RXRX Options History — January 2022

In January 2022, RXRX traded between $10.34 and $18.05. ATM implied volatility averaged 111.6%, placing in the 37.5% IV rank vs the trailing year. The 30-day expected move averaged 31.4%. IV traded above realized volatility by 38.1% (HV 20d: 73.5%). Max pain ranged from $12.50 to $17.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 1.16.

Notable Days

  • 2022-01-31: Highest Volume — 693 contracts
  • 2022-01-26: Largest IV spike — 57.2% change
  • 2022-01-26: Highest IV Rank — 90.5%
  • 2022-01-26: Largest Expected Move — 50.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.70$10.34$18.05$17.76$11.69
Max Pain$15.63$12.50$17.50$17.50$12.50
ATM IV111.6%87.2%175.5%87.2%113.5%
Expected Move31.4%24.0%50.3%25.0%32.5%
HV 20d73.5%65.2%85.4%84.8%85.4%
HV 60d96.0%93.2%100.9%95.5%100.9%
IV Rank37.5%17.3%90.5%17.3%39.1%
IV Percentile85.2%39.4%99.4%39.4%91.9%
Term Structure-4.3%-82.6%46.9%-2.3%-7.2%
VWIV106.2%72.0%180.5%99.0%94.8%
Skew 25d5.6%-52.4%69.4%22.6%-2.5%
Skew 10d24.1%-109.7%96.4%13.2%2.6%
Call IV 25d118.3%92.2%192.7%94.7%99.6%
Put IV 25d123.8%94.1%187.3%117.3%97.0%
Bid-Ask Spread %106.5582.48134.1888.66108.47
Gamma HHI0.220.170.460.250.27
Net GEX13.1K-12.3K31.3K24.7K14.9K
Net DEX-810.7K-1.9M-186.6K-1.7M-497.9K
Net VEX-5.5K-7.9K-3.8K-7.5K-4.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.160.342.950.780.89
Total Volume417.5240693277693
Total OI3,204.92,6733,8353,2002,882

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-01-03$17.76$17.5087.2%25.0%84.8%17.3%99.0%22.6%-2.3%24.7K-1.7M-7.5K0.7888.661561212,595605
2022-01-04$18.05$17.5098.4%28.2%82.3%26.5%108.4%3.8%-1.1%31.3K-1.9M-7.9K0.7085.181681182,623607
2022-01-05$16.52$17.50100.6%28.8%75.6%28.4%105.4%-5.5%-2.5%19.8K-1.4M-7.0K0.9492.761301222,629607
2022-01-06$16.46$15.00103.7%31.7%73.6%31.0%99.1%-28.1%-12.1%20.0K-1.4M-6.9K0.9197.511351232,630605
2022-01-07$15.92$15.00101.0%28.6%73.9%28.7%100.0%9.7%-9.0%14.8K-1.1M-6.5K0.8082.481331072,632604
2022-01-10$15.29$15.00116.0%27.1%74.7%41.1%108.5%0.1%-1.0%11.5K-909.4K-6.0K0.43101.862561112,633606
2022-01-11$15.64$15.00111.7%24.0%74.1%37.6%96.0%-31.9%26.0%13.7K-1.2M-6.7K0.58100.771831072,767608
2022-01-12$14.97$17.5095.7%27.4%74.0%24.4%97.1%7.0%-9.9%11.9K-1.0M-6.4K0.66116.961741142,765608
2022-01-13$14.00$17.50100.4%28.8%73.1%28.2%93.6%30.8%-14.8%6.0K-550.5K-5.3K0.6493.691791142,766602
2022-01-14$13.83$17.50110.3%31.6%65.2%36.4%109.2%4.9%-11.2%-12.3K-674.5K-5.3K0.4197.073031252,772604
2022-01-18$12.31$17.50103.7%29.7%74.0%30.9%100.3%31.9%-11.8%8.9K-284.2K-4.5K0.34109.823251092,897590
2022-01-19$12.27$17.50110.0%31.5%66.4%36.2%100.7%-8.3%-1.3%8.6K-286.7K-4.4K0.78106.362902272,965587
2022-01-20$12.56$15.00116.7%33.5%68.4%41.8%108.4%-6.5%-13.0%15.1K-216.4K-5.1K2.39107.571533652,989843
2022-01-21$11.53$15.00116.7%33.4%72.2%41.7%117.8%-21.8%11.0%12.9K-186.6K-4.6K2.01122.591733472,988847
2022-01-24$11.64$15.00140.7%40.3%69.5%61.7%180.5%15.1%31.0%12.5K-668.1K-4.8K2.95134.181173452,264460
2022-01-25$11.74$15.00111.6%32.0%69.7%37.5%128.6%-52.4%46.9%14.2K-824.3K-5.0K2.89117.871223522,213460
2022-01-26$11.09$15.00175.5%50.3%70.3%90.5%72.0%69.4%-82.6%12.8K-521.2K-4.5K1.64124.462153522,219462
2022-01-27$10.34$12.50113.8%32.6%72.2%39.3%92.6%38.5%-54.7%11.7K-485.8K-4.1K1.47117.682203232,320462
2022-01-28$10.47$12.50104.6%30.0%70.6%31.7%113.0%34.5%32.8%10.1K-349.4K-3.8K1.01124.983203232,320462
2022-01-31$11.69$12.50113.5%32.5%85.4%39.1%94.8%-2.5%-7.2%14.9K-497.9K-4.4K0.89108.473673262,420462