RCUS Options History — October 2024 In October 2024, RCUS traded between $15.29 and $18.52. ATM implied volatility averaged 120.7%, placing in the 46.9% IV rank vs the trailing year. The 30-day expected move averaged 35.9%. IV traded above realized volatility by 68.1% (HV 20d: 52.6%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 1 of 23 days. Put/call ratio averaged 0.62.
Notable Days 2024-10-21 : Highest Volume — 3,000 contracts2024-10-07 : Largest IV spike — 87.7% change2024-10-21 : Highest IV Rank — 76.8%2024-10-21 : Largest Expected Move — 48.5%Monthly Statistics Metric Avg Min Max Open Close Price $16.97 $15.29 $18.52 $15.30 $15.29 Max Pain $14.67 $12.50 $17.50 $12.50 $15.00 ATM IV 120.7% 61.8% 169.1% 87.2% 140.3% Expected Move 35.9% 21.7% 48.5% 25.0% 40.2% HV 20d 52.6% 41.5% 66.1% 41.8% 66.1% HV 60d 62.4% 60.7% 64.5% 60.7% 62.1% IV Rank 46.9% 10.5% 76.8% 26.2% 59.0% IV Percentile 82.1% 15.1% 98.8% 72.6% 94.4% Term Structure -32.1% -52.2% 3.9% 3.9% -29.4% VWIV 123.4% 79.0% 167.6% 88.6% 123.9% Skew 25d 20.0% -32.1% 78.4% -0.8% -17.7% Skew 10d 25.8% -33.5% 163.1% 8.5% -33.5% Call IV 25d 95.5% 54.0% 146.9% 72.3% 146.9% Put IV 25d 115.5% 57.8% 184.6% 71.5% 129.3% Bid-Ask Spread % 95.91 69.92 130.25 111.92 111.73 Gamma HHI 0.28 0.21 0.42 0.41 0.26 Net GEX 54.4K 32.5K 86.6K 49.6K 70.9K Net DEX -5.9M -8.6M -3.4M -4.0M -3.9M Net VEX -12.2K -17.6K -8.3K -9.9K -16.0K Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.62 0.00 7.00 0.14 7.00 Total Volume 462.783 9 3,000 240 24 Total OI 7,698.522 4,999 9,733 6,346 9,733
Daily Data (23 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2024-10-01 $15.30 $12.50 87.2% 25.0% 41.8% 26.2% 88.6% -0.8% 3.9% 49.6K -4.0M -9.9K 0.14 111.92 N/A N/A 211 29 4,864 1,482 2024-10-02 $15.29 $12.50 75.6% 21.7% 41.6% 19.0% 79.0% -18.2% -25.5% 51.8K -4.1M -10.4K 0.09 119.57 N/A N/A 70 6 5,046 1,511 2024-10-03 $15.34 $17.50 70.5% 40.1% 41.5% 15.9% 0.0% -7.0% -52.2% 49.4K -4.3M -10.2K 0.00 130.25 N/A N/A 53 0 5,116 1,517 2024-10-04 $16.54 $17.50 66.0% 25.0% 49.3% 13.1% 90.8% 1.5% -8.9% 38.2K -5.6M -9.8K 0.21 116.90 N/A N/A 19 4 5,166 1,517 2024-10-07 $17.27 $17.50 124.0% 25.9% 51.0% 48.9% 90.1% 34.9% -9.8% 33.2K -6.6M -8.3K 0.36 114.21 N/A N/A 33 12 5,186 1,521 2024-10-08 $17.70 $17.50 61.8% 31.5% 50.5% 10.5% 