RIVN Options History — July 2024 In July 2024, RIVN traded between $14.14 and $18.24. ATM implied volatility averaged 77.7%, placing in the 41.3% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded below realized volatility by 12.5% (HV 20d: 90.2%). Max pain ranged from $12.50 to $15.00. Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 8 of 22 days. Put/call ratio averaged 0.51.
Notable Days 2024-07-12 : Highest Volume — 740,181 contracts2024-07-08 : Largest IV spike — 7.2% change2024-07-09 : Highest IV Rank — 50.2%2024-07-31 : Largest Expected Move — 25.3%Monthly Statistics Metric Avg Min Max Open Close Price $16.37 $14.14 $18.24 $14.14 $16.57 Max Pain $13.93 $12.50 $15.00 $12.50 $15.00 ATM IV 77.7% 71.0% 82.2% 71.0% 78.3% Expected Move 22.5% 19.3% 25.3% 20.7% 25.3% HV 20d 90.2% 54.8% 101.9% 97.5% 54.8% HV 60d 75.9% 73.1% 78.0% 77.5% 74.9% IV Rank 41.3% 28.3% 50.2% 28.3% 42.7% IV Percentile 61.7% 40.5% 76.6% 40.5% 65.9% Term Structure -0.4% -7.6% 9.9% 9.9% 1.2% VWIV 79.9% 70.4% 89.2% 74.3% 88.6% Skew 25d -2.8% -5.2% 4.0% -3.6% -0.4% Skew 10d -5.3% -9.7% 1.1% -8.3% 1.1% Call IV 25d 79.6% 71.3% 85.0% 74.5% 78.2% Put IV 25d 76.8% 67.4% 82.8% 71.0% 77.8% Bid-Ask Spread % 8.23 3.72 13.05 11.42 10.68 Gamma HHI 0.08 0.07 0.11 0.09 0.07 Net GEX 5.5M 1.9M 9.7M 6.1M 4.3M Net DEX -600.3M -1.10B -388.7M -420.7M -447.4M Net VEX -6.4M -6.8M -5.8M -5.8M -6.5M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.51 0.30 0.93 0.50 0.41 Total Volume 226,388.045 81,012 740,181 314,940 115,803 Total OI 2,487,361.773 2,304,657 2,686,467 2,432,857 2,404,403
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 2024-07-01 $14.14 $12.50 71.0% 20.7% 97.5% 28.3% 74.3% -3.6% 9.9% 6.1M -420.7M -5.8M 0.50 11.42 210,204 104,736 1,164,200 1,268,657 2024-07-02 $14.91 $12.50 73.2% 19.7% 98.0% 32.6% 70.4% -5.2% 8.0% 7.6M -569.4M -6.0M 0.38 12.18 231,348 87,019 1,183,141 1,316,723 2024-07-03 $14.61 $12.50 71.7% 19.3% 98.4% 29.8% 70.8% -3.9% 4.6% 6.3M -473.8M -6.0M 0.44 13.05 152,943 67,467 1,211,391 1,347,953 2024-07-05 $14.84 $12.50 72.2% 21.6% 98.4% 30.6% 76.2% -2.7% 7.9% 3.9M -493.2M -6.1M 0.56 9.81 112,779 62,612 1,237,767 1,382,127 2024-07-08 $15.48 $12.50 77.4% 22.2% 98.8% 40.8% 78.9% -4.4% -1.3% 5.2M -548.9M -6.2M 0.39 12.72 215,783 83,738 1,116,122 1,301,411 2024-07-09 $15.77 $12.50 82.2% 22.3% 98.2% 50.2% 79.5% -3.7% -2.7% 6.8M -601.9M -6.3M 0.45 7.75 172,548 77,004 1,160,021 1,326,802 2024-07-10 $16.38 $12.50 80.0% 22.4% 98.4% 46.0% 79.2% -4.8% -2.4% 9.1M -747.7M -6.4M 0.52 4.29 188,232 98,684 1,181,977 1,324,145 2024-07-11 $16.84 $12.50 77.9% 21.9% 98.3% 41.7% 77.1% -4.3% -2.2% 9.7M -805.9M -6.5M 0.59 3.90 186,927 109,377 1,192,958 1,352,811 2024-07-12 $18.24 $12.50 80.1% 22.4% 100.4% 46.1% 80.1% -5.0% -3.5% 7.9M -1.10B -6.6M 0.46 5.05 505,558 234,623 1,194,156 1,385,632 2024-07-15 $17.46 $14.00 78.3% 22.2% 99.3% 42.5% 79.8% -3.7% 0.3% 6.0M -803.6M -6.7M 0.54 3.72 147,425 79,136 1,181,903 1,379,763 2024-07-16 $18.04 $15.00 77.2% 22.0% 97.9% 40.4% 78.5% -5.0% 0.5% 8.5M -932.6M -6.8M 0.30 3.86 158,978 48,457 1,208,422 1,385,042 2024-07-17 $17.16 $15.00 77.9% 22.3% 101.5% 41.8% 79.6% -3.8% -1.3% 6.1M -754.6M -6.6M 0.35 4.39 209,660 73,721 1,224,195 1,395,442 2024-07-18 $16.91 $15.00 77.5% 22.2% 101.9% 41.0% 79.4% -3.4% 0.9% 5.7M -697.0M -6.6M 0.63 7.80 131,979 83,216 1,253,413 1,397,081 2024-07-19 $16.62 $15.00 77.8% 22.4% 98.2% 41.7% 79.6% -2.2% -0.3% 1.9M -632.9M -6.6M 0.93 7.70 78,816 73,357 1,270,918 1,415,549 2024-07-22 $17.23 $15.00 81.2% 24.1% 97.6% 48.3% 83.0% -1.5% -6.9% 5.1M -563.8M -6.5M 0.37 10.25 116,304 42,974 1,038,529 1,266,128 2024-07-23 $17.43 $15.00 82.1% 23.2% 95.6% 50.0% 81.6% -2.3% -3.0% 6.3M -608.9M -6.5M 0.55 9.17 77,822 42,872 1,063,178 1,277,953 2024-07-24 $16.38 $15.00 79.0% 23.6% 98.1% 44.0% 83.0% -1.8% -7.6% 2.9M -414.5M -6.4M 0.45 7.50 137,347 61,666 1,078,662 1,300,350 2024-07-25 $16.36 $15.00 79.0% 23.2% 68.2% 44.0% 81.8% -2.9% -2.9% 3.1M -411.3M -6.5M 0.86 6.81 59,613 51,562 1,095,157 1,307,522 2024-07-26 $16.26 $15.00 77.0% 23.2% 67.9% 40.0% 82.5% 0.2% -1.7% 2.6M -392.5M -6.5M 0.66 10.17 60,937 39,977 1,101,223 1,327,677 2024-07-29 $16.34 $15.00 78.2% 24.1% 59.9% 42.4% 85.0% -1.0% -3.6% 2.8M -395.5M -6.4M 0.32 10.99 61,342 19,670 1,035,347 1,302,667 2024-07-30 $16.24 $15.00 79.4% 25.3% 57.1% 44.6% 89.2% 4.0% -2.7% 3.2M -388.7M -6.4M 0.49 7.76 71,364 34,957 1,052,110 1,311,331 2024-07-31 $16.57 $15.00 78.3% 25.3% 54.8% 42.7% 88.6% -0.4% 1.2% 4.3M -447.4M -6.5M 0.41 10.68 81,903 33,900 1,074,816 1,329,587
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