RXRX Options History — October 2023

In October 2023, RXRX traded between $5.25 and $7.36. ATM implied volatility averaged 76.5%, placing in the 8.2% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded above realized volatility by 24.7% (HV 20d: 51.9%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 0 of 22 trading days. Term structure was in contango for 12 of 22 days. Put/call ratio averaged 0.88.

Notable Days

  • 2023-10-19: Highest Volume — 1,869 contracts
  • 2023-10-10: Largest IV spike — 23.7% change
  • 2023-10-26: Highest IV Rank — 14.9%
  • 2023-10-26: Largest Expected Move — 25.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.33$5.25$7.36$7.13$5.25
Max Pain$6.93$6.00$8.00$7.50$6.00
ATM IV76.5%59.5%90.3%74.6%87.1%
Expected Move22.5%19.0%25.9%21.4%25.0%
HV 20d51.9%40.4%61.0%49.9%55.4%
HV 60d77.3%57.0%146.7%146.7%57.0%
IV Rank8.2%0.0%14.9%7.2%13.3%
IV Percentile20.4%0.0%62.7%11.9%51.2%
Term Structure0.1%-13.9%11.6%0.7%-5.0%
VWIV78.1%62.7%91.2%62.7%91.2%
Skew 25d-3.3%-14.6%17.7%13.6%-14.6%
Skew 10d-0.3%-39.8%32.4%22.5%-39.8%
Call IV 25d79.8%57.1%94.7%61.0%94.7%
Put IV 25d76.5%67.7%83.1%74.5%80.0%
Bid-Ask Spread %61.5731.9681.4953.5476.33
Gamma HHI0.210.170.350.180.35
Net GEX-10.9K-21.9K-1.5K-10.6K-7.5K
Net DEX2.7M2.0M3.2M2.4M3.0M
Net VEX-16.8K-23.3K-10.4K-22.1K-10.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.880.047.691.120.21
Total Volume633.682801,869635392
Total OI28,587.09127,36829,95427,82127,994

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-10-02$7.13$7.5074.6%21.4%49.9%7.2%62.7%13.6%0.7%-10.6K2.4M-22.1K1.1253.5430033516,74011,081
2023-10-03$7.36$7.5075.8%21.7%50.7%7.8%75.2%0.7%-1.9%-8.0K2.0M-23.3K1.3253.0853270016,67010,973
2023-10-04$7.17$7.5066.3%19.0%47.9%3.2%65.9%17.7%9.4%-15.0K2.5M-22.2K0.6349.7738224116,84011,523
2023-10-05$7.13$8.0063.1%21.5%43.8%1.6%74.8%1.7%0.6%-21.2K2.5M-21.7K0.1655.625619116,81711,395
2023-10-06$7.04$8.0064.1%21.9%41.1%2.1%75.7%-4.2%0.0%-21.9K2.7M-20.5K0.4444.1554224016,92611,406
2023-10-09$6.75$7.0059.5%21.1%40.4%0.0%78.5%-5.2%-4.1%-19.2K2.8M-18.5K0.1839.9866111917,22411,405
2023-10-10$7.13$7.0073.6%21.6%44.7%6.8%79.0%-2.8%-1.7%-18.6K2.2M-20.5K0.2031.9666213217,45011,176
2023-10-11$6.80$7.0074.0%21.2%46.3%7.0%74.6%-0.9%0.8%-17.7K2.7M-18.5K0.2739.942215917,66211,089
2023-10-12$6.31$7.0077.3%22.2%51.1%8.6%78.5%-4.7%0.1%-14.7K3.0M-15.8K0.2154.4049910317,68411,040
2023-10-13$6.38$7.0077.2%22.1%52.0%8.6%76.0%-1.7%-0.3%-12.9K2.9M-16.8K0.1374.045627418,15711,119
2023-10-16$6.53$7.0078.3%22.5%51.9%9.1%77.4%-8.7%2.8%-6.1K2.8M-17.6K0.7767.6732825318,64011,178
2023-10-17$6.54$7.0078.0%22.4%51.6%8.9%76.5%-5.9%0.3%-6.1K2.8M-17.1K0.2073.052665418,70111,195
2023-10-18$6.17$7.0086.8%24.9%53.6%13.2%81.8%-4.9%-13.9%-6.9K2.9M-16.3K0.4072.172078218,72511,229
2023-10-19$6.04$7.0079.3%22.7%53.7%9.5%79.7%-8.1%-0.2%-8.1K2.5M-15.3K7.6969.072151,65418,90510,387
2023-10-20$6.00$7.0079.3%22.7%53.8%9.5%79.8%1.8%0.1%-15.4K2.9M-15.2K1.2965.0730739518,90310,877
2023-10-23$5.74$7.0080.1%23.0%54.6%9.9%85.8%-7.9%3.8%-7.8K2.8M-14.3K0.2259.983267116,81510,553
2023-10-24$6.01$7.0081.4%23.3%58.7%10.6%82.5%-1.7%-0.4%-5.8K2.7M-14.8K0.0473.138593617,02010,598
2023-10-25$5.63$6.0082.3%23.6%60.3%11.0%85.7%-5.9%-2.0%-3.3K2.8M-13.7K0.0871.584253617,56710,618
2023-10-26$5.54$6.0090.3%25.9%60.2%14.9%74.5%-11.4%-5.1%-1.5K2.9M-12.9K1.8681.49285217,76510,616
2023-10-27$5.29$6.0077.8%22.3%61.0%8.8%84.0%-8.9%6.1%-4.3K3.2M-11.2K1.2470.9925331317,76610,619
2023-10-30$5.30$6.0077.6%22.2%58.0%8.7%78.7%-10.5%11.6%-6.2K2.9M-10.8K0.7277.5521715617,77410,094
2023-10-31$5.25$6.0087.1%25.0%55.4%13.3%91.2%-14.6%-5.0%-7.5K3.0M-10.4K0.2176.333236917,84410,150