RXRX Options History — July 2022

In July 2022, RXRX traded between $7.80 and $9.03. ATM implied volatility averaged 90.4%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 25.9%. IV traded above realized volatility by 4.3% (HV 20d: 86.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 0 of 20 trading days. Term structure was in contango for 14 of 20 days. Put/call ratio averaged 0.90.

Notable Days

2022-07-19: Highest Volume — 586 contracts
2022-07-11: Largest IV spike — 32.6% change
2022-07-01: Highest IV Rank — 14.3%
2022-07-01: Largest Expected Move — 34.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.37	$7.80	$9.03	$8.38	$8.42
Max Pain	$9.00	$7.50	$10.00	$10.00	$7.50
ATM IV	90.4%	75.5%	120.0%	120.0%	90.8%
Expected Move	25.9%	21.8%	34.4%	34.4%	26.0%
HV 20d	86.1%	65.4%	113.4%	113.4%	66.5%
HV 60d	94.3%	91.7%	98.4%	97.4%	91.9%
IV Rank	6.3%	2.3%	14.3%	14.3%	6.2%
IV Percentile	36.9%	5.2%	94.8%	94.8%	38.9%
Term Structure	7.5%	-53.2%	65.1%	-53.2%	-0.8%
VWIV	103.5%	84.6%	158.6%	89.8%	157.1%
Skew 25d	5.2%	-22.5%	47.9%	-9.9%	-2.3%
Skew 10d	23.7%	-71.3%	101.7%	5.2%	-71.3%
Call IV 25d	95.6%	84.9%	114.0%	96.6%	93.7%
Put IV 25d	100.8%	79.7%	142.0%	86.7%	91.4%
Bid-Ask Spread %	89.36	69.59	118.36	113.01	118.36
Gamma HHI	0.41	0.34	0.48	0.45	0.36
Net GEX	-2.5K	-4.4K	-907	-3.4K	-1.2K
Net DEX	367.4K	232.4K	490.5K	433.8K	258.0K
Net VEX	-2.6K	-3.0K	-2.1K	-2.7K	-2.5K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.90	0.33	1.59	1.52	0.55
Total Volume	452	412	586	529	418
Total OI	2,524.55	2,084	2,634	2,566	2,516

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
2022-07-01	$8.38	$10.00	120.0%	34.4%	113.4%	14.3%	89.8%	-9.9%	-53.2%	-3.4K	433.8K	-2.7K	1.52	113.01	210	319	1,077	1,489
2022-07-05	$8.82	$7.50	83.9%	25.9%	110.2%	4.7%	90.6%	3.5%	-0.3%	-3.8K	345.8K	-2.9K	1.59	69.59	200	319	1,077	1,489
2022-07-06	$9.03	$7.50	79.8%	26.9%	110.3%	3.6%	94.7%	7.1%	-9.8%	-4.2K	321.2K	-3.0K	1.40	69.79	239	334	1,075	1,489
2022-07-07	$8.96	$7.50	75.5%	27.0%	109.0%	2.4%	91.7%	1.7%	-2.8%	-4.2K	340.0K	-2.9K	1.20	70.26	204	244	1,084	1,519
2022-07-08	$8.95	$7.50	78.5%	25.1%	108.9%	3.2%	86.8%	-1.9%	2.3%	-4.4K	349.0K	-3.0K	1.16	72.59	202	235	1,093	1,529
2022-07-11	$8.21	$10.00	104.1%	26.2%	112.4%	10.1%	94.2%	9.7%	22.0%	-3.0K	416.4K	-2.6K	1.19	82.30	193	229	1,089	1,536
2022-07-12	$7.99	$10.00	110.3%	21.8%	98.8%	11.7%	102.2%	27.5%	65.1%	-2.6K	479.8K	-2.4K	1.14	83.19	193	220	1,089	1,537
2022-07-13	$8.12	$10.00	93.0%	26.7%	88.5%	7.1%	94.0%	6.8%	35.8%	-3.1K	463.7K	-2.4K	1.12	78.78	197	220	1,091	1,536
2022-07-14	$8.19	$10.00	89.3%	25.6%	87.5%	6.1%	91.8%	-0.1%	10.0%	-3.0K	490.5K	-2.3K	1.15	79.35	192	220	1,097	1,536
2022-07-15	$8.47	$10.00	87.4%	25.1%	83.1%	5.6%	84.6%	-6.1%	1.9%	-3.1K	471.0K	-2.4K	1.14	93.05	193	220	1,096	1,538
2022-07-18	$8.06	$10.00	87.7%	25.1%	85.4%	5.4%	97.8%	10.8%	4.4%	-3.2K	407.3K	-2.1K	0.50	72.85	293	147	815	1,269
2022-07-19	$8.68	$10.00	76.3%	21.9%	78.5%	2.3%	96.8%	-22.5%	25.1%	-2.0K	275.4K	-2.8K	0.33	100.50	439	147	1,039	1,278
2022-07-20	$8.92	$10.00	87.0%	24.9%	66.3%	5.2%	93.5%	-13.1%	1.6%	-907	232.4K	-3.0K	0.57	91.53	275	156	1,166	1,278
2022-07-21	$8.46	$10.00	88.1%	25.3%	69.1%	5.5%	98.8%	2.2%	-1.0%	-1.4K	307.0K	-2.7K	0.53	90.35	296	156	1,207	1,288
2022-07-22	$7.82	$7.50	96.4%	27.6%	68.9%	7.7%	158.6%	47.9%	4.9%	-1.2K	284.3K	-2.4K	0.55	101.56	285	156	1,225	1,286
2022-07-25	$7.80	$7.50	94.2%	27.0%	67.8%	7.1%	87.4%	19.3%	16.4%	-1.4K	377.9K	-2.3K	0.59	85.99	266	156	1,226	1,286
2022-07-26	$7.85	$7.50	90.0%	25.8%	65.4%	6.0%	86.3%	-4.3%	1.8%	-1.6K	400.0K	-2.2K	0.58	97.03	269	156	1,228	1,286
2022-07-27	$8.09	$10.00	89.9%	25.8%	65.9%	6.0%	124.3%	22.1%	0.0%	-1.6K	363.9K	-2.4K	0.58	101.90	269	156	1,230	1,286
2022-07-28	$8.26	$10.00	86.5%	24.8%	66.2%	5.1%	149.8%	6.7%	26.6%	-1.2K	331.1K	-2.5K	0.54	115.26	270	147	1,230	1,286
2022-07-29	$8.42	$7.50	90.8%	26.0%	66.5%	6.2%	157.1%	-2.3%	-0.8%	-1.2K	258.0K	-2.5K	0.55	118.36	270	148	1,231	1,285