RIVN Options History — November 2021

Name: RIVN Options Analytics - November 2021
Creator: Options Analysis Suite

In November 2021, RIVN traded between $111.70 and $146.90. ATM implied volatility averaged 122.7%. The 30-day expected move averaged 36.1%. Max pain ranged from $130.00 to $160.00. Net GEX was positive for 6 of 9 trading days. Term structure was in contango for 3 of 9 days. Put/call ratio averaged 0.96.

Notable Days

2021-11-19: Highest Volume — 465,137 contracts
2021-11-24: Largest IV drop — 20.2% change
2021-11-18: Largest Expected Move — 42.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$122.05	$111.70	$146.90	$146.90	$118.25
Max Pain	$135.56	$130.00	$160.00	$160.00	$130.00
ATM IV	122.7%	96.2%	149.1%	135.4%	99.4%
Expected Move	36.1%	30.9%	42.7%	38.8%	30.9%
Term Structure	-3.5%	-16.7%	2.0%	-16.7%	0.8%
VWIV	127.2%	110.5%	147.0%	134.0%	110.5%
Skew 25d	2.9%	-4.2%	6.9%	2.8%	-0.3%
Skew 10d	3.9%	-8.5%	13.7%	0.5%	-3.6%
Call IV 25d	121.2%	101.3%	144.6%	132.0%	101.3%
Put IV 25d	124.1%	98.6%	146.8%	134.9%	101.0%
Bid-Ask Spread %	6.54	4.56	9.86	5.45	9.86
Gamma HHI	0.06	0.04	0.11	0.06	0.04
Net GEX	2.6M	-6.7M	17.5M	-2.1M	6.3M
Net DEX	-9.5M	-168.3M	240.4M	82.0M	-127.8M
Net VEX	-2.6M	-3.1M	-1.4M	-1.4M	-2.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.96	0.61	1.43	0.98	0.79
Total Volume	239,074.556	66,943	465,137	389,444	66,943
Total OI	249,651.889	130,005	309,188	130,005	265,599

Daily Data (9 trading days)

Date	Price	Max Pain	ATM IV	Exp Move	HV 20d	IV Rank	VWIV	Skew 25d	Term Str	GEX	DEX	VEX	P/C	Spread %	Call Vol	Put Vol	Call OI	Put OI
2021-11-17	$146.90	$160.00	135.4%	38.8%	0.0%	0.0%	134.0%	2.8%	-16.7%	-2.1M	82.0M	-1.4M	0.98	5.45	196,357	193,087	61,212	68,793
2021-11-18	$123.22	$150.00	149.1%	42.7%	0.0%	0.0%	147.0%	2.2%	1.6%	-6.7M	240.4M	-1.8M	0.66	4.56	271,415	179,038	104,864	94,303
2021-11-19	$128.77	$130.00	120.4%	34.6%	0.0%	0.0%	119.6%	4.6%	-0.8%	17.5M	-168.3M	-2.7M	0.71	6.92	271,693	193,444	177,177	122,567
2021-11-22	$115.21	$130.00	130.0%	37.8%	0.0%	0.0%	134.5%	6.1%	-4.2%	305.8K	39.1M	-2.7M	1.18	5.86	137,519	161,594	125,680	99,336
2021-11-23	$118.09	$130.00	142.8%	40.6%	0.0%	0.0%	142.8%	3.2%	-6.0%	4.3M	-127.8M	-3.1M	0.98	5.46	85,954	83,946	153,216	125,405
2021-11-24	$117.12	$130.00	114.0%	32.9%	0.0%	0.0%	117.8%	5.3%	-0.7%	1.4M	-16.1M	-3.0M	1.26	5.86	48,167	60,803	159,384	136,472
2021-11-26	$111.70	$130.00	116.9%	35.5%	0.0%	0.0%	125.0%	6.9%	-8.0%	-2.7M	116.3M	-2.9M	1.43	7.32	36,134	51,504	167,491	141,697
2021-11-29	$119.15	$130.00	96.2%	31.2%	0.0%	0.0%	113.5%	-4.2%	2.0%	5.6M	-123.4M	-2.9M	0.61	7.55	70,970	43,103	135,175	108,496
2021-11-30	$118.25	$130.00	99.4%	30.9%	0.0%	0.0%	110.5%	-0.3%	0.8%	6.3M	-127.8M	-2.9M	0.79	9.86	37,312	29,631	149,493	116,106