RIVN Options History — August 2022

In August 2022, RIVN traded between $31.88 and $38.85. ATM implied volatility averaged 73.0%, placing in the 8.3% IV rank vs the trailing year. The 30-day expected move averaged 20.9%. IV traded above realized volatility by 22.8% (HV 20d: 50.2%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 23 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.51.

Notable Days

2022-08-12: Highest Volume — 372,298 contracts
2022-08-12: Largest IV drop — 23.5% change
2022-08-11: Highest IV Rank — 18.4%
2022-08-02: Largest Expected Move — 26.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$35.23	$31.88	$38.85	$34.70	$32.73
Max Pain	$30.00	$30.00	$30.00	$30.00	$30.00
ATM IV	73.0%	64.2%	84.0%	82.6%	68.0%
Expected Move	20.9%	18.3%	26.4%	25.7%	19.3%
HV 20d	50.2%	41.9%	61.6%	61.6%	49.0%
HV 60d	76.2%	65.1%	105.5%	105.5%	65.1%
IV Rank	8.3%	0.0%	18.4%	16.7%	4.5%
IV Percentile	5.5%	0.0%	23.5%	12.0%	2.5%
Term Structure	-1.3%	-5.3%	2.1%	-2.7%	0.6%
VWIV	73.8%	64.6%	90.4%	86.2%	69.9%
Skew 25d	9.1%	5.7%	12.0%	11.7%	9.8%
Skew 10d	18.0%	12.7%	24.3%	24.3%	18.5%
Call IV 25d	69.6%	62.9%	80.8%	77.3%	65.0%
Put IV 25d	78.7%	68.6%	90.7%	89.1%	74.8%
Bid-Ask Spread %	3.13	1.70	5.13	3.68	3.60
Gamma HHI	0.12	0.09	0.18	0.14	0.09
Net GEX	9.3M	2.1M	19.8M	8.9M	4.1M
Net DEX	-336.9M	-679.8M	-72.1M	-366.9M	-118.1M
Net VEX	-2.7M	-3.1M	-2.3M	-2.7M	-2.3M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.51	0.20	1.04	0.20	0.94
Total Volume	87,196.739	30,135	372,298	98,323	45,531
Total OI	651,558.087	563,293	806,583	563,293	608,345

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
2022-08-01	$34.70	$30.00	82.6%	25.7%	61.6%	16.7%	86.2%	11.7%	-2.7%	8.9M	-366.9M	-2.7M	0.20	3.68	82,066	16,257	387,480	175,813
2022-08-02	$35.19	$30.00	83.9%	26.4%	61.3%	18.3%	90.4%	12.0%	-3.6%	10.3M	-408.7M	-2.8M	0.39	3.43	57,506	22,572	412,574	181,950
2022-08-03	$36.49	$30.00	80.9%	25.5%	51.7%	14.6%	89.6%	11.3%	-3.0%	13.0M	-498.5M	-2.9M	0.25	4.92	82,633	21,001	427,481	191,095
2022-08-04	$36.29	$30.00	78.2%	21.5%	47.8%	11.2%	74.6%	10.2%	-3.3%	15.7M	-505.5M	-2.9M	0.46	2.81	31,761	14,737	450,739	196,579
2022-08-05	$35.51	$30.00	76.2%	21.0%	48.6%	8.6%	70.3%	9.5%	-3.6%	14.4M	-435.1M	-2.7M	0.24	3.76	65,815	16,059	450,441	199,096
2022-08-08	$38.00	$30.00	79.2%	21.4%	41.9%	12.4%	77.4%	9.6%	-3.5%	12.6M	-585.5M	-3.0M	0.43	2.55	55,133	23,694	435,280	182,097
2022-08-09	$36.66	$30.00	79.7%	22.6%	45.2%	13.0%	77.2%	9.3%	-0.5%	12.0M	-486.5M	-2.9M	0.58	2.04	48,014	27,722	449,833	191,933
2022-08-10	$37.53	$30.00	78.5%	21.3%	45.4%	11.5%	76.2%	9.9%	-4.4%	13.5M	-560.2M	-3.0M	0.49	1.94	71,997	35,299	466,963	206,990
2022-08-11	$38.85	$30.00	84.0%	22.9%	46.1%	18.4%	81.7%	9.9%	-5.3%	13.4M	-655.2M	-3.1M	0.74	5.13	151,431	111,781	473,736	230,493
2022-08-12	$38.84	$30.00	64.2%	18.4%	46.0%	0.0%	64.6%	5.7%	-0.2%	19.8M	-679.8M	-3.1M	0.51	1.70	246,107	126,191	525,701	280,882
2022-08-15	$37.41	$30.00	69.7%	20.1%	49.0%	6.4%	69.9%	7.4%	-2.4%	12.9M	-439.8M	-2.9M	0.70	2.92	64,088	44,580	464,889	229,064
2022-08-16	$38.00	$30.00	65.9%	18.8%	49.1%	1.9%	72.3%	8.4%	2.1%	16.1M	-496.8M	-3.0M	0.44	2.69	64,841	28,483	476,603	240,235
2022-08-17	$36.43	$30.00	68.7%	19.7%	52.3%	5.3%	69.8%	7.4%	-1.5%	10.8M	-366.2M	-2.8M	0.57	3.23	42,078	23,968	490,346	245,123
2022-08-18	$36.09	$30.00	67.6%	19.4%	50.0%	4.0%	70.1%	8.3%	-0.1%	8.9M	-314.7M	-2.8M	0.62	2.90	28,857	17,757	493,635	249,138
2022-08-19	$34.50	$30.00	67.0%	19.2%	49.9%	3.3%	68.5%	8.4%	0.5%	4.8M	-173.4M	-2.6M	0.58	2.50	34,121	19,646	495,696	253,570
2022-08-22	$33.00	$30.00	71.2%	20.5%	52.6%	8.2%	71.8%	8.7%	0.5%	3.3M	-113.1M	-2.5M	0.51	2.42	23,311	11,773	391,549	196,176
2022-08-23	$32.02	$30.00	70.8%	19.9%	53.3%	7.7%	72.7%	8.5%	0.3%	2.5M	-72.1M	-2.4M	0.23	3.37	43,682	10,081	396,807	200,370
2022-08-24	$32.74	$30.00	68.1%	19.4%	53.5%	4.6%	67.8%	7.9%	-0.5%	3.4M	-107.3M	-2.4M	0.36	2.89	29,315	10,567	406,900	202,281
2022-08-25	$32.93	$30.00	66.6%	18.3%	50.2%	2.7%	65.4%	8.7%	-0.0%	3.5M	-112.1M	-2.4M	0.35	3.00	22,360	7,775	411,769	205,595
2022-08-26	$32.09	$30.00	68.4%	19.1%	50.8%	4.9%	67.8%	9.2%	-0.6%	2.1M	-73.1M	-2.3M	0.63	2.69	32,140	20,319	416,826	207,319
2022-08-29	$32.34	$30.00	70.0%	19.6%	50.3%	6.9%	69.8%	7.6%	0.5%	3.3M	-99.1M	-2.3M	0.50	3.26	22,280	11,176	390,439	197,234
2022-08-30	$31.88	$30.00	69.8%	19.7%	50.0%	6.6%	73.0%	9.8%	0.6%	3.1M	-80.4M	-2.3M	1.04	4.59	19,097	19,923	397,574	201,197
2022-08-31	$32.73	$30.00	68.0%	19.3%	49.0%	4.5%	69.9%	9.8%	0.6%	4.1M	-118.1M	-2.3M	0.94	3.60	23,503	22,028	401,160	207,185