RIVN Options History — May 2024 In May 2024, RIVN traded between $9.29 and $11.21. ATM implied volatility averaged 79.1%, placing in the 44.1% IV rank vs the trailing year. The 30-day expected move averaged 22.9%. IV traded above realized volatility by 15.3% (HV 20d: 63.8%). Max pain ranged from $10.00 to $15.00. Net GEX was positive for 15 of 22 trading days. Term structure was in contango for 7 of 22 days. Put/call ratio averaged 0.55.
Notable Days 2024-05-07 : Highest Volume — 491,009 contracts2024-05-08 : Largest IV drop — 28.0% change2024-05-07 : Highest IV Rank — 96.9%2024-05-02 : Largest Expected Move — 34.2%Monthly Statistics Metric Avg Min Max Open Close Price $10.31 $9.29 $11.21 $9.29 $10.82 Max Pain $12.50 $10.00 $15.00 $10.00 $12.50 ATM IV 79.1% 67.3% 106.1% 97.9% 76.7% Expected Move 22.9% 19.2% 34.2% 32.9% 21.4% HV 20d 63.8% 53.4% 70.0% 63.4% 68.1% HV 60d 79.7% 65.2% 91.9% 89.8% 68.7% IV Rank 44.1% 21.1% 96.9% 80.9% 39.5% IV Percentile 59.6% 29.4% 99.6% 94.0% 59.5% Term Structure -1.8% -14.3% 4.9% -3.5% -0.4% VWIV 82.2% 68.9% 121.3% 114.7% 75.2% Skew 25d -1.4% -4.9% 1.2% 1.2% -0.7% Skew 10d -2.3% -10.8% 1.4% 0.6% -1.9% Call IV 25d 82.2% 69.8% 110.8% 99.1% 79.5% Put IV 25d 80.8% 68.9% 105.9% 100.2% 78.8% Bid-Ask Spread % 3.29 1.81 6.94 3.87 3.68 Gamma HHI 0.12 0.08 0.24 0.14 0.14 Net GEX 1.1M -1.0M 4.1M 844.7K -240.5K Net DEX 91.3M -54.0M 183.7M 153.7M 79.0M Net VEX -5.0M -5.4M -4.5M -4.5M -5.1M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.55 0.27 1.01 0.63 0.56 Total Volume 170,281.136 76,003 491,009 122,994 139,808 Total OI 2,492,914.682 2,347,704 2,714,863 2,357,730 2,500,040
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 2024-05-01 $9.29 $10.00 97.9% 32.9% 63.4% 80.9% 114.7% 1.2% -3.5% 844.7K 153.7M -4.5M 0.63 3.87 75,652 47,342 1,091,478 1,266,252 2024-05-02 $9.71 $10.00 100.9% 34.2% 64.7% 86.7% 120.7% -1.1% -14.3% 1.6M 85.1M -4.7M 0.42 5.07 156,162 65,461 1,114,004 1,286,992 2024-05-03 $10.04 $10.00 97.4% 34.1% 65.8% 79.8% 121.3% -2.1% -1.8% 4.1M 30.1M -4.8M 0.27 6.94 122,423 32,587 1,147,032 1,277,690 2024-05-06 $10.29 $15.00 99.9% 26.6% 64.5% 84.7% 96.8% -0.8% -3.1% 1.2M 35.7M -4.9M 0.54 2.25 81,178 43,907 1,108,916 1,248,260 2024-05-07 $10.23 $15.00 106.1% 27.8% 64.2% 96.9% 101.9% -4.9% -4.5% 1.2M 30.9M -4.9M 0.57 3.31 313,602 177,407 1,137,524 1,270,532 2024-05-08 $10.14 $15.00 76.4% 21.0% 62.8% 38.9% 75.7% -0.9% -4.8% 1.8M 93.1M -4.8M 0.65 2.10 200,078 130,690 1,274,473 1,361,090 2024-05-09 $10.23 $12.50 70.2% 20.1% 57.7% 26.8% 71.2% -0.8% 1.0% 2.7M 61.6M -4.9M 1.01 1.81 89,127 90,350 1,305,587 1,358,332 2024-05-10 $9.98 $12.50 68.9% 19.8% 56.0% 24.3% 71.1% -0.6% -0.6% 2.6M 120.8M -4.8M 0.73 2.07 90,832 66,653 1,319,308 1,392,479 2024-05-13 $10.95 $12.50 72.8% 21.0% 54.4% 31.7% 76.6% -1.7% 0.1% 2.7M -1.1M -5.2M 0.45 2.48 167,934 75,625 1,181,539 1,320,073 2024-05-14 $11.21 $12.50 76.4% 21.9% 53.4% 38.9% 81.0% -4.0% 0.0% 2.3M -54.0M -5.4M 0.74 2.24 189,613 140,798 1,228,928 1,384,548 2024-05-15 $10.27 $12.50 76.8% 21.2% 64.0% 39.6% 77.4% -0.8% -2.1% 934.0K 103.9M -5.1M 0.48 2.91 118,283 56,837 1,259,760 1,385,247 2024-05-16 $10.13 $12.50 72.6% 20.6% 64.5% 31.4% 74.0% -2.1% -1.1% 1.3M 128.5M -5.0M 0.63 2.91 60,233 37,845 1,300,060 1,389,336 2024-05-17 $10.41 $12.50 71.2% 20.0% 63.8% 28.6% 71.7% -1.6% -2.7% 2.1M 74.2M -5.1M 0.55 2.13 70,115 38,654 1,308,693 1,406,170 2024-05-20 $10.27 $12.50 70.3% 20.2% 64.0% 27.1% 72.3% -1.6% 2.4% -579.8K 151.5M -4.9M 0.43 3.80 55,331 23,882 1,054,996 1,292,708 2024-05-21 $10.09 $12.50 67.3% 19.2% 64.2% 21.1% 68.9% -0.5% 4.9% -907.0K 174.1M -4.8M 0.51 3.12 50,264 25,739 1,074,326 1,301,335 2024-05-22 $10.71 $12.50 70.9% 20.3% 65.5% 28.2% 73.2% -2.2% -3.8% 816.0K 83.0M -5.1M 0.38 4.75 87,144 33,477 1,091,113 1,311,788 2024-05-23 $9.98 $12.50 71.5% 20.4% 70.0% 29.2% 73.6% 0.3% 1.2% -1.0M 183.7M -4.9M 0.47 4.21 64,923 30,348 1,110,073 1,316,881 2024-05-24 $10.39 $12.50 68.7% 19.3% 68.9% 23.8% 69.1% -0.9% 4.0% -734.0K 141.7M -5.0M 0.48 2.89 61,902 29,537 1,117,056 1,325,554 2024-05-28 $10.46 $12.50 72.9% 19.9% 68.0% 32.1% 71.7% 0.8% -1.1% -303.0K 134.1M -5.0M 0.42 3.41 55,320 23,141 1,068,567 1,295,613 2024-05-29 $10.27 $12.50 76.3% 20.8% 66.6% 38.8% 74.5% -2.3% -3.4% -466.5K 151.9M -4.9M 0.60 3.29 77,387 46,158 1,088,391 1,305,248 2024-05-30 $10.95 $12.50 77.6% 21.6% 69.1% 41.1% 76.8% -3.0% -6.5% 1.6M 46.4M -5.2M 0.53 3.15 132,385 70,051 1,127,090 1,339,041 2024-05-31 $10.82 $12.50 76.7% 21.4% 68.1% 39.5% 75.2% -0.7% -0.4% -240.5K 79.0M -5.1M 0.56 3.68 89,371 50,437 1,151,910 1,348,130
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