RIVN Options History — June 2024

In June 2024, RIVN traded between $10.25 and $14.66. ATM implied volatility averaged 78.0%, placing in the 42.0% IV rank vs the trailing year. The 30-day expected move averaged 22.6%. IV traded above realized volatility by 11.6% (HV 20d: 66.4%). Max pain ranged from $12.00 to $12.50. Net GEX was positive for 17 of 19 trading days. Term structure was in contango for 12 of 19 days. Put/call ratio averaged 0.42.

Notable Days

  • 2024-06-26: Highest Volume — 1,078,630 contracts
  • 2024-06-27: Largest IV drop — 17.5% change
  • 2024-06-26: Highest IV Rank — 63.3%
  • 2024-06-26: Largest Expected Move — 26.9%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$11.71$10.25$14.66$11.27$13.32
Max Pain$12.47$12.00$12.50$12.50$12.50
ATM IV78.0%71.4%88.9%79.5%71.4%
Expected Move22.6%20.5%26.9%23.0%20.5%
HV 20d66.4%54.5%96.3%68.6%96.3%
HV 60d63.0%58.0%77.2%62.6%77.2%
IV Rank42.0%29.0%63.3%45.0%29.0%
IV Percentile61.5%41.3%85.3%67.5%41.3%
Term Structure0.7%-1.7%5.7%2.8%-0.1%
VWIV80.5%74.6%97.3%81.2%74.6%
Skew 25d-2.1%-5.7%1.9%-0.3%-3.6%
Skew 10d-3.6%-12.0%0.5%-0.1%-8.4%
Call IV 25d81.0%75.7%95.7%82.0%75.7%
Put IV 25d78.9%72.1%90.0%81.7%72.1%
Bid-Ask Spread %4.241.9213.6713.674.99
Gamma HHI0.120.080.200.120.08
Net GEX2.4M-1.8M6.1M839.5K3.8M
Net DEX-68.1M-649.9M153.6M22.4M-341.1M
Net VEX-5.3M-6.0M-4.7M-5.3M-5.8M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.420.260.670.350.61
Total Volume203,379.36851,1801,078,630109,784400,929
Total OI2,509,335.7892,215,3002,734,5242,443,9112,734,524

Daily Data (19 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-06-03$11.27$12.5079.5%23.0%68.6%45.0%81.2%-0.3%2.8%839.5K22.4M-5.3M0.3513.6781,39128,3931,115,0361,328,875
2024-06-04$11.16$12.5079.5%22.7%68.4%44.9%80.5%-1.6%-1.7%1.1M32.7M-5.2M0.292.8261,06517,4191,144,0241,340,216
2024-06-05$11.34$12.5077.7%22.6%68.4%41.5%79.4%-0.6%0.4%2.3M5.9M-5.3M0.392.5864,93125,2231,157,5531,344,933
2024-06-06$11.70$12.5076.2%22.5%68.8%38.5%79.2%-2.4%0.7%3.8M-62.8M-5.3M0.473.1391,23242,8641,169,3841,358,101
2024-06-07$11.52$12.5074.8%21.8%69.3%35.7%76.7%-1.2%-0.2%5.4M-22.6M-5.3M0.402.4073,31029,5901,186,4451,372,318
2024-06-10$11.79$12.5076.6%22.7%68.5%39.2%79.7%-2.3%1.9%1.9M-46.2M-5.4M0.454.75104,74547,0301,134,4781,337,479
2024-06-11$11.77$12.5077.7%22.5%60.9%41.5%79.1%-0.2%0.9%2.3M-28.7M-5.3M0.652.8930,92620,2541,156,3471,355,113
2024-06-12$11.77$12.5077.4%22.2%60.4%40.9%78.6%-1.3%-0.2%2.6M-38.1M-5.3M0.353.9595,12033,5701,161,1601,362,309
2024-06-13$11.14$12.5079.4%22.8%54.9%44.7%81.4%-2.3%0.3%-159.5K61.7M-5.1M0.293.9585,90125,1401,173,8351,369,502
2024-06-14$10.89$12.5079.7%22.8%55.3%45.4%80.3%1.9%3.8%117.1K107.2M-5.0M0.333.07101,63233,9391,205,1521,371,775
2024-06-17$11.04$12.5079.1%22.8%54.8%44.1%82.2%-1.7%-1.5%1.1M60.6M-5.0M0.263.3477,24520,2901,198,3561,331,460
2024-06-18$11.00$12.5079.7%22.9%54.5%45.3%80.8%-1.9%-1.7%2.3M39.8M-5.0M0.322.9492,39629,8351,230,9381,328,542
2024-06-20$10.34$12.5080.3%23.1%58.8%46.5%82.6%-2.0%-1.7%-1.8M153.6M-4.8M0.502.1981,00940,2581,247,7851,337,718
2024-06-21$10.25$12.5076.2%21.8%54.7%38.4%79.1%-3.5%0.4%143.0K141.7M-4.7M0.331.9282,45827,5021,280,1941,333,961
2024-06-24$11.09$12.5075.6%22.0%55.6%37.3%79.2%-3.4%1.0%2.9M8.7M-5.0M0.318.67110,72334,2791,043,0851,172,215
2024-06-25$11.95$12.5078.9%23.1%59.7%43.7%82.1%-3.7%0.3%5.8M-159.5M-5.3M0.453.48141,25163,6721,098,1011,184,908
2024-06-26$14.66$12.0088.9%26.9%92.0%63.3%97.3%-5.7%2.5%6.1M-649.9M-5.9M0.675.02647,440431,1901,138,7331,223,623
2024-06-27$14.43$12.5073.4%20.9%91.9%32.9%75.7%-3.8%5.7%5.9M-580.0M-6.0M0.494.87328,195161,8611,282,7081,366,494
2024-06-28$13.32$12.5071.4%20.5%96.3%29.0%74.6%-3.6%-0.1%3.8M-341.1M-5.8M0.614.99248,303152,6261,336,5591,397,965