RXRX Options History — June 2021

Name: RXRX Options Analytics - June 2021
Creator: Options Analysis Suite

In June 2021, RXRX traded between $31.08 and $37.36. ATM implied volatility averaged 83.0%. The 30-day expected move averaged 23.8%. Max pain ranged from $20.00 to $30.00. Net GEX was positive for 14 of 14 trading days. Term structure was in contango for 4 of 14 days. Put/call ratio averaged 0.66.

Notable Days

2021-06-23: Highest Volume — 347 contracts
2021-06-30: Largest IV spike — 33.9% change
2021-06-16: Largest Expected Move — 27.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$34.82	$31.08	$37.36	$31.08	$36.38
Max Pain	$25.00	$20.00	$30.00	$20.00	$30.00
ATM IV	83.0%	69.5%	94.5%	72.0%	93.1%
Expected Move	23.8%	19.9%	27.1%	20.6%	26.7%
Term Structure	-4.8%	-33.4%	24.5%	15.7%	-14.5%
VWIV	82.9%	67.2%	108.6%	76.2%	88.7%
Skew 25d	11.1%	-14.2%	43.2%	4.4%	19.3%
Skew 10d	20.9%	-19.9%	70.9%	7.5%	9.9%
Call IV 25d	78.8%	65.1%	108.6%	76.1%	65.1%
Put IV 25d	89.9%	74.5%	131.2%	80.5%	84.4%
Bid-Ask Spread %	106.39	95.56	116.99	100.72	109.23
Gamma HHI	0.28	0.24	0.32	0.27	0.28
Net GEX	16.9K	9.9K	26.8K	10.4K	24.9K
Net DEX	-2.0M	-3.0M	-1.1M	-1.1M	-2.9M
Net VEX	-4.9K	-8.0K	-2.3K	-2.5K	-8.0K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.00	6.00	0.00	6.00
Total Volume	83.714	3	347	3	7
Total OI	780.857	478	1,148	478	1,148

Daily Data (14 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 Vol	Put Vol	Call OI	Put OI
2021-06-11	$31.08	$20.00	72.0%	20.6%	0.0%	0.0%	0.0%	4.4%	15.7%	10.4K	-1.1M	-2.5K	0.00	100.72	3	0	458	20
2021-06-14	$33.15	$20.00	83.6%	24.0%	0.0%	0.0%	76.2%	31.2%	-22.8%	10.6K	-1.2M	-2.4K	0.00	105.05	4	0	459	20
2021-06-15	$32.84	$20.00	86.5%	24.8%	0.0%	0.0%	70.4%	9.2%	-33.4%	9.9K	-1.2M	-2.3K	0.00	95.56	81	0	460	20
2021-06-16	$33.64	$20.00	94.5%	27.1%	0.0%	0.0%	108.6%	-0.0%	-31.7%	10.2K	-1.4M	-3.1K	0.05	116.99	59	3	540	20
2021-06-17	$34.89	$20.00	83.1%	23.8%	0.0%	0.0%	67.2%	14.7%	17.7%	12.7K	-1.6M	-3.4K	0.01	112.69	102	1	596	23
2021-06-18	$36.64	$20.00	78.2%	22.4%	0.0%	0.0%	71.9%	17.2%	-5.7%	15.0K	-2.0M	-4.3K	0.15	109.42	20	3	696	22
2021-06-21	$37.36	$20.00	82.7%	23.7%	0.0%	0.0%	80.3%	-10.9%	-3.6%	14.4K	-2.0M	-4.4K	1.17	102.93	6	7	687	18
2021-06-22	$35.65	$30.00	86.5%	24.8%	0.0%	0.0%	85.0%	43.2%	-5.2%	14.8K	-1.8M	-4.5K	0.00	101.30	0	13	690	24
2021-06-23	$33.35	$30.00	91.1%	26.1%	0.0%	0.0%	92.4%	4.5%	-4.7%	15.4K	-1.6M	-4.4K	0.08	108.64	322	25	690	36
2021-06-24	$34.75	$30.00	84.7%	24.3%	0.0%	0.0%	0.0%	10.7%	-4.9%	20.3K	-2.2M	-6.2K	0.00	104.59	178	0	901	39
2021-06-25	$33.88	$30.00	79.7%	22.9%	0.0%	0.0%	83.4%	20.2%	-3.7%	26.1K	-2.4M	-7.9K	1.00	107.57	4	4	1,076	39
2021-06-28	$36.62	$30.00	76.3%	21.9%	0.0%	0.0%	89.9%	-14.2%	5.6%	25.3K	-2.9M	-7.6K	0.09	113.05	11	1	1,078	43
2021-06-29	$37.22	$30.00	69.5%	19.9%	0.0%	0.0%	80.5%	6.6%	24.5%	26.8K	-3.0M	-7.6K	0.08	101.70	294	24	1,086	43
2021-06-30	$36.38	$30.00	93.1%	26.7%	0.0%	0.0%	88.7%	19.3%	-14.5%	24.9K	-2.9M	-8.0K	6.00	109.23	1	6	1,105	43