RIVN Options History — September 2022

In September 2022, RIVN traded between $31.69 and $40.27. ATM implied volatility averaged 74.2%, placing in the 11.7% IV rank vs the trailing year. The 30-day expected move averaged 21.2%. IV traded above realized volatility by 18.9% (HV 20d: 55.3%). Max pain ranged from $30.00 to $30.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 11 of 21 days. Put/call ratio averaged 0.66.

Notable Days

  • 2022-09-08: Highest Volume — 250,209 contracts
  • 2022-09-29: Largest IV spike — 8.0% change
  • 2022-09-29: Highest IV Rank — 22.0%
  • 2022-09-29: Largest Expected Move — 24.3%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$35.54$31.69$40.27$31.69$33.13
Max Pain$30.00$30.00$30.00$30.00$30.00
ATM IV74.2%68.1%82.9%72.0%81.0%
Expected Move21.2%19.2%24.3%20.4%22.9%
HV 20d55.3%43.5%66.7%50.0%66.3%
HV 60d60.1%55.1%66.3%65.3%55.1%
IV Rank11.7%4.6%22.0%9.1%19.8%
IV Percentile13.7%3.4%30.0%9.1%24.8%
Term Structure-0.1%-1.8%1.0%1.0%0.8%
VWIV74.8%68.6%86.2%71.8%86.2%
Skew 25d9.7%7.6%12.3%9.5%10.9%
Skew 10d18.8%13.8%25.4%16.2%22.7%
Call IV 25d70.2%65.3%77.4%69.1%75.9%
Put IV 25d79.8%72.9%89.6%78.7%86.9%
Bid-Ask Spread %4.122.418.273.973.86
Gamma HHI0.100.060.190.080.07
Net GEX6.1M235.1K17.0M2.5M2.2M
Net DEX-262.9M-627.9M-23.2M-67.2M-73.1M
Net VEX-2.7M-3.2M-2.3M-2.3M-2.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.660.331.510.560.69
Total Volume103,764.42954,826250,20962,35887,205
Total OI660,067.762600,407747,347619,500676,444

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-09-01$31.69$30.0072.0%20.4%50.0%9.1%71.8%9.5%1.0%2.5M-67.2M-2.3M0.563.9739,93022,428406,233213,267
2022-09-02$31.98$30.0069.5%19.4%49.9%6.2%68.9%8.4%0.4%4.3M-109.2M-2.3M0.603.0936,34421,640426,157213,524
2022-09-06$33.15$30.0072.4%20.4%44.8%9.6%72.9%8.7%0.4%5.8M-179.6M-2.4M0.417.69106,49543,982409,522204,276
2022-09-07$33.24$30.0072.3%20.6%43.5%9.4%69.7%9.7%0.3%7.3M-185.4M-2.4M0.427.0250,29121,114432,442219,488
2022-09-08$36.66$30.0072.4%21.4%56.1%9.7%71.3%8.5%0.5%11.4M-438.6M-2.7M0.402.48178,54571,664438,226223,499
2022-09-09$37.75$30.0068.1%19.2%55.7%4.6%69.8%7.6%0.8%17.0M-544.0M-2.8M0.333.87132,49743,074469,277244,213
2022-09-12$38.82$30.0069.0%19.4%56.7%5.7%69.3%7.9%-1.2%11.0M-539.7M-2.9M0.592.7944,07826,050440,436228,060
2022-09-13$38.55$30.0073.3%20.5%55.0%10.7%74.3%8.1%-1.8%10.4M-515.6M-2.9M0.762.4165,01049,118444,802238,015
2022-09-14$40.27$30.0071.0%20.3%56.9%8.0%70.0%8.1%-0.6%13.0M-627.9M-3.0M0.844.0650,81842,773452,245254,311
2022-09-15$39.74$30.0071.3%20.2%54.7%8.3%68.6%7.6%-0.7%12.4M-585.6M-3.0M0.338.27108,61536,167458,453264,094
2022-09-16$39.66$30.0072.2%20.6%54.5%9.4%73.2%10.2%-0.7%7.2M-580.3M-3.2M1.512.8656,95585,728477,226270,121
2022-09-19$38.09$30.0072.5%20.8%54.0%9.8%72.5%9.5%-0.1%5.5M-294.9M-3.1M1.403.2838,53354,119374,299226,108
2022-09-20$36.04$30.0074.6%21.4%55.4%12.3%77.0%10.2%-0.3%3.1M-179.3M-3.0M0.372.8962,99123,080388,164235,928
2022-09-21$35.14$30.0073.5%21.1%55.0%11.0%73.1%9.8%0.9%1.7M-128.4M-2.9M0.374.3551,53619,312405,577239,362
2022-09-22$33.68$30.0075.1%21.5%57.1%12.9%71.9%10.7%0.6%475.0K-35.2M-2.7M0.844.7246,84639,477411,252241,895
2022-09-23$33.45$30.0078.0%22.5%57.1%16.2%80.0%10.8%-1.6%235.1K-33.4M-2.7M1.043.3563,84266,090417,929244,419
2022-09-26$34.10$30.0080.0%23.3%56.6%18.6%84.3%11.2%-0.5%3.3M-115.5M-2.7M0.833.8537,53831,197396,771227,488
2022-09-27$33.71$30.0079.7%23.1%56.7%18.2%82.2%11.7%0.1%3.1M-95.1M-2.7M0.852.8229,61325,213404,776234,309
2022-09-28$35.24$30.0076.8%21.9%58.3%14.8%79.4%11.5%0.6%4.9M-170.3M-2.8M0.354.4449,33517,148407,413237,445
2022-09-29$32.21$30.0082.9%24.3%66.7%22.0%83.5%12.3%-0.3%1.4M-23.2M-2.6M0.374.4574,68327,979422,767241,190
2022-09-30$33.13$30.0081.0%22.9%66.3%19.8%86.2%10.9%0.8%2.2M-73.1M-2.7M0.693.8651,72435,481436,081240,363