RXRX Options History — January 2024

In January 2024, RXRX traded between $9.45 and $13.50. ATM implied volatility averaged 90.3%, placing in the 32.8% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded below realized volatility by 8.3% (HV 20d: 98.7%). Max pain ranged from $7.50 to $10.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 16 of 21 days. Put/call ratio averaged 0.37.

Notable Days

  • 2024-01-09: Highest Volume — 9,381 contracts
  • 2024-01-08: Largest IV spike — 14.7% change
  • 2024-01-08: Highest IV Rank — 47.0%
  • 2024-01-11: Largest Expected Move — 27.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.74$9.45$13.50$9.79$9.45
Max Pain$9.76$7.50$10.00$7.50$10.00
ATM IV90.3%78.9%103.6%86.3%83.6%
Expected Move25.5%22.6%27.3%24.7%24.0%
HV 20d98.7%80.7%112.0%80.7%104.9%
HV 60d94.9%87.6%98.6%87.6%98.6%
IV Rank32.8%20.7%47.0%28.5%25.6%
IV Percentile59.1%18.3%87.3%47.6%35.3%
Term Structure3.5%-1.6%32.8%4.5%3.0%
VWIV89.3%81.1%96.0%88.0%92.0%
Skew 25d-1.3%-7.6%7.6%-3.0%-5.4%
Skew 10d-6.0%-70.5%23.5%23.5%-25.9%
Call IV 25d92.6%84.2%104.6%90.7%91.1%
Put IV 25d91.3%80.3%97.3%87.6%85.7%
Bid-Ask Spread %56.8844.5873.3273.1653.74
Gamma HHI0.150.120.230.160.13
Net GEX164.3K103.8K253.6K121.2K111.5K
Net DEX-11.2M-23.1M-5.6M-8.3M-5.6M
Net VEX-43.5K-49.0K-32.7K-32.7K-44.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.071.341.090.37
Total Volume3,463.819279,3811,4281,372
Total OI33,663.04827,57841,95427,57833,091

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-01-02$9.79$7.5086.3%24.7%80.7%28.5%88.0%-3.0%4.5%121.2K-8.3M-32.7K1.0973.1668274620,1317,447
2024-01-03$9.61$7.5086.7%24.9%81.6%29.0%87.4%6.2%1.9%119.5K-7.7M-33.3K0.2573.3293623620,5247,595
2024-01-04$11.27$10.0094.8%25.6%94.0%37.7%81.6%-7.2%9.5%144.5K-13.1M-35.2K0.1660.584,60074720,7177,686
2024-01-05$11.98$10.0090.3%25.8%94.7%32.9%81.4%-4.5%1.3%183.3K-16.3M-39.7K0.1650.884,14565422,7297,653
2024-01-08$12.59$10.00103.6%24.5%95.1%47.0%92.8%-7.6%-0.6%212.5K-19.4M-41.1K0.1059.287,21773424,2557,746
2024-01-09$13.50$10.00101.0%26.7%95.9%44.3%94.5%-2.0%11.2%234.8K-23.1M-42.0K0.1558.568,1641,21725,4118,071
2024-01-10$12.50$10.0092.7%26.6%102.8%35.3%93.0%-2.8%-0.7%253.6K-19.1M-43.2K0.2346.384,8351,12326,6948,634
2024-01-11$11.21$10.0095.3%27.3%112.0%38.1%96.0%-2.1%0.7%213.7K-14.0M-47.0K0.3354.634,8821,60227,8399,338
2024-01-12$11.16$10.0093.2%26.7%108.4%35.9%93.4%-1.5%-0.8%222.8K-14.4M-48.8K1.3457.411,9022,54729,12710,007
2024-01-16$10.77$10.0092.0%26.4%97.4%34.7%94.5%2.1%1.0%218.8K-11.8M-46.3K0.4164.151,82275329,61310,759
2024-01-17$10.23$10.0093.8%26.9%99.5%36.6%92.4%4.0%32.8%195.7K-9.4M-44.7K0.1063.282,94028629,85811,245
2024-01-18$9.91$10.0092.9%26.6%100.2%35.6%93.8%1.2%-1.6%175.5K-8.7M-43.0K0.3761.432,43289130,39910,715
2024-01-19$9.64$10.0088.1%25.3%98.8%30.5%90.6%-5.3%1.1%103.8K-7.0M-42.8K0.3744.582,23683430,63011,324
2024-01-22$10.43$10.0093.0%26.7%101.1%35.7%90.9%7.6%-0.8%114.9K-8.1M-45.2K0.2048.143,16463420,1698,311
2024-01-23$10.64$10.0089.8%25.7%100.9%32.2%90.3%2.9%0.1%141.5K-9.4M-49.0K0.2252.4098521722,0408,637
2024-01-24$10.45$10.0088.3%25.3%99.5%30.7%88.1%1.9%4.0%144.7K-9.0M-47.9K0.2651.7082021522,5048,581
2024-01-25$10.21$10.0083.0%23.8%98.2%25.0%82.3%-0.8%2.1%145.1K-8.1M-47.7K0.0752.211,4379522,9348,670
2024-01-26$9.77$10.0078.9%22.6%99.0%20.7%81.1%-3.9%4.7%116.6K-6.6M-45.2K0.7952.8984566922,4448,719
2024-01-29$10.59$10.0086.2%24.7%103.5%28.4%85.7%-1.8%0.1%145.0K-9.1M-48.2K0.2154.081,81738022,5939,292
2024-01-30$9.88$10.0083.2%23.8%103.7%25.2%85.0%-5.3%0.8%131.5K-7.0M-46.3K0.5961.6658434323,4969,296
2024-01-31$9.45$10.0083.6%24.0%104.9%25.6%92.0%-5.4%3.0%111.5K-5.6M-44.5K0.3753.741,00237023,6229,469