RXRX Options History — August 2024

In August 2024, RXRX traded between $6.05 and $7.88. ATM implied volatility averaged 79.6%, placing in the 21.8% IV rank vs the trailing year. The 30-day expected move averaged 21.8%. IV traded below realized volatility by 2.7% (HV 20d: 82.2%). Max pain ranged from $8.00 to $9.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 0.31.

Notable Days

  • 2024-08-19: Highest Volume — 13,061 contracts
  • 2024-08-13: Largest IV spike — 27.6% change
  • 2024-08-07: Highest IV Rank — 59.6%
  • 2024-08-05: Largest Expected Move — 25.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.01$6.05$7.88$7.33$7.25
Max Pain$8.36$8.00$9.00$8.00$8.00
ATM IV79.6%67.8%114.3%85.0%69.8%
Expected Move21.8%19.4%25.8%24.4%20.0%
HV 20d82.2%66.0%89.7%86.3%66.0%
HV 60d78.9%76.2%80.5%78.6%78.8%
IV Rank21.8%9.0%59.6%27.8%11.2%
IV Percentile32.0%2.8%96.8%50.8%6.3%
Term Structure-2.5%-39.6%10.9%-5.0%7.6%
VWIV77.4%68.9%91.2%86.1%70.9%
Skew 25d-1.9%-26.9%5.2%-18.4%2.4%
Skew 10d-9.1%-46.4%29.1%-46.4%9.9%
Call IV 25d77.3%67.0%91.5%89.0%70.8%
Put IV 25d75.4%64.6%88.7%70.6%73.2%
Bid-Ask Spread %60.5347.8175.9267.4859.73
Gamma HHI0.130.110.150.140.14
Net GEX111.1K46.8K188.1K121.9K132.7K
Net DEX-52.1K-6.8M6.4M-1.3M-1.2M
Net VEX-142.1K-165.0K-113.9K-152.8K-150.8K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.310.071.290.610.19
Total Volume4,534.3641,42313,0616,1814,808
Total OI123,176.727115,205128,526116,377127,633

Daily Data (22 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-08-01$7.33$8.0085.0%24.4%86.3%27.8%86.1%-18.4%-5.0%121.9K-1.3M-152.8K0.6167.483,8462,33572,16744,210
2024-08-02$7.01$8.0086.8%24.9%87.7%29.7%86.9%-26.9%-6.6%111.0K-596.7K-148.0K0.5475.922,2621,21674,12244,482
2024-08-05$6.79$9.0098.5%25.8%88.2%42.5%91.2%-2.1%0.2%93.2K1.8M-135.9K0.4367.682,4001,03675,22544,704
2024-08-06$6.79$9.0097.2%25.7%88.2%41.1%88.1%-1.7%-1.4%89.9K1.3M-140.2K0.6063.653,1301,88475,70745,019
2024-08-07$6.44$9.00114.3%24.5%89.7%59.6%87.6%-2.8%-39.6%70.6K3.7M-130.4K0.2568.073,41284075,91745,528
2024-08-08$6.66$9.0092.7%22.8%86.3%36.1%83.2%-6.9%7.0%77.1K4.8M-126.8K0.1670.873,73161477,97845,770
2024-08-09$6.30$9.0078.2%22.3%80.5%20.4%80.8%-0.6%9.1%61.2K5.2M-122.7K0.1861.193,21158878,76345,367
2024-08-12$6.05$9.0077.2%22.8%80.9%19.2%83.1%-3.7%1.7%46.8K6.4M-113.9K0.3069.172,58877080,16944,996
2024-08-13$6.50$9.0098.5%22.6%84.6%42.4%79.9%3.3%-37.3%78.0K4.1M-123.1K0.1768.093,53358481,46344,675
2024-08-14$6.31$9.0073.6%21.1%84.8%15.3%74.5%3.0%5.8%50.1K4.7M-118.9K0.2558.341,14228182,31744,864
2024-08-15$6.69$8.0075.1%21.5%87.2%17.0%77.2%-2.9%-0.8%124.2K2.0M-128.3K0.0861.064,31134582,87143,661
2024-08-16$6.74$8.0070.1%20.1%86.4%11.5%73.8%2.1%8.9%66.1K1.8M-132.7K0.3271.662,25772984,71143,815
2024-08-19$7.08$8.0070.5%20.2%86.6%12.0%71.3%0.7%6.3%90.9K-726.8K-139.0K1.2950.465,6977,36472,44942,756
2024-08-20$7.20$8.0073.6%21.1%81.9%15.3%73.6%1.5%-30.9%102.5K-1.6M-150.8K0.1353.813,04141074,14445,378
2024-08-21$7.58$8.0068.0%19.5%78.5%9.2%68.9%5.2%9.0%149.8K-5.0M-160.3K0.1748.345,60697274,69045,400
2024-08-22$7.37$8.0070.1%20.1%77.6%11.5%71.8%4.2%-31.2%140.5K-3.1M-155.8K0.2650.741,92450476,88046,446
2024-08-23$7.81$8.0069.8%20.0%80.2%11.2%69.8%-1.5%6.5%188.1K-6.8M-165.0K0.0948.546,14753477,06846,592
2024-08-26$7.88$8.0067.8%19.4%80.3%9.0%69.1%3.5%9.1%187.3K-6.8M-164.5K0.2147.813,67977977,04246,640
2024-08-27$7.63$8.0068.1%19.5%80.2%9.3%71.2%2.1%10.9%163.2K-4.1M-158.1K0.2354.012,37554378,43446,810
2024-08-28$7.31$8.0071.6%20.5%79.8%13.2%73.8%-4.8%9.9%136.7K-1.6M-151.6K0.2456.433,48685478,72546,843
2024-08-29$7.46$8.0073.7%21.1%67.2%15.5%71.0%2.4%5.3%163.0K-4.1M-157.6K0.0758.543,74224680,39447,063
2024-08-30$7.25$8.0069.8%20.0%66.0%11.2%70.9%2.4%7.6%132.7K-1.2M-150.8K0.1959.734,05075880,49547,138