RIVN Options History — June 2022

In June 2022, RIVN traded between $25.86 and $32.06. ATM implied volatility averaged 84.2%, placing in the 18.7% IV rank vs the trailing year. The 30-day expected move averaged 24.2%. IV traded below realized volatility by 16.7% (HV 20d: 100.9%). Max pain ranged from $30.00 to $40.00. Net GEX was positive for 19 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.96.

Notable Days

  • 2022-06-21: Highest Volume — 132,912 contracts
  • 2022-06-13: Largest IV spike — 14.0% change
  • 2022-06-13: Highest IV Rank — 29.0%
  • 2022-06-13: Largest Expected Move — 26.6%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$28.48$25.86$32.06$30.52$25.86
Max Pain$31.90$30.00$40.00$40.00$30.00
ATM IV84.2%79.1%92.5%86.9%87.5%
Expected Move24.2%23.0%26.6%25.9%25.5%
HV 20d100.9%74.2%153.5%153.5%83.4%
HV 60d112.8%109.2%115.8%115.1%109.2%
IV Rank18.7%12.3%29.0%22.1%22.9%
IV Percentile16.7%6.5%29.6%14.9%24.0%
Term Structure-0.8%-5.2%1.9%-1.5%0.4%
VWIV85.4%78.4%91.8%91.8%89.4%
Skew 25d11.0%8.7%13.8%10.5%8.8%
Skew 10d22.0%16.6%26.4%21.4%16.6%
Call IV 25d79.6%75.2%85.4%82.8%84.8%
Put IV 25d90.6%85.6%97.4%93.3%93.6%
Bid-Ask Spread %6.933.4215.123.706.09
Gamma HHI0.100.080.130.080.09
Net GEX2.4M-1.7M6.0M4.0M871.6K
Net DEX-12.8M-126.1M98.4M-34.9M11.2M
Net VEX-2.1M-2.3M-1.8M-2.2M-1.9M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.960.451.790.850.92
Total Volume65,264.61939,632132,91248,88459,274
Total OI558,801.762427,518627,760598,377525,186

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-06-01$30.52$40.0086.9%25.9%153.5%22.1%91.8%10.5%-1.5%4.0M-34.9M-2.2M0.853.7026,40822,476355,467242,910
2022-06-02$32.06$30.0083.0%24.1%152.8%17.1%83.0%11.6%-1.6%6.0M-106.1M-2.3M0.886.0543,86038,536359,633246,725
2022-06-03$30.15$30.0083.7%23.8%149.3%18.0%83.1%9.4%-1.6%2.7M1.6M-2.2M1.0915.1229,12131,614364,932262,828
2022-06-06$29.00$35.0085.2%23.8%149.0%19.9%85.5%10.8%-2.6%2.1M32.3M-2.0M0.7811.2224,50519,114340,827228,713
2022-06-07$29.56$35.0081.6%23.2%116.6%15.4%83.2%11.3%-0.5%2.6M18.3M-2.1M0.815.4429,21123,808347,362233,459
2022-06-08$29.77$35.0079.1%23.1%116.4%12.3%78.4%10.3%1.9%3.3M-2.1M-2.1M0.719.9135,84625,566354,975239,537
2022-06-09$28.87$35.0081.2%23.1%107.1%14.9%81.7%10.6%-1.1%2.4M38.6M-2.0M0.726.7832,15623,116360,757240,593
2022-06-10$28.41$35.0081.1%23.1%90.1%14.8%84.0%11.3%-0.5%1.8M36.7M-2.1M1.246.6336,78945,491375,201243,209
2022-06-13$26.48$35.0092.5%26.6%84.9%29.0%90.8%12.0%-4.5%1.2M73.3M-1.9M1.793.4223,70842,468353,585221,290
2022-06-14$27.57$30.0083.7%23.9%80.5%18.1%88.8%12.4%1.8%1.9M39.5M-2.0M1.305.4128,32536,828358,071223,934
2022-06-15$29.23$30.0080.2%23.0%74.2%13.6%81.7%11.8%0.0%3.3M-24.6M-2.1M1.516.8627,27641,226366,026230,981
2022-06-16$26.13$30.0090.1%26.1%84.8%26.0%90.0%12.4%-5.2%-86.2K98.4M-1.8M1.666.2732,71754,325372,078236,770
2022-06-17$26.02$30.0082.7%23.9%76.7%16.9%81.5%11.3%-2.0%-1.7M82.9M-1.8M0.9910.4536,28235,831379,002239,345
2022-06-21$29.38$30.0083.5%23.7%87.8%17.8%84.4%10.8%-0.3%2.7M-95.4M-2.1M0.726.9377,10755,805273,291154,227
2022-06-22$28.43$30.0084.1%24.3%87.6%18.5%87.7%13.8%-0.2%2.6M-74.4M-2.1M0.953.5127,00225,543311,188180,803
2022-06-23$29.39$30.0084.2%24.1%87.2%18.6%87.2%11.8%-0.8%4.5M-120.0M-2.2M0.474.0448,33622,783317,500184,093
2022-06-24$29.36$30.0083.9%23.7%86.9%18.3%83.3%11.6%0.4%3.2M-126.1M-2.2M0.4510.8254,51924,627331,262185,928
2022-06-27$28.60$30.0083.1%23.8%84.0%17.2%84.1%10.6%0.2%3.1M-87.3M-2.1M0.576.5928,84916,392314,213169,878
2022-06-28$27.11$30.0084.2%24.3%83.3%18.7%86.6%10.2%1.9%2.0M-33.7M-2.0M0.774.0122,35417,278324,106176,322
2022-06-29$26.18$30.0087.6%25.4%83.6%22.9%88.2%8.7%-0.3%1.1M3.8M-1.9M1.006.2522,08621,999327,716180,914
2022-06-30$25.86$30.0087.5%25.5%83.4%22.9%89.4%8.8%0.4%871.6K11.2M-1.9M0.926.0930,85928,415336,444188,742