RXRX Options History — November 2023

In November 2023, RXRX traded between $5.05 and $7.29. ATM implied volatility averaged 88.5%, placing in the 14.0% IV rank vs the trailing year. The 30-day expected move averaged 24.6%. IV traded below realized volatility by 7.8% (HV 20d: 96.3%). Max pain ranged from $6.00 to $10.00. Net GEX was positive for 8 of 21 trading days. Term structure was in contango for 4 of 21 days. Put/call ratio averaged 1.94.

Notable Days

  • 2023-11-15: Highest Volume — 6,828 contracts
  • 2023-11-03: Largest IV spike — 12.0% change
  • 2023-11-06: Highest IV Rank — 19.5%
  • 2023-11-15: Largest Expected Move — 27.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.27$5.05$7.29$5.05$6.83
Max Pain$8.76$6.00$10.00$6.00$7.50
ATM IV88.5%80.1%99.9%80.4%91.1%
Expected Move24.6%18.0%27.1%23.1%26.1%
HV 20d96.3%55.9%112.0%55.9%108.9%
HV 60d71.1%55.8%78.7%55.8%78.0%
IV Rank14.0%9.9%19.5%10.1%15.2%
IV Percentile54.2%24.2%81.0%25.8%64.7%
Term Structure-2.5%-8.5%11.1%2.5%-5.1%
VWIV88.7%74.2%100.0%83.8%91.1%
Skew 25d-5.9%-12.6%4.3%-10.4%-7.6%
Skew 10d-11.2%-42.5%18.2%-2.2%-20.1%
Call IV 25d92.0%82.1%105.1%86.7%95.9%
Put IV 25d86.1%74.2%95.5%76.3%88.3%
Bid-Ask Spread %58.3217.8390.0490.0469.10
Gamma HHI0.310.150.690.410.17
Net GEX6.1K-25.2K192.7K-9.3K7.3K
Net DEX1.2M-993.9K3.0M3.0M169.4K
Net VEX-17.8K-24.2K-9.5K-9.5K-24.1K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.940.0822.0422.040.45
Total Volume1,681.7621636,8284,2161,123
Total OI32,771.61928,08138,28828,08138,288

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-11-01$5.05$6.0080.4%23.1%55.9%10.1%83.8%-10.4%2.5%-9.3K3.0M-9.5K22.0490.041834,03317,91710,164
2023-11-02$5.24$10.0081.2%18.0%59.0%10.5%74.2%-7.9%-3.2%-25.2K2.9M-11.3K0.5462.9025413817,94211,077
2023-11-03$5.95$10.0091.0%24.0%77.8%15.2%84.1%-9.0%-2.5%-11.1K1.8M-14.5K0.0960.668968318,01311,088
2023-11-06$5.50$10.0099.9%22.0%80.9%19.5%79.5%-12.6%9.2%-14.7K2.3M-12.8K0.3760.621194418,53511,077
2023-11-07$6.04$10.0097.2%25.0%86.0%18.2%87.5%-4.9%-7.5%-7561.5M-15.1K0.6756.0449533418,56811,071
2023-11-08$5.59$10.0088.3%25.3%88.5%13.9%84.5%-10.3%-5.2%-12.2K2.1M-13.7K0.1654.203866118,90311,302
2023-11-09$5.25$10.0080.6%23.1%87.4%10.2%85.8%-0.1%10.3%-17.4K2.8M-11.3K0.3264.9636611619,03511,321
2023-11-10$5.46$10.0080.1%23.0%88.8%9.9%81.9%-6.5%11.1%-14.6K2.6M-12.1K1.8752.9229354919,09711,389
2023-11-13$5.79$10.0089.4%25.6%91.3%14.4%86.6%-3.6%-2.9%-8.1K2.2M-13.8K1.5554.6823736719,14211,697
2023-11-14$6.44$10.0090.4%25.9%99.7%14.9%93.6%3.0%-4.8%-16.1K1.1M-16.2K0.2456.4646711319,21811,989
2023-11-15$7.29$10.0094.6%27.1%106.5%17.0%100.0%-9.6%-4.5%24.7K-993.9K-19.6K0.5917.834,2952,53319,32912,013
2023-11-16$6.69$9.0089.4%25.6%111.2%14.4%98.4%-2.3%-6.7%19.0K477.6K-19.4K1.0946.901,3391,46421,37612,510
2023-11-17$6.99$9.0089.3%25.6%112.0%14.4%89.0%-9.1%-8.0%192.7K-452.7K-20.3K0.0849.043,39626422,25013,025
2023-11-20$6.88$7.5091.5%26.2%110.7%15.4%92.2%-9.0%-8.5%3.9K172.4K-22.3K2.7250.045331,44820,96812,642
2023-11-21$6.53$7.5087.2%25.0%111.8%13.4%94.1%-0.8%-5.1%-9.6K1.3M-21.6K0.6758.9974750021,10413,798
2023-11-22$6.75$7.5088.9%25.5%109.1%14.2%95.2%-1.7%-3.2%-1.1K636.6K-22.8K0.4463.931,65073021,89413,876
2023-11-24$6.81$7.5086.6%24.8%108.7%13.1%87.7%-10.4%-4.5%6.6K188.7K-23.7K0.6966.8631721922,37313,841
2023-11-27$6.56$7.5083.0%23.8%108.2%11.3%97.7%-9.8%-0.8%-1.6K996.5K-21.4K3.3464.153091,03222,47413,892
2023-11-28$6.99$7.5086.3%24.7%109.7%12.9%82.3%4.3%-5.8%5.8K193.8K-23.2K2.6566.464261,13122,57314,089
2023-11-29$7.05$7.5092.6%26.5%109.4%16.0%92.8%-5.8%-7.7%9.4K-260.2K-24.2K0.2258.051,91441322,73214,612
2023-11-30$6.83$7.5091.1%26.1%108.9%15.2%91.1%-7.6%-5.1%7.3K169.4K-24.1K0.4569.1077534823,66414,624