RIVN Options History — October 2024 In October 2024, RIVN traded between $10.04 and $10.88. ATM implied volatility averaged 89.5%, placing in the 63.9% IV rank vs the trailing year. The 30-day expected move averaged 27.5%. IV traded above realized volatility by 39.6% (HV 20d: 49.9%). Max pain ranged from $11.00 to $14.00. Net GEX was positive for 4 of 23 trading days. Term structure was in contango for 7 of 23 days. Put/call ratio averaged 0.54.
Notable Days 2024-10-04 : Highest Volume — 303,188 contracts2024-10-07 : Largest IV spike — 11.8% change2024-10-30 : Highest IV Rank — 79.4%2024-10-31 : Largest Expected Move — 35.2%Monthly Statistics Metric Avg Min Max Open Close Price $10.39 $10.04 $10.88 $10.52 $10.21 Max Pain $11.57 $11.00 $14.00 $14.00 $11.00 ATM IV 89.5% 75.9% 97.3% 75.9% 96.9% Expected Move 27.5% 22.3% 35.2% 22.3% 35.2% HV 20d 49.9% 36.2% 60.3% 59.8% 37.2% HV 60d 57.7% 53.9% 62.5% 62.5% 53.9% IV Rank 63.9% 37.1% 79.4% 37.1% 78.6% IV Percentile 84.4% 53.6% 92.5% 53.6% 92.1% Term Structure -0.6% -7.2% 16.8% 12.4% -7.2% VWIV 97.0% 79.4% 123.1% 80.8% 123.1% Skew 25d 0.0% -3.2% 2.0% -1.0% 1.0% Skew 10d 6.2% -1.0% 42.9% 0.1% 3.3% Call IV 25d 91.4% 73.5% 98.4% 78.6% 98.2% Put IV 25d 91.4% 75.5% 99.2% 77.6% 99.2% Bid-Ask Spread % 11.46 2.82 34.87 22.30 7.62 Gamma HHI 0.17 0.07 0.60 0.13 0.07 Net GEX -1.4M -15.5M 15.7M -3.4M -96.8K Net DEX 214.2M 103.2M 320.0M 287.9M 184.0M Net VEX -5.1M -5.3M -4.9M -5.0M -5.0M Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% P/C Ratio 0.54 0.12 1.01 0.39 0.31 Total Volume 119,514.043 64,464 303,188 158,640 64,464 Total OI 2,486,621.957 2,294,224 2,617,406 2,413,868 2,477,842
Daily Data (23 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 2024-10-01 $10.52 $14.00 75.9% 22.3% 59.8% 37.1% 80.8% -1.0% 12.4% -3.4M 287.9M -5.0M 0.39 22.30 113,863 44,777 1,045,530 1,368,338 2024-10-02 $10.66 $14.00 77.0% 22.4% 60.3% 39.2% 79.4% -2.0% 11.6% -2.9M 259.3M -5.1M 0.40 30.36 95,057 38,042 1,094,139 1,387,629 2024-10-03 $10.77 $12.00 78.9% 25.8% 58.6% 42.9% 91.4% 0.5% 7.5% -2.5M 242.0M -5.2M 1.01 27.70 45,477 46,025 1,127,312 1,403,333 2024-10-04 $10.34 $12.00 77.9% 25.1% 59.1% 41.0% 88.7% 2.0% 16.8% -2.8M 320.0M -5.0M 0.92 34.87 158,322 144,866 1,136,143 1,414,781 2024-10-07 $10.52 $12.00 87.2% 26.3% 60.1% 59.3% 92.5% -3.2% 3.4% -2.2M 219.6M -5.1M 0.55 18.07 76,588 42,240 1,090,616 1,377,123 2024-10-08 $10.46 $12.00 87.9% 25.5% 59.4% 60.7% 90.4% 1.6% 0.3% -1.7M 223.4M -5.1M 0.93 8.63 48,073 44,713 1,116,487 1,398,010 2024-10-09 $10.46 $12.00 92.1% 25.5% 55.6% 69.1% 89.9% -2.1% -3.6% -1.8M 227.2M -5.1M 0.46 3.54 109,604 50,074 1,124,157 1,418,933 2024-10-10 $10.27 $12.00 90.6% 25.4% 55.6% 66.1% 89.8% -2.0% -2.0% -2.3M 249.4M -5.1M 0.48 9.89 53,949 25,740 1,153,198 1,431,141 2024-10-11 $10.45 $12.00 89.8% 25.6% 56.7% 64.5% 89.6% -0.6% -0.4% 1.1M 215.3M -5.1M 0.87 3.12 69,323 60,052 1,169,318 1,429,888 2024-10-14 $10.39 $11.00 89.3% 25.4% 56.7% 63.6% 89.6% -0.5% -3.9% -2.5M 229.3M -5.1M 0.55 2.82 50,620 27,967 1,112,928 1,404,451 2024-10-15 $10.16 $11.00 92.5% 26.5% 56.8% 70.0% 93.6% -0.5% -5.6% -3.3M 249.4M -5.0M 0.49 3.10 54,516 26,538 1,132,625 1,411,844 2024-10-16 $10.21 $11.00 91.0% 26.1% 57.0% 67.0% 92.3% 0.8% -4.4% -3.5M 244.9M -5.1M 0.97 8.25 37,822 36,792 1,151,320 1,426,593 2024-10-17 $10.14 $11.00 91.7% 26.4% 55.5% 68.3% 93.7% 1.1% -1.0% -5.3M 251.9M -5.0M 0.68 10.14 52,602 35,592 1,163,028 1,441,235 2024-10-18 $10.04 $11.00 91.2% 26.7% 41.1% 67.2% 94.6% -1.6% -5.7% -15.5M 250.4M -4.9M 0.60 14.06 54,315 32,462 1,178,890 1,438,516 2024-10-21 $10.04 $11.00 90.7% 27.4% 40.8% 66.3% 96.3% 0.1% -5.0% -1.6M 213.2M -4.9M 0.53 7.36 45,792 24,118 1,026,258 1,267,966 2024-10-22 $10.48 $11.00 91.0% 27.8% 44.7% 66.9% 97.8% 1.9% -5.6% -432.3K 159.6M -5.1M 0.28 7.54 92,562 26,368 1,045,108 1,280,905 2024-10-23 $10.18 $11.00 93.5% 28.7% 39.9% 71.9% 102.0% 0.3% -5.4% -81.7K 182.7M -5.0M 0.79 4.11 111,029 87,622 1,083,852 1,292,872 2024-10-24 $10.36 $11.00 93.6% 29.7% 40.4% 72.1% 104.0% 1.4% -5.4% 2.4M 153.3M -5.1M 0.26 13.87 103,100 27,102 1,123,897 1,331,122 2024-10-25 $10.46 $11.00 91.7% 28.5% 38.6% 68.4% 103.1% 1.2% -5.8% 15.7M 153.4M -5.2M 0.37 11.35 73,061 26,845 1,134,583 1,336,173 2024-10-28 $10.88 $11.00 95.3% 32.8% 40.7% 75.4% 112.5% 1.3% 1.9% -34.4K 103.2M -5.3M 0.21 2.82 154,093 31,776 1,065,628 1,313,177 2024-10-29 $10.43 $11.00 94.8% 33.3% 36.5% 74.4% 115.2% 0.9% -3.4% -47.7K 158.2M -5.1M 0.32 4.02 69,190 22,241 1,100,024 1,322,948 2024-10-30 $10.50 $11.00 97.3% 34.7% 36.2% 79.4% 120.8% 0.3% -3.5% 195.3K 148.6M -5.2M 0.12 8.03 101,454 11,995 1,111,159 1,331,285 2024-10-31 $10.21 $11.00 96.9% 35.2% 37.2% 78.6% 123.1% 1.0% -7.2% -96.8K 184.0M -5.0M 0.31 7.62 49,201 15,263 1,142,282 1,335,560
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