RXRX Options History — May 2023

In May 2023, RXRX traded between $4.59 and $9.48. ATM implied volatility averaged 97.5%, placing in the 15.9% IV rank vs the trailing year. The 30-day expected move averaged 27.9%. IV traded below realized volatility by 1.5% (HV 20d: 99.0%). Max pain ranged from $5.00 to $7.50. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.26.

Notable Days

  • 2023-05-22: Highest Volume — 3,469 contracts
  • 2023-05-09: Largest IV spike — 29.9% change
  • 2023-05-24: Highest IV Rank — 34.2%
  • 2023-05-24: Largest Expected Move — 37.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.45$4.59$9.48$4.81$8.63
Max Pain$5.80$5.00$7.50$5.00$7.50
ATM IV97.5%74.6%130.5%86.6%103.9%
Expected Move27.9%23.5%37.4%24.8%29.8%
HV 20d99.0%70.3%134.4%71.9%131.1%
HV 60d80.0%65.2%100.2%65.9%99.5%
IV Rank15.9%3.9%34.2%7.0%21.4%
IV Percentile64.6%7.5%97.6%40.1%90.1%
Term Structure6.1%-22.7%173.0%7.2%6.3%
VWIV103.5%75.1%137.1%88.1%131.5%
Skew 25d15.6%-20.7%60.0%51.7%-11.6%
Skew 10d33.0%-45.5%112.5%69.9%-29.4%
Call IV 25d102.0%54.0%143.6%110.8%135.2%
Put IV 25d117.6%89.2%171.2%162.5%123.5%
Bid-Ask Spread %70.5522.06104.95104.9545.96
Gamma HHI0.470.230.690.370.34
Net GEX7.4K38324.9K42821.3K
Net DEX-301.8K-1.2M31.9K29.7K-784.5K
Net VEX-1.2K-3.6K-242-258-3.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.260.003.230.000.39
Total Volume35213,4691135
Total OI2,441.7271,3505,1351,3505,105

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-05-01$4.81$5.0086.6%24.8%71.9%7.0%0.0%51.7%7.2%42829.7K-2580.00104.95101,175175
2023-05-02$4.59$5.0088.3%25.3%70.3%7.5%88.1%60.0%3.0%38331.9K-2420.01103.0410611,176175
2023-05-03$5.14$5.0099.3%28.5%83.6%10.4%99.3%11.6%-4.5%1.5K-18.2K-3620.02104.435111,279175
2023-05-04$5.14$5.0090.2%25.2%83.6%8.0%0.0%18.3%3.7%1.9K-26.4K-3680.0086.40101,327171
2023-05-05$5.16$5.0094.0%25.5%82.6%9.0%0.0%18.9%4.4%1.9K-27.9K-3590.3889.0340151,326171
2023-05-08$5.58$5.0074.6%25.5%88.5%3.9%75.1%23.3%1.0%1.8K-53.2K-3880.3666.1828101,316184
2023-05-09$5.75$5.0097.0%24.5%89.3%9.7%0.0%4.8%5.3%927-78.6K-3690.0475.622411,324174
2023-05-10$5.50$5.0085.6%24.5%88.1%6.8%85.8%15.8%4.7%1.9K-55.5K-4130.0093.172301,347175
2023-05-11$5.41$5.0088.6%25.4%84.8%13.9%0.0%20.2%4.9%2.3K-68.4K-4250.0081.604001,370161
2023-05-12$5.24$5.0089.9%25.8%79.5%14.6%89.9%24.8%1.7%2.5K-61.2K-4530.0081.61101,410161
2023-05-15$5.59$5.0083.2%23.9%81.2%11.4%83.2%5.5%10.8%2.2K-91.0K-4670.0286.9010421,411161
2023-05-16$5.13$5.0088.8%25.5%84.9%14.1%78.6%46.8%3.6%3.0K-57.6K-5060.2096.84511,512162
2023-05-17$5.36$5.0081.9%23.5%86.9%10.7%0.0%58.6%10.7%2.8K-77.1K-5070.0082.28501,514162
2023-05-18$5.50$5.0082.3%23.6%81.6%10.9%82.5%43.6%173.0%1.3K-92.9K-4693.2387.08311001,517162
2023-05-19$6.54$5.0091.6%26.3%100.8%15.4%94.8%10.1%-8.4%1.3K-165.5K-7110.0160.5426931,502261
2023-05-22$8.27$7.50100.6%28.8%126.5%19.8%112.8%-11.1%-3.2%4.3K-281.0K-1.1K0.0735.593,2312381,486241
2023-05-23$9.48$7.50127.1%36.4%130.1%32.6%134.2%-19.6%-22.7%19.5K-1.2M-2.9K0.2222.061,5903553,055560
2023-05-24$8.84$7.50130.5%37.4%132.7%34.2%137.1%-20.7%-16.9%23.6K-1.0M-3.5K0.0625.6013784,188753
2023-05-25$8.52$7.50117.5%33.7%134.4%27.9%121.1%-8.6%-16.2%19.9K-741.2K-3.2K0.3241.275261704,211753
2023-05-26$8.86$7.50120.2%34.5%132.3%29.2%120.6%-1.8%-13.7%23.7K-890.0K-3.6K0.2738.16150414,353742
2023-05-30$8.88$7.50123.5%35.4%132.4%30.9%121.8%1.6%-19.6%24.9K-919.2K-3.3K0.0343.8429194,358777
2023-05-31$8.63$7.50103.9%29.8%131.1%21.4%131.5%-11.6%6.3%21.3K-784.5K-3.1K0.3945.9697384,327778