RIVN Options History — December 2022

In December 2022, RIVN traded between $17.71 and $31.45. ATM implied volatility averaged 76.9%, placing in the 16.0% IV rank vs the trailing year. The 30-day expected move averaged 22.2%. IV traded above realized volatility by 6.4% (HV 20d: 70.5%). Max pain ranged from $27.50 to $35.00. Net GEX was positive for 4 of 21 trading days. Term structure was in contango for 14 of 21 days. Put/call ratio averaged 0.86.

Notable Days

  • 2022-12-16: Highest Volume — 193,831 contracts
  • 2022-12-22: Largest IV spike — 11.7% change
  • 2022-12-27: Highest IV Rank — 32.8%
  • 2022-12-27: Largest Expected Move — 26.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$23.86$17.71$31.45$31.45$18.21
Max Pain$31.86$27.50$35.00$30.00$27.50
ATM IV76.9%66.2%90.2%68.2%86.6%
Expected Move22.2%19.8%26.0%20.1%24.2%
HV 20d70.5%51.6%100.6%96.9%51.6%
HV 60d83.1%79.8%85.0%85.0%79.8%
IV Rank16.0%2.5%32.8%5.1%28.2%
IV Percentile26.2%0.8%61.5%3.6%51.6%
Term Structure0.4%-4.7%2.1%1.0%0.6%
VWIV77.7%69.3%88.1%71.0%87.4%
Skew 25d7.1%5.7%9.4%7.7%7.5%
Skew 10d12.6%8.0%17.1%13.4%15.6%
Call IV 25d74.2%62.8%87.9%63.9%83.5%
Put IV 25d81.2%69.7%96.0%71.6%91.0%
Bid-Ask Spread %5.081.2017.993.497.26
Gamma HHI0.110.060.180.060.13
Net GEX-807.8K-3.0M6.1M6.1M-1.7M
Net DEX89.4M-154.9M196.1M-154.9M173.3M
Net VEX-1.9M-2.7M-1.4M-2.7M-1.6M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.860.323.160.330.61
Total Volume73,317.09538,321193,83146,16158,731
Total OI735,073.571654,827816,639726,268816,639

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2022-12-01$31.45$30.0068.2%20.1%96.9%5.1%71.0%7.7%1.0%6.1M-154.9M-2.7M0.333.4934,75511,406489,215237,053
2022-12-02$31.23$30.0066.2%19.8%96.7%2.5%69.9%6.9%2.1%5.6M-147.3M-2.7M0.613.0333,24720,335499,219238,688
2022-12-05$29.54$35.0068.1%20.1%98.6%4.8%69.3%7.7%1.5%1.1M-35.1M-2.5M0.4417.9936,98916,377486,489233,130
2022-12-06$27.79$35.0071.8%21.1%100.6%9.6%71.7%6.7%0.8%-808.7K51.3M-2.3M0.322.0671,55623,030486,843239,732
2022-12-07$27.94$35.0072.1%21.1%100.3%9.9%73.5%5.7%1.4%-640.8K28.1M-2.3M0.3712.9441,45515,199488,305245,565
2022-12-08$28.51$35.0070.5%20.9%89.0%7.9%73.1%6.0%2.1%938.4K-4.4M-2.3M0.321.3532,88410,372496,391246,684
2022-12-09$27.29$35.0072.0%20.8%65.8%9.8%72.9%6.4%1.9%-1.1M66.9M-2.2M0.601.2023,92114,400499,872247,366
2022-12-12$25.63$35.0075.3%21.9%64.7%13.9%75.9%7.9%0.9%-1.2M97.0M-1.9M0.814.5639,04631,801475,267228,173
2022-12-13$25.11$35.0073.2%20.8%64.7%11.3%72.3%7.2%-1.0%-1.6M118.1M-1.9M0.572.2446,73426,570492,688235,019
2022-12-14$24.48$35.0073.3%20.7%62.4%11.5%74.5%6.6%-1.1%-1.7M126.2M-1.9M0.822.1322,78118,777511,394236,794
2022-12-15$23.91$35.0074.0%21.0%60.6%12.3%75.2%6.3%-1.0%-1.7M139.1M-1.8M0.771.4930,97123,997516,629237,534
2022-12-16$22.70$35.0076.7%22.1%61.4%15.7%80.9%6.1%0.6%-3.0M175.0M-1.7M3.161.5046,596147,235522,746242,718
2022-12-19$21.95$30.0077.3%22.2%60.2%16.5%79.1%6.6%-0.8%-1.7M128.7M-1.7M0.842.1525,29721,316428,817226,010
2022-12-20$21.31$30.0078.3%22.5%58.4%17.8%79.3%6.4%-0.8%-1.9M137.0M-1.6M0.567.3235,35219,770439,566229,283
2022-12-21$21.13$30.0077.1%22.1%57.6%16.3%77.6%7.1%1.3%-1.9M123.9M-1.7M0.9813.9822,49822,157461,069230,264
2022-12-22$19.62$30.0086.1%24.9%58.7%27.7%85.6%8.7%-4.7%-2.2M150.5M-1.6M1.717.3755,17094,251470,196228,607
2022-12-23$19.07$28.5083.8%24.0%58.5%24.7%82.2%8.1%0.7%-2.8M170.3M-1.6M1.302.2448,57163,080486,059259,325
2022-12-27$17.71$28.0090.2%26.0%61.4%32.8%88.1%9.4%-0.1%-2.4M192.3M-1.4M1.947.8739,04775,798467,990264,965
2022-12-28$17.73$27.5089.0%25.0%60.7%31.4%88.1%7.3%0.5%-2.8M196.1M-1.6M0.392.1747,22518,204482,325309,865
2022-12-29$18.71$27.5085.0%24.0%51.9%26.3%83.7%6.4%1.7%-1.5M144.7M-1.7M0.662.2343,71129,047495,616306,435
2022-12-30$18.21$27.5086.6%24.2%51.6%28.2%87.4%7.5%0.6%-1.7M173.3M-1.6M0.617.2636,45722,274505,488311,151