RIVN Options History — April 2022

In April 2022, RIVN traded between $30.33 and $46.79. ATM implied volatility averaged 102.8%. The 30-day expected move averaged 30.5%. IV traded above realized volatility by 5.7% (HV 20d: 97.1%). Max pain ranged from $50.00 to $60.00. Net GEX was positive for 5 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.97.

Notable Days

  • 2022-04-01: Highest Volume — 96,975 contracts
  • 2022-04-11: Largest IV spike — 6.8% change
  • 2022-04-26: Largest Expected Move — 33.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$37.72$30.33$46.79$46.48$30.33
Max Pain$58.75$50.00$60.00$60.00$50.00
ATM IV102.8%90.1%114.2%92.8%110.9%
Expected Move30.5%28.2%33.8%29.8%33.7%
HV 20d97.1%73.1%110.5%109.7%77.3%
HV 60d102.7%97.7%104.8%103.2%97.7%
Term Structure0.4%-5.0%11.8%3.3%-5.0%
VWIV109.0%102.0%123.9%106.1%123.9%
Skew 25d1.2%-3.5%4.1%-3.5%0.8%
Skew 10d0.6%-7.0%5.8%-5.6%1.3%
Call IV 25d104.6%93.6%116.7%96.3%114.9%
Put IV 25d105.8%92.4%117.0%92.8%115.7%
Bid-Ask Spread %13.802.9829.5016.044.31
Gamma HHI0.090.050.250.050.25
Net GEX-754.8K-2.8M1.3M1.2M-2.4M
Net DEX300.2M174.4M379.2M213.6M329.6M
Net VEX-2.0M-2.9M-1.4M-2.9M-1.4M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.970.631.520.891.52
Total Volume66,528.2529,64796,97596,97570,822
Total OI532,329.85470,277581,775570,911530,973

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-04-01$46.48$60.0092.8%29.8%109.7%0.0%106.1%-3.5%3.3%1.2M213.6M-2.9M0.8916.0451,34845,627330,971239,940
2022-04-04$46.79$60.0090.8%29.6%103.2%0.0%104.2%-0.8%10.3%987.8K174.4M-2.8M0.6322.3031,36519,615307,832213,250
2022-04-05$42.05$60.0090.1%29.0%110.5%0.0%102.8%-1.1%11.8%-1.4M310.8M-2.4M1.0126.5434,61735,044317,617217,968
2022-04-06$40.90$60.0092.6%28.9%109.8%0.0%103.2%-0.7%10.2%-1.7M334.8M-2.3M1.1526.4140,39646,655329,551225,795
2022-04-07$40.01$60.0094.7%29.2%107.4%0.0%104.4%-0.5%10.7%-1.9M348.8M-2.2M1.5028.3438,15757,191341,734230,399
2022-04-08$38.87$60.0097.1%29.2%104.5%0.0%105.4%-0.7%11.6%-1.6M379.2M-2.1M0.9322.7838,15835,645348,626233,149
2022-04-11$39.56$60.00103.7%30.0%101.7%0.0%105.9%3.3%-2.3%-205.9K316.3M-2.1M1.0229.5039,02339,886321,330212,347
2022-04-12$38.03$60.00106.2%29.9%101.8%0.0%107.8%3.2%-3.3%-931.7K353.4M-2.0M0.7820.7738,87530,153333,735225,329
2022-04-13$40.98$60.00102.3%28.6%98.0%0.0%102.2%1.8%-2.9%1.3M296.0M-2.1M0.9622.0935,64934,099339,908230,566
2022-04-14$40.87$60.00100.2%28.2%97.8%0.0%102.0%4.1%-4.4%862.8K295.5M-2.1M1.2319.1829,17135,947344,375230,575
2022-04-18$38.15$60.00103.7%29.5%96.9%0.0%104.1%2.5%-2.9%-400.9K258.9M-1.8M0.814.5633,35126,995287,916182,361
2022-04-19$39.23$60.00102.6%29.3%97.0%0.0%103.5%2.9%-3.1%584.3K235.0M-1.9M1.044.3527,74828,796299,029190,827
2022-04-20$36.68$60.00104.4%29.9%93.7%0.0%105.8%2.1%-3.7%-1.1M284.0M-1.8M0.982.9828,88928,282305,580199,056
2022-04-21$33.89$60.00109.0%31.4%96.6%0.0%112.2%2.3%-3.4%-2.8M328.6M-1.6M0.664.0952,84735,104314,583207,235
2022-04-22$33.72$60.00109.5%31.7%94.3%0.0%111.9%3.6%-2.9%-934.3K320.9M-1.7M0.973.8632,47331,388326,669211,170
2022-04-25$33.79$60.00110.5%32.4%94.1%0.0%117.3%0.4%-4.4%-975.2K284.7M-1.6M0.634.9224,82415,757296,670189,016
2022-04-26$30.66$55.00114.2%33.8%98.3%0.0%122.7%0.3%-4.8%-1.4M317.4M-1.4M1.094.9025,80328,255306,659193,311
2022-04-27$31.09$55.00112.1%33.5%73.1%0.0%120.1%0.7%-4.2%-1.3M315.3M-1.4M0.724.1417,22612,421314,062197,904
2022-04-28$32.23$55.00107.6%32.5%76.4%0.0%114.7%3.3%-3.1%-958.7K306.3M-1.5M0.854.0228,68024,283318,341200,238
2022-04-29$30.33$50.00110.9%33.7%77.3%0.0%123.9%0.8%-5.0%-2.4M329.6M-1.4M1.524.3128,14242,680325,543205,430