RXRX Options History — October 2024

In October 2024, RXRX traded between $6.09 and $6.96. ATM implied volatility averaged 73.9%, placing in the 17.3% IV rank vs the trailing year. The 30-day expected move averaged 21.7%. IV traded above realized volatility by 20.6% (HV 20d: 53.2%). Max pain ranged from $6.00 to $7.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 16 of 23 days. Put/call ratio averaged 0.21.

Notable Days

  • 2024-10-17: Highest Volume — 9,337 contracts
  • 2024-10-07: Largest IV spike — 21.6% change
  • 2024-10-30: Highest IV Rank — 27.7%
  • 2024-10-30: Largest Expected Move — 23.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.48$6.09$6.96$6.11$6.42
Max Pain$6.83$6.00$7.00$7.00$7.00
ATM IV73.9%57.4%83.4%68.2%81.7%
Expected Move21.7%19.0%23.9%19.6%23.4%
HV 20d53.2%44.5%60.7%46.4%55.9%
HV 60d70.6%64.7%76.0%76.0%64.7%
IV Rank17.3%0.0%27.7%9.4%25.9%
IV Percentile21.0%0.0%53.2%5.2%45.2%
Term Structure7.0%-5.4%94.4%9.5%-0.7%
VWIV76.5%60.4%92.5%68.7%92.5%
Skew 25d-7.9%-27.4%9.5%-17.7%-20.3%
Skew 10d-9.9%-33.6%16.6%-9.1%-29.6%
Call IV 25d78.9%70.8%94.2%72.9%94.2%
Put IV 25d71.0%53.5%85.3%55.2%73.9%
Bid-Ask Spread %76.9159.0491.8162.9783.53
Gamma HHI0.140.110.250.130.13
Net GEX108.1K45.8K207.1K60.0K138.7K
Net DEX-4.4M-12.8M2.3M424.7K-9.9M
Net VEX-139.0K-175.9K-106.8K-107.2K-168.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.050.750.750.15
Total Volume3,946.6521,8479,3373,6223,295
Total OI113,609.47896,046128,54896,046128,548

Daily Data (23 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-10-01$6.11$7.0068.2%19.6%46.4%9.4%68.7%-17.7%9.5%60.0K424.7K-107.2K0.7562.972,0721,55061,82034,226
2024-10-02$6.16$7.0068.0%19.5%46.4%9.3%72.9%-20.2%-3.3%46.5K2.3M-106.8K0.3661.052,9781,07362,69435,242
2024-10-03$6.09$7.0066.0%21.6%46.5%7.0%75.7%-4.3%94.4%47.7K1.9M-108.0K0.1859.041,66730564,45935,663
2024-10-04$6.11$7.0057.4%20.0%44.9%0.0%60.4%-21.2%4.7%45.8K2.0M-108.4K0.4481.402,2611,00665,05435,736
2024-10-07$6.14$7.0069.8%22.0%44.5%13.2%76.2%-22.6%0.6%50.1K2.2M-112.0K0.4180.251,49160866,95037,298
2024-10-08$6.46$7.0069.7%22.7%46.5%13.0%77.1%-6.1%2.8%81.4K-16.5K-119.1K0.0583.003,59518368,17137,780
2024-10-09$6.13$7.0082.7%23.7%48.9%27.0%86.1%-27.4%-5.4%59.0K1.3M-115.1K0.1064.505,12850270,15737,855
2024-10-10$6.17$7.0079.8%22.9%48.8%23.9%78.9%-3.0%1.3%72.7K1.0M-117.8K0.1072.702,49824372,64538,139
2024-10-11$6.56$6.0075.3%21.6%53.8%19.1%77.5%-4.9%1.7%117.3K-2.5M-129.9K0.0776.322,97520473,64138,366
2024-10-14$6.71$6.0082.5%23.7%54.2%26.7%81.2%6.8%-3.0%137.8K-3.6M-130.8K0.0774.802,34417173,88738,414
2024-10-15$6.70$6.0078.9%22.6%53.4%22.9%77.1%-4.3%-0.3%139.4K-3.4M-131.2K0.1290.751,85322374,33238,513
2024-10-16$6.96$6.0075.2%21.6%54.2%18.9%79.2%0.5%3.3%207.1K-6.1M-137.4K0.1370.034,86361874,70838,627
2024-10-17$6.62$7.0070.1%20.1%56.9%13.5%75.4%-1.9%8.7%97.0K-4.0M-134.1K0.0781.368,75258576,89238,811
2024-10-18$6.89$7.0076.5%21.9%58.5%20.4%76.2%4.2%-1.0%116.5K-6.5M-148.4K0.2788.655,0161,37481,27938,993
2024-10-21$6.74$7.0073.9%21.2%58.8%17.5%74.2%-7.3%3.5%117.6K-7.0M-153.6K0.1191.816,60973975,13136,260
2024-10-22$6.64$7.0074.7%21.4%58.7%18.4%73.8%-3.1%4.9%126.1K-7.9M-159.6K0.1982.112,78753679,78736,755
2024-10-23$6.37$7.0070.7%20.3%60.1%14.1%76.6%-2.4%17.4%116.2K-6.7M-155.9K0.1080.596,38964580,86237,132
2024-10-24$6.33$7.0066.2%19.0%59.5%9.3%68.4%-17.4%16.9%120.0K-8.2M-161.5K0.4276.061,59867985,66737,682
2024-10-25$6.51$7.0075.5%21.7%60.7%19.3%80.4%-8.6%0.3%124.9K-9.9M-168.6K0.1282.971,81522486,35238,224
2024-10-28$6.86$7.0076.9%22.0%59.9%20.7%77.3%9.5%1.3%155.4K-12.8M-175.9K0.1471.784,62865487,01838,374
2024-10-29$6.71$7.0075.9%21.8%53.4%19.7%70.7%-2.5%3.9%151.3K-12.0M-173.7K0.1282.381,95024088,32038,659
2024-10-30$6.71$7.0083.4%23.9%53.4%27.7%82.2%-8.1%-0.6%158.0K-12.3M-173.3K0.2570.971,47437389,09438,801
2024-10-31$6.42$7.0081.7%23.4%55.9%25.9%92.5%-20.3%-0.7%138.7K-9.9M-168.0K0.1583.532,86742889,69738,851