RIVN Options History — February 2022 In February 2022, RIVN traded between $57.55 and $69.33. ATM implied volatility averaged 113.6%. The 30-day expected move averaged 32.9%. IV traded above realized volatility by 11.5% (HV 20d: 102.1%). Max pain ranged from $72.00 to $90.00. Net GEX was positive for 14 of 19 trading days. Term structure was in contango for 5 of 19 days. Put/call ratio averaged 0.92.
Notable Days 2022-02-02 : Highest Volume — 138,221 contracts2022-02-10 : Largest IV spike — 11.1% change2022-02-23 : Largest Expected Move — 37.7%Monthly Statistics Metric Avg Min Max Open Close Price $63.21 $57.55 $69.33 $69.33 $67.53 Max Pain $82.74 $72.00 $90.00 $75.00 $80.00 ATM IV 113.6% 98.0% 127.3% 98.0% 115.2% Expected Move 32.9% 28.8% 37.7% 29.0% 35.3% HV 20d 102.1% 97.6% 111.0% 99.9% 106.1% HV 60d 94.7% 89.6% 98.4% 98.3% 93.8% Term Structure -1.3% -8.2% 10.6% -1.9% -1.7% VWIV 116.6% 102.1% 133.5% 102.1% 124.8% Skew 25d 6.8% 4.3% 10.7% 7.8% 6.5% Skew 10d 15.4% 11.1% 19.3% 19.3% 14.2% Call IV 25d 111.2% 96.2% 125.7% 96.2% 112.4% Put IV 25d 118.0% 103.4% 131.8% 104.0% 118.9% Bid-Ask Spread % 6.90 3.99 16.20 5.96 6.76 Gamma HHI 0.06 0.04 0.09 0.06 0.05 Net GEX 2.4M -3.0M 7.8M 742.9K 5.4M Net DEX 30.7M -117.4M 200.2M 18.5M -117.4M Net VEX -3.1M -3.5M -2.7M -2.9M -3.4M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.92 0.46 1.39 1.05 0.66 Total Volume 84,294.053 47,052 138,221 91,027 59,758 Total OI 379,641.579 334,147 430,892 335,476 353,277
Daily Data (19 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 2022-02-01 $69.33 $75.00 98.0% 29.0% 99.9% 0.0% 102.1% 7.8% -1.9% 742.9K 18.5M -2.9M 1.05 5.96 44,448 46,579 159,815 175,661 2022-02-02 $63.86 $72.00 99.5% 28.8% 102.2% 0.0% 102.3% 6.0% 4.4% -2.5M 152.5M -2.7M 0.46 4.00 94,917 43,304 172,052 183,443 2022-02-03 $59.66 $90.00 106.9% 31.6% 97.6% 0.0% 112.3% 7.1% 4.6% -3.0M 200.2M -2.9M 1.25 7.17 36,491 45,477 210,587 187,582 2022-02-04 $61.20 $90.00 104.4% 31.0% 98.4% 0.0% 107.9% 7.8% 10.6% -1.3M 142.9M -2.9M 0.76 5.79 43,832 33,259 214,417 184,831 2022-02-07 $58.32 $90.00 108.9% 31.1% 98.9% 0.0% 111.0% 8.6% -3.1% -981.7K 185.9M -2.7M 1.25 4.64 34,092 42,498 189,882 144,265 2022-02-08 $61.03 $90.00 110.4% 30.9% 99.9% 0.0% 107.8% 7.1% -3.4% 568.4K 115.3M -2.9M 0.65 6.25 35,240 23,059 201,257 154,002 2022-02-09 $64.34 $90.00 105.8% 29.7% 101.8% 0.0% 105.6% 10.7% -1.7% 3.2M 9.3M -3.2M 0.73 6.22 37,981 27,869 209,788 156,486 2022-02-10 $64.22 $90.00 117.5% 32.1% 99.7% 0.0% 111.7% 8.0% -8.2% 3.4M -12.0M -3.2M 0.62 16.20 58,634 36,098 216,937 162,418 2022-02-11 $58.45 $80.00 114.7% 33.2% 101.4% 0.0% 115.6% 4.3% 0.3% -1.2M 185.0M -2.9M 0.97 6.36 47,946 46,302 240,012 170,568 2022-02-14 $62.71 $85.00 120.6% 34.2% 105.8% 0.0% 121.6% 7.3% -1.1% 2.8M 1.4M -3.2M 0.67 5.73 63,375 42,747 221,637 153,468 2022-02-15 $65.90 $80.00 116.5% 33.3% 103.5% 0.0% 117.2% 7.2% -2.8% 5.2M -81.1M -3.4M 0.81 5.35 30,033 24,246 235,403 166,660 2022-02-16 $66.03 $80.00 115.1% 33.0% 102.2% 0.0% 118.3% 6.5% -1.8% 5.9M -82.3M -3.4M 1.39 6.52 19,693 27,359 239,212 171,596 2022-02-17 $64.69 $80.00 116.9% 33.5% 99.6% 0.0% 118.8% 5.3% 0.5% 4.2M -46.9M -3.4M 0.91 6.23 62,585 57,164 241,030 174,256 2022-02-18 $66.63 $80.00 116.8% 33.8% 100.1% 0.0% 120.8% 4.6% -2.1% 7.8M -94.7M -3.5M 0.75 5.78 76,332 57,352 252,970 177,922 2022-02-22 $62.71 $80.00 123.5% 36.2% 102.2% 0.0% 128.9% 6.7% -2.9% 3.0M -5.7M -3.2M 0.85 3.99 49,696 42,092 214,203 137,371 2022-02-23 $57.55 $80.00 127.3% 37.7% 105.4% 0.0% 133.5% 6.1% -3.9% 782.6K 109.4M -2.9M 1.17 10.29 30,680 35,835 223,393 144,562 2022-02-24 $63.36 $80.00 125.5% 37.1% 111.0% 0.0% 131.4% 6.8% -7.7% 4.6M -50.6M -3.3M 1.16 9.90 36,714 42,478 229,153 148,694 2022-02-25 $63.38 $80.00 114.7% 34.2% 104.4% 0.0% 124.5% 5.0% -2.0% 6.1M -46.5M -3.2M 1.31 7.88 28,281 37,141 236,810 157,570 2022-02-28 $67.53 $80.00 115.2% 35.3% 106.1% 0.0% 124.8% 6.5% -1.7% 5.4M -117.4M -3.4M 0.66 6.76 35,896 23,862 213,523 139,754
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