RXRX Options History — December 2024

In December 2024, RXRX traded between $5.97 and $8.23. ATM implied volatility averaged 106.2%, placing in the 29.8% IV rank vs the trailing year. The 30-day expected move averaged 30.6%. IV traded below realized volatility by 11.5% (HV 20d: 117.7%). Max pain ranged from $7.00 to $7.50. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.21.

Notable Days

  • 2024-12-06: Highest Volume — 60,664 contracts
  • 2024-12-10: Largest IV drop — 34.9% change
  • 2024-12-09: Highest IV Rank — 59.1%
  • 2024-12-02: Largest Expected Move — 33.5%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.10$5.97$8.23$7.53$6.72
Max Pain$7.43$7.00$7.50$7.00$7.50
ATM IV106.2%83.9%154.1%109.0%87.2%
Expected Move30.6%25.5%33.5%33.5%28.6%
HV 20d117.7%84.0%137.8%84.0%133.8%
HV 60d82.3%62.8%95.5%62.8%95.5%
IV Rank29.8%16.1%59.1%31.5%18.2%
IV Percentile86.8%51.6%99.2%94.0%60.7%
Term Structure3.9%-28.6%63.6%63.6%-28.6%
VWIV116.1%105.8%134.7%117.3%107.1%
Skew 25d8.6%-150.0%293.5%262.0%-24.1%
Skew 10d-43.0%-154.7%58.3%-23.8%32.9%
Call IV 25d123.8%89.4%251.5%118.6%116.5%
Put IV 25d132.5%84.0%393.2%380.7%92.4%
Bid-Ask Spread %44.3920.2174.5159.0029.78
Gamma HHI0.170.110.490.120.13
Net GEX544.7K-244.1K1.4M442.2K444.5K
Net DEX-31.6M-58.2M-6.7M-38.9M-22.1M
Net VEX-222.1K-258.3K-178.1K-230.6K-211.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.210.060.510.060.14
Total Volume22,158.3339,61260,66445,5539,628
Total OI210,683.571179,509232,860179,509204,164

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$7.53$7.00109.0%33.5%84.0%31.5%117.3%262.0%63.6%442.2K-38.9M-230.6K0.0659.0042,9322,621133,15346,356
2024-12-03$7.13$7.0098.6%30.6%86.1%25.2%111.5%124.7%-1.2%552.7K-34.5M-223.1K0.1474.5111,7431,647144,28847,549
2024-12-04$7.13$7.0094.3%29.0%86.0%22.5%109.3%293.5%5.6%575.9K-35.2M-222.4K0.0967.5717,1181,563146,45848,406
2024-12-05$6.61$7.50102.4%30.0%89.4%27.5%114.9%-28.2%-7.9%488.2K-27.0M-214.4K0.2745.3914,3473,851153,37549,397
2024-12-06$7.99$7.50128.6%30.6%112.2%43.5%110.7%-11.3%8.7%1.4M-56.2M-252.7K0.1526.5052,9497,715157,66452,838
2024-12-09$8.23$7.50154.1%31.9%112.3%59.1%119.3%-150.0%-0.8%640.3K-58.2M-258.3K0.1433.3750,4427,070153,52153,905
2024-12-10$7.33$7.50100.3%31.7%117.4%26.2%115.2%-19.3%14.8%566.9K-36.8M-236.5K0.2132.9224,3855,047162,71555,871
2024-12-11$7.58$7.50126.6%31.2%117.9%42.3%114.6%-8.1%2.6%682.9K-41.4M-245.0K0.1729.9114,8762,478168,55257,490
2024-12-12$7.00$7.5094.2%31.2%121.2%22.5%117.2%-23.8%2.5%520.9K-27.2M-225.2K0.4120.2113,3025,411170,92658,503
2024-12-13$6.99$7.50106.2%31.7%118.7%29.8%117.6%-20.6%10.1%385.3K-24.3M-218.5K0.2233.7411,6632,563169,62060,913
2024-12-16$7.42$7.50110.1%31.9%113.0%32.2%119.0%-21.8%-0.2%670.9K-34.8M-224.6K0.1228.8918,5122,174158,00958,326
2024-12-17$7.11$7.50108.8%32.3%113.8%31.4%120.9%-24.8%3.8%596.5K-28.3M-213.6K0.2630.048,5622,237162,70159,238
2024-12-18$6.08$7.50110.7%31.7%127.6%32.5%134.7%-29.4%-10.9%249.1K-8.6M-180.2K0.2038.9113,7032,701165,66360,154
2024-12-19$6.13$7.50114.8%33.1%127.1%35.0%127.6%-32.8%-5.8%215.8K-9.9M-183.8K0.2833.597,5152,097170,42459,416
2024-12-20$5.97$7.5091.4%26.6%126.8%20.7%121.8%-33.1%-22.5%-244.1K-6.7M-178.1K0.5142.1410,2945,232173,09759,763
2024-12-23$6.97$7.50105.5%25.5%137.7%29.4%115.3%5.6%-2.9%457.5K-27.9M-207.2K0.1759.7326,9574,647139,97645,410
2024-12-24$7.31$7.5095.5%29.7%137.7%23.3%105.8%-10.4%-5.2%680.4K-35.9M-235.0K0.1769.009,8141,709153,98448,289
2024-12-26$7.66$7.5083.9%30.9%137.8%16.1%115.3%-26.1%8.0%801.1K-45.5M-247.4K0.1657.3217,8592,875157,07748,938
2024-12-27$7.47$7.50102.6%31.6%135.6%27.6%113.1%-18.4%20.4%860.5K-40.3M-240.6K0.2361.229,7202,233159,11749,943
2024-12-30$6.78$7.50106.0%29.8%135.9%29.7%108.8%-22.2%26.7%413.2K-23.8M-216.6K0.3058.4910,1213,012150,29048,876
2024-12-31$6.72$7.5087.2%28.6%133.8%18.2%107.1%-24.1%-28.6%444.5K-22.1M-211.0K0.1429.788,4271,201154,17149,993