RXRX Options History — April 2024

In April 2024, RXRX traded between $7.33 and $9.38. ATM implied volatility averaged 84.9%, placing in the 27.0% IV rank vs the trailing year. The 30-day expected move averaged 24.4%. IV traded above realized volatility by 29.0% (HV 20d: 55.9%). Max pain ranged from $9.00 to $11.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days. Put/call ratio averaged 0.45.

Notable Days

  • 2024-04-02: Highest Volume — 5,547 contracts
  • 2024-04-05: Largest IV spike — 8.0% change
  • 2024-04-15: Highest IV Rank — 32.5%
  • 2024-04-15: Largest Expected Move — 25.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.24$7.33$9.38$9.38$7.89
Max Pain$9.27$9.00$11.00$11.00$9.00
ATM IV84.9%78.4%90.0%81.7%85.8%
Expected Move24.4%22.5%25.8%23.4%24.6%
HV 20d55.9%49.2%60.4%57.3%52.2%
HV 60d99.5%96.0%108.3%108.3%96.2%
IV Rank27.0%20.1%32.5%23.7%28.0%
IV Percentile33.2%12.3%56.0%21.0%35.7%
Term Structure-0.0%-26.1%46.6%7.0%-6.0%
VWIV87.2%80.8%90.8%89.1%84.2%
Skew 25d-5.9%-15.0%1.1%-11.1%-7.0%
Skew 10d-18.1%-54.1%23.6%-37.2%-38.0%
Call IV 25d89.9%84.5%93.8%92.5%88.1%
Put IV 25d84.0%74.3%91.6%81.4%81.1%
Bid-Ask Spread %61.9244.1978.3555.5970.43
Gamma HHI0.100.080.140.100.14
Net GEX72.0K30.9K116.5K104.0K104.6K
Net DEX775.7K-3.9M5.7M-3.9M-27.5K
Net VEX-115.3K-130.3K-97.8K-130.3K-118.5K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.081.220.430.54
Total Volume3,240.3641,6135,5475,0732,371
Total OI80,345.68271,45086,49572,95483,030

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-04-01$9.38$11.0081.7%23.4%57.3%23.7%89.1%-11.1%7.0%104.0K-3.9M-130.3K0.4355.593,5451,52848,71724,237
2024-04-02$8.77$11.0084.4%24.2%60.0%26.5%88.2%-7.1%5.2%69.1K-472.9K-118.8K0.3253.804,1951,35249,64425,122
2024-04-03$8.91$11.0083.5%23.9%60.4%25.5%88.4%-15.0%4.8%90.1K-1.6M-125.0K0.4667.142,5511,17451,72126,050
2024-04-04$8.77$9.0082.8%25.4%59.0%24.8%89.1%-5.7%-4.6%88.4K-1.4M-125.0K0.3753.032,57795652,71926,412
2024-04-05$8.86$9.0089.4%24.1%59.5%31.8%86.7%-9.3%-26.1%90.5K-2.3M-127.8K0.6161.091,48489853,67227,221
2024-04-08$8.96$9.0086.3%25.2%59.7%28.6%88.7%-5.5%-0.4%91.3K-1.6M-129.2K0.3045.131,73951653,68027,791
2024-04-09$9.05$9.0081.8%24.7%53.4%23.7%87.5%-5.4%-0.4%90.4K-1.6M-129.7K0.6044.191,00760654,64928,071
2024-04-10$8.54$9.0086.7%24.9%55.3%29.0%85.3%-3.5%-7.6%61.5K509.1K-121.2K0.6752.061,20280154,94628,319
2024-04-11$8.89$9.0086.1%24.7%56.0%28.3%85.6%-4.5%0.7%70.2K-493.0K-127.7K0.4159.831,69969155,06928,665
2024-04-12$8.36$9.0088.2%25.3%58.8%30.5%90.3%-7.5%-3.1%45.5K2.3M-115.6K0.4156.872,03583954,86728,962
2024-04-15$7.79$9.0090.0%25.8%57.7%32.5%90.6%1.1%-3.7%38.2K4.3M-104.9K0.5157.343,2521,66055,54629,401
2024-04-16$7.59$9.0090.0%25.8%55.3%32.5%90.8%-5.6%-4.0%34.8K5.3M-102.2K0.7068.481,7761,24156,43430,059
2024-04-17$7.50$9.0085.3%24.4%51.9%27.4%89.7%-5.3%1.8%30.9K5.7M-99.5K0.8973.121,3491,20656,40230,093
2024-04-18$7.45$9.0087.7%25.1%49.5%30.1%88.5%-4.5%46.6%31.4K3.8M-100.7K1.2275.048761,06757,18328,205
2024-04-19$7.33$9.0087.1%25.0%49.2%29.4%88.4%0.7%-0.3%35.4K4.1M-97.8K0.1058.772,87929957,47927,787
2024-04-22$7.64$9.0084.6%24.3%53.6%26.8%87.7%-2.0%-1.7%54.1K2.1M-102.4K0.1165.762,69128545,12726,323
2024-04-23$7.75$9.0081.6%23.4%54.4%23.5%86.2%-1.3%-0.2%71.2K1.8M-105.3K0.1669.521,82829346,85126,544
2024-04-24$7.97$9.0084.5%24.2%56.5%26.6%84.0%-3.7%-5.0%85.0K643.8K-110.2K0.2955.553,6171,04447,70826,667
2024-04-25$7.79$9.0080.4%23.1%56.6%22.3%84.0%-11.2%-1.2%81.8K1.3M-108.1K0.0865.923,16225749,82227,451
2024-04-26$7.96$9.0078.4%22.5%57.8%20.1%80.8%-7.1%-0.3%98.0K-92.8K-113.1K0.5475.193,0741,66750,12427,609
2024-04-29$8.16$9.0081.3%23.3%55.9%23.2%84.7%-9.2%-2.3%116.5K-1.3M-123.6K0.2478.353,21278752,32628,900
2024-04-30$7.89$9.0085.8%24.6%52.2%28.0%84.2%-7.0%-6.0%104.6K-27.5K-118.5K0.5470.431,54282953,45029,580