RIVN Options History — June 2023

In June 2023, RIVN traded between $13.48 and $16.57. ATM implied volatility averaged 73.9%, placing in the 27.8% IV rank vs the trailing year. The 30-day expected move averaged 21.5%. IV traded above realized volatility by 23.2% (HV 20d: 50.7%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 18 of 21 days. Put/call ratio averaged 0.31.

Notable Days

2023-06-16: Highest Volume — 337,974 contracts
2023-06-09: Largest IV spike — 8.8% change
2023-06-20: Highest IV Rank — 50.1%
2023-06-20: Largest Expected Move — 23.4%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$14.59	$13.48	$16.57	$14.71	$16.57
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	73.9%	69.3%	81.7%	71.1%	71.9%
Expected Move	21.5%	20.2%	23.4%	22.0%	20.2%
HV 20d	50.7%	39.6%	66.0%	46.1%	66.0%
HV 60d	51.4%	49.6%	54.5%	51.6%	53.5%
IV Rank	27.8%	14.5%	50.1%	19.8%	22.1%
IV Percentile	28.2%	10.3%	54.0%	15.5%	22.2%
Term Structure	0.8%	-0.3%	2.1%	-0.2%	1.5%
VWIV	78.9%	72.1%	85.9%	77.2%	72.6%
Skew 25d	-4.3%	-11.5%	2.2%	2.2%	-5.6%
Skew 10d	-6.9%	-20.1%	6.0%	3.8%	-10.8%
Call IV 25d	79.0%	71.2%	89.4%	71.8%	77.5%
Put IV 25d	74.7%	69.7%	81.6%	74.0%	71.9%
Bid-Ask Spread %	3.99	2.51	6.50	2.93	3.04
Gamma HHI	0.10	0.06	0.15	0.06	0.15
Net GEX	3.8M	90.0K	10.8M	1.9M	10.4M
Net DEX	-113.2M	-378.7M	-14.0M	-65.8M	-378.7M
Net VEX	-2.5M	-3.0M	-2.3M	-2.3M	-3.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.31	0.15	0.74	0.44	0.35
Total Volume	175,923.714	32,724	337,974	71,988	281,662
Total OI	1,197,371.571	1,083,350	1,302,670	1,110,934	1,281,750

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
2023-06-01	$14.71	$15.00	71.1%	22.0%	46.1%	19.8%	77.2%	2.2%	-0.2%	1.9M	-65.8M	-2.3M	0.44	2.93	49,917	22,071	642,243	468,691
2023-06-02	$14.54	$15.00	69.3%	20.8%	46.5%	14.5%	73.9%	0.6%	0.3%	2.3M	-59.0M	-2.4M	0.36	3.01	60,173	21,654	666,023	472,568
2023-06-05	$14.34	$15.00	69.6%	20.5%	45.4%	15.5%	72.9%	2.2%	0.4%	1.2M	-37.0M	-2.3M	0.55	4.63	51,116	27,989	644,642	454,672
2023-06-06	$14.55	$15.00	70.2%	20.4%	44.7%	17.1%	72.1%	0.7%	-0.3%	2.3M	-66.7M	-2.4M	0.33	3.01	47,386	15,654	673,571	452,898
2023-06-07	$13.91	$15.00	71.0%	20.8%	47.7%	19.5%	75.1%	0.8%	0.8%	815.2K	-14.0M	-2.3M	0.27	2.51	27,227	7,222	676,699	457,025
2023-06-08	$14.04	$15.00	70.6%	20.6%	47.6%	18.3%	74.7%	0.5%	1.4%	1.5M	-38.5M	-2.3M	0.25	2.51	26,119	6,605	711,320	458,474
2023-06-09	$13.86	$15.00	76.8%	22.7%	47.3%	36.3%	82.9%	-4.3%	1.0%	687.8K	-36.1M	-2.4M	0.23	2.68	72,937	16,712	736,643	464,441
2023-06-12	$13.98	$15.00	75.9%	22.0%	39.6%	33.4%	79.4%	-2.1%	0.9%	2.9M	-60.4M	-2.4M	0.18	3.99	221,016	40,472	751,219	448,624
2023-06-13	$15.11	$15.00	76.3%	22.0%	46.2%	34.7%	78.6%	-4.4%	1.3%	4.0M	-153.6M	-2.5M	0.23	3.25	250,469	56,978	707,123	468,571
2023-06-14	$14.79	$15.00	76.6%	22.4%	46.1%	35.6%	80.2%	-3.3%	1.1%	3.7M	-112.1M	-2.5M	0.43	6.50	107,927	46,748	740,754	487,565
2023-06-15	$15.18	$15.00	77.6%	22.5%	46.3%	38.5%	80.3%	-6.0%	1.1%	5.4M	-170.7M	-2.6M	0.15	5.05	205,581	31,495	770,009	507,943
2023-06-16	$14.96	$15.00	80.1%	23.4%	46.9%	45.5%	85.9%	-7.0%	2.1%	4.1M	-138.3M	-2.6M	0.28	4.86	264,755	73,219	789,284	513,386
2023-06-20	$15.71	$15.00	81.7%	23.4%	49.3%	50.1%	84.0%	-5.5%	-0.3%	6.5M	-229.9M	-2.8M	0.23	3.34	206,732	47,233	652,785	430,565
2023-06-21	$14.66	$15.00	80.2%	23.0%	52.8%	45.7%	85.7%	-10.3%	0.0%	4.8M	-134.7M	-2.7M	0.26	3.72	241,200	61,591	685,740	454,392
2023-06-22	$14.11	$15.00	75.0%	21.4%	54.7%	30.8%	82.2%	-8.6%	1.3%	3.4M	-76.5M	-2.6M	0.16	5.29	218,774	35,336	743,415	479,295
2023-06-23	$13.54	$15.00	70.9%	20.2%	56.4%	19.1%	83.8%	-11.5%	1.1%	90.0K	-14.1M	-2.5M	0.31	4.12	147,213	46,285	744,776	493,501
2023-06-26	$13.48	$15.00	70.9%	20.3%	56.0%	19.1%	82.4%	-8.2%	1.2%	2.3M	-32.5M	-2.5M	0.23	3.84	78,154	17,605	721,361	478,649
2023-06-27	$13.80	$15.00	71.3%	20.4%	54.6%	20.3%	78.4%	-7.0%	0.9%	3.8M	-64.4M	-2.6M	0.74	3.83	78,515	57,776	744,534	486,556
2023-06-28	$14.61	$15.00	71.4%	20.3%	58.7%	20.7%	78.1%	-7.9%	1.3%	7.0M	-165.9M	-2.7M	0.32	6.23	115,775	36,776	771,260	512,034
2023-06-29	$15.95	$15.00	73.9%	21.2%	65.1%	27.8%	75.8%	-5.6%	0.8%	10.8M	-328.4M	-3.0M	0.30	5.44	210,191	62,138	774,222	525,580
2023-06-30	$16.57	$15.00	71.9%	20.2%	66.0%	22.1%	72.6%	-5.6%	1.5%	10.4M	-378.7M	-3.0M	0.35	3.04	208,768	72,894	734,883	546,867