RXRX Options History — July 2023

In July 2023, RXRX traded between $6.62 and $15.73. ATM implied volatility averaged 113.1%, placing in the 25.8% IV rank vs the trailing year. The 30-day expected move averaged 32.2%. IV traded below realized volatility by 70.8% (HV 20d: 183.9%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 17 of 20 trading days. Term structure was in contango for 11 of 20 days. Put/call ratio averaged 0.46.

Notable Days

  • 2023-07-12: Highest Volume — 33,807 contracts
  • 2023-07-12: Largest IV spike — 100.1% change
  • 2023-07-12: Highest IV Rank — 45.3%
  • 2023-07-12: Largest Expected Move — 43.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.74$6.62$15.73$7.36$14.09
Max Pain$9.50$7.50$10.00$10.00$10.00
ATM IV113.1%76.6%153.3%82.8%109.6%
Expected Move32.2%22.9%43.9%23.7%31.4%
HV 20d183.9%66.1%236.3%67.9%236.2%
HV 60d141.7%99.6%161.6%99.8%160.2%
IV Rank25.8%8.2%45.3%11.1%24.1%
IV Percentile78.8%8.3%98.0%26.2%88.5%
Term Structure-1.2%-19.7%15.1%15.1%2.1%
VWIV114.7%79.4%152.8%79.4%109.7%
Skew 25d-7.6%-24.4%23.7%21.0%-12.2%
Skew 10d-9.4%-58.9%39.8%35.7%-12.8%
Call IV 25d119.3%59.9%172.1%64.2%117.3%
Put IV 25d111.7%83.7%147.7%85.2%105.1%
Bid-Ask Spread %34.0815.5475.4675.4616.04
Gamma HHI0.280.190.410.310.24
Net GEX103.1K-2.2K317.6K3.2K154.0K
Net DEX-8.9M-23.7M169.5K-13.1K-12.9M
Net VEX-25.9K-50.0K-2.7K-3.2K-50.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.460.001.600.350.34
Total Volume8,254.352733,807273,316
Total OI22,873.83,83840,8204,02035,522

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-07-03$7.36$10.0082.8%23.7%67.9%11.1%79.4%21.0%15.1%3.2K-13.1K-3.2K0.3575.462072,6661,354
2023-07-05$7.33$10.0079.9%22.9%66.1%9.7%79.9%23.7%10.9%1.6K18.7K-3.0K0.3458.74213732,6711,350
2023-07-06$6.62$10.00108.9%25.0%73.0%23.8%87.1%5.9%-4.0%697169.5K-2.7K0.1448.36575782,7821,406
2023-07-07$6.88$7.5095.8%27.3%72.2%17.4%92.1%0.6%-8.8%-1.1K154.8K-2.9K0.0063.1617602,4201,462
2023-07-10$7.17$7.5091.4%24.7%74.5%15.3%86.4%3.8%4.5%-1.8K100.5K-3.0K0.2856.5380222,3761,462
2023-07-11$6.79$7.5076.6%26.1%75.8%8.2%91.3%-0.2%1.9%-2.2K153.5K-2.8K0.8665.8122192,4361,482
2023-07-12$12.30$7.50153.3%43.9%228.2%45.3%152.8%-24.4%-19.7%13.0K-2.0M-4.6K0.7915.5418,86514,9422,4541,500
2023-07-13$12.54$10.00148.2%42.5%228.2%42.8%151.4%-24.0%-14.2%64.9K-7.1M-20.4K0.4116.3715,3756,30812,6569,938
2023-07-14$11.93$10.00132.4%38.0%229.2%35.1%135.7%-19.6%-8.9%79.5K-7.2M-26.4K0.2637.236,3841,64416,79912,121
2023-07-17$13.55$10.00130.6%37.4%230.8%34.3%135.5%-23.9%-4.7%146.9K-12.3M-26.7K0.1821.0317,0633,02917,24312,764
2023-07-18$13.66$10.00126.5%36.3%230.0%32.3%131.5%-15.1%-7.4%194.2K-14.6M-32.2K0.3832.666,6102,51120,94813,407
2023-07-19$15.73$10.00132.6%38.0%233.8%35.3%137.5%-16.9%-15.9%249.6K-22.2M-33.5K0.1730.5719,1193,23621,22914,690
2023-07-20$14.70$10.00126.4%36.2%235.0%32.2%128.3%-12.0%-6.5%317.6K-18.9M-39.4K0.4122.006,6492,71425,41415,316
2023-07-21$15.69$10.00123.4%35.4%228.9%30.8%127.6%-11.3%4.2%141.7K-23.7M-40.0K0.4115.688,4253,45925,61615,204
2023-07-24$14.39$10.00122.7%35.2%231.3%30.5%124.6%-16.1%1.0%156.0K-14.0M-44.1K0.3819.923,4531,29720,3928,720
2023-07-25$14.63$10.00113.1%32.4%231.2%25.8%115.1%-6.5%5.2%155.2K-14.0M-44.0K0.6124.272,8801,74720,3219,558
2023-07-26$13.59$10.00104.9%30.1%234.3%21.8%111.1%-10.8%2.6%147.1K-11.4M-45.8K1.6020.062,1573,45521,79910,186
2023-07-27$12.80$10.00103.4%29.6%236.3%21.1%114.2%-6.2%11.0%117.4K-8.6M-46.9K0.9724.233,3503,25022,20412,782
2023-07-28$13.09$10.00100.2%28.7%235.7%19.6%103.6%-8.1%8.2%124.1K-9.4M-47.2K0.2918.001,98458022,33412,492
2023-07-31$14.09$10.00109.6%31.4%236.2%24.1%109.7%-12.2%2.1%154.0K-12.9M-50.0K0.3416.042,46685023,00712,515