RXRX Options History — January 2025

In January 2025, RXRX traded between $6.22 and $8.00. ATM implied volatility averaged 92.6%, placing in the 21.5% IV rank vs the trailing year. The 30-day expected move averaged 26.6%. IV traded below realized volatility by 13.5% (HV 20d: 106.1%). Max pain ranged from $6.00 to $7.50. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 10 of 20 days. Put/call ratio averaged 0.22.

Notable Days

  • 2025-01-22: Highest Volume — 68,526 contracts
  • 2025-01-24: Largest IV spike — 29.3% change
  • 2025-01-24: Highest IV Rank — 34.8%
  • 2025-01-24: Largest Expected Move — 30.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$7.13$6.22$8.00$7.11$7.25
Max Pain$7.00$6.00$7.50$7.50$7.00
ATM IV92.6%71.5%114.4%103.0%92.8%
Expected Move26.6%22.7%30.3%28.2%28.2%
HV 20d106.1%82.9%138.0%134.2%85.7%
HV 60d99.0%96.2%102.4%96.2%102.4%
IV Rank21.5%8.6%34.8%27.9%21.6%
IV Percentile68.2%12.3%93.3%88.9%74.2%
Term Structure5.7%-11.6%39.7%-4.3%-5.8%
VWIV95.7%83.8%107.7%101.5%106.0%
Skew 25d-7.7%-52.2%41.3%-12.0%-33.7%
Skew 10d-9.8%-211.1%110.9%-5.7%8.2%
Call IV 25d98.0%59.6%125.9%105.1%125.9%
Put IV 25d90.4%52.4%142.6%93.0%92.2%
Bid-Ask Spread %72.8546.59104.8346.5977.91
Gamma HHI0.180.110.330.150.15
Net GEX620.2K263.1K1.5M630.5K537.5K
Net DEX-29.7M-51.5M-10.1M-28.6M-32.8M
Net VEX-238.8K-292.2K-186.3K-221.0K-275.2K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.220.070.430.260.20
Total Volume24,386.2510,93568,52618,49925,221
Total OI211,079.75155,776238,546207,648238,546

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-01-02$7.11$7.50103.0%28.2%134.2%27.9%101.5%-12.0%-4.3%630.5K-28.6M-221.0K0.2646.5914,6303,869157,16050,488
2025-01-03$7.78$7.5099.8%27.6%138.0%25.9%98.9%-10.5%7.1%625.8K-44.5M-240.0K0.1550.5220,0553,026162,57552,835
2025-01-06$8.00$6.0098.5%26.4%134.9%25.1%93.8%-11.3%-2.8%732.1K-46.1M-241.8K0.2056.7226,9415,360152,65250,633
2025-01-07$7.50$7.0078.1%27.0%119.1%12.7%96.1%-33.1%29.7%596.4K-32.8M-229.7K0.1647.7021,3083,419156,33252,132
2025-01-08$7.17$7.0088.6%25.9%119.3%19.1%94.8%-8.8%16.1%539.8K-25.7M-224.3K0.2562.1610,3532,636166,51752,863
2025-01-10$6.91$7.0090.6%27.2%112.9%20.3%95.2%-52.2%10.1%395.4K-19.8M-210.4K0.2764.7910,3682,823168,09052,179
2025-01-13$6.74$7.0092.3%25.6%112.3%21.3%91.5%-14.5%-1.6%337.3K-16.1M-195.8K0.2669.828,6552,280157,15650,495
2025-01-14$6.22$7.0096.4%26.2%112.4%23.8%92.5%-13.6%-9.3%263.1K-10.1M-186.3K0.2476.379,9702,379161,99650,679
2025-01-15$6.41$7.0089.9%25.1%113.1%19.9%91.5%41.3%-3.8%330.6K-14.1M-200.3K0.2078.2912,1782,419169,16752,930
2025-01-16$6.47$7.0071.5%24.7%110.7%8.6%88.0%-1.9%33.9%354.2K-14.2M-204.8K0.4269.988,1093,417175,41254,533
2025-01-17$6.54$7.0077.6%24.2%110.0%12.3%87.6%-17.6%-6.5%523.0K-17.0M-212.4K0.2762.1111,1803,004179,28154,790
2025-01-21$6.86$7.0078.3%22.7%95.4%12.7%83.8%-0.1%-11.6%399.3K-24.7M-221.0K0.33100.0320,3266,720117,17838,598
2025-01-22$7.42$7.0094.1%27.0%98.8%22.4%96.3%32.2%16.7%524.0K-35.8M-259.9K0.0777.3663,7584,768126,30543,615
2025-01-23$7.67$7.0088.5%24.8%98.2%19.0%97.5%-11.4%12.0%1.1M-42.7M-273.2K0.1872.5116,5832,920149,85746,140
2025-01-24$7.30$7.00114.4%30.3%84.8%34.8%107.7%-21.1%39.7%466.2K-35.0M-267.4K0.1187.7954,3706,069154,89847,115
2025-01-27$6.94$7.00112.4%28.7%85.0%33.6%100.9%-6.5%-3.6%558.4K-26.9M-256.9K0.2277.3128,5256,416154,55146,844
2025-01-28$7.44$7.0099.9%28.2%87.1%26.0%97.1%16.6%2.4%898.6K-39.6M-285.7K0.1273.0718,7612,327164,64250,985
2025-01-29$7.19$7.0085.2%25.5%87.5%17.0%94.7%1.6%-5.9%1.1M-35.7M-278.0K0.43101.068,1533,534177,43251,994
2025-01-30$7.67$7.00100.8%29.4%82.9%26.5%99.3%3.3%0.8%1.5M-51.5M-292.2K0.13104.8327,3143,581178,55953,441
2025-01-31$7.25$7.0092.8%28.2%85.7%21.6%106.0%-33.7%-5.8%537.5K-32.8M-275.2K0.2077.9121,0144,207184,00554,541