RXRX Options History — December 2023

In December 2023, RXRX traded between $7.09 and $10.88. ATM implied volatility averaged 86.8%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 24.0%. IV traded above realized volatility by 1.4% (HV 20d: 85.4%). Max pain ranged from $7.50 to $7.50. Net GEX was positive for 19 of 20 trading days. Term structure was in contango for 18 of 20 days. Put/call ratio averaged 0.31.

Notable Days

  • 2023-12-14: Highest Volume — 5,496 contracts
  • 2023-12-11: Largest IV spike — 13.3% change
  • 2023-12-15: Highest IV Rank — 28.5%
  • 2023-12-15: Largest Expected Move — 24.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.89$7.09$10.88$7.30$9.89
Max Pain$7.50$7.50$7.50$7.50$7.50
ATM IV86.8%79.6%102.0%85.5%82.8%
Expected Move24.0%22.8%24.7%24.5%23.7%
HV 20d85.4%77.3%110.2%110.2%82.2%
HV 60d83.1%77.8%88.0%78.3%87.6%
IV Rank21.5%12.6%28.5%12.6%24.8%
IV Percentile47.2%21.0%84.1%44.4%32.9%
Term Structure3.5%-6.4%11.7%1.1%4.4%
VWIV84.2%79.8%88.7%84.2%83.9%
Skew 25d1.9%-8.8%12.3%-8.8%1.4%
Skew 10d10.8%-6.7%46.4%-0.6%20.4%
Call IV 25d84.8%76.4%96.4%96.4%84.4%
Put IV 25d86.7%81.5%90.6%87.6%85.8%
Bid-Ask Spread %68.1357.3976.4774.3269.55
Gamma HHI0.170.150.220.150.16
Net GEX75.2K-3.8K133.2K16.8K121.6K
Net DEX-6.0M-11.7M-638.3K-991.6K-8.7M
Net VEX-30.1K-36.5K-25.2K-25.9K-34.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.080.640.270.44
Total Volume1,758.67055,4961,2421,173
Total OI34,079.324,08741,74538,69727,569

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-12-01$7.30$7.5085.5%24.5%110.2%12.6%84.2%-8.8%1.1%16.8K-991.6K-25.9K0.2774.3298026223,95714,740
2023-12-04$7.38$7.5087.0%24.6%102.2%13.3%85.6%2.1%1.3%21.4K-1.4M-26.0K0.1062.701,19812124,46414,822
2023-12-05$7.09$7.5090.5%24.4%98.6%15.0%88.1%0.1%5.6%15.9K-638.3K-25.2K0.2476.4784620724,97414,903
2023-12-06$7.42$7.5098.7%24.1%94.7%18.9%87.2%-4.1%5.5%23.8K-1.7M-26.9K0.3074.182,48774625,07514,981
2023-12-07$7.53$7.5089.9%23.8%88.9%14.7%88.7%5.7%3.3%24.8K-1.9M-27.1K0.4272.6675131825,74914,917
2023-12-08$7.55$7.5090.0%23.6%84.2%14.7%85.2%0.1%6.6%22.3K-2.0M-27.0K0.4572.3052623625,90315,163
2023-12-11$7.61$7.50102.0%23.7%83.9%20.5%84.8%6.4%4.7%16.6K-2.0M-26.0K0.6467.3847630325,93115,061
2023-12-12$7.41$7.5091.3%23.6%83.7%15.3%82.6%2.3%4.6%-3.8K-1.3M-25.3K0.3975.5263924625,97115,122
2023-12-13$8.18$7.5082.9%23.8%82.6%24.9%81.5%7.4%0.6%44.2K-4.5M-26.4K0.3472.541,39446826,00814,643
2023-12-14$9.50$7.5085.1%24.4%87.6%27.3%82.7%12.3%-1.5%133.2K-8.7M-29.6K0.1266.254,89959726,38714,637
2023-12-15$9.61$7.5086.3%24.7%79.4%28.5%79.8%-1.5%2.8%100.8K-9.3M-30.3K0.2666.952,88876227,04314,702
2023-12-18$9.52$7.5080.1%23.0%79.4%21.9%79.8%3.5%3.1%106.6K-7.7M-30.9K0.5458.521,00254018,3365,751
2023-12-19$10.05$7.5079.6%22.8%79.6%21.4%80.0%5.7%4.5%113.0K-9.0M-32.2K0.1262.906808118,5585,988
2023-12-20$9.57$7.5082.9%23.8%79.2%24.9%81.0%1.9%11.7%108.9K-8.0M-32.1K0.2763.122,57968418,8756,004
2023-12-21$9.84$7.5083.0%23.8%79.1%25.0%83.0%1.0%5.0%119.6K-9.0M-34.3K0.0857.396545119,9976,540
2023-12-22$10.36$7.5084.4%24.2%79.8%26.5%85.4%-1.9%-6.4%125.7K-10.5M-35.0K0.5267.541,35670720,0496,565
2023-12-26$10.88$7.5085.1%24.4%77.3%27.3%88.4%3.2%6.0%131.1K-11.7M-35.5K0.1462.031,59223020,0857,041
2023-12-27$10.63$7.5084.6%24.3%77.8%26.8%85.8%0.1%3.7%131.7K-11.1M-35.6K0.3065.731,28338120,2497,097
2023-12-28$10.57$7.5084.0%24.1%78.2%26.1%85.7%1.3%4.0%129.3K-10.9M-36.5K0.1874.5670212720,4917,238
2023-12-29$9.89$7.5082.8%23.7%82.2%24.8%83.9%1.4%4.4%121.6K-8.7M-34.5K0.4469.5581336020,2727,297