RXRX Options History — November 2024

In November 2024, RXRX traded between $5.71 and $7.64. ATM implied volatility averaged 105.9%, placing in the 46.6% IV rank vs the trailing year. The 30-day expected move averaged 25.0%. IV traded above realized volatility by 43.7% (HV 20d: 62.2%). Max pain ranged from $7.00 to $8.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 20 of 20 days. Put/call ratio averaged 0.11.

Notable Days

  • 2024-11-11: Highest Volume — 29,658 contracts
  • 2024-11-29: Largest IV spike — 168.7% change
  • 2024-11-21: Highest IV Rank — 100.0%
  • 2024-11-25: Largest Expected Move — 28.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.58$5.71$7.64$6.42$7.08
Max Pain$7.65$7.00$8.00$7.00$7.00
ATM IV105.9%76.1%221.1%76.1%221.1%
Expected Move25.0%19.6%28.7%21.8%28.2%
HV 20d62.2%49.0%81.6%55.9%81.6%
HV 60d63.0%56.0%66.2%64.3%62.1%
IV Rank46.6%19.9%100.0%19.9%100.0%
IV Percentile78.5%25.0%100.0%25.0%100.0%
Term Structure25.5%2.1%132.2%14.2%16.8%
VWIV93.0%79.4%104.7%83.8%99.2%
Skew 25d-15.5%-249.1%54.3%-5.7%54.3%
Skew 10d-24.2%-146.9%55.9%-25.8%-146.9%
Call IV 25d104.5%60.7%337.2%87.1%79.7%
Put IV 25d89.0%79.1%134.0%81.4%134.0%
Bid-Ask Spread %63.0046.05103.64103.6483.18
Gamma HHI0.140.120.190.130.12
Net GEX240.3K141.4K388.7K141.4K388.7K
Net DEX-15.5M-33.2M-8.8M-10.0M-33.2M
Net VEX-181.2K-216.9K-162.5K-168.7K-216.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.110.030.250.040.08
Total Volume10,484.853,14729,6583,26619,235
Total OI148,649.55129,803177,760129,803177,760

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-11-01$6.42$7.0076.1%21.8%55.9%19.9%83.8%-5.7%14.2%141.4K-10.0M-168.7K0.04103.643,14612090,55939,244
2024-11-04$6.67$8.0099.3%25.0%57.3%44.6%89.3%-3.4%2.1%166.8K-12.4M-175.2K0.0450.183,31212692,14439,282
2024-11-05$6.74$8.0099.3%25.0%54.7%44.6%87.1%1.5%9.2%174.4K-12.7M-173.8K0.2066.702,62652192,10039,359
2024-11-06$6.99$8.0097.0%23.5%51.9%42.1%86.0%-1.6%7.6%208.0K-15.0M-181.3K0.0568.557,26439293,67639,780
2024-11-07$6.89$8.0081.3%22.7%52.5%25.4%79.4%-4.9%9.2%221.1K-14.6M-175.1K0.0866.635,88747895,29139,812
2024-11-08$7.09$8.0086.1%22.6%49.0%30.5%81.2%0.1%5.9%245.7K-15.9M-181.6K0.0962.575,44249895,87539,933
2024-11-11$7.64$8.00115.0%26.6%54.8%61.3%96.4%-12.8%3.5%312.9K-24.9M-197.2K0.0646.2727,9541,70497,38739,973
2024-11-12$7.50$8.0094.9%24.6%55.5%39.9%92.5%-12.8%11.3%363.1K-24.0M-195.4K0.1146.517,778855102,80540,267
2024-11-13$7.42$8.0086.6%24.8%54.4%31.0%90.9%-15.1%7.1%344.5K-23.0M-196.4K0.0552.248,532445104,73141,570
2024-11-14$6.93$8.0087.6%25.1%57.1%32.2%91.9%-6.6%9.0%238.6K-15.8M-183.6K0.2558.854,5591,132106,16341,727
2024-11-15$6.21$8.0088.6%25.4%67.7%33.2%97.6%-16.8%5.0%157.4K-8.8M-166.9K0.2156.417,8881,679107,06142,077
2024-11-18$6.05$8.0091.3%26.2%67.9%36.1%96.9%-14.0%11.4%155.0K-8.9M-162.5K0.1046.0511,1331,10199,42039,330
2024-11-19$6.21$8.0092.7%26.6%68.6%37.6%97.5%-9.1%15.9%184.5K-12.5M-173.4K0.0353.3513,788478105,19740,200
2024-11-20$6.01$8.0096.8%27.8%68.1%42.0%100.7%-20.7%6.5%212.3K-13.0M-179.0K0.0851.4020,3361,536114,56840,627
2024-11-21$5.81$7.00159.3%28.0%68.9%100.0%98.4%30.4%132.2%210.8K-11.3M-174.1K0.1683.539,7351,600118,32541,927
2024-11-22$5.71$7.00148.1%19.6%68.0%89.0%93.5%-14.1%103.2%209.5K-10.2M-170.9K0.1261.096,248762120,05843,421
2024-11-25$6.00$7.0098.2%28.7%67.7%40.0%104.7%-249.1%70.5%246.3K-13.4M-179.6K0.1261.1714,3171,729121,62043,932
2024-11-26$5.88$7.00116.7%25.4%67.6%58.2%97.6%-28.7%65.7%278.4K-12.3M-178.8K0.1767.844,997848126,86044,867
2024-11-27$6.41$7.0082.3%21.9%75.3%24.4%96.2%19.4%3.3%347.0K-18.7M-193.9K0.0873.788,804712128,56845,495
2024-11-29$7.08$7.00221.1%28.2%81.6%100.0%99.2%54.3%16.8%388.7K-33.2M-216.9K0.0883.1817,8251,410131,86845,892