112.3% -32.1% -17.2% 33.8K -6.8M -8.9K 0.03 97.52 N/A N/A 167 5 5,200 1,528 2024-10-09 $17.54 $17.50 107.9% 30.9% 50.6% 39.0% 107.9% 36.1% -28.0% 38.6K -6.6M -9.1K 0.77 88.42 N/A N/A 22 17 5,292 1,527 2024-10-10 $16.95 $17.50 142.5% 40.8% 51.5% 60.3% 167.6% 18.6% -39.8% 47.6K -5.7M -10.2K 0.02 102.55 N/A N/A 786 18 5,300 1,544 2024-10-11 $18.07 $12.50 117.2% 33.6% 54.1% 44.8% 117.2% 2.2% -24.8% 43.8K -8.2M -9.8K 0.08 92.45 N/A N/A 786 65 6,076 1,562 2024-10-14 $18.20 $12.50 131.7% 37.7% 48.3% 53.7% 156.5% 3.5% -32.4% 43.8K -8.3M -9.8K 0.15 90.59 N/A N/A 293 45 6,004 1,507 2024-10-15 $17.82 $12.50 143.6% 41.2% 48.6% 61.1% 146.6% 78.4% -43.7% 47.0K -8.2M -10.5K 0.00 77.87 N/A N/A 21 0 6,285 1,548 2024-10-16 $17.96 $12.50 154.3% 44.2% 48.5% 67.6% 142.4% 62.5% -50.7% 50.8K -8.2M -10.4K 0.05 80.20 N/A N/A 751 41 6,303 1,548 2024-10-17 $18.09 $12.50 160.0% 45.9% 48.5% 71.2% 153.8% 44.5% -41.8% 55.1K -8.6M -10.2K 0.08 74.49 N/A N/A 252 20 6,313 1,580 2024-10-18 $18.52 $12.50 149.5% 42.9% 48.6% 64.7% 149.2% 42.2% -32.8% 32.5K -8.2M -10.2K 0.62 69.92 N/A N/A 939 578 5,798 1,584 2024-10-21 $17.07 $12.50 169.1% 48.5% 53.7% 76.8% 159.6% 48.5% -48.7% 32.6K -3.4M -11.4K 0.33 78.36 N/A N/A 2,259 741 3,891 1,108 2024-10-22 $16.81 $15.00 162.8% 46.7% 54.1% 72.9% 155.9% 47.7% -39.5% 56.5K -4.9M -16.2K 0.03 77.39 N/A N/A 188 5 6,137 1,821 2024-10-23 $17.48 $15.00 144.4% 41.4% 54.5% 61.6% 157.2% 64.5% -33.1% 61.8K -5.5M -16.7K 0.54 83.95 N/A N/A 24 13 6,268 1,831 2024-10-24 $17.63 $15.00 137.1% 39.3% 54.5% 57.0% 92.1% 23.8% -32.3% 73.6K -5.3M -16.0K 0.22 91.02 N/A N/A 1,379 307 6,283 1,832 2024-10-25 $16.27 $15.00 98.7% 28.3% 62.5% 33.3% 105.1% -11.3% -34.3% 86.6K -4.9M -17.6K 1.59 86.39 N/A N/A 127 202 7,535 2,097 2024-10-28 $16.59 $15.00 112.2% 32.2% 62.7% 41.6% 102.9% 0.2% -47.9% 85.6K -4.8M -16.9K 0.68 102.94 N/A N/A 38 26 7,510 2,180 2024-10-29 $16.47 $15.00 94.4% 27.1% 62.8% 30.7% 121.1% 7.6% -41.5% 84.1K -5.2M -16.6K 0.69 107.13 N/A N/A 35 24 7,480 2,205 2024-10-30 $16.02 $15.00 125.8% 36.1% 63.8% 50.0% 95.8% 31.4% -28.9% 84.6K -5.2M -16.3K 0.50 100.28 N/A N/A 6 3 7,509 2,221 2024-10-31 $15.29 $15.00 140.3% 40.2% 66.1% 59.0% 123.9% -17.7% -29.4% 70.9K -3.9M -16.0K 7.00 111.73 N/A N/A 3 21 7,509 2,224
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