RXRX Options History — February 2022

In February 2022, RXRX traded between $10.01 and $12.25. ATM implied volatility averaged 108.6%, placing in the 35.0% IV rank vs the trailing year. The 30-day expected move averaged 31.0%. IV traded above realized volatility by 26.0% (HV 20d: 82.6%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.87.

Notable Days

2022-02-22: Highest Volume — 708 contracts
2022-02-24: Largest IV spike — 68.6% change
2022-02-24: Highest IV Rank — 99.5%
2022-02-24: Largest Expected Move — 53.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$11.29	$10.01	$12.25	$12.25	$10.96
Max Pain	$14.74	$12.50	$15.00	$12.50	$15.00
ATM IV	108.6%	84.8%	186.3%	100.6%	160.4%
Expected Move	31.0%	25.4%	53.4%	28.8%	46.0%
HV 20d	82.6%	79.0%	87.1%	85.6%	79.4%
HV 60d	90.2%	80.5%	101.8%	101.5%	81.8%
IV Rank	35.0%	15.3%	99.5%	28.4%	78.0%
IV Percentile	68.2%	27.4%	99.4%	71.0%	98.3%
Term Structure	7.3%	-58.2%	151.8%	-8.7%	14.6%
VWIV	108.2%	86.7%	148.6%	92.4%	131.1%
Skew 25d	30.1%	-11.2%	136.9%	2.8%	108.4%
Skew 10d	55.6%	-2.6%	181.3%	-2.6%	135.8%
Call IV 25d	99.3%	80.9%	138.4%	112.0%	97.8%
Put IV 25d	129.3%	83.0%	253.6%	114.8%	206.2%
Bid-Ask Spread %	107.73	92.74	130.32	117.63	122.02
Gamma HHI	0.31	0.23	0.45	0.27	0.28
Net GEX	15.4K	8.0K	27.1K	17.0K	11.0K
Net DEX	-546.4K	-800.3K	-266.9K	-642.0K	-477.9K
Net VEX	-4.1K	-5.2K	-2.8K	-4.7K	-3.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.87	0.48	1.48	1.01	0.84
Total Volume	630.368	505	708	648	505
Total OI	3,019.789	2,813	3,138	2,983	2,815

Daily Data (19 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
2022-02-01	$12.25	$12.50	100.6%	28.8%	85.6%	28.4%	92.4%	2.8%	-8.7%	17.0K	-642.0K	-4.7K	1.01	117.63	322	326	2,519	464
2022-02-02	$11.76	$12.50	90.6%	26.0%	84.9%	20.1%	108.7%	128.4%	-8.1%	17.8K	-800.3K	-5.2K	1.41	125.02	232	326	2,671	464
2022-02-03	$11.30	$15.00	84.8%	31.3%	81.5%	15.3%	115.1%	0.6%	-22.4%	17.0K	-732.7K	-5.1K	1.48	100.06	220	326	2,671	464
2022-02-04	$11.46	$15.00	110.3%	27.5%	82.2%	36.5%	116.9%	20.0%	14.4%	17.0K	-632.7K	-4.7K	1.46	105.26	223	326	2,669	464
2022-02-07	$11.64	$15.00	108.9%	27.5%	82.8%	35.3%	87.5%	14.4%	-9.8%	18.8K	-676.1K	-4.8K	0.90	95.90	362	326	2,674	464
2022-02-08	$11.44	$15.00	107.4%	28.8%	82.3%	34.0%	92.9%	5.5%	14.0%	18.3K	-731.8K	-4.4K	0.95	92.74	342	326	2,624	464
2022-02-09	$12.21	$15.00	96.0%	27.5%	86.2%	24.6%	86.7%	0.9%	-14.3%	21.2K	-738.1K	-4.7K	1.04	93.78	312	326	2,626	464
2022-02-10	$11.66	$15.00	88.6%	25.4%	86.3%	18.4%	97.7%	-4.9%	-7.9%	19.3K	-574.7K	-4.4K	1.00	95.50	326	326	2,626	464
2022-02-11	$12.08	$15.00	91.8%	26.3%	85.3%	21.1%	90.9%	-3.5%	1.3%	21.3K	-621.0K	-4.3K	0.95	94.70	344	326	2,627	464
2022-02-14	$11.42	$15.00	94.9%	27.2%	87.1%	23.7%	99.3%	-4.7%	-8.5%	17.9K	-464.6K	-3.9K	0.93	98.46	344	320	2,617	464
2022-02-15	$11.97	$15.00	91.0%	26.1%	79.5%	20.4%	96.0%	-0.6%	-2.8%	27.1K	-634.0K	-4.1K	0.68	98.31	339	231	2,617	465
2022-02-16	$11.62	$15.00	112.9%	32.4%	80.1%	38.6%	129.8%	-11.2%	15.4%	12.7K	-520.7K	-4.1K	0.60	114.13	389	232	2,617	467
2022-02-17	$10.69	$15.00	96.3%	27.6%	84.4%	24.8%	105.1%	47.3%	67.5%	10.3K	-331.2K	-3.5K	0.59	106.46	397	233	2,617	468
2022-02-18	$10.29	$15.00	95.7%	27.4%	80.2%	24.3%	104.1%	13.7%	0.4%	8.5K	-271.2K	-3.4K	0.59	106.06	397	234	2,625	469
2022-02-22	$10.22	$15.00	91.5%	26.2%	80.0%	20.9%	101.3%	4.5%	151.8%	9.0K	-266.9K	-2.8K	0.48	103.56	478	230	2,362	451
2022-02-23	$10.01	$15.00	110.5%	31.7%	79.9%	36.6%	148.6%	74.4%	36.5%	8.0K	-307.7K	-3.1K	0.48	126.08	478	230	2,362	451
2022-02-24	$10.80	$15.00	186.3%	53.4%	83.0%	99.5%	132.1%	136.9%	-35.9%	10.5K	-512.6K	-3.7K	0.48	120.97	478	230	2,362	451
2022-02-25	$10.69	$15.00	145.0%	41.6%	79.0%	65.3%	120.0%	39.0%	-58.2%	10.0K	-445.2K	-3.2K	0.60	130.32	385	230	2,362	451
2022-02-28	$10.96	$15.00	160.4%	46.0%	79.4%	78.0%	131.1%	108.4%	14.6%	11.0K	-477.9K	-3.3K	0.84	122.02	275	230	2,364	451