RXRX Options History — June 2024

In June 2024, RXRX traded between $7.37 and $9.68. ATM implied volatility averaged 74.5%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 8.8% (HV 20d: 65.7%). Max pain ranged from $8.00 to $10.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 18 of 19 days. Put/call ratio averaged 0.30.

Notable Days

2024-06-27: Highest Volume — 19,557 contracts
2024-06-04: Largest IV drop — 11.2% change
2024-06-03: Highest IV Rank — 20.6%
2024-06-06: Largest Expected Move — 23.0%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$8.84	$7.37	$9.68	$8.52	$7.37
Max Pain	$9.11	$8.00	$10.00	$10.00	$8.00
ATM IV	74.5%	67.3%	78.8%	78.8%	73.5%
Expected Move	21.3%	19.3%	23.0%	22.6%	21.1%
HV 20d	65.7%	56.7%	90.2%	62.8%	89.5%
HV 60d	60.7%	57.9%	69.4%	59.8%	69.3%
IV Rank	16.0%	8.2%	20.6%	20.6%	14.9%
IV Percentile	10.1%	2.4%	15.9%	14.7%	9.5%
Term Structure	11.0%	-21.2%	83.9%	0.7%	6.2%
VWIV	76.3%	71.0%	82.5%	79.3%	76.8%
Skew 25d	-6.1%	-12.8%	1.4%	-11.0%	-11.9%
Skew 10d	-10.5%	-43.8%	23.8%	-18.1%	-43.8%
Call IV 25d	78.8%	73.8%	87.3%	87.3%	76.9%
Put IV 25d	72.7%	65.0%	77.6%	76.3%	65.0%
Bid-Ask Spread %	70.49	47.51	85.79	68.87	57.62
Gamma HHI	0.17	0.13	0.31	0.14	0.13
Net GEX	190.9K	104.3K	378.4K	114.3K	104.3K
Net DEX	-6.5M	-13.8M	-573.1K	-573.1K	-3.9M
Net VEX	-145.4K	-159.7K	-131.1K	-132.8K	-145.2K
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.30	0.05	0.92	0.05	0.18
Total Volume	5,134.579	971	19,557	2,930	7,117
Total OI	99,414.105	80,400	106,875	97,711	101,763

Daily Data (19 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2024-06-03	$8.52	$10.00	78.8%	22.6%	62.8%	20.6%	79.3%	-11.0%	0.7%	114.3K	-573.1K	-132.8K	0.05	68.87	2,795	135	61,020	36,691
2024-06-04	$8.46	$10.00	70.0%	20.1%	62.4%	11.2%	76.9%	-7.3%	-21.2%	125.7K	-971.9K	-132.5K	0.21	70.54	1,697	349	62,562	36,741
2024-06-05	$9.04	$10.00	74.8%	21.4%	66.5%	16.3%	77.1%	-12.8%	1.5%	169.9K	-5.7M	-149.0K	0.18	62.17	5,305	964	62,904	36,837
2024-06-06	$9.04	$9.00	77.2%	23.0%	66.3%	18.9%	78.1%	0.4%	3.2%	174.2K	-5.7M	-150.7K	0.26	80.92	1,790	466	64,152	37,559
2024-06-07	$8.59	$9.00	77.5%	21.2%	68.9%	19.2%	77.2%	-5.5%	13.0%	152.4K	-3.0M	-140.5K	0.92	72.81	689	637	65,071	37,673
2024-06-10	$8.64	$9.00	76.3%	21.0%	68.9%	17.8%	75.5%	-3.1%	8.2%	143.4K	-2.0M	-137.5K	0.23	67.67	3,403	773	65,296	38,187
2024-06-11	$8.55	$9.00	76.3%	21.3%	56.7%	17.8%	76.4%	-8.3%	9.9%	135.8K	-1.4M	-136.5K	0.32	69.96	736	235	65,194	38,571
2024-06-12	$9.13	$9.00	78.1%	22.4%	57.5%	19.8%	76.6%	-10.1%	4.0%	208.2K	-6.7M	-148.5K	0.20	85.79	5,362	1,093	65,367	38,700
2024-06-13	$9.41	$9.00	75.3%	21.6%	58.8%	16.9%	75.9%	1.4%	10.3%	261.6K	-9.5M	-151.1K	0.36	81.33	2,553	908	65,979	37,877
2024-06-14	$9.25	$9.00	75.8%	21.7%	57.0%	17.3%	76.8%	-5.6%	11.6%	243.8K	-8.0M	-148.1K	0.51	76.92	1,061	544	65,869	38,007
2024-06-17	$9.41	$9.00	77.5%	22.2%	57.3%	19.2%	82.5%	-8.7%	10.0%	278.6K	-8.9M	-148.8K	0.24	78.58	4,184	997	65,893	38,216
2024-06-18	$9.68	$9.00	77.1%	22.1%	56.7%	18.7%	76.8%	-4.7%	12.1%	378.4K	-13.0M	-154.7K	0.16	71.41	4,138	657	67,881	37,509
2024-06-20	$9.20	$9.00	75.2%	21.6%	58.7%	16.7%	77.7%	-2.0%	83.9%	218.9K	-7.4M	-145.6K	0.38	75.33	3,059	1,163	69,160	37,715
2024-06-21	$8.64	$9.00	77.4%	22.2%	61.9%	19.0%	79.5%	-2.5%	7.5%	137.0K	-5.5M	-140.9K	0.47	75.59	4,376	2,046	70,881	35,717
2024-06-24	$9.39	$9.00	68.9%	19.7%	68.4%	10.0%	71.6%	-2.4%	12.6%	211.6K	-12.9M	-155.1K	0.14	62.54	6,282	849	52,942	27,458
2024-06-25	$9.34	$9.00	67.3%	19.3%	68.2%	8.2%	71.1%	-6.8%	8.4%	242.7K	-13.8M	-159.7K	0.18	62.13	5,686	1,032	56,416	28,112
2024-06-26	$8.82	$9.00	68.4%	19.6%	71.1%	9.4%	71.0%	-8.5%	9.8%	216.2K	-10.8M	-154.0K	0.35	71.67	3,633	1,286	58,927	28,821
2024-06-27	$7.50	$9.00	70.6%	20.2%	90.2%	11.8%	73.1%	-7.2%	16.4%	109.6K	-2.8M	-131.1K	0.41	47.51	13,883	5,674	61,156	30,044
2024-06-28	$7.37	$8.00	73.5%	21.1%	89.5%	14.9%	76.8%	-11.9%	6.2%	104.3K	-3.9M	-145.2K	0.18	57.62	6,028	1,089	67,028	34,735