RIVN Options History — March 2022

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

In March 2022, RIVN traded between $35.74 and $61.40. ATM implied volatility averaged 109.4%. The 30-day expected move averaged 35.5%. IV traded above realized volatility by 0.7% (HV 20d: 108.7%). Max pain ranged from $55.00 to $80.00. Net GEX was positive for 13 of 23 trading days. Term structure was in contango for 8 of 23 days. Put/call ratio averaged 1.04.

Notable Days

2022-03-11: Highest Volume — 370,607 contracts
2022-03-11: Largest IV drop — 22.6% change
2022-03-10: Largest Expected Move — 56.7%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$45.85	$35.74	$61.40	$61.40	$50.13
Max Pain	$64.78	$55.00	$80.00	$80.00	$60.00
ATM IV	109.4%	88.1%	143.4%	120.8%	93.4%
Expected Move	35.5%	27.7%	56.7%	37.9%	30.0%
HV 20d	108.7%	99.5%	119.7%	99.5%	108.9%
HV 60d	98.9%	95.3%	104.6%	95.3%	104.6%
Term Structure	-2.0%	-6.8%	1.8%	-5.3%	1.0%
VWIV	125.4%	98.6%	197.9%	134.1%	108.2%
Skew 25d	5.5%	-2.9%	11.9%	5.7%	-2.3%
Skew 10d	12.9%	-3.1%	25.0%	12.2%	-3.1%
Call IV 25d	108.7%	88.5%	142.7%	117.7%	97.7%
Put IV 25d	114.3%	91.4%	147.5%	123.4%	95.4%
Bid-Ask Spread %	13.43	3.06	25.09	5.70	16.01
Gamma HHI	0.06	0.05	0.16	0.05	0.05
Net GEX	1.3M	-3.5M	6.6M	2.1M	2.8M
Net DEX	156.2M	-165.8M	411.4M	37.6M	39.8M
Net VEX	-2.5M	-3.3M	-1.8M	-3.0M	-3.1M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	1.04	0.53	1.90	1.24	1.25
Total Volume	122,541.565	40,766	370,607	75,975	76,243
Total OI	488,387.478	369,941	586,797	369,941	552,722

Daily Data (23 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
2022-03-01	$61.40	$80.00	120.8%	37.9%	99.5%	0.0%	134.1%	5.7%	-5.3%	2.1M	37.6M	-3.0M	1.24	5.70	33,926	42,049	222,162	147,779
2022-03-02	$53.73	$75.00	117.5%	37.6%	106.0%	0.0%	134.9%	5.0%	-1.7%	-609.8K	201.2M	-2.5M	1.40	3.51	64,550	90,422	230,635	150,308
2022-03-03	$50.28	$75.00	124.3%	40.5%	104.8%	0.0%	143.4%	6.1%	-4.6%	-2.6M	269.2M	-2.3M	1.56	3.07	78,160	122,034	249,310	169,626
2022-03-04	$47.04	$75.00	129.6%	42.4%	104.7%	0.0%	150.0%	7.5%	-5.8%	-2.7M	316.1M	-2.2M	1.90	3.64	47,079	89,679	274,890	183,579
2022-03-07	$42.56	$75.00	143.4%	50.4%	108.2%	0.0%	180.0%	4.3%	-4.0%	-476.1K	241.4M	-2.0M	0.94	4.68	57,818	54,441	236,493	158,719
2022-03-08	$42.20	$75.00	142.5%	48.6%	107.6%	0.0%	176.7%	0.9%	-5.3%	-633.8K	243.6M	-2.2M	1.44	5.61	35,079	50,411	253,365	170,727
2022-03-09	$43.96	$75.00	134.0%	49.4%	107.3%	0.0%	174.1%	9.2%	-6.8%	-431.3K	239.4M	-2.3M	1.01	4.10	53,887	54,276	263,443	183,913
2022-03-10	$41.07	$65.00	141.5%	56.7%	105.5%	0.0%	197.9%	7.7%	-6.6%	-593.2K	274.7M	-2.2M	1.01	3.56	108,268	109,312	291,649	204,018
2022-03-11	$38.13	$55.00	109.5%	33.1%	106.7%	0.0%	116.9%	11.1%	-0.6%	-3.5M	411.4M	-1.9M	1.18	3.06	169,777	200,830	340,399	245,181
2022-03-14	$35.74	$60.00	109.7%	33.2%	104.7%	0.0%	115.0%	10.3%	-1.8%	-1.7M	332.8M	-1.8M	0.96	25.09	49,974	47,911	302,301	201,259
2022-03-15	$37.29	$60.00	112.5%	34.3%	101.8%	0.0%	116.7%	10.4%	-4.4%	-850.5K	298.7M	-1.9M	1.03	21.93	50,473	52,174	315,548	209,456
2022-03-16	$41.49	$60.00	106.7%	32.7%	109.2%	0.0%	115.2%	10.2%	-2.9%	1.9M	190.8M	-2.3M	1.45	19.94	52,771	76,536	337,964	215,370
2022-03-17	$42.07	$60.00	102.2%	31.7%	109.6%	0.0%	109.7%	11.9%	-2.7%	2.3M	194.0M	-2.4M	0.85	20.64	68,628	58,400	348,818	227,418
2022-03-18	$45.06	$60.00	94.3%	29.2%	114.3%	0.0%	101.3%	10.9%	0.3%	2.1M	90.8M	-2.5M	0.88	25.01	66,965	58,883	355,873	230,924
2022-03-21	$43.32	$60.00	95.3%	29.2%	113.1%	0.0%	102.9%	4.1%	0.7%	1.6M	130.1M	-2.3M	0.67	21.20	53,382	35,516	276,929	171,364
2022-03-22	$47.02	$60.00	92.1%	28.8%	117.8%	0.0%	100.9%	4.3%	0.8%	4.0M	40.5M	-2.7M	0.53	14.00	64,683	34,015	292,685	187,019
2022-03-23	$45.85	$60.00	92.1%	28.7%	114.9%	0.0%	101.7%	4.0%	-0.3%	3.3M	71.8M	-2.6M	0.62	18.25	42,292	26,341	306,737	196,168
2022-03-24	$47.85	$60.00	89.7%	27.7%	109.7%	0.0%	98.6%	4.9%	0.2%	5.3M	18.0M	-2.7M	0.80	17.85	42,733	34,181	309,198	201,658
2022-03-25	$46.00	$60.00	88.1%	27.8%	109.9%	0.0%	99.6%	1.5%	-0.9%	2.7M	100.4M	-2.6M	0.65	16.16	45,718	29,747	318,119	210,369
2022-03-28	$45.99	$60.00	88.5%	27.7%	106.0%	0.0%	99.6%	3.8%	1.4%	2.7M	106.1M	-2.5M	0.85	21.16	22,054	18,712	289,538	184,851
2022-03-29	$53.99	$60.00	95.4%	28.8%	119.7%	0.0%	103.0%	-1.9%	1.8%	6.6M	-165.8M	-3.2M	0.65	19.98	79,820	51,783	296,325	191,217
2022-03-30	$52.27	$60.00	93.4%	29.8%	110.5%	0.0%	104.7%	-2.9%	0.3%	5.7M	-90.4M	-3.3M	1.10	14.84	55,357	61,166	313,100	213,786
2022-03-31	$50.13	$60.00	93.4%	30.0%	108.9%	0.0%	108.2%	-2.3%	1.0%	2.8M	39.8M	-3.1M	1.25	16.01	33,883	42,360	323,461	229,261