RXRX Options History — August 2022

In August 2022, RXRX traded between $8.30 and $12.81. ATM implied volatility averaged 96.6%, placing in the 7.8% IV rank vs the trailing year. The 30-day expected move averaged 26.0%. IV traded above realized volatility by 4.4% (HV 20d: 92.2%). Max pain ranged from $7.50 to $12.50. Net GEX was positive for 10 of 23 trading days. Term structure was in contango for 17 of 23 days. Put/call ratio averaged 0.65.

Notable Days

  • 2022-08-01: Highest Volume — 420 contracts
  • 2022-08-03: Largest IV spike — 97.6% change
  • 2022-08-03: Highest IV Rank — 27.2%
  • 2022-08-03: Largest Expected Move — 48.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.31$8.30$12.81$8.30$10.54
Max Pain$10.00$7.50$12.50$7.50$12.50
ATM IV96.6%78.1%169.3%95.5%81.0%
Expected Move26.0%22.4%48.5%27.4%23.2%
HV 20d92.2%65.6%108.8%65.7%102.9%
HV 60d93.7%88.6%97.3%91.2%95.8%
IV Rank7.8%2.8%27.2%7.5%3.6%
IV Percentile34.3%5.2%98.0%57.9%6.7%
Term Structure0.2%-104.1%30.4%2.6%30.4%
VWIV97.2%64.4%230.0%230.0%86.4%
Skew 25d2.9%-102.0%74.9%6.9%19.0%
Skew 10d4.7%-54.2%51.2%6.9%17.8%
Call IV 25d94.7%68.0%208.2%103.1%98.0%
Put IV 25d97.7%74.6%224.6%110.0%117.0%
Bid-Ask Spread %95.7282.28121.34121.1482.28
Gamma HHI0.360.310.460.390.38
Net GEX743-4.0K8.9K-2.1K1.8K
Net DEX-9.0K-660.8K355.6K355.6K-103.1K
Net VEX-3.0K-3.5K-2.4K-2.4K-3.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.650.006.420.541.11
Total Volume170.0432420420408
Total OI2,678.0872,5132,9592,5142,959

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-08-01$8.30$7.5095.5%27.4%65.7%7.5%230.0%6.9%2.6%-2.1K355.6K-2.4K0.54121.142721481,2311,283
2022-08-02$8.73$7.5085.7%24.6%65.6%4.8%199.7%-102.0%28.7%-1.6K289.9K-2.6K0.61121.342411471,2331,281
2022-08-03$9.69$7.50169.3%48.5%75.1%27.2%143.4%74.9%-104.1%-832148.5K-2.9K0.60107.212431471,2331,281
2022-08-04$9.53$10.0079.2%24.4%75.4%3.1%81.6%44.9%10.1%-587183.0K-2.8K1.35102.141091471,2321,281
2022-08-05$9.95$10.00155.3%24.3%76.7%23.5%83.4%7.8%5.6%-477117.9K-3.0K0.6187.621941191,2451,281
2022-08-08$9.43$10.00163.1%24.7%72.2%25.5%76.0%-1.1%2.0%-1.1K209.9K-2.7K0.6291.891921191,2551,281
2022-08-09$8.80$10.0088.5%26.4%76.3%5.6%64.4%-3.9%0.2%-1.2K287.0K-2.5K0.0096.48201,2511,283
2022-08-10$9.84$10.0085.6%24.5%85.2%4.8%82.1%16.8%7.2%-144144.2K-2.8K0.5996.1934201,2491,283
2022-08-11$11.05$10.0085.8%24.6%93.2%4.9%78.0%15.0%5.2%2.5K-133.8K-3.2K0.1392.3791121,2491,293
2022-08-12$11.94$10.0081.5%23.4%95.6%3.7%79.6%-5.2%9.9%4.1K-343.4K-3.2K0.0085.1220301,2481,303
2022-08-15$12.81$10.0080.5%23.1%94.0%3.5%81.0%14.2%-3.0%8.9K-660.8K-3.2K0.0589.99242121,3181,303
2022-08-16$12.30$10.0078.1%22.4%94.5%2.8%73.4%2.9%7.0%7.6K-538.1K-3.5K0.8592.4526221,3751,313
2022-08-17$11.26$10.0083.9%24.1%101.6%4.4%82.3%-2.4%4.1%3.5K-295.5K-3.3K0.0897.01120101,3721,318
2022-08-18$10.73$10.0082.8%23.7%101.2%4.1%80.2%1.7%0.9%340-75.5K-3.1K0.1290.562631,4161,308
2022-08-19$9.82$10.0086.9%24.9%102.4%5.2%79.1%-12.5%-7.5%-2.2K178.9K-2.8K0.0096.5116701,4211,309
2022-08-22$9.64$10.0090.6%26.0%102.9%6.2%95.4%-16.2%1.1%-1.9K175.1K-2.8K0.0089.48901,4591,299
2022-08-23$9.98$10.0087.2%25.0%103.2%5.2%86.6%-8.1%4.2%-1.9K122.8K-2.9K1.1393.6823261,4631,299
2022-08-24$10.82$10.0090.9%26.1%105.9%6.2%94.4%3.5%-2.0%2.1K-138.0K-3.2K0.0096.655501,4851,299
2022-08-25$11.06$10.0094.4%27.1%105.9%7.2%91.1%14.8%6.5%3.8K-217.6K-3.3K0.0985.60119111,5051,299
2022-08-26$10.61$10.0093.9%26.9%107.8%7.0%75.3%10.4%-9.5%2.3K-123.2K-3.3K6.4289.61241541,5871,299
2022-08-29$10.23$12.5091.8%26.3%108.8%6.5%96.0%-6.3%-0.1%-1.9K58.6K-3.2K0.0097.11601,5761,381
2022-08-30$10.08$12.5089.6%25.7%108.0%5.9%0.0%-7.7%4.6%-4.0K150.3K-3.0K0.0099.11801,5761,381
2022-08-31$10.54$12.5081.0%23.2%102.9%3.6%86.4%19.0%30.4%1.8K-103.1K-3.3K1.1182.281932151,5781,381