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Recursion Pharmaceuticals, Inc. Class A Common Stock RXRX

i

Market datapartial · fetched 2026-11-06T22:28:19.054Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-06T22:24:04.426760251Z

FundamentalsAlpha Vantage · unavailable

Share price$3.51
1D-1.2%
AH$3.48$3.52$3.56$3.59$3.635:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRXRX
Sold putSold callAH

Recursion Pharmaceuticals, Inc. Class A Common Stock options

Live interpolated RXRX call and put midpoint premiums by absolute delta.Recursion Pharmaceuticals, Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICERXRX PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend309.06%
Daily close
RXRX53.0%242.6%432.1%2026-08-18: 330.09%2026-08-21: 79.19%2026-09-04: 103.43%2026-09-22: 210.55%2026-09-28: 233.62%2026-09-29: 228.91%2026-10-01: 253.07%2026-10-02: 145.53%2026-10-05: 154.01%2026-10-06: 190.53%2026-10-09: 127.43%2026-10-12: 236.88%2026-10-13: 364.42%2026-10-15: 300.48%2026-10-16: 284.30%2026-10-19: 358.73%2026-10-20: 336.12%2026-10-23: 405.98%2026-10-27: 288.74%2026-10-28: 368.08%2026-10-30: 309.06%Aug 18Oct 9Oct 30
21 observations2026-08-18 — 2026-10-30
Table
DateIV (%)
330.09%
79.19%
103.43%
210.55%
233.62%
228.91%
253.07%
145.53%
154.01%
190.53%
127.43%
236.88%
364.42%
300.48%
284.30%
358.73%
336.12%
405.98%
288.74%
368.08%
309.06%