RXRX Options History — December 2022

In December 2022, RXRX traded between $7.16 and $9.41. ATM implied volatility averaged 98.2%, placing in the 9.2% IV rank vs the trailing year. The 30-day expected move averaged 23.1%. IV traded above realized volatility by 12.7% (HV 20d: 85.5%). Max pain ranged from $10.00 to $12.50. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 3.88.

Notable Days

2022-12-15: Highest Volume — 110 contracts
2022-12-09: Largest IV spike — 113.1% change
2022-12-09: Highest IV Rank — 53.7%
2022-12-15: Largest Expected Move — 26.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.36	$7.16	$9.41	$9.38	$7.62
Max Pain	$10.24	$10.00	$12.50	$12.50	$10.00
ATM IV	98.2%	70.2%	266.4%	85.0%	83.0%
Expected Move	23.1%	20.1%	26.2%	24.4%	23.8%
HV 20d	85.5%	67.1%	102.5%	102.5%	69.9%
HV 60d	81.1%	78.5%	84.7%	83.4%	79.0%
IV Rank	9.2%	1.8%	53.7%	5.7%	5.2%
IV Percentile	34.0%	1.2%	99.6%	14.7%	16.3%
Term Structure	13.7%	-11.8%	62.5%	-2.4%	8.3%
VWIV	82.4%	48.5%	108.5%	87.7%	48.5%
Skew 25d	6.8%	-40.3%	41.0%	14.1%	15.6%
Skew 10d	9.6%	-117.9%	133.7%	22.8%	20.8%
Call IV 25d	84.7%	56.7%	129.0%	86.5%	70.2%
Put IV 25d	91.5%	64.6%	122.6%	100.5%	85.8%
Bid-Ask Spread %	103.69	86.19	114.43	86.19	107.49
Gamma HHI	0.37	0.29	0.46	0.31	0.39
Net GEX	751	-852	1.8K	274	733
Net DEX	76.4K	-9.7K	184.8K	99.9K	28.3K
Net VEX	-948	-1.3K	-568	-1.3K	-780
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	3.88	0.00	34.50	0.79	0.00
Total Volume	22.286	0	110	25	7
Total OI	1,795.714	750	2,563	2,529	887

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
2022-12-01	$9.38	$12.50	85.0%	24.4%	102.5%	5.7%	87.7%	14.1%	-2.4%	274	99.9K	-1.3K	0.79	86.19	14	11	1,707	822
2022-12-02	$9.34	$12.50	78.1%	22.4%	101.6%	3.9%	0.0%	26.7%	8.6%	-269	103.8K	-1.3K	0.00	99.46	0	0	1,713	814
2022-12-05	$9.07	$10.00	80.7%	25.4%	100.4%	4.6%	106.1%	-1.5%	2.0%	58	129.1K	-1.2K	0.02	108.55	63	1	1,714	814
2022-12-06	$9.09	$10.00	101.6%	25.5%	100.4%	10.1%	0.0%	2.0%	-3.7%	216	123.6K	-1.2K	0.00	97.91	0	0	1,715	814
2022-12-07	$9.41	$10.00	108.7%	21.7%	101.1%	12.0%	0.0%	-5.8%	10.7%	65	106.3K	-1.2K	3.00	112.08	1	3	1,715	814
2022-12-08	$9.36	$10.00	125.0%	23.5%	98.0%	16.3%	81.9%	-1.8%	6.0%	1.7K	69.3K	-1.3K	0.00	111.50	1	0	1,716	811
2022-12-09	$8.62	$10.00	266.4%	22.3%	96.2%	53.7%	86.6%	-40.3%	62.5%	-852	81.7K	-1.2K	2.50	114.43	2	5	1,717	811
2022-12-12	$8.91	$10.00	113.9%	20.2%	83.7%	13.3%	62.8%	11.4%	47.2%	1.6K	126.6K	-1.1K	0.00	108.45	0	23	1,717	809
2022-12-13	$8.89	$10.00	138.9%	22.6%	82.1%	20.0%	0.0%	-21.4%	14.3%	1.5K	167.6K	-942	0.00	106.65	50	0	1,717	795
2022-12-14	$9.09	$10.00	72.2%	20.7%	80.3%	2.3%	92.3%	24.6%	34.0%	1.8K	98.9K	-1.1K	0.36	106.44	14	5	1,764	795
2022-12-15	$8.39	$10.00	91.4%	26.2%	82.2%	7.4%	98.8%	39.4%	-11.8%	1.5K	184.8K	-827	1.20	111.81	50	60	1,767	796
2022-12-16	$8.38	$10.00	79.8%	22.9%	82.0%	4.3%	96.1%	10.6%	21.6%	1.5K	103.0K	-929	2.50	110.14	2	5	1,814	707
2022-12-19	$7.47	$10.00	85.4%	24.5%	82.7%	5.8%	85.3%	0.2%	10.0%	1.0K	-9.7K	-774	34.50	103.63	2	69	562	188
2022-12-20	$7.64	$10.00	81.8%	23.5%	80.7%	4.9%	83.3%	-4.7%	4.5%	814	14.9K	-743	0.00	106.36	0	1	564	198
2022-12-21	$7.74	$10.00	80.4%	23.0%	80.9%	4.5%	108.5%	10.3%	9.0%	814	15.3K	-731	0.16	90.11	19	3	564	199
2022-12-22	$7.54	$10.00	84.4%	24.2%	80.9%	5.6%	0.0%	7.8%	5.9%	711	24.9K	-686	10.00	91.69	1	10	583	202
2022-12-23	$7.50	$10.00	80.2%	23.0%	80.6%	4.4%	82.1%	18.0%	7.7%	716	22.4K	-709	0.00	95.08	0	1	584	212
2022-12-27	$7.16	$10.00	70.2%	20.1%	71.2%	1.8%	60.1%	-28.0%	14.5%	396	49.2K	-568	0.43	101.08	14	6	628	213
2022-12-28	$7.21	$10.00	72.3%	20.7%	67.1%	2.4%	56.1%	24.0%	29.8%	556	41.2K	-636	6.67	101.70	3	20	644	219
2022-12-29	$7.74	$10.00	82.4%	23.6%	71.1%	5.0%	48.5%	41.0%	9.5%	842	24.1K	-794	0.00	106.72	2	0	646	239
2022-12-30	$7.62	$10.00	83.0%	23.8%	69.9%	5.2%	0.0%	15.6%	8.3%	733	28.3K	-780	0.00	107.49	7	0	648	239