RIVN Options History — August 2024

In August 2024, RIVN traded between $12.84 and $15.16. ATM implied volatility averaged 66.6%, placing in the 19.7% IV rank vs the trailing year. The 30-day expected move averaged 19.2%. IV traded above realized volatility by 2.6% (HV 20d: 64.0%). Max pain ranged from $15.00 to $15.00. Net GEX was positive for 10 of 22 trading days. Term structure was in contango for 11 of 22 days. Put/call ratio averaged 0.59.

Notable Days

2024-08-06: Highest Volume — 256,623 contracts
2024-08-07: Largest IV drop — 17.9% change
2024-08-05: Highest IV Rank — 69.9%
2024-08-02: Largest Expected Move — 29.1%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$13.94	$12.84	$15.16	$15.16	$14.02
Max Pain	$15.00	$15.00	$15.00	$15.00	$15.00
ATM IV	66.6%	57.2%	92.3%	82.6%	59.7%
Expected Move	19.2%	16.4%	29.1%	27.0%	16.8%
HV 20d	64.0%	58.1%	70.5%	63.7%	64.0%
HV 60d	77.2%	75.3%	79.3%	77.4%	77.0%
IV Rank	19.7%	1.4%	69.9%	51.0%	6.3%
IV Percentile	25.5%	0.8%	90.5%	80.6%	5.6%
Term Structure	-0.6%	-5.6%	6.4%	-5.4%	-0.8%
VWIV	67.8%	57.9%	103.1%	95.6%	59.0%
Skew 25d	3.4%	-0.2%	9.4%	0.9%	2.8%
Skew 10d	6.3%	-0.1%	15.7%	1.0%	4.5%
Call IV 25d	65.5%	57.7%	85.9%	82.2%	59.0%
Put IV 25d	68.9%	60.4%	95.0%	83.1%	61.8%
Bid-Ask Spread %	7.25	2.33	19.13	9.52	2.95
Gamma HHI	0.10	0.06	0.29	0.06	0.08
Net GEX	-536.3K	-7.7M	9.0M	265.0K	-1.8M
Net DEX	-43.6M	-207.8M	94.8M	-207.8M	-72.4M
Net VEX	-6.0M	-6.4M	-5.6M	-6.4M	-6.0M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.59	0.30	1.01	0.64	0.48
Total Volume	146,541.864	88,101	256,623	150,558	106,622
Total OI	2,464,656.818	2,252,788	2,630,531	2,434,036	2,457,893

