RIVN Options History — November 2022

In November 2022, RIVN traded between $28.04 and $35.27. ATM implied volatility averaged 76.6%, placing in the 14.7% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded below realized volatility by 14.7% (HV 20d: 91.3%). Max pain ranged from $30.00 to $35.00. Net GEX was positive for 18 of 21 trading days. Term structure was in contango for 7 of 21 days. Put/call ratio averaged 0.66.

Notable Days

2022-11-09: Highest Volume — 356,747 contracts
2022-11-10: Largest IV drop — 23.1% change
2022-11-09: Highest IV Rank — 35.9%
2022-11-02: Largest Expected Move — 26.9%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$31.45	$28.04	$35.27	$33.73	$31.81
Max Pain	$31.07	$30.00	$35.00	$35.00	$30.00
ATM IV	76.6%	66.6%	94.7%	84.1%	66.6%
Expected Move	22.2%	19.7%	26.9%	26.9%	19.7%
HV 20d	91.3%	72.6%	105.7%	79.4%	99.0%
HV 60d	78.2%	68.7%	85.0%	68.8%	85.0%
IV Rank	14.7%	3.0%	35.9%	23.4%	3.0%
IV Percentile	19.8%	1.2%	63.0%	36.7%	1.2%
Term Structure	-0.5%	-2.6%	2.2%	-1.2%	2.2%
VWIV	77.6%	70.6%	94.2%	91.6%	70.6%
Skew 25d	9.9%	7.5%	12.3%	9.5%	7.5%
Skew 10d	19.6%	14.0%	24.4%	18.6%	14.0%
Call IV 25d	72.2%	63.8%	88.7%	80.1%	63.8%
Put IV 25d	82.1%	71.3%	99.7%	89.6%	71.3%
Bid-Ask Spread %	3.57	2.50	5.09	3.94	3.37
Gamma HHI	0.08	0.05	0.22	0.07	0.07
Net GEX	1.5M	-7.3M	6.4M	2.9M	5.7M
Net DEX	-53.3M	-292.0M	166.5M	-107.3M	-163.9M
Net VEX	-2.5M	-3.0M	-2.0M	-2.7M	-2.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.66	0.35	1.11	0.80	0.40
Total Volume	88,178.381	17,214	356,747	41,036	76,279
Total OI	727,475.333	659,795	853,197	670,504	708,508

Daily Data (21 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
2022-11-01	$33.73	$35.00	84.1%	26.9%	79.4%	23.4%	91.6%	9.5%	-1.2%	2.9M	-107.3M	-2.7M	0.80	3.94	22,820	18,216	408,458	262,046
2022-11-02	$31.81	$35.00	85.0%	26.9%	81.8%	24.4%	94.2%	8.2%	-1.7%	338.8K	-73.2K	-2.5M	0.58	4.90	43,154	25,042	411,485	263,130
2022-11-03	$32.31	$30.00	82.6%	23.1%	81.7%	21.7%	83.0%	8.6%	-0.9%	439.1K	-23.9M	-2.5M	0.71	5.09	26,611	18,891	420,898	268,333
2022-11-04	$32.03	$30.00	82.0%	23.5%	77.2%	20.9%	83.7%	10.3%	-1.9%	-217.4K	2.2M	-2.5M	0.94	3.10	19,631	18,520	424,965	271,241
2022-11-07	$31.44	$30.00	84.0%	23.3%	72.6%	23.3%	83.3%	10.2%	-2.6%	478.8K	14.3M	-2.3M	1.11	3.99	21,609	24,007	403,815	255,980
2022-11-08	$31.99	$30.00	85.5%	23.8%	72.6%	25.1%	81.9%	11.1%	-2.1%	839.9K	-11.7M	-2.4M	0.48	4.55	81,226	38,838	411,469	267,004
2022-11-09	$28.04	$30.00	94.7%	26.6%	86.3%	35.9%	87.1%	11.0%	-1.5%	-1.9M	166.5M	-2.0M	0.65	2.50	216,327	140,420	430,156	281,212
2022-11-10	$33.07	$30.00	72.8%	21.2%	105.7%	10.1%	76.3%	10.4%	1.1%	4.1M	-129.4M	-2.5M	1.06	4.33	99,512	105,429	450,918	331,705
2022-11-11	$34.69	$30.00	69.5%	20.3%	97.3%	6.2%	72.0%	11.5%	1.8%	4.1M	-263.2M	-2.8M	0.71	3.69	80,817	57,235	469,288	335,131
2022-11-14	$34.19	$30.00	71.7%	20.6%	95.3%	8.8%	76.3%	12.3%	0.4%	3.7M	-184.4M	-2.7M	0.59	3.90	55,883	32,786	449,796	286,349
2022-11-15	$35.27	$32.50	72.0%	20.7%	95.5%	9.1%	71.0%	10.0%	-0.2%	6.4M	-292.0M	-3.0M	0.47	2.82	72,683	34,063	482,814	298,902
2022-11-16	$33.27	$32.50	75.5%	21.7%	97.9%	13.3%	74.3%	11.5%	-0.9%	3.5M	-151.1M	-2.9M	0.61	2.96	55,913	34,269	510,497	312,910
2022-11-17	$31.96	$32.50	74.2%	21.2%	99.0%	11.8%	73.7%	10.8%	0.5%	1.2M	-66.9M	-2.8M	0.54	2.65	45,824	24,840	524,790	315,841
2022-11-18	$30.29	$32.50	73.4%	21.0%	100.0%	10.8%	72.3%	10.3%	0.3%	-7.3M	50.6M	-2.6M	0.82	2.85	45,682	37,488	533,819	319,378
2022-11-21	$28.60	$32.50	75.2%	21.7%	101.9%	13.8%	74.8%	9.3%	-1.6%	384.4K	44.8M	-2.3M	0.76	3.15	37,556	28,534	446,201	229,350
2022-11-22	$28.97	$30.00	73.5%	21.1%	94.2%	11.7%	73.8%	9.3%	-1.5%	815.7K	25.3M	-2.4M	0.69	4.68	33,304	22,919	460,533	235,327
2022-11-23	$29.79	$30.00	71.6%	20.2%	95.1%	9.4%	72.5%	9.4%	-0.6%	2.1M	-23.7M	-2.5M	0.50	3.25	43,412	21,796	467,444	236,062
2022-11-25	$29.56	$30.00	71.3%	20.6%	95.1%	8.9%	73.4%	9.5%	-1.5%	2.4M	-15.9M	-2.5M	0.63	2.97	10,530	6,684	477,463	239,568
2022-11-28	$28.69	$30.00	72.7%	21.4%	95.3%	10.7%	73.9%	8.5%	-0.1%	979.2K	13.9M	-2.3M	0.44	3.04	23,803	10,586	456,514	224,491
2022-11-29	$29.02	$30.00	69.8%	20.4%	94.2%	7.1%	71.1%	9.1%	1.4%	1.3M	-4.4M	-2.4M	0.35	3.33	28,686	9,921	464,333	228,858
2022-11-30	$31.81	$30.00	66.6%	19.7%	99.0%	3.0%	70.6%	7.5%	2.2%	5.7M	-163.9M	-2.7M	0.40	3.37	54,389	21,890	475,758	232,750