RXRX Options History — March 2024

In March 2024, RXRX traded between $9.98 and $12.71. ATM implied volatility averaged 92.5%, placing in the 35.2% IV rank vs the trailing year. The 30-day expected move averaged 25.6%. IV traded below realized volatility by 30.4% (HV 20d: 122.9%). Max pain ranged from $11.00 to $13.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 13 of 20 days. Put/call ratio averaged 0.29.

Notable Days

  • 2024-03-13: Highest Volume — 12,902 contracts
  • 2024-03-11: Largest IV spike — 14.6% change
  • 2024-03-05: Highest IV Rank — 47.6%
  • 2024-03-14: Largest Expected Move — 27.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$10.98$9.98$12.71$12.71$9.98
Max Pain$11.85$11.00$13.00$11.00$11.00
ATM IV92.5%79.3%104.2%95.0%79.3%
Expected Move25.6%22.7%27.5%27.2%22.7%
HV 20d122.9%56.8%147.8%145.0%56.8%
HV 60d110.2%107.6%114.1%112.1%107.7%
IV Rank35.2%21.1%47.6%37.8%21.1%
IV Percentile60.7%16.3%85.3%74.2%16.3%
Term Structure4.3%-4.9%50.3%-2.5%7.8%
VWIV92.5%83.0%101.2%98.1%83.0%
Skew 25d-8.1%-15.0%-3.0%-7.0%-9.9%
Skew 10d-15.0%-41.6%55.5%-20.7%-25.0%
Call IV 25d96.9%88.4%109.0%102.6%88.4%
Put IV 25d88.8%78.5%96.8%95.6%78.5%
Bid-Ask Spread %49.1641.0770.8141.0770.81
Gamma HHI0.110.090.140.140.11
Net GEX144.3K81.5K282.9K282.9K136.8K
Net DEX-10.0M-21.3M-2.9M-21.3M-7.5M
Net VEX-136.9K-145.4K-120.7K-139.4K-141.7K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.290.051.131.130.30
Total Volume5,771.32,70912,9026,6193,226
Total OI73,541.1558,85989,31373,18372,203

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-03-01$12.71$11.0095.0%27.2%145.0%37.8%98.1%-7.0%-2.5%282.9K-21.3M-139.4K1.1341.073,1013,51849,48823,695
2024-03-04$12.34$13.00100.3%26.2%145.2%43.5%93.4%-5.5%3.3%221.4K-16.8M-140.0K0.4748.995,3392,52349,10626,477
2024-03-05$11.84$13.00104.2%26.3%146.0%47.6%92.0%-3.0%-2.5%184.2K-13.3M-135.3K0.3847.922,46594048,69226,228
2024-03-06$11.27$13.0095.2%25.3%147.4%38.1%90.6%-7.6%1.1%137.3K-9.3M-127.7K0.4542.883,1081,40648,75226,744
2024-03-07$11.16$13.0095.4%25.3%146.8%38.2%88.5%-3.1%2.1%104.9K-7.4M-129.5K0.3741.892,9901,10649,67127,548
2024-03-08$11.25$13.0087.6%25.2%144.3%29.9%92.1%-5.7%1.3%143.1K-9.0M-132.1K0.1646.437,3531,16650,66927,885
2024-03-11$10.34$12.00100.4%25.0%147.8%43.6%91.9%-4.1%-0.3%81.5K-2.9M-120.7K0.2546.094,5031,13152,72228,347
2024-03-12$10.57$12.00101.4%25.2%144.5%44.7%88.3%-5.0%9.4%115.6K-5.4M-125.4K0.2853.992,43068054,38928,545
2024-03-13$10.93$12.0091.9%26.3%139.4%34.5%94.3%-13.6%-4.9%139.5K-8.4M-132.0K0.0541.3212,28262055,56528,767
2024-03-14$10.68$12.0095.9%27.5%134.3%38.8%100.4%-12.2%50.3%157.7K-7.6M-130.2K0.1746.597,5611,32357,65728,872
2024-03-15$11.21$12.0092.9%26.6%127.6%35.6%101.2%-15.0%-2.3%106.4K-14.5M-143.6K0.2747.686,0451,63360,49728,816
2024-03-18$11.50$12.0095.7%27.4%125.6%38.6%100.2%-10.4%-0.1%128.0K-12.8M-145.4K0.0742.9610,89381238,08120,778
2024-03-19$10.70$11.0083.2%23.8%126.5%25.2%93.3%-9.8%2.4%149.9K-9.9M-141.6K0.2542.103,63892742,24621,161
2024-03-20$10.98$12.0091.8%26.3%126.9%34.4%93.3%-7.0%0.9%144.3K-11.0M-145.0K0.1846.302,80850941,94221,819
2024-03-21$10.61$11.0089.1%25.5%107.6%31.5%90.6%-5.3%7.3%127.2K-8.9M-140.5K0.1544.283,11147742,02022,127
2024-03-22$10.52$11.0087.5%25.1%101.5%29.8%89.6%-10.0%-2.4%124.8K-9.2M-139.2K0.1249.842,42828142,34122,374
2024-03-25$10.52$11.0089.0%25.5%93.9%31.4%89.0%-6.6%7.7%129.3K-8.4M-140.7K0.2351.234,32997643,27122,581
2024-03-26$10.34$11.0087.6%25.1%89.4%30.0%90.7%-10.5%3.7%137.2K-8.9M-144.3K0.3966.063,2671,27945,50823,284
2024-03-27$10.21$11.0087.2%25.0%61.2%29.5%88.8%-9.8%4.3%134.5K-8.1M-142.8K0.1164.652,91233046,55523,400
2024-03-28$9.98$11.0079.3%22.7%56.8%21.1%83.0%-9.9%7.8%136.8K-7.5M-141.7K0.3070.812,47774948,48623,717