RIVN Options History — October 2023

In October 2023, RIVN traded between $15.70 and $23.63. ATM implied volatility averaged 75.6%, placing in the 44.8% IV rank vs the trailing year. The 30-day expected move averaged 22.4%. IV traded below realized volatility by 32.3% (HV 20d: 107.9%). Max pain ranged from $16.50 to $22.50. Net GEX was positive for 11 of 22 trading days. Term structure was in contango for 5 of 22 days. Put/call ratio averaged 0.73.

Notable Days

2023-10-05: Highest Volume — 683,702 contracts
2023-10-05: Largest IV spike — 22.5% change
2023-10-30: Highest IV Rank — 71.3%
2023-10-30: Largest Expected Move — 28.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$18.60	$15.70	$23.63	$23.45	$16.21
Max Pain	$20.30	$16.50	$22.50	$22.50	$16.50
ATM IV	75.6%	67.5%	87.0%	67.8%	78.5%
Expected Move	22.4%	19.6%	28.1%	19.6%	25.2%
HV 20d	107.9%	43.6%	120.5%	43.6%	114.2%
HV 60d	76.8%	54.3%	81.6%	54.3%	79.5%
IV Rank	44.8%	25.7%	71.3%	26.5%	51.6%
IV Percentile	43.2%	15.1%	81.3%	15.1%	55.6%
Term Structure	0.1%	-4.2%	8.5%	7.5%	-1.6%
VWIV	78.5%	68.9%	96.9%	68.9%	88.3%
Skew 25d	4.2%	0.8%	9.0%	0.8%	6.0%
Skew 10d	8.0%	0.8%	17.8%	0.8%	13.4%
Call IV 25d	74.8%	66.7%	82.2%	68.9%	76.3%
Put IV 25d	79.0%	69.2%	91.2%	69.7%	82.3%
Bid-Ask Spread %	2.51	1.51	3.85	2.65	3.76
Gamma HHI	0.07	0.06	0.12	0.07	0.08
Net GEX	1.8M	-2.8M	10.3M	8.6M	-168.6K
Net DEX	-48.1M	-509.2M	155.0M	-465.2M	78.9M
Net VEX	-3.8M	-4.1M	-3.3M	-4.0M	-3.7M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.73	0.44	1.39	0.44	0.70
Total Volume	171,612.682	44,712	683,702	229,817	75,904
Total OI	1,466,666.545	1,252,137	1,629,210	1,252,137	1,472,936

Daily Data (22 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
2023-10-02	$23.45	$22.50	67.8%	19.6%	43.6%	26.5%	68.9%	0.8%	7.5%	8.6M	-465.2M	-4.0M	0.44	2.65	159,906	69,911	724,847	527,290
2023-10-03	$21.62	$22.50	70.1%	20.8%	52.3%	31.8%	73.0%	2.7%	7.8%	3.8M	-252.6M	-3.8M	0.52	2.85	87,086	45,134	758,213	542,021
2023-10-04	$23.63	$22.50	67.5%	19.6%	61.8%	25.7%	69.0%	1.5%	8.5%	10.3M	-509.2M	-4.1M	0.69	2.59	90,449	62,820	766,960	549,459
2023-10-05	$18.09	$22.50	82.6%	24.7%	113.3%	61.3%	85.6%	3.1%	5.4%	-95.0K	52.3M	-3.3M	0.88	3.83	364,527	319,175	772,299	561,206
2023-10-06	$18.82	$20.00	69.4%	20.7%	114.8%	30.2%	73.9%	3.5%	8.0%	3.4M	-3.7M	-3.6M	0.75	2.28	232,926	173,555	922,864	661,337
2023-10-09	$18.82	$20.00	73.8%	21.1%	114.3%	40.4%	74.9%	2.9%	-2.5%	2.9M	-56.3M	-3.9M	0.77	2.16	107,504	83,181	842,181	636,930
2023-10-10	$19.74	$20.00	72.6%	20.6%	116.1%	37.7%	72.9%	2.2%	-1.7%	6.0M	-174.0M	-4.1M	0.51	2.08	154,657	78,733	864,688	666,398
2023-10-11	$19.44	$20.00	71.8%	20.5%	116.1%	35.9%	72.3%	2.5%	-0.2%	4.8M	-118.8M	-4.1M	0.57	2.06	84,716	47,991	884,712	692,510
2023-10-12	$19.30	$20.00	72.2%	20.3%	115.4%	36.8%	72.5%	2.4%	-1.8%	5.0M	-103.3M	-4.1M	0.78	1.77	83,211	64,705	893,990	703,892
2023-10-13	$19.26	$20.00	73.0%	20.6%	115.4%	38.6%	72.3%	2.8%	-1.6%	1.9M	-87.9M	-4.1M	0.86	1.67	62,233	53,644	888,301	707,846
2023-10-16	$19.70	$20.00	71.3%	20.3%	116.0%	34.7%	71.4%	3.8%	-2.1%	2.5M	-129.4M	-4.1M	0.64	1.76	50,449	32,213	801,536	674,321
2023-10-17	$19.89	$20.00	70.8%	20.3%	115.6%	33.6%	71.7%	4.7%	-3.2%	3.3M	-154.9M	-4.1M	0.62	2.08	57,019	35,245	816,165	683,598
2023-10-18	$18.05	$20.00	79.7%	22.9%	120.0%	54.4%	78.7%	6.4%	-4.2%	-1.2M	44.9M	-3.8M	0.82	2.12	92,223	75,896	824,244	690,279
2023-10-19	$17.09	$20.00	79.7%	23.0%	120.5%	54.4%	80.3%	5.0%	-2.7%	-2.8M	123.0M	-3.7M	1.39	2.01	102,424	142,498	853,452	698,017
2023-10-20	$16.74	$20.00	78.5%	22.8%	120.0%	51.6%	80.7%	6.1%	-3.6%	-1.3M	155.0M	-3.8M	1.04	1.51	69,970	72,892	885,297	743,913
2023-10-23	$17.16	$20.00	76.8%	22.6%	120.3%	47.6%	79.5%	5.1%	-0.8%	-652.4K	55.2M	-3.8M	0.56	2.26	65,680	37,099	726,538	666,393
2023-10-24	$17.43	$20.00	76.1%	23.3%	118.5%	46.0%	82.6%	5.3%	-1.5%	-123.9K	33.5M	-3.9M	0.53	2.22	45,545	23,988	742,462	678,011
2023-10-25	$17.02	$20.00	78.6%	23.8%	117.3%	51.8%	82.4%	5.1%	-1.8%	-886.0K	61.4M	-3.8M	0.92	3.11	23,314	21,398	748,300	684,818
2023-10-26	$16.16	$20.00	83.6%	25.9%	117.7%	63.5%	90.2%	6.4%	-2.4%	-2.2M	132.4M	-3.7M	0.77	3.42	60,583	46,747	750,555	689,473
2023-10-27	$15.98	$20.00	82.2%	25.8%	115.2%	60.2%	89.5%	5.2%	-2.3%	-1.9M	128.8M	-3.6M	0.72	3.85	53,310	38,359	769,507	691,765
2023-10-30	$15.70	$20.00	87.0%	28.1%	115.1%	71.3%	96.9%	9.0%	-2.1%	-1.4M	131.8M	-3.5M	0.54	3.14	82,004	44,655	730,765	676,375
2023-10-31	$16.21	$16.50	78.5%	25.2%	114.2%	51.6%	88.3%	6.0%	-1.6%	-168.6K	78.9M	-3.7M	0.70	3.76	44,603	31,301	771,010	701,926