RXRX Options History — October 2022

In October 2022, RXRX traded between $9.99 and $11.78. ATM implied volatility averaged 92.0%, placing in the 7.6% IV rank vs the trailing year. The 30-day expected move averaged 26.5%. IV traded above realized volatility by 12.5% (HV 20d: 79.5%). Max pain ranged from $2.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.32.

Notable Days

2022-10-06: Highest Volume — 520 contracts
2022-10-04: Largest IV drop — 22.3% change
2022-10-03: Highest IV Rank — 13.6%
2022-10-03: Largest Expected Move — 32.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.87	$9.99	$11.78	$10.98	$10.66
Max Pain	$5.71	$2.50	$12.50	$10.00	$12.50
ATM IV	92.0%	82.0%	114.8%	114.8%	82.8%
Expected Move	26.5%	23.5%	32.9%	32.9%	23.7%
HV 20d	79.5%	64.9%	92.6%	92.6%	66.7%
HV 60d	89.1%	86.9%	90.9%	90.2%	87.7%
IV Rank	7.6%	4.9%	13.6%	13.6%	5.1%
IV Percentile	39.6%	8.3%	90.1%	90.1%	10.3%
Term Structure	0.3%	-47.1%	35.0%	-21.2%	29.4%
VWIV	94.4%	81.4%	136.6%	95.8%	95.5%
Skew 25d	9.8%	-6.6%	55.0%	18.4%	17.0%
Skew 10d	12.9%	-44.1%	156.1%	26.1%	23.2%
Call IV 25d	92.1%	78.7%	107.4%	96.8%	97.0%
Put IV 25d	101.9%	85.6%	133.7%	115.1%	114.0%
Bid-Ask Spread %	96.69	63.06	111.24	73.12	99.80
Gamma HHI	0.45	0.39	0.58	0.40	0.48
Net GEX	11.9K	9.1K	15.2K	10.1K	11.4K
Net DEX	-440.8K	-752.2K	-223.9K	-428.7K	-331.7K
Net VEX	-3.3K	-3.7K	-2.9K	-3.4K	-2.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.32	0.16	0.94	0.24	0.94
Total Volume	406.857	191	520	417	482
Total OI	2,220.333	2,042	2,451	2,064	2,140

Daily Data (21 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
2022-10-03	$10.98	$10.00	114.8%	32.9%	92.6%	13.6%	95.8%	18.4%	-21.2%	10.1K	-428.7K	-3.4K	0.24	73.12	337	80	1,437	627
2022-10-04	$11.62	$10.00	89.1%	25.6%	91.9%	6.8%	88.7%	-6.6%	9.1%	12.4K	-550.4K	-3.6K	0.22	63.06	364	80	1,468	626
2022-10-05	$11.67	$10.00	101.5%	29.1%	84.3%	10.1%	98.3%	-3.8%	8.7%	12.4K	-565.4K	-3.6K	0.23	98.17	342	80	1,469	626
2022-10-06	$11.78	$2.50	83.8%	26.7%	80.7%	5.4%	94.7%	5.3%	-4.1%	13.0K	-603.5K	-3.7K	0.18	91.21	440	80	1,475	625
2022-10-07	$10.75	$2.50	83.8%	26.7%	85.5%	5.4%	81.4%	10.1%	-6.8%	9.8K	-333.0K	-3.0K	0.56	102.59	143	80	1,417	625
2022-10-10	$10.94	$2.50	101.2%	26.7%	85.2%	10.0%	89.4%	8.4%	-2.0%	10.5K	-349.4K	-3.0K	0.72	94.94	111	80	1,417	625
2022-10-11	$10.78	$2.50	93.3%	26.9%	85.3%	7.9%	92.2%	2.4%	-2.9%	9.8K	-319.3K	-2.9K	0.22	89.49	361	80	1,418	624
2022-10-12	$10.90	$2.50	93.8%	26.9%	83.8%	8.0%	100.7%	-0.2%	-47.1%	13.1K	-479.5K	-3.5K	0.22	103.54	365	80	1,670	624
2022-10-13	$10.93	$2.50	91.5%	26.2%	79.5%	7.4%	90.9%	9.3%	0.5%	13.1K	-433.0K	-3.4K	0.23	103.61	364	82	1,671	624
2022-10-14	$10.49	$2.50	94.2%	27.0%	75.4%	8.1%	87.5%	12.6%	-9.4%	11.9K	-335.9K	-3.2K	0.20	104.50	415	82	1,725	627
2022-10-17	$10.40	$2.50	92.4%	26.5%	75.1%	7.7%	91.3%	15.6%	1.6%	11.7K	-366.8K	-3.3K	0.20	91.98	415	82	1,825	626
2022-10-18	$10.91	$2.50	98.8%	28.3%	75.7%	9.3%	96.6%	7.1%	-6.6%	14.1K	-471.2K	-3.5K	0.20	106.05	414	83	1,820	626
2022-10-19	$9.99	$2.50	90.0%	25.8%	81.9%	7.0%	96.8%	12.5%	5.3%	9.1K	-223.9K	-2.9K	0.20	103.44	415	83	1,820	626
2022-10-20	$10.31	$2.50	92.1%	26.4%	82.8%	7.6%	94.0%	14.5%	4.3%	10.7K	-315.2K	-3.2K	0.20	103.01	415	83	1,815	626
2022-10-21	$10.96	$2.50	88.0%	25.2%	85.7%	6.5%	87.7%	8.7%	13.6%	12.2K	-418.6K	-3.4K	0.20	97.78	415	83	1,814	626
2022-10-24	$10.79	$2.50	89.3%	25.6%	80.4%	6.8%	102.3%	4.8%	-4.6%	11.8K	-539.9K	-3.4K	0.16	96.83	391	61	1,639	518
2022-10-25	$10.84	$7.50	90.8%	26.0%	75.9%	7.3%	136.6%	55.0%	35.0%	15.2K	-752.2K	-3.4K	0.49	111.24	145	71	1,641	523
2022-10-26	$10.97	$12.50	89.6%	25.7%	69.4%	6.9%	83.6%	5.5%	-4.8%	12.9K	-482.0K	-3.4K	0.48	106.50	149	71	1,656	533
2022-10-27	$10.60	$12.50	89.7%	25.7%	64.9%	7.0%	86.9%	14.2%	-3.3%	12.0K	-438.8K	-3.1K	0.29	95.91	249	71	1,662	533
2022-10-28	$11.06	$12.50	82.0%	23.5%	66.4%	4.9%	90.3%	-5.1%	12.0%	12.7K	-519.2K	-3.2K	0.29	93.69	249	71	1,605	533
2022-10-31	$10.66	$12.50	82.8%	23.7%	66.7%	5.1%	95.5%	17.0%	29.4%	11.4K	-331.7K	-2.9K	0.94	99.80	249	233	1,607	533