RXRX Options History — October 2021

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

In October 2021, RXRX traded between $17.64 and $21.96. ATM implied volatility averaged 96.5%. The 30-day expected move averaged 27.0%. IV traded above realized volatility by 7.9% (HV 20d: 88.6%). 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 3 of 21 days. Put/call ratio averaged 0.28.

Notable Days

2021-10-22: Highest Volume — 755 contracts
2021-10-11: Largest IV spike — 31.2% change
2021-10-27: Largest Expected Move — 30.8%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$19.27	$17.64	$21.96	$21.96	$19.25
Max Pain	$20.83	$17.50	$30.00	$30.00	$20.00
ATM IV	96.5%	81.8%	115.9%	106.0%	107.2%
Expected Move	27.0%	23.4%	30.8%	30.4%	30.7%
HV 20d	88.6%	79.4%	98.0%	79.4%	87.5%
HV 60d	87.4%	84.7%	94.3%	90.1%	85.8%
Term Structure	-7.7%	-17.8%	15.0%	-0.1%	-16.9%
VWIV	95.5%	82.3%	185.7%	185.7%	99.9%
Skew 25d	4.8%	-18.1%	16.3%	-18.1%	8.0%
Skew 10d	-1.0%	-55.6%	41.1%	-35.6%	-10.0%
Call IV 25d	87.4%	75.4%	123.9%	123.9%	97.0%
Put IV 25d	92.2%	80.8%	107.8%	105.8%	105.0%
Bid-Ask Spread %	84.94	67.62	106.94	106.94	83.99
Gamma HHI	0.19	0.13	0.31	0.23	0.14
Net GEX	16.9K	8.8K	27.6K	12.5K	23.2K
Net DEX	-538.2K	-1.9M	337.3K	-140.7K	-1.9M
Net VEX	-5.6K	-8.0K	-3.7K	-5.6K	-7.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.28	0.00	2.50	0.03	0.12
Total Volume	261.667	2	755	34	499
Total OI	2,607.333	2,104	3,231	2,215	3,231

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
2021-10-01	$21.96	$30.00	106.0%	30.4%	79.4%	0.0%	185.7%	-18.1%	-0.1%	12.5K	-140.7K	-5.6K	0.03	106.94	33	1	1,667	548
2021-10-04	$20.65	$22.50	107.3%	26.4%	81.4%	0.0%	0.0%	-3.2%	-9.5%	12.5K	-35.7K	-5.3K	0.00	95.33	0	3	1,667	548
2021-10-05	$21.45	$22.50	95.4%	26.5%	80.4%	0.0%	0.0%	4.9%	-12.1%	13.1K	-103.8K	-5.4K	0.00	72.94	2	0	1,715	549
2021-10-06	$18.59	$22.50	104.8%	28.4%	92.1%	0.0%	94.4%	12.4%	-17.8%	8.8K	294.0K	-3.7K	0.30	86.11	226	67	1,715	552
2021-10-07	$19.88	$22.50	90.1%	26.6%	89.5%	0.0%	90.2%	7.6%	-15.7%	12.4K	61.2K	-4.9K	0.77	81.68	26	20	1,715	552
2021-10-08	$18.70	$22.50	82.0%	26.3%	90.0%	0.0%	85.4%	0.1%	-15.5%	17.5K	216.0K	-4.3K	0.18	79.31	84	15	1,910	587
2021-10-11	$18.38	$22.50	107.6%	27.5%	88.8%	0.0%	94.5%	4.2%	-9.3%	16.4K	269.6K	-4.1K	0.08	79.99	171	14	1,914	592
2021-10-12	$17.80	$22.50	115.9%	25.4%	88.8%	0.0%	99.3%	12.7%	-4.6%	13.7K	337.3K	-3.8K	0.46	86.02	37	17	1,995	602
2021-10-13	$20.03	$20.00	93.8%	26.9%	98.0%	0.0%	83.3%	16.0%	-6.9%	22.2K	-126.4K	-5.6K	0.10	81.13	134	13	2,126	611
2021-10-14	$19.86	$20.00	82.8%	23.7%	97.7%	0.0%	85.6%	-3.6%	0.4%	27.6K	-5.4K	-5.3K	2.50	67.62	4	10	2,131	631
2021-10-15	$19.23	$17.50	84.6%	24.2%	86.8%	0.0%	82.3%	6.2%	-12.4%	15.1K	149.8K	-5.0K	0.04	72.78	309	13	2,201	632
2021-10-18	$19.51	$20.00	93.0%	26.7%	87.0%	0.0%	89.7%	-3.9%	-11.1%	11.3K	-446.6K	-4.2K	0.06	93.43	52	3	1,846	258
2021-10-19	$19.65	$20.00	88.3%	25.3%	87.3%	0.0%	90.7%	-3.1%	-2.8%	17.9K	-667.6K	-5.3K	0.14	90.15	7	1	1,965	273
2021-10-20	$18.47	$20.00	84.9%	24.3%	88.8%	0.0%	82.6%	-0.9%	-7.9%	13.3K	-460.2K	-4.5K	0.11	85.38	484	52	1,948	276
2021-10-21	$18.43	$20.00	94.2%	27.0%	88.8%	0.0%	84.6%	5.7%	-7.8%	14.8K	-963.4K	-5.7K	0.11	89.71	467	52	2,323	290
2021-10-22	$17.64	$20.00	102.0%	29.2%	89.0%	0.0%	96.0%	7.1%	-12.2%	14.8K	-876.9K	-5.8K	0.07	90.69	704	51	2,338	298
2021-10-25	$18.27	$17.50	102.0%	29.2%	90.8%	0.0%	91.9%	7.3%	-3.6%	18.1K	-1.3M	-6.7K	0.12	89.17	421	52	2,583	303
2021-10-26	$18.69	$17.50	96.1%	27.6%	90.0%	0.0%	89.6%	10.6%	0.2%	22.1K	-1.8M	-7.9K	0.13	85.68	417	53	2,911	308
2021-10-27	$18.93	$17.50	107.4%	30.8%	89.6%	0.0%	92.7%	16.3%	-11.0%	23.1K	-1.9M	-7.9K	0.12	83.11	433	54	2,915	309
2021-10-28	$19.31	$20.00	81.8%	23.4%	88.7%	0.0%	95.9%	14.4%	15.0%	23.4K	-1.9M	-8.0K	0.12	82.48	440	54	2,908	311
2021-10-29	$19.25	$20.00	107.2%	30.7%	87.5%	0.0%	99.9%	8.0%	-16.9%	23.2K	-1.9M	-7.9K	0.12	83.99	446	53	2,920	311