RXRX Options History — September 2021

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

In September 2021, RXRX traded between $22.19 and $29.07. ATM implied volatility averaged 94.5%. The 30-day expected move averaged 27.3%. IV traded above realized volatility by 7.5% (HV 20d: 87.0%). Max pain ranged from $17.50 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 2.02.

Notable Days

2021-09-29: Highest Volume — 471 contracts
2021-09-28: Largest IV spike — 69.3% change
2021-09-28: Largest Expected Move — 53.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$25.47	$22.19	$29.07	$24.59	$23.01
Max Pain	$25.95	$17.50	$30.00	$25.00	$30.00
ATM IV	94.5%	70.8%	186.9%	82.5%	87.1%
Expected Move	27.3%	22.8%	53.6%	23.7%	25.0%
HV 20d	87.0%	77.8%	94.7%	88.1%	85.3%
HV 60d	88.5%	85.8%	90.9%	85.8%	89.9%
Term Structure	-10.8%	-128.5%	19.9%	-5.5%	9.2%
VWIV	91.9%	74.6%	149.3%	83.0%	101.5%
Skew 25d	7.8%	-23.4%	46.5%	-4.1%	7.1%
Skew 10d	31.5%	-70.1%	236.5%	29.8%	-5.4%
Call IV 25d	88.2%	68.2%	118.7%	80.4%	108.3%
Put IV 25d	95.9%	76.3%	156.3%	76.3%	115.4%
Bid-Ask Spread %	98.04	77.64	136.60	97.06	109.20
Gamma HHI	0.30	0.23	0.39	0.25	0.31
Net GEX	34.8K	18.4K	51.0K	37.1K	18.4K
Net DEX	-1.7M	-2.9M	-415.8K	-1.6M	-415.8K
Net VEX	-9.5K	-11.1K	-6.9K	-9.3K	-6.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	2.02	0.00	15.27	0.02	0.03
Total Volume	79.571	0	471	119	0
Total OI	2,396.19	2,225	2,641	2,264	2,424

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
2021-09-01	$24.59	$25.00	82.5%	23.7%	88.1%	0.0%	83.0%	-4.1%	-5.5%	37.1K	-1.6M	-9.3K	0.02	97.06	117	2	2,048	216
2021-09-02	$26.85	$17.50	82.4%	25.6%	94.2%	0.0%	0.0%	6.0%	-17.5%	41.4K	-2.2M	-10.5K	0.04	77.64	77	3	2,028	216
2021-09-03	$26.69	$17.50	70.8%	24.0%	89.0%	0.0%	81.4%	18.7%	-13.6%	44.1K	-2.3M	-10.7K	0.06	85.11	16	1	2,099	217
2021-09-07	$28.02	$17.50	86.6%	24.3%	90.7%	0.0%	74.6%	-0.9%	-10.4%	49.4K	-2.7M	-11.1K	0.27	86.12	82	22	2,091	215
2021-09-08	$26.69	$17.50	81.4%	23.3%	90.0%	0.0%	81.7%	-0.9%	-8.5%	46.4K	-2.3M	-10.3K	0.19	79.64	122	23	2,106	204
2021-09-09	$29.07	$25.00	83.2%	23.9%	94.7%	0.0%	84.5%	9.3%	-9.5%	51.0K	-2.9M	-11.0K	0.00	83.70	44	0	2,048	213
2021-09-10	$27.56	$25.00	86.9%	24.9%	83.0%	0.0%	0.0%	-0.3%	-7.8%	47.1K	-2.4M	-10.0K	0.11	96.14	9	1	2,014	211
2021-09-13	$26.01	$25.00	88.5%	25.4%	85.8%	0.0%	88.3%	15.7%	-12.6%	43.4K	-2.0M	-9.5K	0.30	90.99	69	21	2,043	211
2021-09-14	$25.92	$25.00	92.2%	26.4%	77.8%	0.0%	0.0%	24.4%	-21.1%	42.7K	-1.9M	-9.3K	0.00	95.38	0	4	2,050	211
2021-09-15	$23.92	$25.00	87.2%	25.0%	83.3%	0.0%	111.2%	12.0%	-12.3%	35.3K	-1.5M	-8.5K	5.74	102.50	23	132	2,089	232
2021-09-16	$24.22	$25.00	84.4%	24.2%	82.1%	0.0%	0.0%	-21.6%	18.5%	36.6K	-1.6M	-8.6K	0.00	97.89	43	0	2,089	233
2021-09-17	$27.06	$30.00	79.5%	22.8%	89.1%	0.0%	86.2%	14.4%	-0.4%	32.6K	-1.9M	-10.2K	15.27	98.74	11	168	2,078	364
2021-09-20	$25.95	$30.00	87.7%	25.1%	91.4%	0.0%	80.9%	21.9%	-9.2%	29.5K	-1.6M	-9.8K	0.00	97.31	151	0	1,907	326
2021-09-21	$25.40	$30.00	103.2%	29.6%	87.4%	0.0%	106.6%	-23.4%	-5.2%	23.9K	-1.3M	-10.2K	1.00	86.93	4	4	1,952	494
2021-09-22	$24.60	$30.00	100.4%	28.8%	87.9%	0.0%	87.0%	-1.1%	16.3%	27.4K	-1.2M	-9.5K	2.80	90.33	5	14	2,098	494
2021-09-23	$24.58	$30.00	101.1%	29.0%	86.9%	0.0%	0.0%	10.1%	19.9%	28.0K	-1.1M	-9.4K	0.20	89.75	5	1	2,099	496
2021-09-24	$24.75	$30.00	97.6%	28.0%	86.6%	0.0%	80.9%	4.6%	-9.3%	27.4K	-1.2M	-9.5K	9.00	92.80	1	9	2,102	512
2021-09-27	$24.61	$30.00	110.4%	31.6%	85.9%	0.0%	81.9%	18.0%	-17.4%	26.0K	-1.2M	-9.3K	3.00	136.60	3	9	2,105	513
2021-09-28	$23.15	$30.00	186.9%	53.6%	83.4%	0.0%	149.3%	46.5%	-128.5%	22.9K	-1.2M	-8.7K	0.33	134.06	3	1	2,105	526
2021-09-29	$22.19	$30.00	105.2%	30.2%	84.1%	0.0%	101.5%	6.5%	-2.5%	19.9K	-728.0K	-8.0K	0.03	130.93	458	13	2,105	536
2021-09-30	$23.01	$30.00	87.1%	25.0%	85.3%	0.0%	0.0%	7.1%	9.2%	18.4K	-415.8K	-6.9K	0.00	109.20	0	0	1,887	537