RIVN Options History — July 2022

In July 2022, RIVN traded between $25.77 and $34.06. ATM implied volatility averaged 87.2%, placing in the 22.4% IV rank vs the trailing year. The 30-day expected move averaged 25.4%. IV traded above realized volatility by 9.2% (HV 20d: 78.0%). Max pain ranged from $25.00 to $30.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.48.

Notable Days

  • 2022-07-06: Highest Volume — 205,393 contracts
  • 2022-07-11: Largest IV spike — 10.4% change
  • 2022-07-12: Highest IV Rank — 28.0%
  • 2022-07-05: Largest Expected Move — 26.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$31.25$25.77$34.06$25.77$34.06
Max Pain$29.50$25.00$30.00$30.00$30.00
ATM IV87.2%82.2%91.6%86.3%82.7%
Expected Move25.4%24.2%26.8%24.2%24.6%
HV 20d78.0%62.0%95.0%80.6%62.0%
HV 60d108.5%106.0%111.7%107.3%106.2%
IV Rank22.4%16.2%28.0%21.3%16.8%
IV Percentile25.1%11.9%35.4%23.2%12.6%
Term Structure-1.0%-3.5%5.5%0.1%-2.7%
VWIV87.9%84.5%94.6%85.4%85.4%
Skew 25d12.6%10.1%14.6%10.1%12.3%
Skew 10d24.5%18.7%27.1%18.7%24.1%
Call IV 25d82.0%75.4%87.1%83.3%77.2%
Put IV 25d94.6%87.5%100.0%93.5%89.6%
Bid-Ask Spread %6.753.1017.524.263.10
Gamma HHI0.130.080.460.100.23
Net GEX9.3M1.3M26.8M1.3M15.5M
Net DEX-247.8M-455.6M14.8M14.8M-371.3M
Net VEX-2.5M-2.7M-1.9M-1.9M-2.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.480.300.900.630.53
Total Volume92,491.7534,409205,39355,14065,837
Total OI582,666.45506,830634,996537,697605,436

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-07-01$25.77$30.0086.3%24.2%80.6%21.3%85.4%10.1%0.1%1.3M14.8M-1.9M0.634.2633,87321,267345,146192,551
2022-07-05$26.63$25.0089.4%26.8%79.7%25.2%94.6%14.6%-2.2%2.6M-43.4M-1.9M0.456.4939,31717,857332,038174,792
2022-07-06$29.60$25.0086.2%25.7%87.9%21.2%88.9%11.8%5.5%5.6M-192.9M-2.3M0.336.73154,25351,140347,945181,712
2022-07-07$31.58$30.0083.5%25.4%90.6%17.9%89.4%12.0%3.8%9.6M-324.3M-2.5M0.4711.06109,02851,723393,639202,200
2022-07-08$32.15$30.0082.2%24.9%90.8%16.2%84.8%12.1%2.3%11.2M-383.6M-2.5M0.456.4492,16941,476405,135218,586
2022-07-11$29.64$30.0090.7%25.7%95.0%26.8%84.9%12.8%-3.1%4.7M-142.9M-2.3M0.405.5094,26937,349368,474190,916
2022-07-12$30.04$30.0091.6%25.8%94.9%28.0%87.8%12.8%-2.5%5.9M-174.2M-2.4M0.5514.6564,43235,654400,407201,723
2022-07-13$30.64$30.0090.8%25.8%91.0%27.0%90.4%12.2%-0.8%7.4M-217.8M-2.5M0.497.7450,18924,416414,778207,015
2022-07-14$30.72$30.0091.0%26.0%90.1%27.3%90.9%12.5%-1.1%7.8M-220.3M-2.5M0.5517.5239,75021,691416,493210,996
2022-07-15$31.47$30.0088.4%25.2%88.2%23.9%88.5%13.0%-0.1%14.6M-283.0M-2.5M0.387.6759,83022,981422,543212,453
2022-07-18$31.89$30.0088.4%25.2%76.9%23.9%85.0%12.7%-2.4%6.4M-250.6M-2.5M0.484.5160,03728,997364,682158,458
2022-07-19$32.08$30.0087.2%24.9%76.8%22.5%87.4%13.1%-1.6%8.2M-269.1M-2.5M0.494.1726,91713,313389,165166,709
2022-07-20$32.40$30.0087.2%25.0%64.6%22.4%85.6%13.4%-1.6%9.8M-300.1M-2.6M0.305.8694,76428,651398,723170,029
2022-07-21$34.01$30.0085.9%24.7%64.8%20.8%84.5%12.2%-2.5%16.7M-455.6M-2.7M0.304.87136,94341,675427,615182,984
2022-07-22$32.49$30.0085.7%24.6%66.9%20.5%86.4%13.1%-0.4%26.8M-300.5M-2.6M0.324.2570,81922,695439,804191,928
2022-07-25$32.23$30.0087.4%25.7%67.0%22.7%89.8%11.1%-3.1%7.0M-247.8M-2.6M0.763.7923,47317,748391,357174,023
2022-07-26$31.59$30.0088.6%26.1%66.7%24.2%90.2%13.0%-2.0%6.2M-210.2M-2.5M0.903.3418,14016,269397,498179,672
2022-07-27$32.13$30.0087.2%25.8%63.1%22.5%89.2%13.5%-3.5%7.5M-239.1M-2.5M0.509.2025,38812,791401,861182,335
2022-07-28$33.82$30.0083.5%24.9%62.6%17.8%87.9%13.1%-2.0%11.0M-344.8M-2.6M0.363.9460,81021,904403,802187,706
2022-07-29$34.06$30.0082.7%24.6%62.0%16.8%85.4%12.3%-2.7%15.5M-371.3M-2.7M0.533.1043,10522,732411,371194,065