RCUS Options History — September 2024

In September 2024, RCUS traded between $15.23 and $18.09. ATM implied volatility averaged 99.3%, placing in the 33.7% IV rank vs the trailing year. The 30-day expected move averaged 26.4%. IV traded above realized volatility by 46.2% (HV 20d: 53.1%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.32.

Notable Days

  • 2024-09-19: Highest Volume — 3,555 contracts
  • 2024-09-04: Largest IV spike — 62.4% change
  • 2024-09-10: Highest IV Rank — 74.4%
  • 2024-09-17: Largest Expected Move — 31.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.31$15.23$18.09$16.58$15.23
Max Pain$13.88$12.50$15.00$12.50$12.50
ATM IV99.3%66.9%165.2%66.9%80.6%
Expected Move26.4%19.2%31.7%19.2%23.1%
HV 20d53.1%39.9%77.1%77.1%42.4%
HV 60d61.1%59.7%61.8%61.4%60.8%
IV Rank33.7%13.7%74.4%13.7%22.1%
IV Percentile80.7%37.7%98.8%37.7%63.9%
Term Structure-5.8%-53.8%35.1%30.6%7.2%
VWIV97.9%68.7%172.7%100.3%91.2%
Skew 25d11.3%-36.3%49.8%-8.1%-24.9%
Skew 10d28.1%-81.5%88.8%-15.9%-0.3%
Call IV 25d74.1%55.5%99.2%83.8%77.1%
Put IV 25d85.4%52.3%113.5%75.7%52.3%
Bid-Ask Spread %113.5191.44135.67122.64118.16
Gamma HHI0.400.220.590.320.48
Net GEX39.1K1.3K49.5K40.4K47.3K
Net DEX-4.7M-7.2M-2.8M-5.0M-3.7M
Net VEX-6.8K-9.3K-4.9K-7.1K-9.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.320.001.440.000.00
Total Volume312.3503,5552393
Total OI5,868.84,8067,4805,8605,975

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-09-03$16.58$12.5066.9%19.2%77.1%13.7%100.3%-8.1%30.6%40.4K-5.0M-7.1K0.00122.64N/AN/A204,4751,385
2024-09-04$16.33$12.50108.7%31.2%76.6%39.5%0.0%-7.6%10.1%48.8K-4.8M-7.5K0.25135.67N/AN/A414,4771,385
2024-09-05$16.14$15.00120.5%27.4%76.0%46.8%0.0%49.8%10.3%36.0K-4.9M-6.5K0.00120.44N/AN/A104,4791,386
2024-09-06$15.83$15.00119.2%26.3%76.0%45.9%0.0%29.4%-8.6%49.5K-4.4M-7.1K1.44116.50N/AN/A9134,4801,386
2024-09-09$16.18$15.00102.5%23.3%61.8%35.6%85.1%41.3%6.5%42.3K-4.8M-6.4K0.00111.34N/AN/A0204,4871,399
2024-09-10$16.70$15.00165.2%27.9%59.6%74.4%0.0%5.2%-38.8%44.7K-4.9M-6.8K0.20130.24N/AN/A514,4871,420
2024-09-11$16.91$15.0092.3%26.5%58.0%29.3%116.3%30.3%-43.4%44.7K-5.0M-7.0K0.25123.92N/AN/A414,4921,421
2024-09-12$17.29$15.00105.4%30.2%53.0%37.4%0.0%9.3%-40.6%47.5K-5.5M-5.9K0.00121.53N/AN/A004,4961,422
2024-09-13$18.09$15.0090.5%25.9%49.5%28.2%69.9%37.0%-12.7%32.3K-6.3M-5.5K0.13115.49N/AN/A814,4961,422
2024-09-16$16.95$15.0099.2%28.4%55.3%33.6%86.9%38.4%0.7%38.6K-5.5M-5.4K0.63106.46N/AN/A38244,5031,422
2024-09-17$16.67$15.00110.5%31.7%43.4%40.6%0.0%-14.6%-22.9%41.7K-5.1M-5.7K1.10122.44N/AN/A10114,5371,446
2024-09-18$16.58$15.0080.2%23.0%40.3%21.9%111.9%47.5%-25.3%1.3K-4.9M-4.9K0.00119.20N/AN/A87244,5381,446
2024-09-19$16.77$15.0093.5%26.8%40.0%30.1%132.4%14.5%12.1%36.8K-5.2M-5.5K0.00102.95N/AN/A3,544114,5671,450
2024-09-20$16.59$12.5099.1%28.4%39.9%33.6%87.3%24.8%18.3%35.3K-7.2M-5.7K0.6298.14N/AN/A21136,0211,459
2024-09-23$15.71$12.5092.3%26.5%43.0%29.4%84.9%12.0%-1.8%30.2K-3.1M-6.8K0.5391.44N/AN/A66353,4241,382
2024-09-24$15.66$12.5092.1%26.4%42.9%29.2%83.2%-2.9%-31.2%30.8K-2.8M-6.9K0.0096.10N/AN/A72023,4691,417
2024-09-25$15.30$12.5080.3%23.0%42.2%21.9%79.9%6.6%33.0%44.2K-3.4M-8.8K0.17105.33N/AN/A242424,1621,419
2024-09-26$15.46$12.50108.8%31.2%42.6%39.5%172.7%-26.0%-53.8%45.0K-3.8M-9.3K0.06108.79N/AN/A3624,3941,459
2024-09-27$15.32$12.5077.5%22.2%42.5%20.2%68.7%-36.3%35.1%44.6K-3.9M-8.8K0.34103.45N/AN/A68234,4301,461
2024-09-30$15.23$12.5080.6%23.1%42.4%22.1%91.2%-24.9%7.2%47.3K-3.7M-9.2K0.00118.16N/AN/A39304,4931,482