RIVN Options History — May 2022

In May 2022, RIVN traded between $20.02 and $34.01. ATM implied volatility averaged 102.8%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 29.7%. IV traded below realized volatility by 26.9% (HV 20d: 129.7%). Max pain ranged from $40.00 to $70.00. Net GEX was positive for 11 of 21 trading days. Term structure was in contango for 5 of 21 days. Put/call ratio averaged 1.27.

Notable Days

  • 2022-05-12: Highest Volume — 517,169 contracts
  • 2022-05-13: Largest IV drop — 15.7% change
  • 2022-05-24: Highest IV Rank — 31.7%
  • 2022-05-11: Largest Expected Move — 37.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$27.82$20.02$34.01$31.53$31.30
Max Pain$52.14$40.00$70.00$50.00$40.00
ATM IV102.8%79.7%139.2%112.5%86.2%
Expected Move29.7%23.2%37.6%35.4%25.5%
HV 20d129.7%76.2%155.3%78.0%153.3%
HV 60d112.8%97.4%122.3%97.6%116.7%
IV Rank24.0%13.0%31.7%26.6%21.2%
IV Percentile18.3%7.6%31.0%19.0%14.3%
Term Structure-2.6%-8.2%2.2%-3.1%-1.9%
VWIV106.7%83.6%134.1%126.3%93.4%
Skew 25d10.8%-1.9%23.2%3.1%10.9%
Skew 10d19.1%-5.5%38.7%6.5%21.9%
Call IV 25d98.8%75.0%128.5%113.8%82.3%
Put IV 25d109.6%85.6%151.7%117.0%93.2%
Bid-Ask Spread %4.421.7615.743.354.60
Gamma HHI0.100.050.190.120.10
Net GEX758.1K-4.3M7.8M-1.4M3.6M
Net DEX193.9M-101.1M397.4M293.6M-61.0M
Net VEX-1.6M-2.2M-912.4K-1.4M-2.2M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio1.270.572.631.440.72
Total Volume154,713.47652,367517,16972,37488,138
Total OI672,265.667502,061907,396502,061570,441

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-05-02$31.53$50.00112.5%35.4%78.0%0.0%126.3%3.1%-3.1%-1.4M293.6M-1.4M1.443.3529,70342,671303,267198,794
2022-05-03$31.97$55.00110.7%35.4%78.4%0.0%123.9%2.1%-3.2%-1.4M306.7M-1.5M0.753.0338,09028,488314,513217,285
2022-05-04$34.01$50.00102.5%32.2%76.2%0.0%113.2%-1.9%-0.8%-1.2M315.3M-1.3M1.2310.2429,41936,289324,394222,567
2022-05-05$30.48$70.00111.6%30.1%83.8%0.0%109.4%4.9%-4.5%-2.5M336.6M-1.5M1.493.5826,56939,615340,846242,599
2022-05-06$29.07$70.00112.6%30.5%84.6%0.0%108.2%5.3%-3.2%-4.3M377.1M-1.4M2.313.1730,36370,247343,038260,595
2022-05-09$22.68$70.00122.8%34.0%118.2%0.0%120.0%4.5%-2.6%-2.1M383.7M-997.6K2.635.5581,569214,524331,799250,985
2022-05-10$22.51$70.00130.8%36.0%117.3%0.0%134.1%10.3%-5.1%-2.4M374.4M-1.1M2.356.9852,394123,071361,875285,841
2022-05-11$20.02$70.00139.2%37.6%121.4%0.0%130.9%23.2%-8.2%-2.2M397.4M-912.4K1.9115.74136,729260,801378,486309,792
2022-05-12$23.86$55.00118.5%32.9%137.4%0.0%120.4%16.2%-5.4%-2.0M305.6M-1.3M1.162.78239,429277,740445,478394,870
2022-05-13$26.77$50.0099.8%29.0%146.2%0.0%101.4%15.3%1.7%2.3M168.7M-1.5M0.921.98103,48195,347488,350419,046
2022-05-16$24.68$50.0096.5%27.7%146.8%0.0%100.3%12.7%-3.5%-709.9K262.8M-1.4M1.202.2954,96466,023426,183312,550
2022-05-17$27.42$50.0093.8%27.0%152.8%0.0%90.8%13.2%-7.5%1.3M177.8M-1.7M0.672.9678,01352,551448,931330,893
2022-05-18$27.28$45.0099.5%28.5%151.7%0.0%96.6%14.2%-6.3%2.0M171.7M-1.7M0.712.5399,08270,798470,746344,645
2022-05-19$29.99$45.0090.5%26.1%154.4%26.6%96.7%15.1%-3.6%4.0M38.2M-1.9M0.841.7683,44970,311499,798354,663
2022-05-20$28.71$45.0089.9%25.7%155.0%25.9%97.3%15.2%0.9%7.8M98.9M-1.9M0.942.5366,56562,673518,236371,593
2022-05-23$27.65$45.0092.9%27.2%155.3%29.5%106.2%13.1%-1.2%1.8M70.7M-1.9M0.822.8663,59751,984329,595227,268
2022-05-24$26.70$45.0094.6%28.3%152.2%31.7%101.5%14.9%-2.2%1.4M99.7M-1.9M2.456.1836,37388,950354,250246,309
2022-05-25$27.35$40.0091.1%26.8%152.4%27.4%96.1%12.8%0.4%1.8M69.8M-1.9M0.764.0229,70122,666357,191257,420
2022-05-26$29.27$40.0082.7%23.9%154.0%16.8%89.4%10.9%2.2%4.8M-15.6M-2.0M0.783.7947,68737,297363,828256,932
2022-05-27$30.89$40.0079.7%23.2%153.9%13.0%83.6%10.6%1.7%5.3M-101.1M-2.2M0.572.9877,39344,229373,947267,740
2022-05-31$31.30$40.0086.2%25.5%153.3%21.2%93.4%10.9%-1.9%3.6M-61.0M-2.2M0.724.6051,32736,811339,949230,492