RXRX Options History — November 2021

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

In November 2021, RXRX traded between $16.02 and $20.40. ATM implied volatility averaged 93.7%. The 30-day expected move averaged 26.7%. IV traded above realized volatility by 0.1% (HV 20d: 93.6%). Max pain ranged from $20.00 to $20.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.25.

Notable Days

2021-11-10: Highest Volume — 1,941 contracts
2021-11-23: Largest IV drop — 15.1% change
2021-11-10: Largest Expected Move — 28.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.89	$16.02	$20.40	$20.05	$18.99
Max Pain	$20.00	$20.00	$20.00	$20.00	$20.00
ATM IV	93.7%	83.5%	102.8%	91.6%	94.4%
Expected Move	26.7%	24.0%	28.7%	26.3%	27.1%
HV 20d	93.6%	59.3%	124.1%	86.6%	122.9%
HV 60d	89.8%	77.9%	99.2%	84.6%	97.4%
Term Structure	-2.4%	-21.7%	16.8%	12.7%	-5.9%
VWIV	96.3%	80.6%	112.2%	96.5%	95.3%
Skew 25d	10.0%	-6.0%	60.5%	6.2%	19.5%
Skew 10d	18.8%	-6.1%	77.2%	22.9%	21.8%
Call IV 25d	89.6%	79.4%	104.8%	89.9%	87.9%
Put IV 25d	99.6%	81.6%	148.3%	96.2%	107.4%
Bid-Ask Spread %	88.79	76.36	99.44	88.00	85.53
Gamma HHI	0.22	0.13	0.30	0.13	0.26
Net GEX	26.6K	13.4K	37.9K	27.5K	29.1K
Net DEX	-1.7M	-2.3M	-934.6K	-2.2M	-1.8M
Net VEX	-7.3K	-8.3K	-6.0K	-8.3K	-7.4K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.25	0.05	0.74	0.12	0.19
Total Volume	876.19	375	1,941	517	476
Total OI	3,483.095	2,721	3,846	3,234	3,793

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
2021-11-01	$20.05	$20.00	91.6%	26.3%	86.6%	0.0%	96.5%	6.2%	12.7%	27.5K	-2.2M	-8.3K	0.12	88.00	460	57	2,922	312
2021-11-02	$20.40	$20.00	90.2%	25.9%	85.6%	0.0%	89.3%	8.6%	4.5%	28.2K	-2.3M	-8.2K	0.15	90.54	417	64	2,948	314
2021-11-03	$20.06	$20.00	91.0%	26.1%	68.0%	0.0%	93.9%	14.2%	-7.2%	24.3K	-1.9M	-7.2K	0.22	96.52	322	70	2,772	320
2021-11-04	$19.52	$20.00	95.6%	26.1%	64.6%	0.0%	87.8%	5.6%	-10.1%	23.4K	-1.8M	-7.3K	0.22	84.93	314	68	2,786	330
2021-11-05	$19.20	$20.00	88.6%	27.7%	60.9%	0.0%	100.8%	12.4%	-1.9%	22.6K	-1.7M	-7.4K	0.08	97.73	863	72	2,785	330
2021-11-08	$19.39	$20.00	94.4%	25.9%	60.5%	0.0%	89.1%	22.0%	-13.8%	18.8K	-1.6M	-6.6K	0.08	86.08	878	72	2,391	330
2021-11-09	$19.72	$20.00	102.8%	25.8%	59.3%	0.0%	91.9%	0.5%	-6.8%	22.1K	-1.7M	-6.5K	0.05	89.60	1,558	72	2,418	330
2021-11-10	$16.02	$20.00	100.2%	28.7%	84.4%	0.0%	112.2%	1.5%	-8.0%	21.5K	-1.1M	-6.6K	0.16	91.64	1,678	263	3,061	330
2021-11-11	$18.14	$20.00	94.9%	27.2%	97.2%	0.0%	98.7%	1.7%	-0.9%	24.4K	-1.5M	-7.3K	0.15	85.84	1,619	247	3,192	548
2021-11-12	$18.52	$20.00	94.2%	27.0%	97.0%	0.0%	106.2%	60.5%	-7.9%	28.3K	-1.6M	-8.0K	0.17	86.20	1,568	267	3,207	567
2021-11-15	$18.77	$20.00	93.7%	26.9%	97.0%	0.0%	91.8%	-1.4%	-6.4%	31.2K	-1.8M	-7.8K	0.21	89.03	1,418	295	3,220	537
2021-11-16	$19.87	$20.00	90.4%	25.9%	99.2%	0.0%	97.7%	8.6%	-10.7%	37.9K	-2.2M	-8.0K	0.38	84.88	737	278	3,228	560
2021-11-17	$19.40	$20.00	97.2%	27.9%	96.9%	0.0%	99.2%	12.1%	-21.7%	36.0K	-2.2M	-8.1K	0.31	87.48	730	224	3,279	558
2021-11-18	$19.17	$20.00	88.5%	25.4%	97.0%	0.0%	96.2%	5.9%	-4.9%	34.9K	-1.9M	-7.7K	0.73	81.02	317	232	3,284	558
2021-11-19	$19.70	$20.00	91.2%	26.1%	95.9%	0.0%	97.1%	-0.1%	-3.7%	33.5K	-2.1M	-7.8K	0.74	76.36	311	231	3,280	566
2021-11-22	$16.94	$20.00	98.4%	28.2%	110.0%	0.0%	101.0%	5.2%	-0.8%	19.2K	-1.2M	-6.5K	0.25	88.11	332	84	3,053	465
2021-11-23	$16.15	$20.00	83.5%	24.0%	110.5%	0.0%	80.6%	-6.0%	15.1%	13.4K	-934.6K	-6.0K	0.38	99.44	333	128	3,097	477
2021-11-24	$18.80	$20.00	91.5%	26.2%	124.1%	0.0%	92.2%	19.4%	16.8%	24.7K	-1.6M	-7.4K	0.21	92.22	405	86	3,121	538
2021-11-26	$18.90	$20.00	98.3%	28.2%	123.9%	0.0%	106.1%	8.7%	4.6%	28.8K	-1.9M	-7.1K	0.28	89.39	293	82	3,128	540
2021-11-29	$18.95	$20.00	96.1%	27.6%	123.9%	0.0%	99.7%	4.5%	7.2%	28.6K	-1.7M	-7.0K	0.17	93.97	408	71	3,131	539
2021-11-30	$18.99	$20.00	94.4%	27.1%	122.9%	0.0%	95.3%	19.5%	-5.9%	29.1K	-1.8M	-7.4K	0.19	85.53	399	77	3,255	538