RCUS Options History — November 2024

In November 2024, RCUS traded between $14.29 and $17.92. ATM implied volatility averaged 117.1%, placing in the 37.4% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 55.4% (HV 20d: 61.7%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 7 of 20 days. Put/call ratio averaged 0.72.

Notable Days

  • 2024-11-29: Highest Volume — 1,018 contracts
  • 2024-11-08: Largest IV spike — 107.2% change
  • 2024-11-08: Highest IV Rank — 100.0%
  • 2024-11-01: Largest Expected Move — 42.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$15.66$14.29$17.92$15.43$15.57
Max Pain$16.00$15.00$17.50$15.00$17.50
ATM IV117.1%65.7%271.5%146.6%112.9%
Expected Move25.4%18.8%42.0%42.0%32.4%
HV 20d61.7%56.8%66.1%60.0%60.2%
HV 60d54.8%52.1%62.0%62.0%56.0%
IV Rank37.4%9.2%100.0%62.9%30.0%
IV Percentile71.7%20.6%100.0%95.6%84.9%
Term Structure-7.3%-99.2%99.2%-72.8%-83.3%
VWIV85.5%54.0%165.3%165.3%81.8%
Skew 25d-5.6%-36.0%42.8%19.9%-25.1%
Skew 10d0.9%-47.9%121.2%-21.0%-29.7%
Call IV 25d83.2%58.8%112.5%112.5%76.2%
Put IV 25d77.6%48.7%136.1%132.3%51.1%
Bid-Ask Spread %111.9295.35127.3795.35114.57
Gamma HHI0.340.260.580.260.28
Net GEX64.0K34.4K120.7K74.3K54.6K
Net DEX-3.3M-6.9M-1.4M-3.9M-2.2M
Net VEX-11.3K-15.7K-8.6K-15.7K-11.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.720.002.800.160.00
Total Volume216.8111,0181041,018
Total OI7,696.34,47910,1629,7525,798

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-11-01$15.43$15.00146.6%42.0%60.0%62.9%165.3%19.9%-72.8%74.3K-3.9M-15.7K0.1695.35N/AN/A90147,5072,245
2024-11-04$15.59$15.00137.4%28.2%57.7%57.2%0.0%18.2%-13.2%74.8K-3.7M-14.7K0.86126.08N/AN/A767,5082,252
2024-11-05$15.29$15.00178.3%29.0%56.8%82.5%106.2%28.0%-0.3%72.8K-3.5M-13.7K0.58119.50N/AN/A65387,5092,254
2024-11-06$15.91$15.00134.2%22.7%59.2%55.2%76.8%42.8%-26.1%71.9K-3.6M-13.3K0.16119.24N/AN/A64107,5002,282
2024-11-07$16.54$15.00101.5%24.0%60.0%35.0%61.9%17.5%34.2%84.9K-4.6M-13.8K0.08127.37N/AN/A367287,5462,292
2024-11-08$17.84$15.00210.2%25.5%61.8%100.0%80.4%-0.9%13.1%118.2K-6.5M-14.2K0.46124.33N/AN/A91427,6682,297
2024-11-11$17.92$15.00271.5%21.4%61.8%100.0%107.5%-8.0%26.1%120.7K-6.9M-13.4K0.32115.21N/AN/A57187,6932,321
2024-11-12$16.84$15.00138.2%21.9%65.2%41.2%87.2%-36.0%65.3%98.9K-5.1M-12.5K1.11104.60N/AN/A19217,6702,334
2024-11-13$16.38$15.0093.8%26.9%65.7%21.6%90.2%-22.1%5.7%95.5K-4.4M-11.2K0.11119.19N/AN/A258287,7072,355
2024-11-14$15.89$15.0075.3%21.6%66.1%13.5%82.4%-32.8%-30.1%69.5K-3.8M-10.0K0.00103.53N/AN/A50307,6332,373
2024-11-15$15.66$15.0070.9%20.3%65.2%11.5%92.7%5.1%99.2%35.5K-3.1M-9.1K2.38108.61N/AN/A34817,7832,379
2024-11-18$14.52$15.00111.3%31.9%64.4%29.3%54.0%-20.2%-99.2%40.5K-1.6M-8.8K2.80111.63N/AN/A491373,755724
2024-11-19$14.39$17.5085.3%24.4%64.3%17.9%59.0%-33.0%-17.3%36.1K-1.5M-8.8K0.90111.42N/AN/A29263,791853
2024-11-20$14.52$17.5087.2%25.0%62.2%18.7%73.5%-7.2%-25.8%34.4K-1.5M-9.0K0.70105.30N/AN/A54383,809904
2024-11-21$14.29$17.5078.4%22.5%61.9%14.8%75.8%-12.1%-4.0%35.0K-1.4M-8.6K0.10113.29N/AN/A1013,859934
2024-11-22$14.81$17.5065.7%18.8%58.2%9.2%73.8%-12.2%20.3%34.8K-1.7M-8.9K0.58108.91N/AN/A67393,862925
2024-11-25$14.59$17.5071.8%20.6%57.5%11.9%97.3%-2.4%-8.5%35.2K-1.9M-8.6K0.55105.18N/AN/A58323,930964
2024-11-26$15.59$17.5086.0%24.7%63.1%18.2%86.4%-25.1%-6.4%44.1K-2.0M-9.2K0.53106.54N/AN/A5633003,969985
2024-11-27$15.71$17.5084.6%24.3%62.5%17.6%71.6%-5.8%-22.1%47.5K-2.6M-11.4K2.0898.56N/AN/A24504,4711,285
2024-11-29$15.57$17.50112.9%32.4%60.2%30.0%81.8%-25.1%-83.3%54.6K-2.2M-11.8K0.00114.57N/AN/A1,01804,4891,309