RXRX Options History — July 2021

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

In July 2021, RXRX traded between $30.44 and $41.70. ATM implied volatility averaged 87.4%. The 30-day expected move averaged 23.0%. IV traded above realized volatility by 2.9% (HV 20d: 84.5%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 0.72.

Notable Days

2021-07-12: Highest Volume — 373 contracts
2021-07-14: Largest IV drop — 40.9% change
2021-07-01: Largest Expected Move — 27.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.37	$30.44	$41.70	$35.91	$30.44
Max Pain	$37.86	$30.00	$40.00	$30.00	$40.00
ATM IV	87.4%	66.4%	139.2%	96.8%	71.1%
Expected Move	23.0%	19.0%	27.8%	27.8%	20.4%
HV 20d	84.5%	53.6%	100.3%	65.2%	99.9%
Term Structure	-6.4%	-21.2%	24.6%	-8.6%	8.1%
VWIV	76.6%	55.9%	100.7%	100.7%	81.5%
Skew 25d	9.2%	-13.5%	25.7%	3.9%	-9.4%
Skew 10d	11.4%	-14.3%	58.3%	13.0%	-12.5%
Call IV 25d	69.9%	59.2%	87.1%	87.1%	78.3%
Put IV 25d	79.1%	54.9%	94.1%	91.0%	68.9%
Bid-Ask Spread %	99.05	67.22	113.17	113.17	107.94
Gamma HHI	0.28	0.24	0.30	0.29	0.30
Net GEX	22.7K	10.9K	31.1K	26.1K	31.1K
Net DEX	-2.4M	-3.8M	-1.2M	-2.8M	-1.3M
Net VEX	-9.5K	-11.2K	-7.4K	-7.9K	-9.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.72	0.00	4.65	0.24	0.00
Total Volume	74.762	2	373	68	2
Total OI	1,558.667	1,152	1,877	1,152	1,877

Daily Data (21 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
2021-07-01	$35.91	$30.00	96.8%	27.8%	0.0%	0.0%	100.7%	3.9%	-8.6%	26.1K	-2.8M	-7.9K	0.24	113.17	55	13	1,106	46
2021-07-02	$36.78	$30.00	94.3%	27.0%	65.2%	0.0%	73.8%	13.8%	-18.8%	27.8K	-3.0M	-8.3K	0.33	112.12	6	2	1,158	59
2021-07-06	$37.70	$35.00	83.5%	19.8%	63.2%	0.0%	78.2%	18.4%	-21.2%	27.3K	-3.2M	-8.3K	0.06	99.77	71	4	1,169	59
2021-07-07	$38.13	$35.00	107.9%	23.9%	61.2%	0.0%	63.4%	12.1%	-16.4%	26.6K	-3.2M	-7.4K	0.00	93.66	12	0	1,117	60
2021-07-08	$38.83	$35.00	73.5%	23.5%	59.4%	0.0%	75.6%	6.8%	-15.2%	26.1K	-3.3M	-7.9K	0.14	87.21	57	8	1,129	60
2021-07-09	$39.96	$35.00	95.2%	19.7%	58.0%	0.0%	83.4%	-0.7%	-10.1%	25.4K	-3.7M	-7.6K	0.06	88.16	65	4	1,165	68
2021-07-12	$40.47	$35.00	108.3%	21.5%	56.5%	0.0%	72.0%	-3.8%	-2.4%	27.8K	-3.8M	-8.1K	4.65	79.03	66	307	1,216	72
2021-07-13	$41.70	$40.00	139.2%	23.0%	53.6%	0.0%	0.0%	-13.5%	-5.1%	10.9K	-3.7M	-9.6K	0.00	104.22	196	0	1,250	365
2021-07-14	$33.23	$40.00	82.3%	23.6%	100.2%	0.0%	83.8%	11.5%	8.1%	18.9K	-1.7M	-9.9K	1.00	67.22	70	70	1,280	365
2021-07-15	$32.36	$40.00	66.4%	19.0%	100.3%	0.0%	72.8%	10.8%	24.6%	23.0K	-1.5M	-9.8K	0.69	104.27	64	44	1,319	372
2021-07-16	$32.91	$40.00	88.5%	25.4%	99.5%	0.0%	79.9%	2.8%	-15.3%	20.8K	-1.7M	-10.3K	3.14	102.54	7	22	1,370	392
2021-07-19	$33.37	$40.00	81.5%	23.4%	97.8%	0.0%	82.1%	7.3%	0.5%	18.9K	-1.8M	-10.5K	0.25	92.40	24	6	1,284	376
2021-07-20	$34.67	$40.00	77.9%	22.3%	98.7%	0.0%	80.6%	20.5%	-6.7%	18.8K	-2.1M	-10.7K	0.78	96.37	9	7	1,296	378
2021-07-21	$36.06	$40.00	81.0%	23.2%	98.4%	0.0%	78.3%	11.0%	-15.0%	17.5K	-2.3M	-11.2K	1.91	100.19	34	65	1,305	380
2021-07-22	$36.08	$40.00	77.5%	22.2%	95.2%	0.0%	75.4%	19.8%	-10.7%	18.3K	-2.4M	-11.2K	1.09	98.70	11	12	1,330	430
2021-07-23	$35.25	$40.00	86.0%	24.7%	94.6%	0.0%	74.8%	6.3%	-4.0%	19.7K	-2.2M	-11.0K	0.43	93.66	7	3	1,329	442
2021-07-26	$33.42	$40.00	70.2%	20.1%	96.1%	0.0%	68.5%	17.5%	2.0%	20.1K	-1.8M	-10.4K	0.02	107.73	57	1	1,322	434
2021-07-27	$30.73	$40.00	88.9%	25.5%	95.7%	0.0%	94.7%	25.7%	-10.3%	23.1K	-1.2M	-9.5K	0.29	112.17	118	34	1,322	434
2021-07-28	$32.57	$40.00	83.5%	23.9%	98.3%	0.0%	55.9%	11.6%	-2.2%	20.5K	-1.5M	-10.0K	0.00	107.99	12	0	1,296	435
2021-07-29	$32.28	$40.00	82.7%	23.7%	98.1%	0.0%	56.8%	20.2%	-14.9%	28.2K	-1.7M	-10.4K	0.00	111.64	25	0	1,435	430
2021-07-30	$30.44	$40.00	71.1%	20.4%	99.9%	0.0%	81.5%	-9.4%	8.1%	31.1K	-1.3M	-9.4K	0.00	107.94	2	0	1,447	430