RXRX Options History — September 2024

In September 2024, RXRX traded between $5.94 and $7.04. ATM implied volatility averaged 73.3%, placing in the 15.0% IV rank vs the trailing year. The 30-day expected move averaged 21.1%. IV traded below realized volatility by 5.2% (HV 20d: 78.5%). Max pain ranged from $6.00 to $8.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 15 of 20 days. Put/call ratio averaged 0.51.

Notable Days

  • 2024-09-03: Highest Volume — 9,401 contracts
  • 2024-09-20: Largest IV drop — 13.4% change
  • 2024-09-10: Highest IV Rank — 22.5%
  • 2024-09-06: Largest Expected Move — 23.1%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.57$5.94$7.04$6.12$6.59
Max Pain$6.70$6.00$8.00$8.00$7.00
ATM IV73.3%64.5%80.2%78.0%70.6%
Expected Move21.1%18.5%23.1%22.3%20.3%
HV 20d78.5%69.3%89.2%89.2%71.7%
HV 60d81.0%73.5%85.8%85.8%74.5%
IV Rank15.0%5.4%22.5%20.1%12.1%
IV Percentile17.8%1.2%39.7%30.2%10.7%
Term Structure3.4%-35.5%46.0%3.5%2.3%
VWIV75.4%67.4%81.1%80.0%68.2%
Skew 25d-10.5%-34.4%5.5%-21.4%-10.7%
Skew 10d-22.1%-46.9%20.0%-44.8%-12.5%
Call IV 25d78.8%65.4%85.8%85.1%75.5%
Put IV 25d68.3%46.9%81.9%63.7%64.8%
Bid-Ask Spread %72.3434.5891.9250.7283.02
Gamma HHI0.140.120.170.120.16
Net GEX73.6K9.4K124.3K29.8K99.7K
Net DEX1.6M-4.7M6.8M6.4M-969.0K
Net VEX-124.6K-132.3K-118.8K-120.7K-119.4K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.510.131.290.260.22
Total Volume2,757.759839,4019,4011,716
Total OI119,962.989,915133,037129,67295,283

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$6.12$8.0078.0%22.3%89.2%20.1%80.0%-21.4%3.5%29.8K6.4M-120.7K0.2650.727,4391,96282,18347,489
2024-09-04$6.08$8.0078.9%22.6%89.2%21.1%77.7%-17.3%-0.2%28.0K6.2M-121.5K0.5734.581,50686183,99847,910
2024-09-05$6.14$7.0071.9%22.3%87.5%13.5%80.1%-2.7%-35.5%29.4K5.6M-123.0K0.3981.481,16445184,64048,152
2024-09-06$5.94$7.0077.6%23.1%87.1%19.7%80.6%-8.4%0.2%13.8K6.8M-118.8K0.2670.161,07327784,83347,995
2024-09-09$6.04$7.0074.5%22.5%85.4%16.3%81.1%-34.4%2.4%9.4K6.5M-118.9K0.8687.691,7331,49385,02148,016
2024-09-10$6.25$7.0080.2%22.0%85.0%22.5%76.9%-25.7%-1.7%28.5K5.1M-122.8K0.8691.441,3571,17085,35747,325
2024-09-11$6.45$7.0075.3%21.6%81.8%17.2%76.7%-17.4%5.5%47.2K3.6M-126.5K1.2968.441,3171,70085,73746,570
2024-09-12$6.50$6.0076.3%21.9%81.1%18.3%80.8%-15.2%6.8%53.4K3.1M-125.1K0.8465.261,8081,52085,49745,534
2024-09-13$6.54$7.0076.7%22.0%78.3%18.7%77.8%-12.0%-0.6%63.0K3.2M-124.3K0.4876.271,56574585,68444,659
2024-09-16$6.63$6.0077.4%22.2%78.4%19.5%79.2%-13.4%2.8%72.1K1.6M-124.8K0.5791.9262835586,56843,979
2024-09-17$6.80$6.0077.7%22.3%76.8%19.8%77.8%2.2%1.3%104.7K268.7K-127.4K0.1671.922,89647586,69744,032
2024-09-18$7.00$6.0071.9%20.6%77.3%13.5%76.8%-3.5%6.7%122.3K-728.2K-132.3K0.2186.443,46472886,56444,320
2024-09-19$6.92$6.0075.1%21.5%74.8%17.0%74.8%-8.4%46.0%105.6K48.2K-130.1K0.5568.861,64990787,30244,604
2024-09-20$6.81$6.0065.0%18.6%74.4%6.0%70.9%-2.5%-1.2%101.0K2.4M-123.6K1.0252.4178779987,57644,242
2024-09-23$6.71$6.0066.8%19.1%70.8%7.9%67.9%5.5%3.3%98.7K-2.4M-121.3K0.1364.971,65921657,77132,144
2024-09-24$6.83$6.0070.3%20.2%71.1%11.8%72.8%-26.9%1.9%107.0K-3.5M-124.5K0.5587.671,8301,01458,53032,294
2024-09-25$6.91$7.0064.5%18.5%70.8%5.4%69.2%-0.9%12.9%110.9K-3.2M-125.8K0.4068.612,19087759,23832,878
2024-09-26$7.04$7.0068.9%19.8%69.8%10.2%67.4%4.1%9.6%122.2K-4.7M-131.6K0.2273.141,43331160,39233,524
2024-09-27$7.00$7.0067.4%19.3%69.3%8.5%70.9%-1.3%2.9%124.3K-3.9M-129.3K0.2871.881,62645460,94333,777
2024-09-30$6.59$7.0070.6%20.3%71.7%12.1%68.2%-10.7%2.3%99.7K-969.0K-119.4K0.2283.021,40730961,31533,968