RXRX Options History — March 2023

In March 2023, RXRX traded between $6.42 and $8.48. ATM implied volatility averaged 82.8%, placing in the 5.3% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 17.7% (HV 20d: 65.1%). Max pain ranged from $5.00 to $10.00. Net GEX was positive for 21 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 7.27.

Notable Days

  • 2023-03-23: Highest Volume — 214 contracts
  • 2023-03-29: Largest IV spike — 37.4% change
  • 2023-03-13: Highest IV Rank — 11.2%
  • 2023-03-07: Largest Expected Move — 27.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.38$6.42$8.48$8.00$6.62
Max Pain$6.96$5.00$10.00$10.00$7.50
ATM IV82.8%59.8%105.9%85.4%82.6%
Expected Move24.0%17.1%27.5%24.5%23.7%
HV 20d65.1%53.8%71.1%64.1%67.5%
HV 60d66.7%64.9%70.6%66.0%65.9%
IV Rank5.3%0.0%11.2%5.8%6.0%
IV Percentile28.3%0.0%92.1%27.0%23.8%
Term Structure4.4%-17.3%28.8%5.7%6.8%
VWIV80.1%45.7%91.3%86.7%75.9%
Skew 25d9.4%-19.2%42.4%-8.0%-3.0%
Skew 10d13.8%-30.7%52.8%13.5%6.7%
Call IV 25d74.7%53.7%108.9%108.9%79.9%
Put IV 25d84.1%65.5%107.2%100.9%76.9%
Bid-Ask Spread %89.2457.84104.6197.9394.83
Gamma HHI0.410.290.540.400.33
Net GEX1.6K-1913.5K210271
Net DEX-45.0K-108.6K17.0K-14.4K-6.5K
Net VEX-997-1.5K-613-1.3K-768
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio7.270.0067.000.090.00
Total Volume47.348121455
Total OI1,743.9131,1962,0572,0001,738

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-03-01$8.00$10.0085.4%24.5%64.1%5.8%86.7%-8.0%5.7%210-14.4K-1.3K0.0097.93051,588412
2023-03-02$8.05$10.0088.3%25.3%62.1%6.6%81.7%18.2%0.3%262-20.7K-1.4K0.0096.940241,588417
2023-03-03$8.48$10.0080.7%23.1%59.9%4.6%89.1%0.6%23.3%1.6K-76.2K-1.5K0.09101.301111,588423
2023-03-06$8.18$7.5073.9%25.4%57.4%2.8%71.2%2.2%-9.0%-191-35.3K-1.3K0.0693.683221,599424
2023-03-07$8.29$5.0072.4%27.5%54.8%2.4%79.5%-16.5%-17.3%493-71.3K-1.4K67.0080.7732011,631426
2023-03-08$8.14$5.0075.9%24.1%53.8%3.3%85.4%-2.2%-15.1%3.5K-82.0K-1.2K0.0097.092801,634227
2023-03-09$7.54$5.0092.1%25.2%57.6%7.6%87.8%21.2%1.6%2.5K-33.6K-1.0K0.00100.54071,640227
2023-03-10$7.00$5.0077.6%25.0%61.7%3.7%86.3%42.4%4.6%1.7K17.0K-7780.0982.865451,640232
2023-03-13$7.68$5.00105.9%24.5%71.1%11.2%85.9%25.7%3.9%2.6K-56.8K-9800.0594.654321,698237
2023-03-14$7.58$5.00100.5%25.5%70.8%9.8%85.1%0.9%-15.4%3.0K-108.6K-1.3K0.7193.2828201,701235
2023-03-15$7.42$5.0088.9%25.5%68.4%6.7%45.7%26.8%-0.1%2.1K-27.3K-9290.1092.642021,727243
2023-03-16$7.61$5.0087.2%25.0%69.2%6.3%72.7%19.1%-0.9%2.7K-79.3K-1.1K0.4098.3330121,737244
2023-03-17$7.41$7.5091.3%26.2%65.8%7.4%91.3%8.8%-2.1%1.8K-21.2K-9575.0091.182101,726253
2023-03-20$7.27$7.5081.4%23.3%65.9%4.8%86.8%22.5%8.2%2.7K-77.7K-8390.5973.6227161,080116
2023-03-21$7.45$7.5083.9%24.0%66.2%5.4%83.6%20.3%9.1%3.1K-95.6K-9510.0066.631601,100131
2023-03-22$7.09$7.5081.2%23.3%68.1%4.7%86.8%-19.2%9.2%2.8K-77.6K-8080.0057.841001,110136
2023-03-23$6.75$7.5086.0%24.6%69.7%6.0%69.1%2.4%2.6%2.4K-64.6K-76252.5063.6742101,117141
2023-03-24$6.72$7.5079.9%22.9%68.5%4.4%80.7%28.5%6.7%1.4K-43.0K-7770.7179.5117121,121346
2023-03-27$6.78$7.5077.9%22.3%68.0%3.8%0.0%4.3%13.6%1.4K-28.6K-7720.0099.14201,130378
2023-03-28$6.42$7.5059.8%17.1%66.1%0.0%71.5%9.7%28.8%740-4.0K-61316.67104.61122001,132378
2023-03-29$6.74$7.5082.1%23.5%69.4%5.9%0.0%-0.1%7.4%360-26.8K-8241.5099.41691,144578
2023-03-30$6.46$7.5068.7%19.7%70.2%2.3%0.0%12.1%28.5%-143-278-7380.0092.15101,150587
2023-03-31$6.62$7.5082.6%23.7%67.5%6.0%75.9%-3.0%6.8%271-6.5K-7680.0094.83501,151587