RXRX Options History — June 2023

In June 2023, RXRX traded between $7.33 and $9.96. ATM implied volatility averaged 96.7%, placing in the 17.9% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded below realized volatility by 10.4% (HV 20d: 107.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 1.34.

Notable Days

  • 2023-06-12: Highest Volume — 1,099 contracts
  • 2023-06-12: Largest IV spike — 28.8% change
  • 2023-06-01: Highest IV Rank — 31.3%
  • 2023-06-01: Largest Expected Move — 35.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.53$7.33$9.96$8.79$7.50
Max Pain$9.17$7.50$10.00$7.50$10.00
ATM IV96.7%81.9%124.4%124.4%83.3%
Expected Move26.6%23.5%35.7%35.7%23.9%
HV 20d107.1%72.1%132.3%127.6%72.1%
HV 60d99.1%97.0%101.5%99.6%99.7%
IV Rank17.9%10.7%31.3%31.3%11.4%
IV Percentile66.5%21.8%96.4%96.4%27.8%
Term Structure2.2%-18.6%16.6%-18.6%13.0%
VWIV91.8%83.3%119.7%118.2%84.5%
Skew 25d3.9%-14.1%31.0%14.3%31.0%
Skew 10d6.6%-26.1%45.2%26.7%45.2%
Call IV 25d88.4%52.7%122.6%103.6%52.7%
Put IV 25d92.3%82.9%117.9%117.9%83.7%
Bid-Ask Spread %68.2546.6087.5352.7757.81
Gamma HHI0.410.320.650.350.32
Net GEX14.6K1.5K32.8K22.6K4.5K
Net DEX-571.0K-1.3M-1.2K-803.7K-63.9K
Net VEX-3.0K-3.7K-2.4K-3.0K-3.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.340.0022.670.110.11
Total Volume283.476331,0998150
Total OI4,449.7622,4586,1305,0944,000

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-06-01$8.79$7.50124.4%35.7%127.6%31.3%118.2%14.3%-18.6%22.6K-803.7K-3.0K0.1152.777384,345749
2023-06-02$8.16$7.50105.6%30.3%132.3%22.2%119.7%-14.1%-5.9%16.4K-503.4K-2.6K0.0352.5422174,402745
2023-06-05$8.46$7.50109.6%29.2%132.2%24.1%103.5%7.9%-4.3%17.2K-554.7K-2.4K0.1350.14186254,307742
2023-06-06$8.66$7.5095.6%28.0%130.6%17.4%92.1%2.4%-4.6%18.3K-612.9K-2.5K0.6370.2938244,392755
2023-06-07$9.07$7.50112.9%25.0%130.9%25.7%89.2%-2.6%7.1%22.1K-787.0K-2.6K0.3266.84114374,404764
2023-06-08$9.14$7.50110.7%25.2%128.6%24.7%88.8%3.6%3.1%24.6K-911.9K-2.8K0.1665.355694,560757
2023-06-09$9.14$7.5094.2%25.8%128.1%16.7%89.6%1.4%-0.3%22.4K-904.8K-2.8K0.5066.57103524,674766
2023-06-12$9.86$10.00121.4%28.4%127.3%29.8%98.2%7.8%-5.0%27.5K-1.1M-2.8K0.2074.909121874,552821
2023-06-13$9.96$10.0093.2%25.5%126.9%16.2%89.2%-3.3%4.1%32.4K-1.3M-3.6K0.0678.15321185,006965
2023-06-14$9.91$10.0085.3%24.5%120.2%12.4%83.5%17.6%6.5%32.8K-1.3M-3.6K0.0270.54809165,023966
2023-06-15$9.23$10.0089.3%25.6%125.7%14.3%89.6%-2.1%-4.9%11.2K-857.1K-3.5K0.0687.53546315,1241,006
2023-06-16$8.93$10.0086.2%24.7%127.5%12.8%86.8%-2.6%3.8%11.5K-716.8K-3.5K0.6382.16123775,0691,018
2023-06-20$9.00$10.0089.3%25.6%114.7%14.3%83.3%-7.9%14.5%11.1K-498.3K-3.4K0.9962.452702681,898560
2023-06-21$8.64$10.0096.7%27.7%82.1%17.9%85.5%7.1%-6.0%8.9K-415.0K-3.7K0.1283.827792,116813
2023-06-22$7.67$10.0093.2%26.7%76.6%16.2%86.0%-5.9%-0.7%4.8K-153.7K-3.0K0.4262.733191352,048822
2023-06-23$7.33$10.0087.0%24.9%74.5%13.2%87.1%-2.8%9.8%1.9K-1.2K-2.5K0.4446.6062271,893853
2023-06-26$7.38$10.0081.9%23.5%74.0%10.7%83.3%-6.3%12.3%1.5K-20.2K-2.5K0.0081.123301,906855
2023-06-27$7.50$10.0091.0%26.1%72.5%15.1%89.8%4.6%6.5%2.5K-83.0K-2.6K0.0976.62135121,916855
2023-06-28$7.51$10.0094.8%27.2%72.5%17.0%93.3%2.5%-1.1%7.6K-183.0K-3.1K0.5358.7643232,622865
2023-06-29$7.38$10.0085.7%24.6%72.2%12.6%85.7%29.6%16.6%5.6K-111.6K-2.9K22.6785.64214762,624887
2023-06-30$7.50$10.0083.3%23.9%72.1%11.4%84.5%31.0%13.0%4.5K-63.9K-3.4K0.1157.814552,6391,361