RXRX Options History — May 2022

In May 2022, RXRX traded between $5.14 and $6.91. ATM implied volatility averaged 109.8%, placing in the 16.2% IV rank vs the trailing year. The 30-day expected move averaged 28.1%. IV traded above realized volatility by 18.4% (HV 20d: 91.5%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 0 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 4.69.

Notable Days

  • 2022-05-10: Highest Volume — 1,164 contracts
  • 2022-05-09: Largest IV spike — 334.1% change
  • 2022-05-09: Highest IV Rank — 100.0%
  • 2022-05-09: Largest Expected Move — 68.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$5.83$5.14$6.91$6.52$6.05
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV109.8%76.9%441.5%111.1%92.8%
Expected Move28.1%22.0%68.3%31.9%26.6%
HV 20d91.5%85.8%98.0%91.2%90.5%
HV 60d96.4%88.2%99.7%94.0%88.2%
IV Rank16.2%2.8%100.0%37.1%7.1%
IV Percentile49.4%7.0%100.0%87.5%47.1%
Term Structure0.6%-85.8%50.6%-14.9%-5.9%
VWIV108.3%91.1%147.0%126.4%101.2%
Skew 25d5.3%-52.2%33.8%-21.7%5.5%
Skew 10d44.4%-67.2%81.1%-67.2%80.3%
Call IV 25d108.9%79.3%255.8%147.8%101.7%
Put IV 25d114.2%91.2%203.6%126.1%107.1%
Bid-Ask Spread %91.6072.73119.1598.5174.60
Gamma HHI0.310.190.400.290.27
Net GEX-3.2K-7.0K-51-5.2K-2.1K
Net DEX633.1K-69.0K855.9K455.3K497.9K
Net VEX-1.8K-3.1K-1.1K-3.1K-1.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio4.693.025.875.724.36
Total Volume1,040.7629481,1641,028948
Total OI3,8413,4764,0713,8153,532

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$6.52$7.50111.1%31.9%91.2%37.1%126.4%-21.7%-14.9%-5.2K455.3K-3.1K5.7298.511538751,8901,925
2022-05-03$6.50$7.5097.6%28.0%91.0%25.9%101.4%11.9%-9.5%-6.4K688.6K-2.5K5.7290.031538751,8901,955
2022-05-04$6.91$7.5099.9%28.6%89.3%27.8%104.7%30.5%-14.9%-7.0K607.7K-2.9K5.7686.281528751,8891,955
2022-05-05$6.34$7.5094.1%26.5%91.6%23.0%98.1%-2.8%-0.4%-6.0K679.0K-2.4K5.7492.081528721,8911,955
2022-05-06$6.05$7.50101.7%22.3%92.4%29.3%95.7%-1.9%22.1%-5.4K712.8K-2.0K3.2197.122748791,8911,958
2022-05-09$5.64$7.50441.5%68.3%95.2%100.0%147.0%-52.2%-85.8%-51-69.0K-3.1K3.19119.152748752,0142,055
2022-05-10$5.66$7.50102.9%24.9%94.4%9.7%102.5%21.7%28.3%-1.4K756.2K-1.8K3.2294.092768882,0142,057
2022-05-11$5.14$7.50101.0%29.0%98.0%9.2%105.1%33.8%-2.1%-3.3K772.1K-1.4K3.0387.712818512,0142,036
2022-05-12$5.20$7.50105.5%30.2%91.2%10.4%111.6%6.6%-12.0%-3.4K783.8K-1.3K3.0291.462828512,0142,039
2022-05-13$5.65$7.5088.5%25.4%98.0%5.9%91.1%7.8%3.1%-2.3K826.4K-1.3K4.9793.211768742,0152,037
2022-05-16$5.62$7.5088.7%25.4%85.8%5.9%101.6%9.5%12.8%-2.1K794.9K-1.5K5.8796.191498742,0172,033
2022-05-17$6.04$7.5082.1%23.5%90.3%4.2%95.8%13.5%19.4%-2.5K855.9K-1.3K5.8397.371508742,0192,033
2022-05-18$5.63$7.5087.3%25.0%93.4%5.6%93.1%1.9%7.0%-2.6K823.1K-1.3K5.1791.231698742,0172,032
2022-05-19$5.55$7.5088.3%25.3%91.6%5.9%93.9%5.5%50.6%-2.6K793.8K-1.3K5.3692.311699052,0172,019
2022-05-20$5.36$7.5089.3%25.6%92.2%6.1%138.3%17.1%-16.0%-2.9K724.9K-1.3K4.7687.281698052,0181,926
2022-05-23$5.79$7.5090.0%25.8%87.5%6.3%93.7%0.5%1.7%-2.6K526.1K-1.4K4.9372.731627991,9471,529
2022-05-24$5.46$7.5086.8%24.9%87.9%5.5%146.8%10.9%-1.0%-3.2K567.9K-1.1K4.9692.641617991,9571,529
2022-05-25$5.47$7.5086.0%24.7%87.4%5.2%95.9%6.1%-10.9%-3.3K550.5K-1.2K4.5088.941818151,9611,529
2022-05-26$5.77$7.5076.9%22.0%89.7%2.8%98.7%-2.2%23.6%-2.7K518.6K-1.4K4.6389.521768151,9851,538
2022-05-27$6.12$7.5094.5%27.1%92.3%7.5%130.4%8.8%16.6%-893428.9K-1.7K4.6391.061738011,9911,538
2022-05-31$6.05$7.5092.8%26.6%90.5%7.1%101.2%5.5%-5.9%-2.1K497.9K-1.5K4.3674.601777711,9941,538