RXRX Options History — April 2023

In April 2023, RXRX traded between $4.79 and $6.84. ATM implied volatility averaged 82.2%, placing in the 5.9% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded above realized volatility by 13.8% (HV 20d: 68.4%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 11 of 19 days. Put/call ratio averaged 0.59.

Notable Days

2023-04-27: Highest Volume — 83 contracts
2023-04-20: Largest IV spike — 32.4% change
2023-04-27: Highest IV Rank — 12.0%
2023-04-27: Largest Expected Move — 30.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$5.94	$4.79	$6.84	$6.84	$4.79
Max Pain	$7.37	$5.00	$7.50	$7.50	$5.00
ATM IV	82.2%	62.8%	105.5%	86.5%	84.2%
Expected Move	24.2%	18.7%	30.2%	24.8%	24.1%
HV 20d	68.4%	51.0%	77.4%	68.7%	73.0%
HV 60d	67.1%	63.8%	70.2%	65.6%	67.9%
IV Rank	5.9%	0.8%	12.0%	7.0%	6.4%
IV Percentile	36.5%	0.4%	92.5%	37.3%	31.3%
Term Structure	4.6%	-54.2%	50.9%	1.7%	6.4%
VWIV	83.5%	55.5%	105.4%	86.8%	105.4%
Skew 25d	2.8%	-51.6%	46.5%	2.7%	8.3%
Skew 10d	32.6%	-1.5%	100.8%	8.7%	11.1%
Call IV 25d	84.2%	56.0%	142.4%	80.1%	106.0%
Put IV 25d	87.0%	60.0%	122.0%	82.8%	114.4%
Bid-Ask Spread %	97.52	77.32	111.16	87.98	103.68
Gamma HHI	0.35	0.27	0.71	0.28	0.38
Net GEX	281	-1.9K	1.1K	870	412
Net DEX	13.7K	-20.6K	38.2K	-20.6K	32.3K
Net VEX	-446	-697	-245	-697	-245
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.00	3.00	1.00	1.52
Total Volume	15.632	1	83	2	1
Total OI	1,637.316	1,255	1,771	1,742	1,349

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
2023-04-03	$6.84	$7.50	86.5%	24.8%	68.7%	7.0%	86.8%	2.7%	1.7%	870	-20.6K	-697	1.00	87.98	1	1	1,155	587
2023-04-04	$6.50	$7.50	93.0%	26.7%	69.7%	8.7%	92.9%	-4.7%	-4.4%	-133	3.0K	-657	0.33	89.74	3	1	1,155	587
2023-04-05	$6.49	$7.50	92.1%	26.4%	69.8%	8.5%	0.0%	-4.9%	-14.7%	-189	6.3K	-649	0.00	89.19	6	0	1,156	588
2023-04-06	$6.67	$7.50	64.8%	25.7%	66.6%	1.3%	89.7%	-21.2%	-4.8%	864	-3.5K	-563	0.20	78.92	10	2	1,158	588
2023-04-10	$6.50	$7.50	83.3%	23.8%	62.1%	6.2%	82.3%	1.8%	-0.6%	-24	7.5K	-530	0.14	103.57	7	1	1,165	587
2023-04-11	$6.56	$7.50	62.8%	22.7%	51.0%	0.8%	0.0%	-10.0%	8.7%	1.1K	-5.7K	-538	0.00	97.02	16	0	1,170	588
2023-04-12	$6.17	$7.50	70.5%	20.2%	54.4%	2.8%	79.1%	-14.8%	12.6%	-855	20.5K	-518	0.05	99.17	19	1	1,166	588
2023-04-13	$6.54	$7.50	82.3%	23.6%	59.3%	5.9%	0.0%	-10.3%	13.6%	1.1K	-20.1K	-643	0.00	77.32	11	0	1,182	589
2023-04-14	$5.96	$7.50	65.1%	18.7%	65.5%	1.4%	65.8%	19.0%	37.6%	-1.9K	38.2K	-410	0.28	102.21	18	5	1,182	589
2023-04-17	$6.25	$7.50	84.5%	24.2%	68.5%	6.5%	80.8%	-14.6%	-54.2%	650	10.5K	-434	0.00	98.16	14	0	1,178	593
2023-04-18	$5.96	$7.50	89.3%	25.6%	69.9%	7.7%	83.3%	-0.5%	-41.5%	381	25.0K	-364	0.13	105.08	8	1	1,171	593
2023-04-19	$5.92	$7.50	66.8%	19.2%	68.7%	1.9%	72.9%	18.4%	25.5%	362	21.4K	-352	2.00	94.16	2	4	1,177	585
2023-04-20	$5.42	$7.50	88.5%	25.4%	72.8%	7.5%	0.0%	36.2%	14.2%	447	21.5K	-343	3.00	100.82	2	6	1,179	585
2023-04-21	$5.71	$7.50	69.9%	20.1%	75.0%	2.7%	55.5%	-51.6%	50.9%	521	12.9K	-392	0.33	99.39	3	1	1,179	591
2023-04-24	$5.41	$7.50	91.6%	26.3%	76.7%	8.4%	93.1%	46.5%	-6.9%	268	31.1K	-279	0.07	106.91	43	3	1,095	160
2023-04-25	$5.16	$7.50	90.7%	26.0%	77.4%	8.1%	90.8%	17.6%	42.3%	801	12.1K	-367	0.00	111.16	0	3	1,132	163
2023-04-26	$4.96	$7.50	90.2%	25.9%	76.5%	8.0%	90.2%	28.4%	3.2%	318	36.4K	-250	0.91	101.36	11	10	1,132	166
2023-04-27	$4.97	$7.50	105.5%	30.2%	73.3%	12.0%	105.4%	7.0%	-2.0%	347	31.7K	-251	1.52	107.10	33	50	1,137	164
2023-04-28	$4.79	$5.00	84.2%	24.1%	73.0%	6.4%	0.0%	8.3%	6.4%	412	32.3K	-245	0.00	103.68	0	1	1,175	174