9%17.2%47.0%22.9%67.9%6.5%22.5%31.7K-4.7M-7.8K0.75125.56N/AN/A1294,1181,466
2024-07-29$15.85$12.50127.6%36.6%46.8%91.8%0.0%47.6%-79.6%37.0K-4.5M-8.3K0.00120.67N/AN/A004,1881,466
2024-07-30$15.71$12.5087.8%25.2%46.8%51.2%69.1%34.9%-15.5%41.2K-4.2M-8.3K0.10122.27N/AN/A1014,2001,466
2024-07-31$16.52$12.50110.7%31.7%45.9%74.5%97.4%-55.2%-24.8%267-5.2M-6.6K0.25124.30N/AN/A103264,2101,466