RIVN Options History — November 2024

In November 2024, RIVN traded between $9.73 and $12.32. ATM implied volatility averaged 73.7%, placing in the 32.7% IV rank vs the trailing year. The 30-day expected move averaged 21.3%. IV traded above realized volatility by 3.2% (HV 20d: 70.6%). Max pain ranged from $11.00 to $12.50. Net GEX was positive for 7 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.45.

Notable Days

2024-11-13: Highest Volume — 613,569 contracts
2024-11-08: Largest IV drop — 24.9% change
2024-11-05: Highest IV Rank — 78.0%
2024-11-01: Largest Expected Move — 35.2%

Monthly Statistics

Metric	Avg	Min	Max	Open	Close
Price	$10.67	$9.73	$12.32	$10.18	$12.32
Max Pain	$11.78	$11.00	$12.50	$11.00	$11.50
ATM IV	73.7%	63.2%	96.6%	93.6%	67.7%
Expected Move	21.3%	18.2%	35.2%	35.2%	20.5%
HV 20d	70.6%	34.0%	94.9%	34.4%	94.0%
HV 60d	60.7%	50.8%	68.1%	51.7%	67.8%
IV Rank	32.7%	11.8%	78.0%	72.0%	20.8%
IV Percentile	38.9%	8.7%	91.3%	88.9%	24.6%
Term Structure	-1.2%	-6.2%	3.3%	-5.6%	1.1%
VWIV	76.9%	66.5%	123.4%	123.4%	73.7%
Skew 25d	-2.3%	-4.5%	0.9%	0.1%	-4.4%
Skew 10d	-5.6%	-10.9%	2.0%	-9.4%	-8.1%
Call IV 25d	76.6%	67.6%	95.5%	95.5%	71.2%
Put IV 25d	74.3%	64.4%	96.4%	95.5%	66.8%
Bid-Ask Spread %	24.73	7.62	34.58	7.62	27.37
Gamma HHI	0.11	0.07	0.33	0.10	0.10
Net GEX	-267.5K	-6.4M	6.8M	-1.7M	4.8M
Net DEX	126.1M	-187.7M	287.2M	193.8M	-187.7M
Net VEX	-5.1M	-5.8M	-4.7M	-5.0M	-5.8M
Div Yield	0.0%	0.0%	0.0%	0.0%	0.0%
P/C Ratio	0.45	0.20	1.07	0.52	0.29
Total Volume	238,590.8	81,110	613,569	84,221	151,548
Total OI	2,605,292.4	2,384,421	2,818,176	2,486,675	2,818,176

Daily Data (20 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
2024-11-01	$10.18	$11.00	93.6%	35.2%	34.4%	72.0%	123.4%	0.1%	-5.6%	-1.7M	193.8M	-5.0M	0.52	7.62	55,233	28,988	1,147,208	1,339,467
2024-11-04	$10.29	$12.50	95.0%	25.1%	34.0%	74.8%	88.8%	0.9%	-3.3%	-1.5M	185.5M	-5.0M	0.46	22.38	55,525	25,585	1,061,433	1,322,988
2024-11-05	$10.54	$12.50	96.6%	25.2%	35.1%	78.0%	88.2%	0.9%	-4.4%	-1.1M	150.1M	-5.1M	0.20	18.27	80,239	15,751	1,085,047	1,330,516
2024-11-06	$9.73	$12.50	93.2%	24.2%	45.2%	71.3%	86.3%	0.1%	-6.2%	-1.5M	238.6M	-4.7M	0.38	28.33	152,245	58,499	1,118,944	1,340,140
2024-11-07	$10.11	$12.50	91.9%	24.5%	47.2%	68.6%	86.4%	-1.5%	-4.1%	-793.7K	181.0M	-4.9M	0.48	26.07	204,006	97,798	1,166,593	1,368,413
2024-11-08	$10.66	$11.00	69.0%	20.2%	50.6%	23.2%	71.4%	-1.4%	0.2%	-237.0K	114.6M	-5.0M	0.53	23.42	201,287	107,108	1,250,489	1,419,409
2024-11-11	$11.00	$11.00	70.1%	20.2%	51.6%	25.4%	72.7%	-3.4%	0.2%	270.8K	91.9M	-5.2M	0.41	21.26	189,831	78,229	1,141,101	1,357,935
2024-11-12	$10.61	$11.00	68.6%	19.8%	52.7%	22.6%	71.2%	-3.1%	0.2%	92.6K	148.3M	-5.1M	0.90	18.05	57,490	51,764	1,199,819	1,395,403
2024-11-13	$11.96	$11.00	67.0%	19.4%	67.3%	19.4%	69.0%	-4.2%	0.5%	3.1M	-90.2M	-5.6M	0.31	13.56	468,865	144,704	1,202,950	1,418,235
2024-11-14	$10.25	$12.50	71.5%	20.3%	88.6%	28.4%	74.6%	-4.5%	-0.8%	-2.5M	234.7M	-4.9M	0.78	28.98	217,868	169,043	1,242,374	1,446,781
2024-11-15	$10.00	$12.50	68.3%	19.5%	89.0%	21.8%	70.1%	-4.2%	-0.4%	-6.4M	287.2M	-4.9M	1.07	24.41	149,617	159,855	1,281,298	1,482,569
2024-11-18	$10.09	$12.50	66.8%	19.2%	89.0%	19.0%	69.0%	-2.8%	-1.9%	-2.1M	225.9M	-4.9M	0.40	30.20	167,151	67,589	1,164,617	1,379,255
2024-11-19	$10.23	$12.50	66.4%	19.0%	87.8%	18.1%	71.7%	-0.5%	-2.8%	-1.3M	219.5M	-5.0M	0.28	30.32	100,094	27,714	1,207,155	1,405,046
2024-11-20	$10.00	$12.50	64.8%	18.6%	87.5%	14.9%	68.3%	-2.6%	-0.2%	-1.8M	251.2M	-4.9M	0.34	31.67	78,445	26,428	1,225,785	1,420,189
2024-11-21	$10.07	$11.00	65.2%	18.8%	87.3%	15.7%	68.9%	-2.0%	-1.8%	-1.8M	242.6M	-4.9M	0.21	28.59	97,925	21,053	1,242,903	1,430,510
2024-11-22	$10.25	$11.00	63.2%	18.2%	87.5%	11.8%	66.5%	-3.3%	0.1%	-1.8M	208.4M	-5.0M	0.34	34.58	118,133	40,753	1,253,325	1,425,884
2024-11-25	$11.41	$11.00	65.0%	19.5%	94.7%	15.3%	74.2%	-3.3%	1.0%	1.4M	15.4M	-5.5M	0.30	25.31	295,880	89,355	1,189,753	1,391,250
2024-11-26	$11.54	$11.50	67.1%	20.2%	93.2%	19.6%	73.8%	-3.7%	1.6%	2.6M	-13.8M	-5.5M	0.34	24.94	306,997	105,042	1,250,533	1,422,052
2024-11-27	$12.20	$12.00	64.1%	19.2%	94.9%	13.6%	69.7%	-3.7%	3.3%	6.8M	-175.4M	-5.7M	0.34	29.30	229,213	78,966	1,322,754	1,437,549
2024-11-29	$12.32	$11.50	67.7%	20.5%	94.0%	20.8%	73.7%	-4.4%	1.1%	4.8M	-187.7M	-5.8M	0.29	27.37	117,444	34,104	1,353,855	1,464,321