RXRX Options History — September 2023

In September 2023, RXRX traded between $7.62 and $9.09. ATM implied volatility averaged 73.7%, placing in the 6.8% IV rank vs the trailing year. The 30-day expected move averaged 22.0%. IV traded above realized volatility by 16.6% (HV 20d: 57.1%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 10 of 20 trading days. Term structure was in contango for 19 of 20 days. Put/call ratio averaged 0.38.

Notable Days

  • 2023-09-14: Highest Volume — 2,240 contracts
  • 2023-09-13: Largest IV spike — 37.0% change
  • 2023-09-06: Highest IV Rank — 14.0%
  • 2023-09-06: Largest Expected Move — 25.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.28$7.62$9.09$9.09$7.66
Max Pain$8.40$7.50$10.00$10.00$7.50
ATM IV73.7%60.1%88.6%83.7%66.0%
Expected Move22.0%18.9%25.6%24.0%18.9%
HV 20d57.1%47.7%75.5%75.5%47.7%
HV 60d148.7%146.1%150.4%149.8%146.1%
IV Rank6.8%0.1%14.0%11.6%3.0%
IV Percentile10.6%0.4%46.0%27.4%2.8%
Term Structure4.6%-2.9%18.0%1.0%8.8%
VWIV77.5%68.1%92.0%83.8%68.1%
Skew 25d-5.9%-15.0%4.8%4.8%-12.8%
Skew 10d-15.4%-34.3%22.6%22.6%-29.1%
Call IV 25d78.0%67.9%92.8%77.5%71.0%
Put IV 25d72.1%55.8%90.7%82.3%58.2%
Bid-Ask Spread %38.3012.8351.8833.3051.88
Gamma HHI0.180.160.210.170.18
Net GEX-1.7K-14.7K9.3K2.3K-3.1K
Net DEX1.4M-48.6K2.3M1.2M1.5M
Net VEX-30.6K-37.5K-26.0K-37.5K-26.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.380.130.770.550.13
Total Volume674.152422,2401,275260
Total OI31,313.126,31036,63135,14127,696

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-09-01$9.09$10.0083.7%24.0%75.5%11.6%83.8%4.8%1.0%2.3K1.2M-37.5K0.5533.3082045520,43014,711
2023-09-05$8.70$10.0072.7%25.4%65.9%6.3%88.8%-4.6%2.9%-6.9K2.1M-35.1K0.2640.7555714620,35814,986
2023-09-06$9.04$7.5088.6%25.6%64.9%14.0%92.0%-2.1%0.8%1.1K739.7K-36.0K0.4439.7341418320,61914,354
2023-09-07$8.48$7.5079.7%25.2%65.9%9.7%88.7%-6.1%2.6%-7.9K1.7M-32.7K0.1447.415327620,75114,059
2023-09-08$8.07$7.5083.1%24.3%57.7%11.3%86.4%-12.8%2.7%-14.7K2.3M-31.0K0.4812.8328813821,03214,059
2023-09-11$8.32$7.5078.4%25.4%58.9%9.0%88.8%-0.7%-2.9%-10.5K1.9M-31.4K0.1844.1858710821,10814,069
2023-09-12$8.55$7.5060.1%23.3%59.8%0.1%80.6%-5.8%1.8%4391.7M-31.3K0.5245.3734417921,43314,130
2023-09-13$8.61$7.5082.3%23.6%59.7%10.9%82.8%-5.1%7.2%2.3K1.6M-31.8K0.1344.831,10713921,66114,169
2023-09-14$8.61$7.5074.5%21.4%56.8%7.1%76.0%-3.1%18.0%7.4K1.4M-31.2K0.7229.761,30393722,12914,115
2023-09-15$8.50$7.5070.0%20.1%56.9%5.0%72.9%1.5%6.5%4.5K1.1M-32.1K0.3633.7169725122,80913,822
2023-09-18$8.71$10.0071.3%20.4%57.4%5.6%71.9%-3.2%6.5%9.3K-48.6K-32.7K0.3331.2376425415,26011,050
2023-09-19$8.41$9.0070.9%20.3%58.2%5.4%70.6%-1.8%4.4%7.9K472.3K-31.4K0.5929.8128717015,65611,221
2023-09-20$8.14$9.0068.9%19.7%58.6%4.4%69.4%-1.8%7.2%948971.2K-29.4K0.5839.2222012815,70111,211
2023-09-21$8.04$9.0072.2%20.7%56.5%6.0%73.4%-7.3%1.7%2631.0M-29.8K0.7726.0522217215,79011,260
2023-09-22$7.92$9.0070.3%20.2%48.0%5.1%69.9%-7.3%4.9%-3.3K1.3M-27.8K0.1841.542394415,82511,276
2023-09-25$7.70$9.0068.7%19.7%48.7%4.3%70.6%-13.6%6.9%-8.2K1.7M-26.0K0.2948.633249415,93711,311
2023-09-26$7.62$9.0071.0%20.3%48.6%5.4%72.8%-15.0%3.4%-7.8K1.8M-26.2K0.2527.601944816,09311,276
2023-09-27$7.78$9.0071.7%20.5%49.5%5.8%70.9%-8.4%2.4%-4.2K1.5M-26.4K0.6049.0518310916,21111,257
2023-09-28$7.74$7.5070.5%20.2%47.7%5.2%71.6%-12.2%4.6%-3.3K1.4M-26.4K0.1549.024446616,33111,096
2023-09-29$7.66$7.5066.0%18.9%47.7%3.0%68.1%-12.8%8.8%-3.1K1.5M-26.3K0.1351.882312916,61411,082