RIVN Options History — January 2022

Name: RIVN Options Analytics - January 2022
Creator: Options Analysis Suite

In January 2022, RIVN traded between $54.56 and $102.98. ATM implied volatility averaged 91.4%. The 30-day expected move averaged 26.6%. IV traded above realized volatility by 6.8% (HV 20d: 84.7%). Max pain ranged from $75.00 to $105.00. Net GEX was positive for 2 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 1.38.

Notable Days

2022-01-06: Highest Volume — 284,761 contracts
2022-01-31: Largest IV drop — 10.3% change
2022-01-27: Largest Expected Move — 34.5%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$75.51	$54.56	$102.98	$102.98	$64.75
Max Pain	$93.75	$75.00	$105.00	$105.00	$75.00
ATM IV	91.4%	70.5%	115.1%	70.8%	101.9%
Expected Move	26.6%	19.3%	34.5%	19.5%	29.8%
HV 20d	84.7%	68.4%	94.5%	90.3%	94.5%
HV 60d	92.4%	90.6%	97.4%	92.2%	97.4%
Term Structure	-0.8%	-5.0%	4.0%	1.2%	-0.0%
VWIV	95.4%	70.0%	121.2%	70.3%	108.2%
Skew 25d	4.5%	0.3%	8.9%	4.3%	8.9%
Skew 10d	10.9%	0.5%	26.2%	5.5%	16.8%
Call IV 25d	91.1%	69.5%	113.9%	69.5%	97.7%
Put IV 25d	95.6%	72.7%	121.5%	73.8%	106.7%
Bid-Ask Spread %	9.24	4.95	16.14	5.35	6.79
Gamma HHI	0.11	0.05	0.37	0.05	0.07
Net GEX	-4.4M	-9.3M	3.4M	3.2M	-774.5K
Net DEX	323.2M	-37.7M	500.0M	-37.7M	103.7M
Net VEX	-2.3M	-2.9M	-1.7M	-2.9M	-2.5M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.38	0.60	2.61	0.60	1.69
Total Volume	105,155.1	58,215	284,761	61,416	129,214
Total OI	289,945.95	226,141	340,771	252,647	288,243

Daily Data (20 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
2022-01-03	$102.98	$105.00	70.8%	19.5%	90.3%	0.0%	70.3%	4.3%	1.2%	3.2M	-37.7M	-2.9M	0.60	5.35	38,346	23,070	137,563	115,084
2022-01-04	$101.94	$105.00	70.5%	19.3%	83.1%	0.0%	70.0%	1.9%	0.9%	3.4M	-15.3M	-2.9M	0.68	5.54	38,813	26,409	148,754	121,895
2022-01-05	$90.68	$105.00	76.5%	22.1%	91.9%	0.0%	78.9%	0.8%	-0.1%	-3.6M	280.1M	-2.6M	1.05	7.72	52,988	55,823	157,061	123,552
2022-01-06	$86.53	$100.00	82.9%	23.9%	88.3%	0.0%	88.6%	4.7%	-5.0%	-7.3M	401.3M	-2.5M	1.85	10.93	100,028	184,733	163,410	136,312
2022-01-07	$86.30	$100.00	83.4%	23.7%	87.2%	0.0%	85.1%	4.6%	-0.9%	-7.5M	387.2M	-2.5M	1.18	10.17	71,170	84,155	174,600	166,171
2022-01-10	$80.85	$100.00	88.2%	25.1%	89.0%	0.0%	88.3%	3.5%	-0.3%	-6.4M	385.9M	-2.3M	1.34	10.25	35,296	47,458	139,386	140,441
2022-01-11	$82.93	$100.00	83.6%	23.9%	87.6%	0.0%	85.2%	5.2%	0.4%	-4.5M	324.5M	-2.4M	1.13	12.35	47,660	54,052	149,108	142,482
2022-01-12	$86.66	$100.00	78.4%	23.1%	90.3%	0.0%	92.4%	7.8%	4.0%	-2.7M	241.0M	-2.6M	1.29	11.02	32,754	42,254	154,798	150,481
2022-01-13	$80.35	$95.00	79.9%	23.2%	92.9%	0.0%	81.6%	0.3%	3.0%	-7.7M	416.9M	-2.3M	1.28	15.37	25,588	32,627	160,382	159,983
2022-01-14	$80.22	$95.00	82.5%	23.3%	92.8%	0.0%	83.7%	1.2%	-0.8%	-5.8M	416.6M	-2.3M	2.20	11.44	27,763	60,992	165,341	164,064
2022-01-18	$73.11	$95.00	89.8%	25.7%	88.6%	0.0%	91.3%	3.7%	-2.2%	-6.8M	436.1M	-2.1M	1.72	4.95	29,585	50,835	140,651	141,375
2022-01-19	$69.59	$95.00	90.2%	25.9%	86.1%	0.0%	91.2%	4.4%	1.8%	-7.4M	471.6M	-2.0M	1.27	5.40	37,582	47,564	149,583	146,350
2022-01-20	$65.10	$95.00	92.5%	26.7%	82.7%	0.0%	95.0%	1.4%	-3.7%	-7.1M	500.0M	-1.9M	1.38	5.16	42,216	58,397	165,051	150,383
2022-01-21	$64.49	$90.00	99.7%	29.0%	82.7%	0.0%	102.8%	2.3%	-3.7%	-9.3M	491.6M	-2.0M	2.61	5.70	30,198	78,829	173,518	155,280
2022-01-24	$62.93	$90.00	109.9%	33.3%	81.7%	0.0%	119.8%	7.9%	-1.7%	-3.3M	308.7M	-2.0M	1.62	14.97	31,932	51,697	103,609	122,532
2022-01-25	$59.99	$85.00	108.3%	32.4%	68.4%	0.0%	115.7%	8.2%	-4.2%	-3.2M	322.8M	-1.9M	1.42	7.43	25,831	36,587	111,789	131,097
2022-01-26	$60.21	$85.00	110.5%	33.8%	69.2%	0.0%	117.7%	4.0%	-2.2%	-3.3M	313.1M	-1.9M	0.94	16.14	50,926	47,827	119,062	138,796
2022-01-27	$54.56	$80.00	115.1%	34.5%	73.6%	0.0%	121.2%	7.6%	-1.3%	-4.6M	390.7M	-1.7M	1.24	8.47	54,256	67,198	132,907	147,190
2022-01-28	$56.04	$80.00	113.6%	34.1%	72.1%	0.0%	120.6%	7.5%	-1.5%	-3.4M	325.0M	-2.0M	1.15	9.67	69,877	80,572	155,169	155,466
2022-01-31	$64.75	$75.00	101.9%	29.8%	94.5%	0.0%	108.2%	8.9%	-0.0%	-774.5K	103.7M	-2.5M	1.69	6.79	48,115	81,099	143,015	145,228