RIVN Options History — November 2023 In November 2023, RIVN traded between $15.43 and $17.79. ATM implied volatility averaged 66.7%, placing in the 24.0% IV rank vs the trailing year. The 30-day expected move averaged 19.4%. IV traded below realized volatility by 1.1% (HV 20d: 67.8%). Max pain ranged from $16.50 to $20.00. Net GEX was positive for 15 of 21 trading days. Term structure was in contango for 10 of 21 days. Put/call ratio averaged 0.60.
Notable Days 2023-11-08 : Highest Volume — 450,999 contracts2023-11-08 : Largest IV drop — 24.7% change2023-11-07 : Highest IV Rank — 67.4%2023-11-01 : Largest Expected Move — 25.0%Monthly Statistics Metric Avg Min Max Open Close Price $16.69 $15.43 $17.79 $16.18 $16.76 Max Pain $19.12 $16.50 $20.00 $16.50 $17.50 ATM IV 66.7% 60.3% 85.3% 76.2% 63.2% Expected Move 19.4% 17.2% 25.0% 25.0% 19.2% HV 20d 67.8% 60.4% 107.6% 107.6% 67.1% HV 60d 80.8% 78.9% 82.6% 79.2% 81.5% IV Rank 24.0% 8.9% 67.4% 46.3% 15.7% IV Percentile 19.6% 4.0% 75.0% 48.8% 11.1% Term Structure -0.3% -3.3% 1.6% -1.7% 0.8% VWIV 68.8% 61.2% 87.3% 87.3% 68.3% Skew 25d 3.7% 0.4% 7.0% 7.0% 1.7% Skew 10d 7.2% 2.6% 16.3% 16.3% 2.6% Call IV 25d 66.5% 60.8% 83.4% 73.6% 64.0% Put IV 25d 70.2% 63.7% 88.1% 80.6% 65.6% Bid-Ask Spread % 2.63 1.95 3.65 3.65 2.85 Gamma HHI 0.09 0.06 0.18 0.08 0.07 Net GEX 905.9K -6.4M 6.0M -722.7K 2.0M Net DEX 22.1M -97.1M 230.3M 101.4M -29.0K Net VEX -3.8M -4.0M -3.6M -3.6M -3.9M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.60 0.31 1.13 0.76 0.70 Total Volume 173,078.905 49,406 450,999 49,406 121,175 Total OI 1,705,410.81 1,484,971 1,945,794 1,490,479 1,731,490
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 2023-11-01 $16.18 $16.50 76.2% 25.0% 107.6% 46.3% 87.3% 7.0% -1.7% -722.7K 101.4M -3.6M 0.76 3.65 28,084 21,322 780,485 709,994 2023-11-02 $17.59 $20.00 73.0% 20.3% 63.2% 38.6% 70.6% 4.0% -1.9% 2.0M -60.4M -3.9M 0.54 2.68 99,668 53,603 789,584 713,274 2023-11-03 $17.79 $20.00 73.6% 21.0% 61.5% 40.0% 72.9% 5.5% -1.8% 2.7M -88.2M -3.9M 0.55 2.16 64,713 35,864 811,552 725,536 2023-11-06 $17.09 $20.00 79.9% 21.7% 62.9% 54.9% 76.8% 5.8% -3.3% 555.3K -5.0M -3.8M 0.88 2.06 83,283 73,574 778,208 706,763 2023-11-07 $17.38 $20.00 85.3% 23.6% 60.4% 67.4% 83.8% 4.7% -2.5% 785.9K -36.4M -4.0M 0.54 2.13 249,212 134,274 814,981 745,976 2023-11-08 $16.98 $20.00 64.2% 18.3% 60.6% 18.1% 66.0% 3.0% -0.7% 642.1K 9.4M -3.9M 0.43 3.15 315,157 135,842 957,920 830,245 2023-11-09 $15.43 $20.00 68.3% 20.0% 68.4% 27.5% 68.8% 4.6% 1.6% -3.4M 221.6M -3.6M 0.68 1.95 211,051 143,588 1,043,377 842,216 2023-11-10 $15.46 $20.00 64.6% 18.8% 68.4% 19.0% 68.5% 2.9% 1.2% -6.4M 230.3M -3.7M 0.64 1.96 89,533 57,081 1,068,107 877,687 2023-11-13 $16.34 $20.00 63.6% 18.2% 71.5% 16.7% 65.7% 4.3% 0.4% 316.8K 58.2M -3.8M 0.55 2.46 99,823 54,720 946,910 795,439 2023-11-14 $16.95 $20.00 61.7% 17.7% 73.1% 12.2% 63.4% 4.0% -0.1% 2.9M -39.5M -3.9M 0.43 2.38 90,760 39,080 968,381 810,142 2023-11-15 $17.16 $20.00 63.3% 18.1% 65.3% 15.9% 65.1% 2.7% 0.3% 3.8M -76.9M -4.0M 0.71 2.48 102,516 72,891 973,645 814,992 2023-11-16 $16.34 $20.00 65.2% 18.7% 64.7% 20.4% 67.7% 4.3% 0.7% -1.2M 64.6M -3.9M 1.13 2.58 84,457 95,349 983,652 844,301 2023-11-17 $16.73 $20.00 62.3% 17.8% 64.9% 13.5% 63.3% 2.7% 0.8% 1.4M -8.9M -3.9M 0.49 2.96 91,151 44,388 1,002,732 848,606 2023-11-20 $16.91 $20.00 60.3% 17.2% 64.4% 8.9% 61.2% 2.9% -0.2% 2.0M -7.1M -3.9M 0.49 3.06 66,987 32,501 854,655 789,546 2023-11-21 $15.84 $20.00 65.3% 19.0% 68.0% 20.7% 66.9% 4.8% -1.0% -1.8M 125.2M -3.7M 0.93 3.01 91,723 85,418 871,314 798,604 2023-11-22 $15.96 $17.50 61.2% 17.4% 67.8% 11.0% 63.3% 3.6% -0.8% -971.9K 103.7M -3.8M 0.38 2.80 60,458 22,798 905,610 828,460 2023-11-24 $16.44 $17.50 61.7% 18.0% 66.2% 12.1% 62.7% 3.2% -1.0% 2.1M 37.5M -3.8M 0.31 2.67 64,526 20,020 912,966 834,792 2023-11-27 $16.63 $17.50 62.8% 19.2% 66.1% 14.8% 67.8% 2.9% 1.2% 1.1M 6.0M -3.8M 0.60 2.63 80,926 48,344 868,506 797,040 2023-11-28 $17.24 $17.50 61.6% 18.6% 66.7% 11.9% 65.4% 3.0% 1.4% 5.2M -74.9M -3.9M 0.40 2.58 100,636 40,425 902,756 803,492 2023-11-29 $17.30 $17.50 63.9% 19.7% 65.9% 17.3% 69.3% 0.4% 1.0% 6.0M -97.1M -4.0M 0.37 3.09 166,378 61,358 919,955 809,736 2023-11-30 $16.76 $17.50 63.2% 19.2% 67.1% 15.7% 68.3% 1.7% 0.8% 2.0M -29.0K -3.9M 0.70 2.85 71,166 50,009 906,016 825,474
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