RIVN Options History — December 2021

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

In December 2021, RIVN traded between $90.03 and $122.56. ATM implied volatility averaged 91.9%. The 30-day expected move averaged 26.0%. IV traded below realized volatility by 4.2% (HV 20d: 96.1%). Max pain ranged from $105.00 to $130.00. Net GEX was positive for 13 of 22 trading days. Term structure was in contango for 14 of 22 days. Put/call ratio averaged 1.01.

Notable Days

2021-12-17: Highest Volume — 362,433 contracts
2021-12-21: Largest IV drop — 18.3% change
2021-12-03: Largest Expected Move — 31.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$107.54	$90.03	$122.56	$115.79	$103.72
Max Pain	$116.14	$105.00	$130.00	$130.00	$105.00
ATM IV	91.9%	69.3%	111.3%	95.7%	69.3%
Expected Move	26.0%	18.7%	31.9%	28.2%	18.7%
HV 20d	96.1%	86.6%	112.5%	112.5%	92.8%
Term Structure	0.5%	-4.4%	4.9%	1.1%	0.8%
VWIV	93.1%	66.9%	113.4%	101.1%	66.9%
Skew 25d	3.2%	-1.2%	10.1%	-1.2%	5.3%
Skew 10d	5.7%	-3.8%	19.7%	-3.8%	11.2%
Call IV 25d	91.4%	66.7%	109.5%	99.1%	66.7%
Put IV 25d	94.6%	72.0%	113.8%	97.9%	72.0%
Bid-Ask Spread %	9.44	3.96	15.22	10.90	15.22
Gamma HHI	0.07	0.04	0.19	0.04	0.05
Net GEX	501.5K	-15.5M	12.7M	4.9M	2.1M
Net DEX	36.5M	-359.6M	545.0M	-55.3M	-62.2M
Net VEX	-3.0M	-3.6M	-2.6M	-2.8M	-2.9M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.01	0.45	2.27	0.81	0.45
Total Volume	105,153.318	55,244	362,433	109,154	67,298
Total OI	305,330.5	255,972	384,041	273,527	318,164

Daily Data (22 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
2021-12-01	$115.79	$130.00	95.7%	28.2%	0.0%	0.0%	101.1%	-1.2%	1.1%	4.9M	-55.3M	-2.8M	0.81	10.90	60,155	48,999	153,609	119,918
2021-12-02	$111.22	$130.00	101.0%	28.8%	0.0%	0.0%	103.8%	6.5%	0.1%	-4.8M	145.4M	-2.8M	0.91	10.47	53,178	48,411	158,152	137,147
2021-12-03	$104.61	$130.00	108.3%	31.9%	0.0%	0.0%	113.4%	10.1%	1.5%	-7.5M	306.5M	-2.8M	1.80	12.46	46,856	84,267	160,558	143,767
2021-12-06	$114.88	$125.00	111.3%	31.4%	0.0%	0.0%	111.0%	4.3%	-4.4%	749.2K	-17.8M	-3.1M	0.71	3.96	65,300	46,152	132,469	123,503
2021-12-07	$115.11	$120.00	107.0%	30.3%	0.0%	0.0%	108.9%	2.0%	-0.8%	6.1M	-120.3M	-3.3M	0.61	4.18	53,857	32,997	157,278	130,459
2021-12-08	$122.56	$120.00	105.4%	30.1%	0.0%	0.0%	107.8%	3.4%	1.8%	12.7M	-359.6M	-3.6M	0.65	4.17	64,618	42,078	167,823	137,912
2021-12-09	$115.93	$120.00	105.9%	30.0%	112.5%	0.0%	108.3%	0.8%	-1.7%	7.0M	-146.7M	-3.4M	0.83	5.83	38,642	32,213	180,746	146,682
2021-12-10	$113.75	$120.00	95.1%	27.2%	108.6%	0.0%	99.9%	2.3%	0.1%	590.1K	-33.8M	-3.3M	0.84	13.36	45,709	38,519	184,855	154,682
2021-12-13	$118.80	$120.00	92.7%	26.3%	107.7%	0.0%	94.0%	1.6%	-1.6%	6.3M	-138.4M	-3.3M	1.00	6.83	46,011	45,909	157,270	130,812
2021-12-14	$116.14	$120.00	94.1%	26.5%	104.5%	0.0%	94.6%	2.6%	-0.9%	4.2M	-63.3M	-3.3M	1.36	7.51	23,397	31,847	169,589	149,113
2021-12-15	$114.45	$120.00	94.2%	26.8%	101.6%	0.0%	95.7%	3.5%	-0.8%	2.6M	-17.8M	-3.2M	1.32	10.23	27,539	36,218	172,660	159,678
2021-12-16	$110.47	$120.00	103.3%	28.7%	99.2%	0.0%	101.2%	5.3%	-4.0%	-1.4M	108.7M	-3.1M	1.65	7.33	57,059	93,978	175,864	165,638
2021-12-17	$97.62	$120.00	101.1%	28.8%	89.1%	0.0%	102.6%	2.2%	-1.2%	-15.5M	545.0M	-2.8M	2.27	8.65	110,983	251,450	191,827	192,214
2021-12-20	$90.03	$120.00	98.0%	27.9%	89.8%	0.0%	100.1%	1.8%	2.7%	-7.7M	326.0M	-2.6M	1.44	8.48	53,961	77,832	131,689	144,837
2021-12-21	$96.25	$105.00	80.1%	22.9%	87.5%	0.0%	81.6%	3.0%	3.9%	-4.5M	175.6M	-2.8M	1.29	10.90	48,762	62,971	140,142	150,765
2021-12-22	$95.61	$105.00	78.4%	22.5%	86.6%	0.0%	80.0%	2.5%	2.8%	-5.8M	188.6M	-2.9M	0.68	8.86	47,793	32,728	147,995	160,315
2021-12-23	$96.98	$105.00	75.7%	21.5%	87.0%	0.0%	76.6%	0.9%	4.9%	-1.6M	139.1M	-2.9M	0.76	11.38	34,656	26,347	158,092	163,628
2021-12-27	$107.13	$105.00	81.9%	22.9%	93.9%	0.0%	81.7%	1.3%	1.0%	4.0M	-148.7M	-3.1M	0.48	12.50	76,460	36,954	133,255	129,412
2021-12-28	$103.12	$105.00	79.2%	22.1%	91.2%	0.0%	77.7%	3.3%	3.0%	4.1M	-42.8M	-3.1M	0.72	11.16	33,957	24,439	152,524	138,356
2021-12-29	$98.81	$105.00	74.4%	20.1%	92.1%	0.0%	70.4%	3.6%	2.9%	-1.8M	114.9M	-2.8M	1.08	12.21	35,553	38,244	154,201	140,828
2021-12-30	$102.87	$105.00	70.5%	19.3%	93.6%	0.0%	69.7%	5.5%	0.8%	6.3M	-39.4M	-2.9M	0.46	11.03	60,868	28,208	154,410	144,433
2021-12-31	$103.72	$105.00	69.3%	18.7%	92.8%	0.0%	66.9%	5.3%	0.8%	2.1M	-62.2M	-2.9M	0.45	15.22	46,458	20,840	167,600	150,564