RIVN Options History — July 2023

In July 2023, RIVN traded between $19.26 and $27.43. ATM implied volatility averaged 87.6%, placing in the 67.0% IV rank vs the trailing year. The 30-day expected move averaged 25.5%. IV traded above realized volatility by 0.1% (HV 20d: 87.5%). Max pain ranged from $15.00 to $20.00. Net GEX was positive for 20 of 20 trading days. Term structure was in contango for 4 of 20 days. Put/call ratio averaged 0.45.

Notable Days

  • 2023-07-07: Highest Volume — 1,432,390 contracts
  • 2023-07-07: Largest IV spike — 21.7% change
  • 2023-07-10: Highest IV Rank — 100.0%
  • 2023-07-07: Largest Expected Move — 27.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$24.79$19.26$27.43$19.26$27.43
Max Pain$19.00$15.00$20.00$15.00$20.00
ATM IV87.6%73.0%99.2%75.4%85.6%
Expected Move25.5%21.0%27.7%22.1%27.1%
HV 20d87.5%80.8%94.0%83.2%84.8%
HV 60d65.9%60.8%67.9%60.8%67.9%
IV Rank67.0%25.2%100.0%32.2%61.1%
IV Percentile75.7%27.8%100.0%37.7%75.0%
Term Structure-0.8%-5.5%11.3%9.8%-3.3%
VWIV92.4%74.2%100.8%77.2%96.2%
Skew 25d-8.3%-15.1%-5.5%-8.7%-5.8%
Skew 10d-15.9%-29.0%-10.7%-15.1%-10.7%
Call IV 25d94.9%79.2%112.1%82.5%89.4%
Put IV 25d86.6%72.5%99.6%73.8%83.6%
Bid-Ask Spread %2.641.774.993.543.40
Gamma HHI0.080.060.160.110.09
Net GEX13.8M8.8M18.3M8.8M13.5M
Net DEX-1.10B-1.38B-613.2M-613.2M-1.09B
Net VEX-4.9M-5.4M-3.3M-3.3M-5.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.450.300.680.560.40
Total Volume457,425.7127,7841,432,390396,369127,784
Total OI1,649,868.41,218,5631,911,8861,218,5631,525,841

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2023-07-03$19.26$15.0075.4%22.1%83.2%32.2%77.2%-8.7%9.8%8.8M-613.2M-3.3M0.563.54254,698141,671711,771506,792
2023-07-05$20.38$15.0073.0%21.0%83.8%25.2%74.2%-6.7%9.7%9.8M-725.6M-3.5M0.412.90302,165124,834745,282540,843
2023-07-06$21.52$15.0077.9%24.5%84.8%39.4%86.2%-8.7%11.3%12.3M-930.1M-3.7M0.402.74343,622138,900829,758572,246
2023-07-07$24.59$17.5094.9%27.7%90.2%88.0%99.0%-15.1%10.4%10.7M-1.34B-4.2M0.452.44988,827443,563883,933599,466
2023-07-10$25.52$17.5099.2%27.5%90.0%100.0%99.7%-12.6%-5.4%13.3M-1.32B-4.9M0.552.22515,876284,198959,929640,042
2023-07-11$24.95$20.0094.6%26.2%90.7%86.9%95.5%-9.2%-4.7%12.3M-1.20B-5.0M0.681.86279,475190,7781,028,699734,168
2023-07-12$26.11$20.0095.6%26.1%90.5%89.7%93.3%-8.5%-4.3%13.7M-1.38B-5.2M0.581.77359,572209,5631,037,433804,514
2023-07-13$25.73$20.0093.2%25.4%90.1%83.0%92.9%-7.2%-5.5%15.5M-1.34B-5.2M0.372.90392,341145,6721,062,930789,161
2023-07-14$24.84$20.0089.3%24.8%91.2%71.8%92.2%-7.5%-3.8%16.9M-1.16B-5.2M0.352.19271,31895,4881,109,366802,520
2023-07-17$23.91$20.0089.6%25.3%94.0%72.5%96.7%-6.3%-3.4%10.0M-954.5M-5.0M0.382.47256,23998,256999,749704,811
2023-07-18$24.81$20.0089.7%25.5%93.1%72.8%96.3%-9.7%-3.4%14.7M-1.14B-5.2M0.332.03260,74186,4081,039,876730,371
2023-07-19$24.74$20.0087.9%25.2%93.2%67.6%100.8%-7.2%-2.5%15.0M-1.12B-5.2M0.401.91223,15488,1511,066,247747,126
2023-07-20$25.73$20.0090.1%26.0%86.7%73.9%94.7%-9.5%-3.8%18.3M-1.30B-5.3M0.302.48387,984115,7771,086,146773,038
2023-07-21$25.26$20.0087.7%25.4%85.0%67.2%93.3%-8.2%-2.6%17.1M-1.20B-5.3M0.431.99374,556160,2471,119,472780,373
2023-07-24$25.88$20.0088.3%26.3%80.8%69.0%93.5%-8.5%-3.4%13.7M-990.7M-5.3M0.452.75192,04086,751911,950627,623
2023-07-25$25.23$20.0084.9%25.3%82.4%59.1%90.3%-5.5%-2.8%13.0M-878.1M-5.2M0.374.99149,20855,170933,707652,187
2023-07-26$27.12$20.0087.2%26.5%83.6%65.6%94.1%-8.1%-3.5%17.4M-1.19B-5.4M0.542.71268,359144,031952,292664,353
2023-07-27$25.91$20.0084.0%25.4%87.7%56.5%90.5%-7.3%-2.3%12.6M-948.8M-5.3M0.483.09230,519110,457960,728693,510
2023-07-28$26.84$20.0084.5%26.0%84.9%57.9%92.1%-6.1%-3.2%16.6M-1.11B-5.3M0.652.48151,58398,538971,553697,562
2023-07-31$27.43$20.0085.6%27.1%84.8%61.1%96.2%-5.8%-3.3%13.5M-1.09B-5.3M0.403.4091,48736,297880,869644,972