RIVN Options History — October 2022

In October 2022, RIVN traded between $28.80 and $36.71. ATM implied volatility averaged 87.0%, placing in the 26.8% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 3.6% (HV 20d: 83.3%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 20 of 21 trading days. Term structure was in contango for 6 of 21 days. Put/call ratio averaged 0.78.

Notable Days

  • 2022-10-14: Highest Volume — 259,556 contracts
  • 2022-10-10: Largest IV spike — 8.7% change
  • 2022-10-14: Highest IV Rank — 36.3%
  • 2022-10-19: Largest Expected Move — 27.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$33.00$28.80$36.71$32.09$35.74
Max Pain$34.29$30.00$35.00$30.00$35.00
ATM IV87.0%78.5%95.1%82.9%83.0%
Expected Move25.5%22.5%27.2%23.7%26.8%
HV 20d83.3%67.4%95.8%67.4%87.8%
HV 60d64.3%55.4%69.4%55.4%69.2%
IV Rank26.8%16.8%36.3%22.0%22.1%
IV Percentile41.0%19.0%61.4%30.6%31.0%
Term Structure-0.9%-6.0%5.0%3.4%-1.4%
VWIV89.5%79.3%95.8%82.2%95.8%
Skew 25d12.1%9.9%13.7%13.6%10.5%
Skew 10d24.8%21.3%27.9%23.8%21.3%
Call IV 25d81.4%72.9%90.9%76.2%78.6%
Put IV 25d93.6%85.2%102.9%89.8%89.1%
Bid-Ask Spread %3.632.655.864.373.44
Gamma HHI0.070.050.090.070.09
Net GEX3.2M-2.0M8.1M2.1M5.0M
Net DEX-93.2M-313.9M145.1M-34.8M-213.1M
Net VEX-2.7M-3.1M-2.2M-2.5M-2.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.780.301.320.450.55
Total Volume85,501.52443,450259,55681,39674,311
Total OI693,125.667625,202753,542650,828642,494

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-10-03$32.09$30.0082.9%23.7%67.4%22.0%82.2%13.6%3.4%2.1M-34.8M-2.5M0.454.3756,23225,164420,934229,894
2022-10-04$36.15$30.0078.7%22.5%78.7%17.0%81.0%12.6%3.5%6.9M-270.1M-3.0M0.574.4872,67241,688429,591235,412
2022-10-05$36.06$30.0078.5%22.5%78.8%16.8%79.3%11.8%4.8%6.7M-263.3M-3.0M0.613.8535,41021,446442,811249,740
2022-10-06$36.71$35.0079.8%25.0%70.8%18.3%84.0%11.6%4.5%8.1M-313.9M-3.1M0.304.5282,21324,854446,664254,346
2022-10-07$33.95$35.0082.6%24.6%75.1%21.6%86.3%11.6%5.0%3.7M-110.9M-2.7M0.673.4855,21237,060458,936257,550
2022-10-10$31.47$35.0089.8%26.4%78.0%30.1%86.0%13.6%0.5%1.5M4.9M-2.4M0.762.8891,93969,456426,352235,890
2022-10-11$31.95$35.0091.3%25.7%78.5%31.9%93.0%12.0%-2.1%1.6M-32.7M-2.5M1.012.7256,83457,178435,266252,760
2022-10-12$32.24$35.0091.0%25.8%76.3%31.5%90.9%13.1%-1.0%2.0M-49.0M-2.6M1.093.8127,68730,258455,307262,930
2022-10-13$32.34$35.0090.3%25.4%76.5%30.7%86.8%13.6%-2.1%2.1M-54.7M-2.6M1.165.8635,67341,433461,774267,716
2022-10-14$28.80$35.0095.1%26.6%85.1%36.3%92.8%12.0%-3.3%-2.0M145.1M-2.2M0.703.46152,283107,273466,716271,011
2022-10-17$30.77$35.0093.9%26.8%89.3%34.9%93.7%13.5%-6.0%1.2M9.5M-2.5M0.903.7035,77032,200426,800277,668
2022-10-18$31.54$35.0089.6%25.6%88.5%29.9%92.8%13.7%-2.2%2.0M-33.3M-2.6M1.202.6528,20533,727434,149283,699
2022-10-19$31.12$35.0094.7%27.2%88.3%35.9%94.0%13.1%-5.9%1.5M-3.2M-2.6M1.323.6424,67832,573440,603292,454
2022-10-20$30.67$35.0092.1%26.7%87.3%32.8%92.8%11.9%-5.7%1.2M26.3M-2.5M0.612.8838,87323,750447,495301,678
2022-10-21$31.78$35.0087.3%25.5%88.5%27.2%90.5%11.2%-4.9%1.6M-47.2M-2.6M0.874.7129,33425,448450,452303,090
2022-10-24$31.32$35.0089.1%26.5%88.2%29.4%92.7%12.7%-1.7%1.2M-10.6M-2.5M0.603.4337,80322,703378,498246,704
2022-10-25$34.67$35.0086.5%26.4%95.8%26.2%93.0%11.8%-1.6%5.1M-183.1M-2.8M0.563.7357,94132,241387,639255,130
2022-10-26$34.59$35.0084.3%25.7%94.4%23.6%91.3%11.2%-0.9%5.4M-179.5M-2.8M0.902.7129,16026,132400,149261,970
2022-10-27$34.51$35.0083.6%25.9%88.4%22.9%91.7%10.1%-1.0%6.5M-178.3M-2.8M0.802.8524,12019,330410,473266,220
2022-10-28$34.47$35.0082.2%25.0%87.9%21.1%88.5%9.9%-1.1%3.6M-165.4M-2.8M0.783.0625,40119,867416,633270,041
2022-10-31$35.74$35.0083.0%26.8%87.8%22.1%95.8%10.5%-1.4%5.0M-213.1M-2.8M0.553.4448,03826,273392,067250,427