RXRX Options History — January 2023

In January 2023, RXRX traded between $7.39 and $9.20. ATM implied volatility averaged 85.9%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 18.3% (HV 20d: 67.5%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 7.76.

Notable Days

2023-01-18: Highest Volume — 617 contracts
2023-01-24: Largest IV spike — 30.4% change
2023-01-30: Highest IV Rank — 11.1%
2023-01-30: Largest Expected Move — 30.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.21	$7.39	$9.20	$7.49	$8.29
Max Pain	$8.88	$7.50	$10.00	$10.00	$7.50
ATM IV	85.9%	64.9%	105.4%	95.5%	92.4%
Expected Move	24.4%	18.6%	30.2%	27.4%	26.5%
HV 20d	67.5%	61.0%	73.9%	69.9%	65.2%
HV 60d	78.6%	77.5%	80.1%	79.0%	80.1%
IV Rank	5.9%	0.4%	11.1%	8.5%	7.7%
IV Percentile	32.7%	0.4%	84.9%	63.5%	59.5%
Term Structure	4.0%	-14.6%	56.8%	-1.4%	6.9%
VWIV	81.4%	52.6%	108.5%	72.0%	108.0%
Skew 25d	26.2%	-9.7%	123.1%	27.6%	32.5%
Skew 10d	67.0%	-138.6%	258.0%	44.3%	-138.6%
Call IV 25d	72.5%	57.7%	89.7%	80.3%	75.5%
Put IV 25d	98.7%	65.7%	185.9%	107.9%	108.0%
Bid-Ask Spread %	103.19	94.66	117.02	107.14	106.44
Gamma HHI	0.51	0.37	0.71	0.37	0.44
Net GEX	3.3K	436	6.2K	746	4.1K
Net DEX	-79.9K	-193.8K	47.4K	30.6K	-129.1K
Net VEX	-1.4K	-2.2K	-642	-737	-1.9K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	7.76	0.00	102.00	0.00	102.00
Total Volume	80.9	0	617	10	103
Total OI	1,418.1	889	1,875	889	1,772

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
2023-01-03	$7.49	$10.00	95.5%	27.4%	69.9%	8.5%	72.0%	27.6%	-1.4%	746	30.6K	-737	0.00	107.14	10	0	650	239
2023-01-04	$7.75	$10.00	79.3%	22.7%	71.3%	4.2%	78.4%	123.1%	5.9%	735	24.5K	-768	0.00	100.34	4	0	651	239
2023-01-05	$7.39	$10.00	88.0%	24.8%	72.6%	6.5%	0.0%	-9.1%	-0.5%	436	47.4K	-642	0.00	105.53	340	0	651	239
2023-01-06	$7.44	$10.00	83.5%	25.0%	70.9%	5.3%	52.6%	21.9%	-2.9%	1.5K	6.6K	-967	0.00	101.93	13	0	983	239
2023-01-09	$7.58	$10.00	93.3%	24.9%	71.7%	7.9%	86.9%	71.3%	56.8%	2.0K	-67.3K	-1.1K	0.00	104.75	3	0	995	239
2023-01-10	$7.67	$10.00	98.6%	24.9%	66.8%	9.3%	0.0%	42.6%	-4.9%	1.6K	11.1K	-921	0.00	94.66	50	0	998	239
2023-01-11	$7.89	$10.00	86.6%	24.8%	66.5%	6.1%	0.0%	42.3%	4.1%	1.6K	-2.1K	-978	0.33	94.89	91	30	952	239
2023-01-12	$8.59	$10.00	91.5%	26.2%	73.9%	7.4%	0.0%	27.9%	9.6%	3.0K	-56.5K	-1.2K	11.00	96.03	1	11	968	266
2023-01-13	$8.59	$10.00	79.8%	22.9%	73.4%	4.3%	0.0%	5.9%	3.6%	2.7K	-81.4K	-1.3K	0.02	103.72	116	2	969	265
2023-01-17	$9.20	$10.00	81.8%	23.4%	71.6%	4.8%	0.0%	-6.0%	7.0%	3.7K	-97.6K	-1.3K	0.02	103.41	94	2	957	263
2023-01-18	$8.98	$10.00	90.1%	25.8%	72.3%	7.1%	90.0%	-7.2%	-1.7%	3.4K	-83.7K	-1.3K	0.05	108.35	586	31	1,034	265
2023-01-19	$8.48	$7.50	85.3%	24.5%	61.9%	5.8%	73.0%	9.7%	-14.6%	5.6K	-151.0K	-2.0K	6.00	100.35	1	6	1,605	265
2023-01-20	$8.68	$7.50	64.9%	18.6%	62.0%	0.4%	75.8%	-7.8%	-11.7%	6.2K	-193.8K	-2.2K	1.67	99.40	3	5	1,604	271
2023-01-23	$8.68	$7.50	65.3%	18.7%	61.9%	0.5%	74.7%	-9.7%	14.8%	5.6K	-179.6K	-2.0K	0.07	110.41	29	2	1,460	190
2023-01-24	$8.63	$7.50	85.2%	24.4%	61.0%	5.8%	0.0%	2.2%	-1.9%	5.8K	-175.5K	-2.0K	0.00	99.05	0	0	1,489	197
2023-01-25	$8.16	$7.50	77.4%	22.2%	64.8%	3.7%	78.5%	13.3%	12.2%	4.4K	-101.4K	-1.7K	10.50	95.32	6	63	1,489	197
2023-01-26	$8.09	$7.50	84.5%	24.2%	62.3%	5.6%	0.0%	111.5%	6.2%	3.6K	-108.5K	-1.8K	0.00	117.02	0	0	1,495	260
2023-01-27	$8.59	$7.50	88.9%	25.5%	65.1%	6.7%	78.1%	24.2%	7.1%	4.6K	-157.5K	-2.0K	0.30	114.46	10	3	1,498	260
2023-01-30	$8.09	$7.50	105.4%	30.2%	65.1%	11.1%	108.5%	8.6%	-14.5%	4.3K	-133.0K	-1.7K	0.00	100.66	0	3	1,507	263
2023-01-31	$8.29	$7.50	92.4%	26.5%	65.2%	7.7%	108.0%	32.5%	6.9%	4.1K	-129.1K	-1.9K	102.00	106.44	1	102	1,507	265