RIVN Options History — September 2024

In September 2024, RIVN traded between $11.09 and $13.89. ATM implied volatility averaged 68.1%, placing in the 22.2% IV rank vs the trailing year. The 30-day expected move averaged 19.7%. IV traded above realized volatility by 9.4% (HV 20d: 58.7%). Max pain ranged from $14.00 to $15.00. Net GEX was positive for 3 of 20 trading days. Term structure was in contango for 6 of 20 days. Put/call ratio averaged 0.54.

Notable Days

  • 2024-09-20: Highest Volume — 281,865 contracts
  • 2024-09-11: Largest IV drop — 6.4% change
  • 2024-09-30: Highest IV Rank — 28.8%
  • 2024-09-30: Largest Expected Move — 21.2%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$12.70$11.09$13.89$13.21$11.23
Max Pain$14.80$14.00$15.00$15.00$14.00
ATM IV68.1%63.8%71.8%66.1%71.8%
Expected Move19.7%18.8%21.2%19.0%21.2%
HV 20d58.7%54.0%67.8%67.1%59.1%
HV 60d72.2%61.7%78.2%77.8%62.1%
IV Rank22.2%14.2%28.8%18.8%28.8%
IV Percentile31.1%15.1%43.3%27.8%43.3%
Term Structure0.2%-3.4%13.5%-0.5%13.5%
VWIV69.5%65.8%78.5%66.7%78.5%
Skew 25d1.6%-0.6%3.3%2.9%-0.6%
Skew 10d2.8%-2.1%7.0%4.7%-0.4%
Call IV 25d68.5%65.5%73.6%65.7%73.6%
Put IV 25d70.1%67.2%73.0%68.6%73.0%
Bid-Ask Spread %10.281.9222.782.9215.47
Gamma HHI0.100.080.120.080.12
Net GEX-1.6M-3.3M1.2M-1.2M-2.8M
Net DEX96.9M-62.0M267.4M45.9M217.5M
Net VEX-5.5M-5.8M-5.0M-5.7M-5.3M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.540.271.030.660.50
Total Volume117,307.263,590281,86580,988102,294
Total OI2,386,626.32,242,1102,467,6362,335,3752,370,042

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-09-03$13.21$15.0066.1%19.0%67.1%18.8%66.7%2.9%-0.5%-1.2M45.9M-5.7M0.662.9248,91732,0711,027,1281,308,247
2024-09-04$13.21$15.0066.2%19.3%66.8%19.0%67.2%3.3%-0.5%-1.3M48.6M-5.7M0.2710.3563,16817,0141,041,4211,323,731
2024-09-05$13.66$15.0067.1%19.2%63.2%20.6%67.4%1.5%1.4%1.2M-33.6M-5.8M0.5818.7262,77836,5601,057,3101,329,216
2024-09-06$13.25$15.0069.6%20.2%58.6%25.6%70.1%3.3%-1.0%-1.3M48.0M-5.7M1.033.3353,22554,8041,068,0151,348,291
2024-09-09$13.09$15.0070.5%20.1%55.7%27.4%70.7%0.2%1.4%-2.2M66.1M-5.7M0.358.1747,15516,4351,020,8871,331,000
2024-09-10$13.27$15.0068.1%19.4%54.8%22.7%68.7%2.8%-0.8%-1.4M45.1M-5.6M0.478.5352,79924,7591,036,6581,335,155
2024-09-11$13.89$15.0063.8%19.5%57.3%14.2%69.0%1.9%0.4%770.2K-62.0M-5.8M0.4711.4579,96337,7051,043,3641,344,587
2024-09-12$13.77$15.0066.8%19.2%56.9%20.1%68.5%2.5%0.7%804.8K-30.8M-5.7M0.7113.1837,89927,0571,048,2181,357,357
2024-09-13$13.50$15.0066.2%18.9%55.6%18.9%66.7%2.3%-0.4%-357.4K17.4M-5.6M0.462.8152,86424,1161,054,7791,364,022
2024-09-16$13.25$15.0068.1%19.6%54.3%22.7%68.0%2.2%-3.0%-1.8M52.9M-5.5M0.651.9256,51536,8911,027,9601,344,299
2024-09-17$13.16$15.0068.6%19.7%54.0%22.9%68.3%3.2%-2.0%-1.8M65.4M-5.5M0.502.2143,27821,7191,048,3151,366,584
2024-09-18$12.89$15.0067.7%19.4%54.2%20.6%68.3%2.2%-1.8%-3.0M109.6M-5.5M0.369.2489,95631,9741,059,8801,374,422
2024-09-19$13.21$15.0065.3%18.8%54.4%16.0%65.8%1.6%-1.5%-309.4K44.1M-5.5M0.312.8187,53927,2161,087,0891,373,684
2024-09-20$11.80$15.0069.3%20.0%67.8%23.9%71.1%0.5%-3.4%-3.2M243.4M-5.0M0.608.56176,626105,2391,097,1221,370,514
2024-09-23$11.89$15.0068.9%19.9%58.7%23.1%71.8%2.3%-0.0%-2.6M172.4M-5.2M0.4818.40119,27357,637964,4401,277,670
2024-09-24$11.84$15.0067.8%19.8%57.5%20.9%69.8%1.1%-0.3%-2.1M182.4M-5.3M0.4520.5565,51729,357998,7861,314,749
2024-09-25$11.09$14.0070.0%20.0%60.1%25.3%71.9%-0.6%-1.0%-3.3M267.4M-5.1M0.689.08134,68692,1901,017,6191,330,987
2024-09-26$11.18$14.0070.1%20.0%58.7%25.5%70.8%-0.6%-0.6%-2.9M250.6M-5.2M0.7022.7879,52755,4541,059,0581,360,270
2024-09-27$11.54$14.0070.5%20.1%58.8%26.4%71.8%-0.0%2.8%-2.4M186.7M-5.4M0.4915.22110,18053,7871,075,4981,374,152
2024-09-30$11.23$14.0071.8%21.2%59.1%28.8%78.5%-0.6%13.5%-2.8M217.5M-5.3M0.5015.4768,21734,0771,017,5401,352,502