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Recursion Pharmaceuticals Inc RXRX

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T20:05:58.732Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:05:50.58512789Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:41.952630+00:00

Share price$4.18
1D+19.4%
AH$3.44$3.70$3.96$4.22$4.485:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRXRX
Sold putSold callAH

Recursion Pharmaceuticals Inc options

Live interpolated RXRX call and put midpoint premiums by absolute delta.Recursion Pharmaceuticals Inc$0.00$0.62$1.25$1.87$2.50$3.23$3.65$4.07$4.49$4.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $4.18OPTION PRICELive RXRX spot · $4.18RXRX PRICE$0.12$0.06$0.08$0.09$0.11$0.13$0.15$0.16$0.18$0.20$0.22$0.30$0.63$0.24$0.11$0.12$0.22$0.32$0.42$0.53$0.63$0.73$0.83$0.94$1.47$2.32
PutsExpensive2.23×
CallsCheap0.76×
SkewBearish+161.45 pp
Implied moveBearish±$0.67
TiltBearish57.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.65467.6%37.9%3.46380.5%22.9%
25Δ4.49185.5%8.8%3.85212.6%10.5%
30Δ4.44180.7%8.0%4.07169.0%5.5%
35Δ4.39176.0%7.3%4.18206.2%5.3%
40Δ4.34171.2%6.5%4.29243.4%5.1%
45Δ4.29166.5%5.7%4.40280.6%4.9%
50Δ4.24161.7%4.9%4.51317.7%4.7%
55Δ4.19157.0%4.2%4.62354.9%4.5%
60Δ4.14152.2%3.4%4.73392.1%4.3%
65Δ4.09147.5%2.6%4.84429.3%4.1%
70Δ4.04142.7%1.8%4.95466.4%3.9%
75Δ3.93168.0%1.2%5.46555.2%4.6%
80Δ3.61313.4%1.4%6.25680.9%5.8%

20Δ

Calls
Pseudo strike
5.65
IV
467.6%
B/E move
37.9%
Puts
Pseudo strike
3.46
IV
380.5%
B/E move
22.9%

25Δ

Calls
Pseudo strike
4.49
IV
185.5%
B/E move
8.8%
Puts
Pseudo strike
3.85
IV
212.6%
B/E move
10.5%

30Δ

Calls
Pseudo strike
4.44
IV
180.7%
B/E move
8.0%
Puts
Pseudo strike
4.07
IV
169.0%
B/E move
5.5%

35Δ

Calls
Pseudo strike
4.39
IV
176.0%
B/E move
7.3%
Puts
Pseudo strike
4.18
IV
206.2%
B/E move
5.3%

40Δ

Calls
Pseudo strike
4.34
IV
171.2%
B/E move
6.5%
Puts
Pseudo strike
4.29
IV
243.4%
B/E move
5.1%

45Δ

Calls
Pseudo strike
4.29
IV
166.5%
B/E move
5.7%
Puts
Pseudo strike
4.40
IV
280.6%
B/E move
4.9%

50Δ

Calls
Pseudo strike
4.24
IV
161.7%
B/E move
4.9%
Puts
Pseudo strike
4.51
IV
317.7%
B/E move
4.7%

55Δ

Calls
Pseudo strike
4.19
IV
157.0%
B/E move
4.2%
Puts
Pseudo strike
4.62
IV
354.9%
B/E move
4.5%

60Δ

Calls
Pseudo strike
4.14
IV
152.2%
B/E move
3.4%
Puts
Pseudo strike
4.73
IV
392.1%
B/E move
4.3%

65Δ

Calls
Pseudo strike
4.09
IV
147.5%
B/E move
2.6%
Puts
Pseudo strike
4.84
IV
429.3%
B/E move
4.1%

70Δ

Calls
Pseudo strike
4.04
IV
142.7%
B/E move
1.8%
Puts
Pseudo strike
4.95
IV
466.4%
B/E move
3.9%

75Δ

Calls
Pseudo strike
3.93
IV
168.0%
B/E move
1.2%
Puts
Pseudo strike
5.46
IV
555.2%
B/E move
4.6%

80Δ

Calls
Pseudo strike
3.61
IV
313.4%
B/E move
1.4%
Puts
Pseudo strike
6.25
IV
680.9%
B/E move
5.8%