RCUS Options History — December 2024

In December 2024, RCUS traded between $14.81 and $17.96. ATM implied volatility averaged 72.1%, placing in the 12.1% IV rank vs the trailing year. The 30-day expected move averaged 21.6%. IV traded above realized volatility by 19.0% (HV 20d: 53.0%). Max pain ranged from $15.00 to $17.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 1.15.

Notable Days

  • 2024-12-06: Highest Volume — 1,064 contracts
  • 2024-12-12: Largest IV spike — 113.2% change
  • 2024-12-12: Highest IV Rank — 27.6%
  • 2024-12-12: Largest Expected Move — 30.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$16.27$14.81$17.96$16.02$14.81
Max Pain$15.12$15.00$17.50$17.50$15.00
ATM IV72.1%44.4%107.2%86.0%67.8%
Expected Move21.6%13.7%30.7%24.6%19.4%
HV 20d53.0%44.2%61.9%60.9%45.2%
HV 60d56.2%54.5%57.3%56.2%55.1%
IV Rank12.1%0.0%27.6%18.2%10.3%
IV Percentile35.9%0.0%80.2%61.1%29.8%
Term Structure0.6%-34.4%45.4%9.4%-25.0%
VWIV73.7%49.0%108.3%80.7%55.2%
Skew 25d-16.9%-83.2%31.4%14.8%-6.5%
Skew 10d1.1%-111.7%86.7%-9.0%5.8%
Call IV 25d78.7%50.5%141.7%64.3%77.8%
Put IV 25d61.8%44.4%81.9%79.1%71.3%
Bid-Ask Spread %101.6369.75117.76101.92105.73
Gamma HHI0.300.240.410.330.37
Net GEX66.6K49.7K87.2K49.7K62.7K
Net DEX-2.5M-4.1M-1.1M-2.1M-1.1M
Net VEX-11.3K-13.7K-9.2K-10.4K-9.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.150.0011.710.150.36
Total Volume155.66771,06415030
Total OI6,146.9055,4886,8865,5055,680

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2024-12-02$16.02$17.5086.0%24.6%60.9%18.2%80.7%14.8%9.4%49.7K-2.1M-10.4K0.15101.92N/AN/A130204,1961,309
2024-12-03$16.46$15.0068.3%19.6%61.5%10.4%64.2%10.4%0.2%69.4K-2.8M-10.4K0.00101.00N/AN/A6904,2861,329
2024-12-04$17.04$15.0055.2%15.8%61.9%4.6%63.2%31.4%44.4%70.0K-2.9M-10.4K0.01101.75N/AN/A12014,3041,329
2024-12-05$16.88$15.0066.2%22.2%60.8%9.5%72.8%-4.6%7.8%63.6K-2.8M-10.5K0.1090.15N/AN/A250264,2821,330
2024-12-06$17.32$15.0062.6%20.9%59.9%7.9%78.1%-0.4%1.3%69.1K-3.3M-11.3K0.4669.75N/AN/A7283364,4101,335
2024-12-09$17.83$15.0053.8%20.9%54.4%4.0%73.7%1.0%10.4%77.5K-3.7M-13.0K0.0277.01N/AN/A34384,8331,621
2024-12-10$17.38$15.0044.4%21.0%55.1%0.0%76.0%-11.5%17.3%79.0K-3.6M-13.7K0.1991.89N/AN/A52105,1571,626
2024-12-11$17.96$15.0050.3%14.4%51.4%2.6%56.7%1.3%13.3%87.2K-4.1M-13.2K0.5492.53N/AN/A97525,1951,616
2024-12-12$17.09$15.00107.2%30.7%53.7%27.6%108.3%-50.7%-34.4%82.5K-2.9M-12.3K0.00111.79N/AN/A13705,1601,595
2024-12-13$16.36$15.0073.2%21.0%55.0%12.7%70.7%-26.8%25.5%70.9K-2.7M-12.6K0.13103.77N/AN/A3955,1501,595
2024-12-16$16.40$15.0081.0%23.2%54.6%16.1%71.9%-26.2%2.5%62.6K-2.7M-12.0K0.0096.21N/AN/A18505,1401,604
2024-12-17$15.91$15.0047.7%13.7%48.0%1.4%49.0%-10.7%17.5%60.1K-2.2M-11.7K0.01116.24N/AN/A16825,1081,604
2024-12-18$15.21$15.0060.3%17.3%51.0%7.0%79.9%-7.6%10.9%50.3K-1.7M-11.2K0.75106.36N/AN/A435,1971,604
2024-12-19$15.67$15.0092.3%26.5%51.9%21.1%90.1%-83.2%-19.7%58.9K-2.1M-11.5K0.21108.90N/AN/A105225,2001,606
2024-12-20$15.80$15.0099.6%28.6%51.3%24.3%97.0%-46.5%-24.7%52.6K-2.0M-11.4K0.16104.08N/AN/A3865,2581,628
2024-12-23$15.75$15.0078.3%22.4%50.1%14.9%55.9%-32.8%-20.1%61.3K-2.0M-10.8K11.71117.76N/AN/A7824,1471,341
2024-12-24$15.94$15.0083.1%23.8%49.7%17.0%65.2%-42.3%-29.6%68.1K-2.1M-11.1K0.14115.35N/AN/A714,1521,406
2024-12-26$15.80$15.00103.9%29.8%44.2%26.2%102.4%-27.4%-32.7%63.0K-2.1M-11.1K0.13114.49N/AN/A814,1581,407
2024-12-27$15.17$15.0074.1%21.2%46.4%13.0%78.7%-19.6%-6.7%67.6K-1.7M-10.2K0.8394.36N/AN/A36304,1631,408
2024-12-30$14.93$15.0058.1%16.7%46.6%6.0%58.4%-17.8%45.4%71.7K-1.2M-9.2K8.25113.20N/AN/A12994,1801,436
2024-12-31$14.81$15.0067.8%19.4%45.2%10.3%55.2%-6.5%-25.0%62.7K-1.1M-9.3K0.36105.73N/AN/A2284,1811,499