RXRX Options History — February 2023

In February 2023, RXRX traded between $7.55 and $9.71. ATM implied volatility averaged 87.3%, placing in the 6.3% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded above realized volatility by 18.0% (HV 20d: 69.3%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 4.01.

Notable Days

2023-02-27: Highest Volume — 153 contracts
2023-02-07: Largest IV drop — 19.0% change
2023-02-27: Highest IV Rank — 10.8%
2023-02-27: Largest Expected Move — 29.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.30	$7.55	$9.71	$8.64	$8.14
Max Pain	$9.87	$7.50	$10.00	$7.50	$10.00
ATM IV	87.3%	74.2%	104.4%	74.2%	85.7%
Expected Move	24.6%	20.1%	29.9%	21.3%	24.6%
HV 20d	69.3%	64.5%	76.8%	66.0%	64.5%
HV 60d	74.3%	65.7%	82.3%	80.3%	66.2%
IV Rank	6.3%	2.8%	10.8%	2.8%	5.9%
IV Percentile	37.6%	4.0%	87.3%	4.0%	28.2%
Term Structure	13.3%	-38.2%	92.0%	7.2%	7.0%
VWIV	82.4%	71.0%	92.4%	72.3%	81.6%
Skew 25d	-0.5%	-22.3%	24.5%	7.8%	4.0%
Skew 10d	11.9%	-53.5%	97.5%	18.8%	41.1%
Call IV 25d	87.8%	64.4%	113.3%	64.4%	95.0%
Put IV 25d	87.3%	66.8%	99.0%	72.1%	99.0%
Bid-Ask Spread %	101.34	90.37	118.19	116.09	93.44
Gamma HHI	0.42	0.32	0.62	0.38	0.38
Net GEX	3.0K	-1.6K	7.5K	3.4K	643
Net DEX	-115.9K	-388.1K	-12.9K	-111.0K	-27.2K
Net VEX	-1.6K	-2.5K	-1.1K	-1.8K	-1.3K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	4.01	0.00	50.00	0.06	0.77
Total Volume	38.105	0	153	17	23
Total OI	1,953.474	1,738	2,139	1,869	1,986

Daily Data (19 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
2023-02-01	$8.64	$7.50	74.2%	21.3%	66.0%	2.8%	72.3%	7.8%	7.2%	3.4K	-111.0K	-1.8K	0.06	116.09	16	1	1,507	362
2023-02-02	$9.25	$10.00	81.5%	23.5%	68.9%	4.8%	80.5%	1.0%	55.3%	5.3K	-258.4K	-2.3K	0.19	105.07	48	9	1,517	362
2023-02-03	$9.71	$10.00	91.9%	23.3%	66.9%	7.5%	0.0%	-6.5%	-10.0%	7.5K	-297.4K	-2.3K	0.00	109.38	51	0	1,543	362
2023-02-06	$9.16	$10.00	99.1%	25.7%	71.6%	9.4%	0.0%	13.5%	92.0%	7.1K	-388.1K	-2.5K	0.00	118.19	3	0	1,594	362
2023-02-07	$8.83	$10.00	80.2%	20.1%	73.4%	4.4%	71.0%	2.2%	85.3%	5.2K	-189.4K	-2.0K	0.03	103.24	40	1	1,594	362
2023-02-08	$8.41	$10.00	83.5%	23.9%	76.0%	5.3%	0.0%	4.2%	7.1%	3.7K	-88.4K	-1.6K	0.00	97.24	21	0	1,634	363
2023-02-09	$8.11	$10.00	84.4%	24.2%	76.8%	5.5%	0.0%	-0.7%	5.5%	1.9K	-79.2K	-1.7K	7.36	99.50	11	81	1,655	363
2023-02-10	$8.18	$10.00	82.5%	23.7%	70.3%	5.0%	0.0%	-8.5%	12.0%	13	-78.1K	-1.7K	0.00	95.28	0	0	1,654	444
2023-02-13	$7.99	$10.00	90.3%	25.9%	70.7%	7.1%	72.5%	24.5%	-4.1%	-1.6K	-46.8K	-1.5K	0.20	95.75	10	2	1,654	444
2023-02-14	$8.39	$10.00	85.9%	24.6%	68.3%	5.9%	0.0%	4.6%	18.6%	1.5K	-111.1K	-1.7K	0.00	101.93	3	0	1,652	442
2023-02-15	$8.41	$10.00	81.2%	23.3%	68.0%	4.7%	0.0%	-3.3%	10.2%	4.8K	-124.3K	-1.6K	0.00	101.50	1	0	1,653	442
2023-02-16	$7.86	$10.00	92.0%	26.4%	69.1%	7.6%	86.2%	-4.3%	-2.1%	-1.4K	-37.8K	-1.5K	0.00	97.65	63	0	1,654	442
2023-02-17	$7.92	$10.00	88.2%	25.3%	68.5%	6.6%	87.4%	-9.3%	-23.2%	4.5K	-127.0K	-1.5K	4.07	99.67	15	61	1,697	442
2023-02-21	$7.74	$10.00	82.0%	23.5%	68.8%	4.9%	87.7%	-22.3%	11.0%	3.0K	-40.6K	-1.1K	0.50	96.35	14	7	1,549	189
2023-02-22	$7.83	$10.00	94.4%	27.1%	69.1%	8.2%	92.4%	14.7%	22.3%	3.6K	-93.2K	-1.4K	3.50	104.85	14	49	1,559	192
2023-02-23	$7.88	$10.00	88.4%	25.3%	66.5%	6.6%	0.0%	-3.4%	-1.5%	2.9K	-53.0K	-1.3K	0.00	100.51	0	0	1,563	241
2023-02-24	$7.55	$10.00	88.5%	25.4%	68.0%	6.6%	88.3%	-10.7%	-1.5%	2.1K	-12.9K	-1.1K	1.45	90.37	11	16	1,563	241
2023-02-27	$7.71	$10.00	104.4%	29.9%	64.5%	10.8%	86.6%	-17.5%	-38.2%	2.6K	-38.0K	-1.2K	50.00	99.53	3	150	1,576	257
2023-02-28	$8.14	$10.00	85.7%	24.6%	64.5%	5.9%	81.6%	4.0%	7.0%	643	-27.2K	-1.3K	0.77	93.44	13	10	1,579	407