RCUS Options History — August 2024

In August 2024, RCUS traded between $13.82 and $17.94. ATM implied volatility averaged 108.5%, placing in the 46.3% IV rank vs the trailing year. The 30-day expected move averaged 27.4%. IV traded above realized volatility by 32.1% (HV 20d: 76.4%). Max pain ranged from $12.50 to $12.50. Net GEX was positive for 21 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 2.42.

Notable Days

  • 2024-08-16: Highest Volume — 5,062 contracts
  • 2024-08-05: Largest IV spike — 60.9% change
  • 2024-08-05: Highest IV Rank — 100.0%
  • 2024-08-08: Largest Expected Move — 39.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.09$13.82$17.94$15.70$17.02
Max Pain$12.50$12.50$12.50$12.50$12.50
ATM IV108.5%65.0%206.7%96.6%106.8%
Expected Move27.4%18.6%39.3%27.7%30.6%
HV 20d76.4%50.1%89.0%50.1%82.1%
HV 60d56.6%45.7%62.3%45.7%61.2%
IV Rank46.3%12.7%100.0%60.2%38.3%
IV Percentile78.2%33.3%100.0%91.7%91.7%
Term Structure-11.3%-84.4%33.7%-10.7%27.5%
VWIV81.1%44.6%126.8%44.6%80.9%
Skew 25d6.2%-67.8%51.4%15.0%17.9%
Skew 10d18.3%-29.0%96.0%46.6%6.4%
Call IV 25d82.0%38.5%178.2%71.1%86.4%
Put IV 25d88.2%56.3%144.6%86.1%104.2%
Bid-Ask Spread %121.9593.66140.70130.68120.39
Gamma HHI0.430.290.670.490.31
Net GEX45.0K-92974.4K41.8K36.8K
Net DEX-4.8M-6.3M-2.6M-4.5M-5.5M
Net VEX-7.8K-9.3K-5.3K-8.2K-7.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.420.0021.004.1712.00
Total Volume404.95505,062013
Total OI6,065.7275,7727,1855,7765,848

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-08-01$15.70$12.5096.6%27.7%50.1%60.2%0.0%15.0%-10.7%41.8K-4.5M-8.2K0.00130.68N/AN/A004,3101,466
2024-08-02$14.98$12.50107.6%30.8%52.3%71.4%0.0%-17.6%-16.6%51.6K-3.4M-7.8K0.00131.50N/AN/A014,3101,466
2024-08-05$13.88$12.50173.1%36.2%59.3%100.0%0.0%-67.8%-62.8%52.4K-2.6M-8.5K4.17140.70N/AN/A6254,3101,467
2024-08-06$14.46$12.50161.2%30.2%60.9%91.3%44.6%-9.0%-31.6%59.3K-3.2M-8.0K0.00134.06N/AN/A49704,3111,472
2024-08-07$14.08$12.50153.4%35.2%61.7%85.5%0.0%-9.7%-29.4%66.8K-3.4M-8.6K0.33135.15N/AN/A170564,8031,472
2024-08-08$13.82$12.50182.4%39.3%58.1%100.0%0.0%19.7%-84.4%60.7K-3.0M-8.2K0.00136.17N/AN/A2304,9021,527
2024-08-09$15.69$12.50206.7%25.6%74.4%100.0%67.0%41.6%-1.1%-929-5.1M-5.3K2.18121.27N/AN/A11244,9241,527
2024-08-12$14.94$12.50131.1%38.7%76.1%55.3%0.0%-46.1%-59.6%71.6K-4.3M-7.3K1.00138.36N/AN/A224,9251,505
2024-08-13$15.61$12.50119.8%35.9%77.3%48.7%126.8%8.9%-57.4%59.9K-4.9M-6.9K0.00132.94N/AN/A1404,9071,507
2024-08-14$14.69$12.5084.3%24.2%80.0%27.7%86.0%14.6%-16.2%74.4K-3.9M-6.6K0.00128.73N/AN/A1104,8901,507
2024-08-15$15.78$12.50103.8%29.8%82.6%39.2%90.7%43.2%-11.5%26.1K-5.3M-6.0K0.02130.97N/AN/A1,698294,8991,507
2024-08-16$15.55$12.5072.0%20.6%81.3%20.4%74.9%-26.8%9.1%12.3K-6.3M-7.0K0.01120.56N/AN/A4,994685,6731,512
2024-08-19$17.14$12.5065.0%18.6%87.8%16.3%60.3%28.2%23.5%30.4K-5.8M-7.8K0.06107.08N/AN/A158104,4241,348
2024-08-20$17.86$12.5085.0%24.4%88.5%24.8%77.8%-7.7%2.4%47.7K-6.0M-9.3K0.0797.69N/AN/A337224,5771,357
2024-08-21$17.45$12.5078.0%22.4%89.0%20.5%120.9%9.5%5.2%44.1K-5.6M-9.3K0.0193.66N/AN/A62194,4771,358
2024-08-22$17.59$12.5099.1%28.4%88.8%33.6%90.4%15.3%2.7%50.0K-5.4M-9.2K0.67112.07N/AN/A324,4541,353
2024-08-23$17.93$12.5077.2%22.1%86.8%20.0%78.0%11.4%33.7%39.8K-5.8M-8.2K0.29103.45N/AN/A3194,4551,353
2024-08-26$17.94$12.5065.3%18.7%86.8%12.7%75.0%23.1%11.7%44.1K-5.9M-7.8K0.00102.74N/AN/A904,4661,362
2024-08-27$17.34$12.5078.3%22.4%87.8%20.7%0.0%51.4%5.1%41.4K-5.5M-8.1K2.00123.20N/AN/A5104,4681,362
2024-08-28$17.20$12.5068.7%19.7%86.2%14.8%62.0%22.5%11.1%41.1K-5.3M-8.0K4.67125.88N/AN/A3144,4731,372
2024-08-29$17.26$12.5072.3%20.7%84.0%17.0%80.9%-1.9%1.3%39.7K-5.5M-7.8K21.00115.55N/AN/A1214,4741,366
2024-08-30$17.02$12.50106.8%30.6%82.1%38.3%0.0%17.9%27.5%36.8K-5.5M-7.3K12.00120.39N/AN/A1124,4751,373