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Recursion Pharmaceuticals Inc RXRX

HEALTHCARE · BIOTECHNOLOGY
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Market dataready · fetched 2026-10-16T00:18:57.814Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:41.647049861Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:56.774507+00:00

Share price$4.17
1D+18.2%
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$1.89$3.78$5.67$7.56$1.92$2.91$3.91$4.90$5.8920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RXRX spot · $4.17RXRX PRICE$0.13$0.17$0.21$0.25$0.27$0.32$0.39$0.47$0.55$0.64$0.75$0.86$1.36$0.17$0.22$0.27$0.32$0.42$0.59$0.76$1.64$2.35$3.20$2.48$7.01
PutsExpensive1.57×
CallsFair0.96×
SkewBearish+44.12 pp
Implied moveBearish±$1.15
TiltBearish50.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ5.79101.9%41.9%3.3798.4%23.3%
25Δ5.4298.7%34.1%3.5795.8%19.8%
30Δ5.1697.1%28.8%3.7391.9%17.0%
35Δ4.9193.2%23.6%3.9088.1%14.2%
40Δ4.6785.7%18.6%4.0890.0%12.2%
45Δ4.4681.2%14.6%4.27101.2%11.6%
50Δ4.3284.9%13.1%4.47112.4%11.0%
55Δ4.1988.6%11.7%5.25176.8%13.5%
60Δ4.0592.3%10.2%6.01196.5%12.1%
65Δ3.8995.0%8.8%6.91219.5%11.0%
70Δ3.7297.3%7.3%6.34168.7%7.4%
75Δ3.5599.5%5.9%10.86273.6%7.7%
80Δ3.09166.7%6.7%

20Δ

Calls
Pseudo strike
5.79
IV
101.9%
B/E move
41.9%
Puts
Pseudo strike
3.37
IV
98.4%
B/E move
23.3%

25Δ

Calls
Pseudo strike
5.42
IV
98.7%
B/E move
34.1%
Puts
Pseudo strike
3.57
IV
95.8%
B/E move
19.8%

30Δ

Calls
Pseudo strike
5.16
IV
97.1%
B/E move
28.8%
Puts
Pseudo strike
3.73
IV
91.9%
B/E move
17.0%

35Δ

Calls
Pseudo strike
4.91
IV
93.2%
B/E move
23.6%
Puts
Pseudo strike
3.90
IV
88.1%
B/E move
14.2%

40Δ

Calls
Pseudo strike
4.67
IV
85.7%
B/E move
18.6%
Puts
Pseudo strike
4.08
IV
90.0%
B/E move
12.2%

45Δ

Calls
Pseudo strike
4.46
IV
81.2%
B/E move
14.6%
Puts
Pseudo strike
4.27
IV
101.2%
B/E move
11.6%

50Δ

Calls
Pseudo strike
4.32
IV
84.9%
B/E move
13.1%
Puts
Pseudo strike
4.47
IV
112.4%
B/E move
11.0%

55Δ

Calls
Pseudo strike
4.19
IV
88.6%
B/E move
11.7%
Puts
Pseudo strike
5.25
IV
176.8%
B/E move
13.5%

60Δ

Calls
Pseudo strike
4.05
IV
92.3%
B/E move
10.2%
Puts
Pseudo strike
6.01
IV
196.5%
B/E move
12.1%

65Δ

Calls
Pseudo strike
3.89
IV
95.0%
B/E move
8.8%
Puts
Pseudo strike
6.91
IV
219.5%
B/E move
11.0%

70Δ

Calls
Pseudo strike
3.72
IV
97.3%
B/E move
7.3%
Puts
Pseudo strike
6.34
IV
168.7%
B/E move
7.4%

75Δ

Calls
Pseudo strike
3.55
IV
99.5%
B/E move
5.9%
Puts
Pseudo strike
10.86
IV
273.6%
B/E move
7.7%

80Δ

Calls
Pseudo strike
3.09
IV
166.7%
B/E move
6.7%
Puts
Pseudo strike
IV
B/E move