RXRX Options History — February 2025

In February 2025, RXRX traded between $7.17 and $10.70. ATM implied volatility averaged 109.1%, placing in the 31.6% IV rank vs the trailing year. The 30-day expected move averaged 29.5%. IV traded above realized volatility by 7.8% (HV 20d: 101.2%). Max pain ranged from $7.00 to $9.00. Net GEX was positive for 19 of 19 trading days. Term structure was in contango for 9 of 19 days. Put/call ratio averaged 0.37.

Notable Days

  • 2025-02-18: Highest Volume — 131,675 contracts
  • 2025-02-07: Largest IV spike — 80.4% change
  • 2025-02-07: Highest IV Rank — 67.0%
  • 2025-02-19: Largest Expected Move — 37.4%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$8.47$7.17$10.70$7.24$7.26
Max Pain$7.89$7.00$9.00$7.00$9.00
ATM IV109.1%89.9%167.0%100.1%90.3%
Expected Move29.5%25.8%37.4%25.8%26.2%
HV 20d101.2%78.6%122.7%83.4%122.3%
HV 60d109.1%102.1%115.6%102.1%114.1%
IV Rank31.6%19.9%67.0%26.1%20.1%
IV Percentile84.1%66.7%99.6%84.5%66.7%
Term Structure-0.8%-61.4%39.4%3.1%0.8%
VWIV107.2%95.1%134.6%100.4%95.1%
Skew 25d-25.4%-177.7%13.0%-177.7%-9.7%
Skew 10d2.7%-66.5%151.1%108.5%-56.7%
Call IV 25d117.9%67.7%254.5%254.5%97.9%
Put IV 25d92.6%51.1%129.0%76.7%88.3%
Bid-Ask Spread %45.6517.6186.7386.7340.14
Gamma HHI0.140.090.210.170.10
Net GEX681.1K244.7K1.3M588.8K271.4K
Net DEX-58.7M-137.1M-10.2M-32.2M-10.2M
Net VEX-342.1K-430.7K-275.1K-275.1K-313.6K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.370.150.910.240.47
Total Volume44,980.42112,063131,67516,53732,208
Total OI257,779.316194,784335,162194,784310,451

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-02-03$7.24$7.00100.1%25.8%83.4%26.1%100.4%-177.7%3.1%588.8K-32.2M-275.1K0.2486.7313,3723,165144,64750,137
2025-02-04$7.59$7.00104.1%31.0%78.6%28.5%106.3%-55.4%5.9%731.4K-40.7M-289.5K0.3778.2112,1844,492149,24751,704
2025-02-05$7.94$7.00111.9%29.1%79.7%33.3%99.1%-3.1%-17.1%924.6K-50.2M-300.6K0.2470.6933,6968,239152,83553,999
2025-02-06$7.17$7.0092.6%26.6%84.7%21.5%99.1%-61.1%39.4%524.2K-31.0M-283.9K0.2742.0837,47110,051163,04858,586
2025-02-07$7.41$7.00167.0%27.1%83.9%67.0%97.7%11.2%29.0%621.9K-37.2M-299.6K0.1944.5421,6874,192170,85360,339
2025-02-10$7.58$7.0096.9%26.9%83.0%24.1%98.0%-7.7%-5.6%774.0K-42.7M-302.1K0.1540.8721,0163,231163,34656,228
2025-02-11$7.50$7.0089.9%26.3%82.5%19.9%96.6%-8.1%-29.3%790.9K-41.0M-305.6K0.3451.278,9763,087169,53557,561
2025-02-12$8.34$7.0094.1%27.2%83.3%22.4%97.7%-18.3%-3.1%1.2M-65.8M-334.9K0.2731.9930,8878,448172,01458,249
2025-02-13$8.48$7.0094.2%27.8%83.1%22.4%98.4%13.0%-3.4%1.3M-71.8M-344.8K0.2542.8519,1544,875178,73162,274
2025-02-14$10.66$7.00143.5%32.8%112.7%52.6%116.2%-13.1%-61.4%767.7K-137.1M-375.7K0.3355.7197,43632,016183,67962,757
2025-02-18$10.64$8.00126.8%36.3%113.0%42.4%134.6%-19.1%-0.7%796.8K-114.0M-394.8K0.3417.6198,54033,135172,00876,137
2025-02-19$10.70$9.00130.5%37.4%112.9%44.7%134.2%-21.7%-4.7%1.0M-123.9M-430.7K0.4826.7353,50225,577212,11194,840
2025-02-20$10.23$9.00118.9%34.1%113.2%37.6%124.3%-16.1%-0.4%714.0K-102.9M-426.0K0.4217.8338,50616,189217,659106,991
2025-02-21$9.20$9.00107.8%31.0%120.9%30.8%111.2%-17.5%2.5%505.1K-67.7M-395.4K0.6242.5930,65618,910225,827109,335
2025-02-24$8.91$9.0097.4%28.1%120.0%24.4%102.3%-42.4%0.8%472.8K-52.2M-379.5K0.4541.5023,23610,472189,53786,557
2025-02-25$8.20$9.00101.0%28.5%122.7%26.6%103.6%-7.5%-3.7%244.7K-31.9M-351.7K0.9145.4720,52118,745197,38588,930
2025-02-26$8.25$9.0098.3%29.0%120.5%25.0%104.4%-12.3%0.3%362.2K-35.5M-350.8K0.1853.2622,3803,971203,68785,281
2025-02-27$7.70$9.00106.9%30.2%122.6%30.2%117.9%-15.3%32.5%320.6K-27.0M-345.5K0.5237.2420,02210,383214,61186,691
2025-02-28$7.26$9.0090.3%26.2%122.3%20.1%95.1%-9.7%0.8%271.4K-10.2M-313.6K0.4740.1421,91810,290222,98187,470