RXRX Options History — April 2022

In April 2022, RXRX traded between $6.06 and $7.76. ATM implied volatility averaged 93.5%, placing in the 22.5% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded above realized volatility by 5.8% (HV 20d: 87.7%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 9 of 20 trading days. Term structure was in contango for 8 of 20 days. Put/call ratio averaged 4.24.

Notable Days

2022-04-12: Highest Volume — 1,293 contracts
2022-04-29: Largest IV spike — 38.4% change
2022-04-29: Highest IV Rank — 45.0%
2022-04-29: Largest Expected Move — 34.6%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$6.78	$6.06	$7.76	$7.69	$6.21
Max Pain	$7.50	$7.50	$7.50	$7.50	$7.50
ATM IV	93.5%	70.4%	120.6%	86.3%	120.6%
Expected Move	26.2%	20.2%	34.6%	25.9%	34.6%
HV 20d	87.7%	75.0%	98.8%	86.9%	93.7%
HV 60d	93.7%	91.3%	97.2%	91.3%	93.4%
IV Rank	22.5%	3.3%	45.0%	16.5%	45.0%
IV Percentile	47.0%	2.3%	95.1%	26.5%	95.1%
Term Structure	1.3%	-59.5%	52.9%	3.4%	-59.5%
VWIV	94.3%	85.0%	122.8%	87.0%	94.9%
Skew 25d	8.1%	-3.1%	29.4%	19.1%	29.4%
Skew 10d	9.1%	-18.3%	34.4%	34.4%	22.4%
Call IV 25d	91.4%	67.2%	107.0%	80.0%	86.1%
Put IV 25d	99.4%	70.0%	117.3%	99.1%	115.5%
Bid-Ask Spread %	65.64	42.61	104.03	58.73	92.22
Gamma HHI	0.30	0.25	0.43	0.43	0.30
Net GEX	-1.3K	-5.8K	4.0K	3.7K	-5.5K
Net DEX	350.1K	-27.5K	734.3K	-26.6K	515.0K
Net VEX	-2.4K	-3.0K	-1.9K	-2.1K	-2.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.24	0.48	12.00	1.92	4.78
Total Volume	948.1	26	1,293	592	1,023
Total OI	3,234.5	2,158	3,805	2,158	3,805

Daily Data (20 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
2022-04-01	$7.69	$7.50	86.3%	25.9%	86.9%	16.5%	87.0%	19.1%	3.4%	3.7K	-26.6K	-2.1K	1.92	58.73	203	389	1,617	541
2022-04-04	$7.76	$7.50	89.1%	24.8%	82.7%	18.8%	85.0%	13.4%	-0.7%	4.0K	-27.5K	-2.1K	0.85	58.53	460	389	1,635	541
2022-04-05	$7.11	$7.50	91.5%	25.3%	88.8%	20.9%	92.2%	8.5%	-1.7%	3.8K	2.3K	-2.2K	0.82	52.53	475	389	1,930	541
2022-04-06	$6.67	$7.50	92.9%	26.0%	88.6%	22.0%	90.6%	9.1%	-3.2%	2.9K	62.9K	-1.9K	0.48	56.42	455	217	1,933	541
2022-04-07	$6.82	$7.50	96.8%	26.3%	87.2%	25.3%	96.0%	6.0%	-2.0%	3.3K	36.8K	-2.0K	0.94	64.88	231	217	1,934	553
2022-04-08	$6.74	$7.50	90.3%	25.2%	84.5%	19.9%	87.7%	1.5%	1.0%	3.8K	5.9K	-2.1K	2.16	53.10	331	715	2,006	553
2022-04-11	$6.92	$7.50	101.3%	27.1%	75.0%	29.0%	95.0%	10.4%	-1.6%	-909	306.2K	-2.7K	5.59	47.79	189	1,056	2,027	1,382
2022-04-12	$7.12	$7.50	119.4%	27.1%	75.4%	44.0%	94.5%	8.6%	-2.9%	115	257.3K	-2.9K	4.46	43.55	237	1,056	2,054	1,375
2022-04-13	$7.75	$7.50	90.0%	25.8%	79.8%	19.6%	90.6%	10.1%	-0.7%	542	178.1K	-3.0K	2.99	46.23	215	643	1,992	1,375
2022-04-14	$7.48	$7.50	90.9%	26.1%	79.2%	20.4%	91.9%	13.0%	0.1%	63	235.2K	-2.8K	3.31	42.61	194	643	2,007	1,395
2022-04-18	$6.50	$7.50	95.7%	27.4%	93.9%	24.3%	99.1%	1.3%	-2.8%	-2.4K	379.2K	-2.2K	5.66	43.47	172	973	1,809	1,366
2022-04-19	$6.51	$7.50	94.3%	27.0%	90.4%	23.2%	97.4%	5.0%	-0.6%	-4.8K	590.9K	-2.8K	6.18	66.21	162	1,001	1,824	1,829
2022-04-20	$6.48	$7.50	105.8%	30.3%	87.2%	32.7%	122.8%	-2.7%	52.9%	-4.6K	526.5K	-2.8K	5.54	73.05	181	1,002	1,826	1,859
2022-04-21	$6.13	$7.50	76.7%	22.0%	89.0%	8.6%	93.5%	5.8%	32.9%	-5.1K	684.8K	-2.3K	5.55	76.55	176	977	1,846	1,860
2022-04-22	$6.06	$7.50	82.4%	23.6%	89.0%	13.3%	87.0%	2.3%	12.6%	-4.7K	707.9K	-2.1K	5.37	89.65	182	977	1,849	1,855
2022-04-25	$6.76	$7.50	99.1%	28.4%	97.2%	27.2%	104.3%	10.3%	1.5%	-5.1K	565.4K	-2.9K	5.51	78.26	185	1,019	1,855	1,850
2022-04-26	$6.41	$7.50	89.9%	25.8%	98.8%	19.5%	95.9%	10.5%	-1.8%	-5.2K	615.4K	-2.7K	5.96	74.09	171	1,019	1,858	1,897
2022-04-27	$6.20	$7.50	70.4%	20.2%	93.8%	3.3%	0.0%	2.8%	6.3%	-4.5K	651.5K	-2.4K	12.00	104.03	2	24	1,879	1,897
2022-04-28	$6.30	$7.50	87.1%	25.0%	93.7%	17.2%	85.1%	-3.1%	-8.0%	-5.8K	734.3K	-2.1K	4.82	90.87	174	838	1,879	1,915
2022-04-29	$6.21	$7.50	120.6%	34.6%	93.7%	45.0%	94.9%	29.4%	-59.5%	-5.5K	515.0K	-2.9K	4.78	92.22	177	846	1,890	1,915