RIVN Options History — December 2024

In December 2024, RIVN traded between $11.77 and $15.27. ATM implied volatility averaged 72.8%, placing in the 30.8% IV rank vs the trailing year. The 30-day expected move averaged 21.0%. IV traded below realized volatility by 12.1% (HV 20d: 84.8%). Max pain ranged from $11.50 to $12.50. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 15 of 21 days. Put/call ratio averaged 0.40.

Notable Days

  • 2024-12-09: Highest Volume — 485,601 contracts
  • 2024-12-16: Largest IV spike — 8.7% change
  • 2024-12-18: Highest IV Rank — 50.6%
  • 2024-12-18: Largest Expected Move — 23.7%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.51$11.77$15.27$11.77$13.50
Max Pain$12.36$11.50$12.50$11.50$12.50
ATM IV72.8%64.2%82.8%65.6%71.6%
Expected Move21.0%18.8%23.7%19.7%21.2%
HV 20d84.8%64.0%97.6%95.9%76.8%
HV 60d71.7%67.7%75.3%68.1%72.7%
IV Rank30.8%13.8%50.6%16.5%28.4%
IV Percentile40.0%9.9%73.8%15.5%35.3%
Term Structure1.0%-4.5%9.7%2.1%0.4%
VWIV75.8%67.2%88.8%70.7%74.4%
Skew 25d-3.4%-6.9%-1.0%-2.3%-2.1%
Skew 10d-4.9%-30.3%27.9%-4.6%27.9%
Call IV 25d76.3%67.8%88.0%69.1%74.1%
Put IV 25d72.9%64.4%84.7%66.9%71.9%
Bid-Ask Spread %13.512.0334.2727.1716.38
Gamma HHI0.080.060.360.080.07
Net GEX5.2M1.7M17.4M1.7M2.7M
Net DEX-285.3M-657.0M-14.7M-14.7M-195.2M
Net VEX-6.2M-6.6M-5.5M-5.5M-6.1M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.400.150.630.500.46
Total Volume205,09980,712485,601192,999255,416
Total OI2,793,561.9052,641,8512,990,4462,650,2892,684,246

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2024-12-02$11.77$11.5065.6%19.7%95.9%16.5%70.7%-2.3%2.1%1.7M-14.7M-5.5M0.5027.17128,97764,0221,253,2531,397,036
2024-12-03$11.91$11.5065.4%19.1%95.9%16.2%68.8%-3.3%1.4%2.6M-33.3M-5.6M0.4534.2755,57525,1371,285,1121,424,992
2024-12-04$11.91$11.5064.2%18.8%95.8%13.8%67.2%-3.4%2.7%2.8M-30.0M-5.6M0.3332.60146,51248,0381,291,9811,434,521
2024-12-05$12.27$12.5066.4%19.5%90.5%18.2%71.1%-2.8%1.9%5.4M-118.9M-5.7M0.342.03225,84176,0261,310,5121,429,549
2024-12-06$13.02$12.5068.0%19.7%91.6%21.4%70.2%-2.6%1.3%17.4M-269.6M-5.9M0.466.21266,012122,5741,333,4961,450,460
2024-12-09$14.41$12.5071.5%20.4%95.9%28.2%73.2%-5.1%-0.3%6.8M-502.7M-6.3M0.356.37360,372125,2291,284,8261,457,492
2024-12-10$13.86$12.5075.1%21.4%97.6%35.4%77.2%-6.9%0.3%4.7M-357.7M-6.4M0.4710.79114,27053,4321,319,9791,507,475
2024-12-11$13.77$12.5074.8%21.2%96.2%34.7%76.5%-4.3%0.8%4.8M-346.0M-6.4M0.586.97105,63561,0901,338,6751,515,056
2024-12-12$14.27$12.5072.9%21.1%88.1%31.0%75.3%-2.8%1.0%7.5M-460.4M-6.5M0.506.48120,17460,3991,359,2791,524,541
2024-12-13$14.25$12.5073.0%21.0%64.0%31.2%75.6%-4.1%1.1%5.8M-451.0M-6.5M0.2910.49126,83936,1921,387,5591,537,899
2024-12-16$15.27$12.5079.3%22.7%64.7%43.7%82.1%-6.2%-1.2%8.1M-657.0M-6.6M0.282.94311,88287,5741,331,7231,497,585
2024-12-17$14.68$12.5080.5%23.1%68.1%46.2%83.8%-5.5%-1.8%6.8M-529.9M-6.6M0.4510.62124,06555,9271,387,2931,522,903
2024-12-18$12.88$12.5082.8%23.7%86.4%50.6%88.8%-3.3%-4.5%2.4M-148.8M-6.2M0.308.33195,35959,5691,392,0821,534,899
2024-12-19$13.04$12.5081.6%23.4%85.4%48.2%86.5%-2.8%-1.0%2.9M-173.3M-6.2M0.3410.34101,08934,4401,441,1171,548,666
2024-12-20$13.68$12.5077.7%22.3%86.2%40.6%80.4%-3.7%0.4%4.4M-306.9M-6.4M0.407.28125,47450,2381,440,5051,549,941
2024-12-23$13.80$12.5074.0%21.5%86.3%33.3%77.7%-2.0%1.4%3.7M-272.4M-6.3M0.2311.76121,37228,3741,266,8261,410,791
2024-12-24$14.09$12.5073.7%20.4%79.2%32.6%73.2%-2.4%9.7%6.0M-341.3M-6.3M0.3018.1465,30819,4611,292,3931,419,565
2024-12-26$14.10$12.5070.0%20.4%79.2%25.3%73.4%-1.0%5.4%6.7M-332.5M-6.2M0.1516.31105,31015,6411,300,8241,424,767
2024-12-27$13.59$12.5070.7%20.6%79.0%26.6%73.9%-3.3%0.5%3.2M-232.1M-6.1M0.6017.3770,14642,2591,305,7201,427,410
2024-12-30$13.58$12.5069.7%20.3%79.0%24.7%72.5%-1.6%-0.7%2.8M-218.4M-5.9M0.6320.8071,23444,5951,231,0161,410,835
2024-12-31$13.50$12.5071.6%21.2%76.8%28.4%74.4%-2.1%0.4%2.7M-195.2M-6.1M0.4616.38175,50479,9121,256,0861,428,160