RXRX Options History — July 2024

In July 2024, RXRX traded between $7.19 and $8.61. ATM implied volatility averaged 77.4%, placing in the 19.3% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded below realized volatility by 8.3% (HV 20d: 85.7%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 19 of 22 days. Put/call ratio averaged 0.59.

Notable Days

  • 2024-07-23: Highest Volume — 8,920 contracts
  • 2024-07-10: Largest IV spike — 10.1% change
  • 2024-07-19: Highest IV Rank — 25.5%
  • 2024-07-19: Largest Expected Move — 23.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.90$7.19$8.61$7.50$8.29
Max Pain$7.95$7.00$8.00$8.00$8.00
ATM IV77.4%70.0%83.0%77.0%75.8%
Expected Move22.5%20.1%23.8%22.1%21.7%
HV 20d85.7%72.9%94.3%87.5%73.1%
HV 60d71.2%67.5%75.5%69.4%74.6%
IV Rank19.3%11.2%25.5%18.6%17.8%
IV Percentile21.5%4.8%40.1%15.5%16.7%
Term Structure4.5%-3.8%14.9%2.3%3.1%
VWIV79.3%73.9%84.3%79.3%76.4%
Skew 25d-4.9%-22.4%2.8%-1.0%-5.4%
Skew 10d-17.9%-46.3%27.3%-7.2%-14.1%
Call IV 25d81.5%76.7%88.0%80.0%80.3%
Put IV 25d76.6%56.9%84.6%79.0%74.9%
Bid-Ask Spread %69.0747.7293.9656.4765.99
Gamma HHI0.160.130.220.140.17
Net GEX166.6K85.1K281.6K128.8K227.1K
Net DEX-7.5M-13.4M-2.9M-6.0M-8.7M
Net VEX-161.8K-178.8K-143.5K-148.7K-170.3K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.590.071.880.381.04
Total Volume3,993.3181,3748,9204,6932,600
Total OI113,065.818104,863124,006104,863115,766

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-07-01$7.50$8.0077.0%22.1%87.5%18.6%79.3%-1.0%2.3%128.8K-6.0M-148.7K0.3856.473,4081,28569,75535,108
2024-07-02$7.19$8.0070.0%20.1%87.6%11.2%73.9%-19.8%13.9%89.1K-2.9M-143.5K0.3055.063,07591270,55636,095
2024-07-03$7.33$8.0073.6%21.1%88.1%15.0%74.7%-15.8%4.3%109.0K-4.8M-148.8K0.5647.721,39578872,14736,490
2024-07-05$7.36$8.0075.4%22.5%83.9%16.9%80.3%-7.3%3.4%100.2K-4.2M-148.9K0.3878.721,07140672,63836,829
2024-07-08$7.42$8.0074.1%23.4%84.1%15.6%78.3%-22.4%8.6%106.3K-4.3M-149.3K0.3074.242,12564173,06137,118
2024-07-09$7.39$8.0073.3%23.7%82.7%14.7%81.4%2.8%5.0%97.5K-4.4M-149.3K0.4789.031,11753073,85937,722
2024-07-10$7.21$8.0080.8%23.2%82.7%22.6%82.3%0.5%7.9%85.1K-3.1M-144.0K0.9793.961,5921,54674,04838,009
2024-07-11$7.74$8.0075.8%21.7%87.5%17.3%77.6%-0.9%0.4%125.8K-6.8M-157.0K0.5589.224,5042,45674,17838,636
2024-07-12$8.43$7.0077.9%22.3%89.8%19.6%76.5%-0.5%14.9%223.4K-12.1M-171.8K0.1484.787,2831,01675,40439,756
2024-07-15$8.20$8.0079.2%22.7%89.2%21.4%79.4%-0.8%4.8%210.9K-10.2M-168.4K0.2468.502,50060777,53040,120
2024-07-16$8.52$8.0080.6%23.1%90.6%23.0%80.4%-2.0%5.5%281.6K-13.4M-173.9K0.2762.426,6291,80178,05940,507
2024-07-17$8.41$8.0077.8%22.3%90.3%19.9%79.2%-3.5%6.4%254.8K-11.2M-174.4K0.4575.692,9001,30879,32241,302
2024-07-18$7.97$8.0082.3%23.6%90.9%24.8%80.3%1.8%0.5%141.7K-7.2M-165.4K0.6256.343,5122,17180,36741,363
2024-07-19$7.63$8.0083.0%23.8%90.5%25.5%82.8%-16.4%-0.5%131.9K-4.6M-158.2K1.1771.231,2771,49581,71342,293
2024-07-22$8.00$8.0082.6%23.7%90.3%25.1%80.9%-3.1%0.6%153.6K-7.2M-166.2K0.2749.612,50466967,36239,627
2024-07-23$8.61$8.0076.0%21.8%89.1%17.9%79.6%-6.9%7.4%205.4K-12.4M-178.8K0.2674.177,0761,84468,55140,220
2024-07-24$7.86$8.0073.9%21.2%94.3%15.6%79.7%-4.1%10.3%175.2K-7.2M-163.0K1.2074.711,9632,35570,60840,374
2024-07-25$8.16$8.0077.0%22.1%93.8%19.0%80.6%0.5%-3.8%203.9K-10.6M-175.4K0.9569.771,4131,33871,43041,084
2024-07-26$8.34$8.0078.6%22.5%73.1%20.7%79.9%0.6%2.4%218.1K-9.8M-175.4K0.0767.642,15015371,41441,087
2024-07-29$8.23$8.0078.9%22.6%72.9%21.1%77.4%-0.4%2.4%212.6K-8.0M-167.2K0.5860.2986750771,38341,340
2024-07-30$7.96$8.0080.0%22.9%74.0%22.3%84.3%-3.9%-0.8%183.3K-6.3M-162.1K1.8853.951,0651,99971,49241,725
2024-07-31$8.29$8.0075.8%21.7%73.1%17.8%76.4%-5.4%3.1%227.1K-8.7M-170.3K1.0465.991,2751,32572,09643,670