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
2024-08-01	$15.16	$15.00	82.6%	27.0%	63.7%	51.0%	95.6%	0.9%	-5.4%	265.0K	-207.8M	-6.4M	0.64	9.52	92,045	58,513	1,096,263	1,337,773
2024-08-02	$14.61	$15.00	86.8%	29.1%	64.9%	59.2%	103.1%	4.3%	-3.7%	182.1K	-123.4M	-6.3M	0.64	8.91	92,268	58,625	1,121,964	1,342,395
2024-08-05	$14.66	$15.00	92.3%	24.8%	62.9%	69.9%	87.2%	9.4%	-3.0%	170.2K	-145.3M	-6.4M	0.78	19.13	79,518	62,368	1,074,169	1,328,821
2024-08-06	$14.86	$15.00	87.9%	23.4%	62.7%	61.3%	83.2%	9.3%	-5.6%	719.3K	-186.6M	-6.4M	0.70	13.29	151,327	105,296	1,102,185	1,343,874
2024-08-07	$13.82	$15.00	72.2%	20.1%	65.4%	30.6%	70.7%	6.5%	-1.4%	-2.0M	2.6M	-6.0M	1.01	11.87	111,594	112,918	1,172,490	1,404,207
2024-08-08	$14.79	$15.00	65.1%	18.4%	69.7%	16.7%	66.4%	5.7%	0.5%	1.6M	-164.8M	-6.2M	0.57	15.11	151,821	86,042	1,185,344	1,411,948
2024-08-09	$14.00	$15.00	64.1%	17.9%	63.7%	14.9%	62.9%	6.1%	0.2%	-7.7M	13.8M	-5.9M	0.86	3.14	85,788	73,792	1,197,515	1,433,016
2024-08-12	$13.54	$15.00	65.3%	17.9%	63.2%	17.2%	63.5%	3.7%	-1.4%	-3.3M	63.1M	-5.8M	0.64	9.32	60,394	38,732	1,112,803	1,383,375
2024-08-13	$13.52	$15.00	61.3%	17.3%	61.1%	9.3%	63.0%	2.6%	-0.3%	-3.3M	55.3M	-5.7M	0.86	2.82	61,407	52,605	1,142,235	1,396,493
2024-08-14	$13.25	$15.00	59.2%	17.1%	59.7%	5.2%	60.1%	6.3%	0.1%	-4.1M	90.8M	-5.7M	0.62	12.66	54,501	33,600	1,158,212	1,425,156
2024-08-15	$13.77	$15.00	57.6%	16.5%	62.4%	2.2%	58.7%	2.6%	-0.3%	-3.0M	10.1M	-5.9M	0.53	8.18	107,153	56,834	1,177,084	1,423,057
2024-08-16	$13.25	$15.00	59.5%	17.1%	63.2%	5.9%	59.8%	2.6%	0.2%	-1.9M	94.8M	-5.7M	0.80	2.90	84,782	68,038	1,183,853	1,437,953
2024-08-19	$13.46	$15.00	57.2%	16.4%	61.5%	1.4%	57.9%	2.9%	1.0%	-1.2M	26.0M	-5.7M	0.48	2.33	66,352	32,076	982,688	1,270,100
2024-08-20	$13.23	$15.00	61.7%	17.7%	60.9%	10.1%	61.9%	0.7%	0.5%	-935.1K	40.0M	-5.7M	0.30	3.42	96,091	29,045	1,017,832	1,286,900
2024-08-21	$12.96	$15.00	60.0%	17.2%	58.2%	6.7%	60.5%	0.8%	1.1%	-1.1M	73.4M	-5.6M	0.45	3.67	67,376	30,221	1,058,249	1,296,888
2024-08-22	$12.84	$15.00	60.9%	17.3%	58.1%	8.7%	62.1%	-0.2%	6.4%	-1.8M	80.1M	-5.6M	0.53	7.64	91,425	48,544	1,082,423	1,316,510
2024-08-23	$14.02	$15.00	59.5%	16.9%	68.1%	5.9%	59.9%	0.9%	1.5%	9.0M	-126.1M	-6.0M	0.39	9.67	160,282	63,298	1,110,601	1,330,141
2024-08-26	$14.36	$15.00	62.6%	17.9%	68.9%	11.9%	63.8%	1.0%	0.6%	2.2M	-142.2M	-6.1M	0.50	3.22	106,702	52,848	1,055,625	1,308,056
2024-08-27	$14.54	$15.00	62.1%	18.2%	69.2%	11.0%	63.8%	2.3%	1.0%	3.0M	-172.0M	-6.1M	0.40	3.55	71,716	28,361	1,077,068	1,322,519
2024-08-28	$13.79	$15.00	64.1%	18.6%	70.5%	14.9%	64.9%	1.6%	-3.5%	463.6K	-49.3M	-6.0M	0.55	3.47	63,412	34,719	1,083,719	1,331,723
2024-08-29	$14.21	$15.00	62.8%	18.0%	65.1%	12.3%	62.8%	1.1%	-1.0%	2.8M	-119.9M	-6.0M	0.32	2.79	102,406	32,464	1,099,469	1,341,861
2024-08-30	$14.02	$15.00	59.7%	16.8%	64.0%	6.3%	59.0%	2.8%	-0.8%	-1.8M	-72.4M	-6.0M	0.48	2.95	71,918	34,704	1,106,702	1,351,191