RXRX Options History — May 2024

In May 2024, RXRX traded between $8.29 and $10.09. ATM implied volatility averaged 85.6%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 22.7%. IV traded above realized volatility by 27.6% (HV 20d: 58.0%). Max pain ranged from $9.00 to $12.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.39.

Notable Days

  • 2024-05-13: Highest Volume — 20,134 contracts
  • 2024-05-15: Largest IV drop — 37.2% change
  • 2024-05-14: Highest IV Rank — 86.2%
  • 2024-05-14: Largest Expected Move — 25.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$9.07$8.29$10.09$8.39$8.29
Max Pain$10.91$9.00$12.00$9.00$10.00
ATM IV85.6%69.3%140.3%81.4%75.1%
Expected Move22.7%19.9%25.5%23.3%21.5%
HV 20d58.0%48.7%62.3%57.0%62.2%
HV 60d79.9%58.7%97.0%97.0%59.5%
IV Rank27.8%10.4%86.2%23.3%16.6%
IV Percentile33.4%3.2%98.8%19.0%9.5%
Term Structure2.6%-25.2%54.4%-6.7%-2.0%
VWIV80.8%73.7%89.8%83.9%77.5%
Skew 25d-6.6%-16.8%0.4%-8.5%-9.7%
Skew 10d-5.3%-24.9%25.7%25.4%-19.1%
Call IV 25d84.0%76.3%93.1%91.5%81.1%
Put IV 25d77.4%62.8%86.9%83.0%71.3%
Bid-Ask Spread %65.9942.2295.8276.8858.10
Gamma HHI0.140.090.220.140.12
Net GEX166.1K103.7K365.3K127.9K103.7K
Net DEX-7.1M-17.7M34.4K-2.8M34.4K
Net VEX-145.3K-166.9K-128.4K-130.5K-134.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.390.110.980.980.39
Total Volume4,420.2731,02320,1342,5562,103
Total OI91,543.45584,552101,28984,55296,966

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-05-01$8.39$9.0081.4%23.3%57.0%23.3%83.9%-8.5%-6.7%127.9K-2.8M-130.5K0.9876.881,2911,26554,30030,252
2024-05-02$8.70$9.0082.5%23.6%58.4%24.4%81.5%-10.1%-3.7%145.8K-4.6M-137.6K0.3771.202,42789954,20231,016
2024-05-03$8.82$9.0080.3%23.0%58.5%22.1%84.2%-11.1%-3.3%155.2K-5.9M-142.2K0.1983.972,31642954,47731,629
2024-05-06$8.98$12.0084.1%21.5%58.7%26.2%76.9%-0.2%2.5%180.7K-6.1M-136.9K0.2161.061,98641555,25231,758
2024-05-07$8.77$12.0089.8%21.9%59.2%32.3%76.3%-16.8%2.0%172.5K-3.7M-132.2K0.1965.311,32225756,27731,947
2024-05-08$8.68$12.0089.5%21.0%55.5%32.0%74.7%-2.2%3.4%172.0K-3.8M-132.6K0.5069.2087243956,27331,798
2024-05-09$8.63$12.0094.2%23.1%53.5%37.0%81.5%-1.1%1.9%162.9K-3.8M-130.7K0.2477.421,80343656,50131,830
2024-05-10$8.55$12.0088.3%22.2%48.7%30.7%73.7%0.4%2.3%180.4K-3.1M-128.4K0.1768.454,62079957,07531,954
2024-05-13$9.50$12.00102.6%22.7%54.1%46.0%80.6%-2.7%1.5%289.2K-12.3M-146.5K0.2446.2616,2573,87758,64932,073
2024-05-14$10.09$12.00140.3%25.5%55.2%86.2%89.8%-6.3%-3.1%283.7K-17.3M-161.3K0.1142.2217,2761,98159,62433,407
2024-05-15$9.98$11.0088.1%25.2%55.1%30.4%88.3%-8.3%-4.0%365.3K-17.7M-166.9K0.2047.925,2261,04465,08934,054
2024-05-16$9.54$11.0087.1%25.0%58.6%29.4%85.6%-8.3%8.5%129.1K-13.1M-158.1K0.3861.972,47394965,75934,536
2024-05-17$9.45$11.0084.5%24.2%58.2%26.6%84.8%-9.6%0.3%125.9K-12.0M-154.6K0.3868.694,0311,54366,08435,205
2024-05-20$9.79$11.0082.4%23.6%57.9%24.4%82.0%-5.9%2.4%143.2K-10.2M-160.8K0.2160.072,51251654,80031,786
2024-05-21$9.52$11.0082.5%23.7%59.6%24.5%81.5%-4.0%-1.9%153.0K-9.3M-157.5K0.7365.561,37099956,68832,046
2024-05-22$9.23$11.0077.1%22.1%61.0%18.7%80.6%-2.9%10.4%141.2K-7.6M-153.8K0.8472.811,09591957,16232,987
2024-05-23$9.00$11.0069.3%19.9%61.1%10.4%83.6%-11.3%54.4%122.4K-6.5M-153.1K0.8295.821,9041,56357,61533,741
2024-05-24$9.16$11.0074.4%21.3%61.0%15.9%77.5%-8.2%10.9%131.0K-6.7M-154.9K0.3471.6498833258,22435,134
2024-05-28$9.04$11.0077.5%22.2%61.0%19.2%78.8%-7.5%-25.2%124.8K-4.5M-147.3K0.1461.762,59135558,53735,398
2024-05-29$8.63$10.0079.3%22.7%62.3%21.0%78.5%-0.2%0.9%112.5K-1.4M-136.2K0.7761.371,5511,19259,78235,613
2024-05-30$8.84$10.0072.8%20.9%59.1%14.2%75.9%-11.7%6.0%130.8K-3.3M-140.9K0.2464.0982220160,36536,091
2024-05-31$8.29$10.0075.1%21.5%62.2%16.6%77.5%-9.7%-2.0%103.7K34.4K-134.4K0.3958.101,51159260,75136,215