RXRX Options History — August 2023

In August 2023, RXRX traded between $8.52 and $13.68. ATM implied volatility averaged 96.1%, placing in the 17.6% IV rank vs the trailing year. The 30-day expected move averaged 27.7%. IV traded below realized volatility by 30.6% (HV 20d: 126.8%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 15 of 23 trading days. Term structure was in contango for 11 of 23 days. Put/call ratio averaged 0.49.

Notable Days

  • 2023-08-10: Highest Volume — 7,568 contracts
  • 2023-08-31: Largest IV drop — 12.5% change
  • 2023-08-02: Highest IV Rank — 24.2%
  • 2023-08-02: Largest Expected Move — 31.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.92$8.52$13.68$13.68$8.75
Max Pain$12.17$10.00$15.00$10.00$10.00
ATM IV96.1%80.4%109.8%103.3%80.4%
Expected Move27.7%23.1%31.5%29.6%23.1%
HV 20d126.8%72.1%240.9%236.5%73.2%
HV 60d156.7%149.8%164.7%160.5%149.9%
IV Rank17.6%10.0%24.2%21.1%10.0%
IV Percentile66.5%13.9%88.9%84.1%13.9%
Term Structure-1.0%-10.9%10.1%10.1%7.0%
VWIV99.2%88.9%111.7%108.8%88.9%
Skew 25d-6.9%-14.8%0.1%-7.8%-6.4%
Skew 10d-16.8%-38.4%42.0%-14.9%42.0%
Call IV 25d101.7%88.7%116.0%112.7%88.7%
Put IV 25d94.8%82.0%108.0%104.9%82.4%
Bid-Ask Spread %27.759.6441.2420.8336.10
Gamma HHI0.230.160.430.250.18
Net GEX38.7K-18.7K145.0K145.0K1.8K
Net DEX-87.7K-11.4M4.3M-11.4M1.7M
Net VEX-37.3K-48.1K-30.3K-48.1K-35.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.490.072.030.240.07
Total Volume2,515.5224547,5682,095927
Total OI37,267.21730,44244,43035,97035,312

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-08-01$13.68$10.00103.3%29.6%236.5%21.1%108.8%-7.8%10.1%145.0K-11.4M-48.1K0.2420.831,69639923,36012,610
2023-08-02$13.11$10.00109.8%31.5%237.7%24.2%111.7%-8.1%-2.9%134.6K-9.6M-48.0K0.3617.431,50053623,53012,821
2023-08-03$12.36$15.00100.7%30.7%235.0%19.8%106.3%-4.4%-7.3%106.1K-6.8M-44.1K0.9617.171,2151,16823,47012,959
2023-08-04$12.39$15.00105.6%30.0%235.2%22.2%107.2%-5.5%-6.6%111.0K-6.9M-44.1K0.2227.891,22326523,36713,047
2023-08-07$11.00$15.00103.3%30.8%240.9%21.1%106.3%0.1%-10.9%90.8K-2.4M-36.8K0.2923.202,57575723,47213,047
2023-08-08$11.54$15.00109.7%31.2%239.4%24.2%108.6%-12.8%-6.4%94.1K-4.4M-38.6K0.2433.434,01897323,30013,067
2023-08-09$10.95$12.50102.2%29.3%112.4%20.5%104.3%-3.7%-1.1%101.6K-2.8M-39.1K0.4426.372,4071,05124,76413,744
2023-08-10$9.84$12.50100.0%28.7%117.5%19.5%102.0%-5.0%-4.9%16.0K3.4M-30.3K2.0326.032,4975,07125,13813,960
2023-08-11$9.55$12.5098.0%28.1%116.8%18.5%106.0%-4.9%-1.2%89.1K1.9M-36.7K0.4537.393,3221,48025,28316,081
2023-08-14$9.34$12.5097.8%28.0%104.8%18.4%98.4%-0.5%-5.3%90.9K3.0M-35.4K0.8221.971,3531,11225,86317,005
2023-08-15$9.16$12.5098.7%28.3%104.3%18.8%101.1%-8.2%0.2%-11.1K4.3M-34.9K0.4741.2494043926,64817,325
2023-08-16$8.70$12.5094.6%27.1%85.6%16.8%96.0%-8.9%3.4%-14.1K4.3M-33.6K1.149.641,6461,87427,21517,215
2023-08-17$8.79$12.5094.6%27.1%85.4%16.9%95.9%-7.7%3.3%-17.6K3.5M-32.7K0.7231.261,21687127,17316,006
2023-08-18$8.68$12.5092.8%26.6%78.7%16.0%96.6%-4.3%0.6%-17.1K3.6M-33.6K0.7523.741,05679728,03516,276
2023-08-21$8.86$12.5095.2%27.3%77.6%17.2%95.1%-8.4%-2.5%-18.7K2.6M-34.0K0.1233.992,16325215,98514,457
2023-08-22$9.02$12.5090.3%25.9%77.7%14.8%92.2%-6.9%0.6%-10.9K1.9M-36.8K0.2422.331,45034317,26314,536
2023-08-23$9.36$12.5095.0%27.2%78.2%17.1%97.5%-14.8%-5.2%1.2K921.4K-40.3K0.1534.283,14848818,05414,664
2023-08-24$8.57$12.5087.9%25.2%80.8%13.6%93.3%-6.7%3.9%-9032.3M-35.3K0.1331.851,62321019,31514,617
2023-08-25$8.54$10.0085.0%24.4%79.5%12.2%90.1%-9.0%1.3%1.1K2.4M-35.5K0.5536.5059332419,84214,699
2023-08-28$8.59$10.0088.7%25.4%72.1%14.0%92.0%-5.5%1.6%3702.3M-34.6K0.1325.434035119,81714,561
2023-08-29$8.52$10.0085.8%24.6%72.3%12.6%90.9%-6.3%1.5%-2.9K2.4M-34.1K0.2534.5947211719,72014,574
2023-08-30$8.79$10.0092.0%26.4%74.4%15.6%92.5%-12.5%-1.6%2631.7M-34.6K0.5825.571,16067619,78114,168
2023-08-31$8.75$10.0080.4%23.1%73.2%10.0%88.9%-6.4%7.0%1.8K1.7M-35.7K0.0736.108636420,62314,689