The long wait for the detection of merging black hole -- neutron star (BH--NS) binaries is finally over with the announcement by the LIGO/Virgo/Kagra collaboration of GW200105 and GW200115. Remarkably, the primary of GW200115 has a negative spin projection onto the orbital angular momentum, with about $90%$ probability. Merging BH--NS binaries are expected to form mainly through the evolution of massive binary stars in the field, since their dynamical formation in dense star clusters is strongly suppressed by mass segregation. In this paper, we carry out a systematic statistical study of the binary stars that evolve to form a BH--NS binary, considering different metallicities and taking into account the uncertainties on the natal kick distributions for BHs and NSs and on the common envelope phase of binary evolution. Under the assumption that the initial stellar spins are aligned with the binary angular momentum, we show that both large natal kicks ($gtrsim 150$ km s$^{-1}$) and high efficiencies for common envelope ejection are required to simultaneously explain the inferred high merger rates and the large spin-orbit misalignment of GW200115.
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