RXRX Options History — March 2022

In March 2022, RXRX traded between $6.13 and $10.84. ATM implied volatility averaged 101.0%, placing in the 28.7% IV rank vs the trailing year. The 30-day expected move averaged 28.0%. IV traded below realized volatility by 4.1% (HV 20d: 105.1%). Max pain ranged from $2.50 to $15.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 10 of 23 days. Put/call ratio averaged 1.18.

Notable Days

  • 2022-03-17: Highest Volume — 821 contracts
  • 2022-03-14: Largest IV spike — 29.1% change
  • 2022-03-01: Highest IV Rank — 91.7%
  • 2022-03-01: Largest Expected Move — 50.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.39$6.13$10.84$10.69$7.14
Max Pain$10.12$2.50$15.00$15.00$7.50
ATM IV101.0%67.6%176.9%176.9%91.0%
Expected Move28.0%7.2%50.7%50.7%25.7%
HV 20d105.1%66.5%117.2%68.8%110.4%
HV 60d88.0%79.1%91.7%80.4%90.8%
IV Rank28.7%1.0%91.7%91.7%20.5%
IV Percentile56.5%0.5%98.9%98.9%40.9%
Term Structure8.4%-53.7%108.3%-43.9%-1.4%
VWIV114.3%79.4%286.9%148.7%93.3%
Skew 25d17.8%-32.1%98.7%98.7%2.5%
Skew 10d18.3%-248.5%157.5%153.4%5.4%
Call IV 25d123.8%77.6%310.1%98.5%86.2%
Put IV 25d141.6%85.7%299.3%197.2%88.7%
Bid-Ask Spread %90.3050.90193.47126.8153.98
Gamma HHI0.400.270.490.270.45
Net GEX3.3K59910.5K10.5K2.9K
Net DEX-20.2K-535.7K192.2K-535.7K23.5K
Net VEX-1.8K-3.2K-909-3.2K-1.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.180.592.420.772.42
Total Volume596.435486821530548
Total OI2,642.131,9013,3752,8312,142

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-03-01$10.69$15.00176.9%50.7%68.8%91.7%148.7%98.7%-43.9%10.5K-535.7K-3.2K0.77126.813002302,380451
2022-03-02$10.84$15.00127.1%36.4%66.5%50.4%152.3%58.1%-2.3%10.1K-455.0K-3.2K0.77127.473002302,380451
2022-03-03$9.59$15.00114.3%32.8%77.5%39.8%150.1%55.5%-5.5%6.8K-308.7K-2.7K0.76112.913012302,380451
2022-03-04$7.76$15.00112.0%32.1%105.3%37.8%137.8%-10.8%108.3%4.7K-236.5K-2.1K0.83113.403252712,381451
2022-03-07$7.22$15.00118.7%34.0%106.2%43.4%140.3%47.4%-13.9%2.6K-47.1K-2.0K1.12112.002292572,410485
2022-03-08$7.23$12.50125.0%27.7%105.6%48.7%105.0%-27.7%-53.7%1.1K131.0K-1.3K0.78103.353342602,416484
2022-03-09$7.67$12.5089.8%23.3%109.6%19.5%85.9%48.3%-36.3%2.1K89.0K-1.6K0.7292.573612602,526483
2022-03-10$7.26$12.5093.0%27.5%105.5%22.1%100.1%15.2%-5.0%2.0K96.0K-1.6K0.7487.013552622,568483
2022-03-11$6.82$12.5067.6%27.9%106.0%1.0%103.3%-29.9%24.4%982139.3K-1.3K0.7193.983582532,567494
2022-03-14$6.13$12.5087.2%25.2%107.0%17.3%79.4%-32.1%11.9%599144.1K-1.1K0.9689.402642532,568494
2022-03-15$6.20$12.5086.2%21.0%107.8%16.5%83.8%0.8%-12.7%680177.7K-1.0K0.9687.482742642,584505
2022-03-16$6.42$12.50106.9%28.3%106.7%33.6%99.1%33.8%56.2%842192.2K-9090.5987.854552672,598506
2022-03-17$6.80$0.0077.3%7.2%111.3%9.0%0.0%30.3%37.7%3.1K19.9K-1.8K0.84193.474463752,820508
2022-03-18$6.99$0.0096.3%35.6%110.7%24.9%286.9%20.9%105.7%3.5K-12.2K-2.0K0.94115.453793572,821554
2022-03-21$6.51$2.50104.0%26.4%112.0%31.2%92.8%9.9%34.0%2.2K33.2K-1.5K0.9566.633243071,472429
2022-03-22$6.94$2.5097.0%26.2%116.1%25.4%93.2%-0.5%-5.2%2.7K-14.3K-1.8K0.7561.144103061,492430
2022-03-23$7.00$2.5094.7%26.8%116.5%23.5%93.3%10.0%0.4%3.2K-16.9K-1.8K1.2555.522463071,579440
2022-03-24$6.90$5.0095.3%26.3%111.2%24.0%93.6%10.3%-3.7%3.2K-13.2K-1.8K1.5769.771953071,602437
2022-03-25$6.66$7.5090.0%26.3%111.2%19.6%96.9%26.3%1.5%2.3K60.3K-1.8K2.1763.181924171,603538
2022-03-28$6.78$7.5094.5%26.4%110.8%23.4%96.2%33.9%-2.6%2.6K56.6K-1.8K2.0256.521933901,601538
2022-03-29$7.37$7.5086.2%25.4%117.2%16.5%90.3%8.1%2.7%3.4K-10.5K-2.1K2.1150.901843891,608540
2022-03-30$7.13$7.5091.6%25.4%116.6%20.9%92.2%0.7%-3.0%2.8K22.3K-2.0K2.3756.211643891,579540
2022-03-31$7.14$7.5091.0%25.7%110.4%20.5%93.3%2.5%-1.4%2.9K23.5K-1.9K2.4253.981603881,602540