RXRX Options History — June 2022

In June 2022, RXRX traded between $5.78 and $9.10. ATM implied volatility averaged 92.8%, placing in the 7.1% IV rank vs the trailing year. The 30-day expected move averaged 26.2%. IV traded below realized volatility by 9.2% (HV 20d: 102.0%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 2 of 21 trading days. Term structure was in contango for 17 of 21 days. Put/call ratio averaged 2.19.

Notable Days

  • 2022-06-07: Highest Volume — 1,026 contracts
  • 2022-06-23: Largest IV spike — 47.6% change
  • 2022-06-06: Highest IV Rank — 13.2%
  • 2022-06-14: Largest Expected Move — 33.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.41$5.78$9.10$6.03$8.11
Max Pain$8.33$7.50$10.00$7.50$10.00
ATM IV92.8%73.1%116.1%86.3%92.1%
Expected Move26.2%21.0%33.3%24.7%26.4%
HV 20d102.0%79.0%115.0%90.5%114.5%
HV 60d94.0%85.8%100.5%87.0%99.0%
IV Rank7.1%1.8%13.2%5.3%6.8%
IV Percentile45.2%4.4%92.7%24.9%44.4%
Term Structure14.7%-5.3%69.0%-5.3%-1.4%
VWIV101.5%71.6%146.2%103.6%137.1%
Skew 25d9.0%-54.3%56.8%-2.0%-4.3%
Skew 10d22.8%-46.1%109.3%72.9%-46.1%
Call IV 25d111.1%75.2%287.9%104.5%97.3%
Put IV 25d120.1%85.7%233.6%102.5%93.0%
Bid-Ask Spread %82.4549.43100.1375.3585.87
Gamma HHI0.350.260.490.280.45
Net GEX-1.7K-5.2K631-2.2K-3.2K
Net DEX415.7K218.5K566.9K516.3K442.6K
Net VEX-2.1K-3.2K-1.0K-1.5K-2.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio2.190.724.714.331.48
Total Volume695.2864341,026949534
Total OI3,082.7621,8563,5773,5362,576

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$6.03$7.5086.3%24.7%90.5%5.3%103.6%-2.0%-5.3%-2.2K516.3K-1.5K4.3375.351787711,9931,543
2022-06-02$6.42$7.5081.3%23.6%90.6%4.0%83.8%25.6%7.2%-1.2K478.2K-1.6K3.6587.131957111,9941,543
2022-06-03$7.06$7.5092.3%24.8%91.6%6.9%87.7%46.1%0.1%587397.3K-2.0K4.0288.521777112,0151,556
2022-06-06$7.17$7.50116.1%25.2%89.5%13.2%90.1%31.3%4.7%631372.1K-2.0K2.5187.572837112,0211,556
2022-06-07$7.61$7.5090.2%25.8%86.2%6.4%90.8%16.7%3.4%-664380.0K-2.1K2.2681.723157111,8961,556
2022-06-08$7.77$7.5093.6%26.8%86.1%7.2%91.0%56.8%-2.7%-280334.2K-2.3K2.0674.643156481,9331,556
2022-06-09$7.42$7.5087.2%25.0%79.0%5.5%91.1%55.6%3.4%-431373.8K-2.0K2.0787.623106411,9331,560
2022-06-10$6.43$7.5092.1%26.4%97.6%6.9%95.9%-34.2%13.5%-1.8K460.3K-1.6K0.7296.543392441,9331,562
2022-06-13$5.78$7.5091.3%26.2%102.1%6.6%104.5%-0.8%35.5%-845528.0K-1.1K0.7279.543102221,9661,565
2022-06-14$6.10$7.50116.0%33.3%103.7%13.2%98.3%4.3%0.7%-970566.9K-1.0K1.0684.402112231,9671,565
2022-06-15$6.68$7.5094.9%27.2%105.6%7.6%104.8%0.9%-0.8%-966546.8K-1.4K1.0587.652202301,9571,565
2022-06-16$6.56$7.5095.2%27.3%102.2%7.7%146.2%-54.3%50.6%-965536.5K-1.4K1.0484.642202281,9671,565
2022-06-17$7.41$7.50100.4%28.8%109.5%9.1%106.8%1.3%46.2%-258348.5K-2.0K1.5869.652263561,9671,565
2022-06-21$8.38$7.5099.1%28.4%114.3%8.7%71.6%36.6%69.0%-1.1K218.5K-2.6K4.0070.711114448271,029
2022-06-22$8.46$10.0075.3%21.6%112.5%2.4%82.4%-4.4%22.2%-3.6K313.6K-2.7K4.7185.751406598391,236
2022-06-23$9.10$10.00111.1%31.8%110.1%11.9%131.2%27.5%13.4%-5.2K309.6K-3.2K2.64100.132235898701,463
2022-06-24$8.74$10.0073.1%21.0%112.3%1.8%106.6%-0.2%34.7%-3.9K350.1K-3.1K1.6997.412313919841,474
2022-06-27$8.28$10.0087.4%25.1%115.0%5.6%91.4%-6.3%9.2%-3.2K365.5K-2.9K1.3494.782283061,0531,490
2022-06-28$8.09$10.0087.0%24.9%114.8%5.5%129.5%-0.8%0.4%-3.3K436.6K-2.7K1.5249.432013061,0631,486
2022-06-29$8.03$10.0087.6%25.1%114.7%5.6%86.4%-6.3%3.9%-3.3K454.4K-2.6K1.4762.352153171,0631,486
2022-06-30$8.11$10.0092.1%26.4%114.5%6.8%137.1%-4.3%-1.4%-3.2K442.6K-2.6K1.4885.872153191,0871,489