RXRX Options History — March 2025

In March 2025, RXRX traded between $5.34 and $6.88. ATM implied volatility averaged 82.8%, placing in the 15.5% IV rank vs the trailing year. The 30-day expected move averaged 25.8%. IV traded below realized volatility by 14.3% (HV 20d: 97.1%). Max pain ranged from $6.00 to $9.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 13 of 21 days. Put/call ratio averaged 0.30.

Notable Days

  • 2025-03-17: Highest Volume — 33,916 contracts
  • 2025-03-06: Largest IV spike — 18.7% change
  • 2025-03-18: Highest IV Rank — 22.4%
  • 2025-03-10: Largest Expected Move — 28.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$6.34$5.34$6.88$6.61$5.34
Max Pain$7.25$6.00$9.00$9.00$6.00
ATM IV82.8%73.2%94.1%88.2%74.5%
Expected Move25.8%24.3%28.6%26.5%25.4%
HV 20d97.1%69.8%125.2%125.2%69.8%
HV 60d103.5%93.8%115.0%115.0%95.2%
IV Rank15.5%9.6%22.4%18.8%10.4%
IV Percentile46.0%14.3%75.0%61.5%19.8%
Term Structure3.1%-5.5%26.8%2.5%15.7%
VWIV92.7%85.0%105.4%95.8%89.4%
Skew 25d-15.6%-51.2%-2.0%-13.2%-5.6%
Skew 10d-26.4%-63.9%2.1%-63.9%-42.7%
Call IV 25d90.8%77.9%104.0%100.8%82.8%
Put IV 25d75.2%48.9%94.3%87.6%77.2%
Bid-Ask Spread %49.1432.6989.3943.6260.21
Gamma HHI0.130.090.200.100.14
Net GEX350.2K106.8K837.6K143.2K282.5K
Net DEX-12.1M-30.7M-146.4K-5.3M-8.2M
Net VEX-274.1K-305.0K-229.0K-278.2K-229.0K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.300.100.550.550.29
Total Volume14,847.2386,16833,91624,21112,322
Total OI274,683.429221,487309,691279,085229,813

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-03-03$6.61$9.0088.2%26.5%125.2%18.8%95.8%-13.2%2.5%143.2K-5.3M-278.2K0.5543.6215,6098,602201,72977,356
2025-03-04$6.51$8.0090.1%26.3%125.2%20.0%92.1%-7.0%3.4%106.8K-3.4M-273.5K0.4450.3916,5537,210205,90478,266
2025-03-05$6.58$8.0073.7%26.2%123.9%10.0%94.9%-46.4%26.8%146.3K-6.1M-280.5K0.2552.326,8801,735213,42778,451
2025-03-06$6.31$8.0087.5%26.8%122.8%18.4%92.7%-51.2%5.5%139.9K-2.8M-267.4K0.5246.927,8754,129216,52478,845
2025-03-07$6.54$8.0084.7%26.8%119.0%16.7%95.2%-26.7%17.0%151.1K-5.1M-274.3K0.1558.7416,5312,426218,30779,417
2025-03-10$6.16$8.0093.0%28.6%119.7%21.7%105.4%-11.9%5.0%236.3K-3.5M-256.5K0.3341.3312,1303,997208,14773,056
2025-03-11$6.08$8.0089.0%26.7%119.1%19.3%98.4%-2.0%0.0%214.2K-2.4M-251.6K0.3663.589,5943,443209,60273,143
2025-03-12$6.20$8.0085.3%26.3%119.6%17.1%97.0%-12.0%-0.3%235.8K-4.1M-258.3K0.3448.097,0842,376213,14274,505
2025-03-13$5.99$8.0083.8%24.3%111.7%16.1%91.7%-29.5%1.5%190.4K-146.4K-246.5K0.2753.435,2971,422215,99975,627
2025-03-14$6.29$8.0081.3%24.5%113.6%14.6%87.7%-19.1%1.2%248.7K-6.0M-261.9K0.2932.6916,9564,874218,37774,648
2025-03-17$6.88$7.0087.1%24.5%79.7%18.1%87.3%-3.0%-4.0%340.0K-18.3M-295.1K0.1147.6330,5343,382210,98970,675
2025-03-18$6.49$7.0094.1%26.6%80.3%22.4%93.9%-15.3%-2.8%446.8K-16.0M-289.9K0.1040.0122,2442,252224,75269,666
2025-03-19$6.67$7.0088.2%25.7%81.7%18.8%91.9%-14.1%-1.8%655.2K-23.6M-305.0K0.1049.0711,2071,104239,25169,923
2025-03-20$6.49$0.0083.7%26.0%81.4%16.1%103.9%-8.7%-2.5%637.4K-18.3M-292.4K0.4689.396,8993,164239,57870,113
2025-03-21$6.58$6.0081.1%25.5%76.0%14.5%89.1%-11.1%-5.5%837.6K-23.0M-297.6K0.3940.308,2213,178241,28265,781
2025-03-24$6.80$6.0074.5%25.0%77.8%10.4%90.2%-3.1%4.3%586.0K-30.7M-298.7K0.1837.4011,1552,009173,56747,920
2025-03-25$6.53$7.0075.9%25.7%74.1%11.3%89.2%-7.4%-1.4%533.3K-25.8M-292.5K0.2037.575,3621,096178,51948,807
2025-03-26$6.19$6.0074.6%25.4%75.3%10.5%88.9%-4.8%3.5%448.8K-19.9M-276.5K0.4540.108,3403,711180,64049,460
2025-03-27$6.06$6.0073.2%24.6%72.5%9.6%86.0%-10.2%-3.9%395.4K-17.4M-275.1K0.2740.214,8391,329183,36952,232
2025-03-28$5.80$6.0076.2%25.0%71.4%11.5%85.0%-25.7%0.9%377.7K-13.3M-256.5K0.2159.0512,1212,600185,62051,923
2025-03-31$5.34$6.0074.5%25.4%69.8%10.4%89.4%-5.6%15.7%282.5K-8.2M-229.0K0.2960.219,5792,743179,13450,679