RXRX Options History — February 2024

In February 2024, RXRX traded between $9.11 and $15.55. ATM implied volatility averaged 103.8%, placing in the 47.2% IV rank vs the trailing year. The 30-day expected move averaged 29.7%. IV traded above realized volatility by 2.5% (HV 20d: 101.3%). Max pain ranged from $7.50 to $11.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 5 of 20 days. Put/call ratio averaged 0.31.

Notable Days

  • 2024-02-15: Highest Volume — 27,083 contracts
  • 2024-02-28: Largest IV drop — 33.2% change
  • 2024-02-27: Highest IV Rank — 97.9%
  • 2024-02-27: Largest Expected Move — 43.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.68$9.11$15.55$9.54$13.46
Max Pain$8.90$7.50$11.00$7.50$11.00
ATM IV103.8%82.3%151.3%84.4%94.3%
Expected Move29.7%24.3%43.4%24.3%27.0%
HV 20d101.3%71.2%143.7%104.8%142.6%
HV 60d96.0%89.9%111.5%95.5%111.2%
IV Rank47.2%24.3%97.9%26.5%37.1%
IV Percentile70.6%28.6%99.6%37.3%72.2%
Term Structure-5.0%-25.1%12.2%1.9%-1.5%
VWIV107.0%87.0%150.0%92.9%98.7%
Skew 25d-8.8%-30.2%4.2%-4.2%-14.3%
Skew 10d-16.1%-44.2%5.0%-5.5%-18.2%
Call IV 25d112.0%88.1%162.5%89.6%111.2%
Put IV 25d103.2%85.4%143.1%85.4%96.9%
Bid-Ask Spread %40.3810.5060.5060.5035.63
Gamma HHI0.150.120.190.140.16
Net GEX221.2K91.0K367.2K111.8K364.0K
Net DEX-17.7M-43.6M-4.5M-5.6M-27.7M
Net VEX-76.5K-143.0K-42.4K-45.1K-140.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.060.860.190.86
Total Volume8,799.4548427,0837747,577
Total OI45,593.833,38570,98433,38570,984

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-02-01$9.54$7.5084.4%24.3%104.8%26.5%92.9%-4.2%1.9%111.8K-5.6M-45.1K0.1960.5065312123,6059,780
2024-02-02$9.30$7.5082.3%24.8%86.3%24.3%87.6%-1.9%1.4%100.4K-4.9M-43.8K0.1049.981,89819723,6559,855
2024-02-05$9.11$7.5089.3%24.9%82.2%31.7%87.0%-2.6%0.3%91.0K-4.5M-42.4K0.5453.201,29270223,9129,860
2024-02-06$9.45$7.5089.8%24.7%81.0%32.3%87.6%-1.9%1.9%108.9K-5.5M-45.3K0.3253.8536611824,3509,991
2024-02-07$9.16$7.5087.8%25.2%74.8%30.2%93.9%-6.1%-2.9%93.0K-4.6M-44.0K0.1854.3997717424,36710,087
2024-02-08$9.95$7.5088.4%25.3%79.8%30.8%92.2%0.5%-0.9%138.6K-7.4M-47.9K0.0652.343,97925124,73210,238
2024-02-09$10.04$7.5088.2%25.3%71.2%30.5%89.2%-3.3%-1.5%164.9K-8.3M-51.1K0.1653.861,60525526,41010,351
2024-02-12$10.96$7.5089.2%25.6%78.5%31.6%90.5%4.2%-4.0%216.5K-12.0M-53.6K0.2746.013,30187826,80310,534
2024-02-13$9.84$9.0087.0%24.9%86.5%29.2%89.0%0.2%12.2%162.1K-7.2M-50.9K0.7659.731,22892827,67010,740
2024-02-14$10.96$9.0088.9%25.5%93.3%31.3%89.3%0.1%-1.8%253.8K-12.5M-54.5K0.1355.554,17955827,99311,144
2024-02-15$12.39$9.00113.1%32.4%101.3%57.1%114.8%-8.9%-25.1%297.2K-21.1M-59.8K0.1225.1824,0773,00629,42311,066
2024-02-16$13.20$9.00131.2%37.6%101.8%76.4%144.5%-30.2%-15.6%199.5K-30.2M-75.9K0.1232.2120,4022,42037,30512,817
2024-02-20$12.46$10.00119.4%34.2%102.1%63.8%127.0%-13.3%-6.2%242.5K-19.8M-81.0K0.1830.468,4231,54734,37511,509
2024-02-21$12.54$10.00117.2%33.6%102.0%61.5%119.3%-14.4%-3.8%246.7K-21.3M-84.3K0.3124.083,3591,03334,41112,536
2024-02-22$14.93$10.00122.7%35.2%117.2%67.4%124.1%-18.8%-7.0%299.0K-32.9M-89.0K0.3010.5018,2355,52635,06912,861
2024-02-23$13.34$10.00121.4%34.8%125.4%66.0%122.0%-10.5%-7.9%298.3K-26.7M-116.2K0.4920.006,1403,00441,14816,021
2024-02-26$14.64$10.00129.7%37.2%126.5%74.9%131.0%-17.0%-14.1%341.3K-35.3M-129.4K0.4033.488,4113,38543,43617,496
2024-02-27$15.55$10.00151.3%43.4%125.4%97.9%150.0%-19.4%-21.7%367.2K-43.6M-143.0K0.3026.7713,2613,94446,40318,943
2024-02-28$12.80$11.00101.1%29.0%143.7%44.4%110.3%-14.9%-4.2%327.2K-23.5M-132.2K0.3129.8414,2274,35249,12720,869
2024-02-29$13.46$11.0094.3%27.0%142.6%37.1%98.7%-14.3%-1.5%364.0K-27.7M-140.9K0.8635.634,0783,49949,20321,781