RXRX Options History — August 2021

In August 2021, RXRX traded between $19.25 and $31.29. ATM implied volatility averaged 85.0%. The 30-day expected move averaged 23.6%. IV traded below realized volatility by 1.4% (HV 20d: 86.4%). Max pain ranged from $25.00 to $40.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.56.

Notable Days

  • 2021-08-30: Highest Volume — 210 contracts
  • 2021-08-06: Largest IV spike — 27.8% change
  • 2021-08-19: Largest Expected Move — 30.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.32$19.25$31.29$30.06$25.03
Max Pain$29.09$25.00$40.00$40.00$25.00
ATM IV85.0%69.8%114.9%87.9%71.2%
Expected Move23.6%20.0%30.0%25.2%20.4%
HV 20d86.4%66.6%102.7%99.2%88.2%
HV 60d87.1%85.9%89.0%89.0%86.6%
Term Structure-3.8%-21.7%17.1%-6.9%9.0%
VWIV79.7%70.4%96.7%71.4%73.0%
Skew 25d10.6%-4.6%33.9%-2.8%2.9%
Skew 10d1.3%-54.7%43.0%18.1%12.3%
Call IV 25d77.0%63.7%106.2%70.0%75.2%
Put IV 25d87.7%67.2%120.0%67.2%78.0%
Bid-Ask Spread %98.7185.54114.41106.5892.79
Gamma HHI0.270.210.330.290.28
Net GEX23.5K9.1K35.3K29.5K35.3K
Net DEX-681.2K-1.6M295.2K-1.2M-1.6M
Net VEX-6.9K-9.8K-2.7K-9.2K-9.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.560.004.004.000.22
Total Volume62.2734210533
Total OI1,968.2271,8342,1581,9022,140

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2021-08-02$30.06$40.0087.9%25.2%99.2%0.0%71.4%-2.8%-6.9%29.5K-1.2M-9.2K4.00106.58141,472430
2021-08-03$31.29$40.0069.8%20.0%100.0%0.0%75.0%7.3%15.2%30.2K-1.4M-9.8K0.11107.11911,472430
2021-08-04$30.48$40.0085.3%24.4%99.9%0.0%90.9%-0.8%-12.3%28.1K-1.4M-9.5K3.00114.41131,473429
2021-08-05$31.16$30.0073.1%20.8%100.0%0.0%0.0%33.9%-0.3%35.0K-1.4M-9.6K0.0295.794411,474429
2021-08-06$28.47$30.0093.4%22.2%102.7%0.0%96.7%14.1%-15.3%30.9K-1.1M-8.5K0.1494.963751,473432
2021-08-09$28.03$30.0094.5%25.6%102.1%0.0%0.0%26.3%-12.2%26.9K-795.7K-8.2K0.00109.93401,403431
2021-08-10$26.47$30.00114.9%23.1%101.3%0.0%0.0%5.3%-4.0%26.5K-488.0K-7.5K0.1393.67811,436436
2021-08-11$26.12$30.0093.3%26.8%66.6%0.0%0.0%29.2%1.3%25.7K-415.3K-7.2K0.16109.423861,436436
2021-08-12$22.89$30.0085.4%24.5%79.0%0.0%83.3%-3.4%-17.6%18.7K-46.5K-5.5K0.0695.7710261,443437
2021-08-13$22.44$30.0072.1%20.7%77.9%0.0%73.6%5.0%17.1%18.8K-76.2K-5.6K0.6196.6238231,511403
2021-08-16$20.50$30.0076.3%21.9%80.8%0.0%75.1%4.7%-11.5%15.6K-29.3K-4.8K0.3985.5438151,593369
2021-08-17$19.91$30.0082.1%23.5%77.4%0.0%84.4%19.9%-9.2%9.1K295.2K-2.7K0.0690.87193121,621387
2021-08-18$19.35$25.0087.2%25.0%73.2%0.0%85.7%8.5%-19.0%13.3K121.6K-4.2K0.0591.604221,648402
2021-08-19$19.25$25.00104.7%30.0%72.9%0.0%85.4%13.8%-21.7%11.7K147.3K-3.9K0.26107.0553141,698414
2021-08-20$19.77$25.0084.4%24.2%75.7%0.0%80.4%20.4%3.6%14.8K19.8K-4.9K0.8597.5959501,742416
2021-08-23$21.65$25.0079.8%22.9%86.2%0.0%72.0%23.2%0.4%19.8K-687.6K-6.1K0.1894.694481,639195
2021-08-24$21.14$25.0083.2%23.8%83.0%0.0%70.4%3.1%2.6%19.3K-693.0K-6.0K0.06103.34177111,698202
2021-08-25$22.05$25.0090.8%26.0%81.2%0.0%74.2%1.2%-9.0%22.4K-819.7K-6.3K0.4795.1730141,705204
2021-08-26$21.74$25.0081.7%23.4%81.1%0.0%83.0%9.9%-2.7%24.2K-916.1K-6.9K0.24100.532151,880208
2021-08-27$22.59$25.0082.9%23.8%82.3%0.0%0.0%16.5%-1.5%27.1K-1.1M-7.5K1.3392.42341,900218
2021-08-30$24.58$25.0075.5%21.6%89.5%0.0%80.5%-4.6%11.3%34.2K-1.4M-8.6K0.0495.8320281,919217
2021-08-31$25.03$25.0071.2%20.4%88.2%0.0%73.0%2.9%9.0%35.3K-1.6M-9.0K0.2292.792761,919221