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Recursion Pharmaceuticals Inc RXRX

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-15T20:40:57.668Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:38:57.604812697Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:40:45.448893+00:00

Share price$4.17
1D+18.8%
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$0.59$1.18$1.78$2.37$3.25$3.66$4.08$4.49$4.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $4.17OPTION PRICELive RXRX spot · $4.17RXRX PRICE$0.11$0.06$0.08$0.10$0.11$0.13$0.15$0.17$0.19$0.21$0.22$0.43$0.74$0.25$0.12$0.10$0.21$0.31$0.41$0.51$0.61$0.72$0.82$0.92$1.33$2.20
PutsExpensive2.16×
CallsCheap0.80×
SkewBearish+140.44 pp
Implied moveBearish±$0.66
TiltBearish51.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.53441.7%35.3%3.44389.3%23.6%
25Δ4.49188.8%9.0%3.81226.2%11.5%
30Δ4.43184.6%8.2%4.05160.7%5.3%
35Δ4.38180.3%7.4%4.16197.6%5.1%
40Δ4.33176.0%6.6%4.27234.5%4.9%
45Δ4.28171.8%5.8%4.38271.3%4.7%
50Δ4.23167.5%5.0%4.49308.2%4.5%
55Δ4.17163.2%4.2%4.60345.1%4.3%
60Δ4.12159.0%3.3%4.71382.0%4.1%
65Δ4.07154.7%2.5%4.82418.8%3.9%
70Δ4.02150.4%1.7%4.93455.7%3.7%
75Δ3.80239.7%1.6%5.33530.3%4.1%
80Δ3.51377.6%1.7%6.14661.3%5.4%

20Δ

Calls
Pseudo strike
5.53
IV
441.7%
B/E move
35.3%
Puts
Pseudo strike
3.44
IV
389.3%
B/E move
23.6%

25Δ

Calls
Pseudo strike
4.49
IV
188.8%
B/E move
9.0%
Puts
Pseudo strike
3.81
IV
226.2%
B/E move
11.5%

30Δ

Calls
Pseudo strike
4.43
IV
184.6%
B/E move
8.2%
Puts
Pseudo strike
4.05
IV
160.7%
B/E move
5.3%

35Δ

Calls
Pseudo strike
4.38
IV
180.3%
B/E move
7.4%
Puts
Pseudo strike
4.16
IV
197.6%
B/E move
5.1%

40Δ

Calls
Pseudo strike
4.33
IV
176.0%
B/E move
6.6%
Puts
Pseudo strike
4.27
IV
234.5%
B/E move
4.9%

45Δ

Calls
Pseudo strike
4.28
IV
171.8%
B/E move
5.8%
Puts
Pseudo strike
4.38
IV
271.3%
B/E move
4.7%

50Δ

Calls
Pseudo strike
4.23
IV
167.5%
B/E move
5.0%
Puts
Pseudo strike
4.49
IV
308.2%
B/E move
4.5%

55Δ

Calls
Pseudo strike
4.17
IV
163.2%
B/E move
4.2%
Puts
Pseudo strike
4.60
IV
345.1%
B/E move
4.3%

60Δ

Calls
Pseudo strike
4.12
IV
159.0%
B/E move
3.3%
Puts
Pseudo strike
4.71
IV
382.0%
B/E move
4.1%

65Δ

Calls
Pseudo strike
4.07
IV
154.7%
B/E move
2.5%
Puts
Pseudo strike
4.82
IV
418.8%
B/E move
3.9%

70Δ

Calls
Pseudo strike
4.02
IV
150.4%
B/E move
1.7%
Puts
Pseudo strike
4.93
IV
455.7%
B/E move
3.7%

75Δ

Calls
Pseudo strike
3.80
IV
239.7%
B/E move
1.6%
Puts
Pseudo strike
5.33
IV
530.3%
B/E move
4.1%

80Δ

Calls
Pseudo strike
3.51
IV
377.6%
B/E move
1.7%
Puts
Pseudo strike
6.14
IV
661.3%
B/E move
5.4%