RIVN Options History — January 2025

In January 2025, RIVN traded between $12.39 and $16.52. ATM implied volatility averaged 73.3%, placing in the 31.8% IV rank vs the trailing year. The 30-day expected move averaged 22.5%. IV traded below realized volatility by 28.4% (HV 20d: 101.7%). Max pain ranged from $12.50 to $16.00. Net GEX was positive for 18 of 20 trading days. Term structure was in contango for 9 of 20 days. Put/call ratio averaged 0.41.

Notable Days

  • 2025-01-03: Highest Volume — 781,669 contracts
  • 2025-01-21: Largest IV spike — 7.5% change
  • 2025-01-31: Highest IV Rank — 48.8%
  • 2025-01-31: Largest Expected Move — 25.0%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$13.59$12.39$16.52$13.29$12.57
Max Pain$14.65$12.50$16.00$12.50$14.00
ATM IV73.3%65.8%81.8%72.6%81.8%
Expected Move22.5%21.4%25.0%21.9%25.0%
HV 20d101.7%77.2%111.1%77.2%97.9%
HV 60d87.6%72.7%90.3%72.7%89.5%
IV Rank31.8%17.1%48.8%30.5%48.8%
IV Percentile38.9%11.9%72.2%38.5%72.2%
Term Structure2.0%-4.6%11.2%-0.1%-3.0%
VWIV80.3%77.0%89.2%77.6%89.2%
Skew 25d-2.0%-4.6%0.2%-0.3%-1.3%
Skew 10d-3.2%-9.4%20.2%-4.9%1.6%
Call IV 25d75.5%67.7%85.2%74.9%85.2%
Put IV 25d73.4%65.9%83.8%74.6%83.8%
Bid-Ask Spread %30.3313.2540.5523.7936.20
Gamma HHI0.070.060.190.060.06
Net GEX3.0M-488.4K9.8M1.8M1.2M
Net DEX-174.2M-855.0M45.5M-153.0M-28.9M
Net VEX-5.9M-6.6M-5.5M-5.9M-5.7M
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.410.150.670.630.31
Total Volume211,684.6582,286781,669132,776170,105
Total OI2,586,6602,158,9592,945,9812,741,2222,376,230

Daily Data (20 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call VolPut VolCall OIPut OI
2025-01-02$13.29$12.5072.6%21.9%77.2%30.5%77.6%-0.3%-0.1%1.8M-153.0M-5.9M0.6323.7981,54851,2281,290,5141,450,708
2025-01-03$16.52$12.5074.8%22.7%107.8%34.7%80.8%-4.6%0.4%8.8M-855.0M-6.6M0.4713.25531,063250,6061,306,2661,465,938
2025-01-06$15.59$15.0071.0%22.2%110.8%27.4%78.4%-3.2%-0.3%6.6M-552.7M-6.4M0.4331.94215,34792,5831,291,5871,489,633
2025-01-07$14.89$16.0069.1%22.0%111.1%23.5%77.9%-3.3%-0.1%5.5M-395.8M-6.3M0.5932.49149,10887,7721,335,5431,508,161
2025-01-08$14.20$16.0068.6%21.8%106.7%22.5%78.5%-2.0%-0.5%2.7M-226.1M-6.1M0.6738.84106,64171,2511,340,7131,528,753
2025-01-10$13.91$16.0066.9%21.7%106.1%19.1%77.6%-1.5%0.8%159.7K-164.4M-6.0M0.6238.8984,19452,1341,359,8221,535,110
2025-01-13$13.48$16.0067.6%22.2%106.6%20.6%78.6%-0.4%9.6%1.7M-122.3M-5.7M0.6733.94117,38578,2661,281,1551,482,780
2025-01-14$13.20$15.0068.5%22.3%106.0%22.3%80.0%0.2%9.4%1.4M-70.0M-5.7M0.1840.5595,82817,5981,310,9681,505,569
2025-01-15$13.89$15.0065.8%21.8%107.7%17.1%77.5%-1.8%10.0%5.3M-219.8M-6.0M0.3135.00110,34333,9511,347,9661,510,949
2025-01-16$14.50$15.0067.7%22.0%105.8%20.8%77.8%-1.8%11.2%9.4M-349.6M-6.1M0.2334.33186,53842,7251,367,3521,523,692
2025-01-17$14.36$15.0069.6%21.8%105.0%24.4%77.9%-1.8%9.6%9.8M-291.2M-6.1M0.1532.39341,37752,7101,407,0001,538,981
2025-01-21$13.23$15.0074.8%21.8%98.2%34.8%77.3%-1.3%-1.5%1.0M-58.0M-5.7M0.4923.01135,12866,016980,3081,178,651
2025-01-22$12.70$15.0075.9%21.8%99.2%37.1%78.2%-2.4%-1.4%-95.7K13.4M-5.6M0.4526.23101,95445,7651,019,2641,203,637
2025-01-23$12.39$15.0074.7%21.4%97.8%34.5%77.0%-3.5%-0.3%-488.4K45.5M-5.5M0.3629.84157,25656,8361,055,1421,215,859
2025-01-24$12.77$14.0076.2%22.1%98.5%37.5%79.0%-4.0%-2.6%1.4M-27.6M-5.7M0.2528.05164,37440,9641,107,6001,232,021
2025-01-27$12.86$14.0080.5%23.5%98.1%46.0%82.7%-1.0%-4.6%1.6M-51.5M-5.7M0.3621.53122,20444,2711,033,9571,214,063
2025-01-28$12.68$14.0078.9%23.6%98.2%42.9%84.6%-2.5%4.2%1.2M-19.9M-5.6M0.2826.4564,50717,7791,058,3471,222,775
2025-01-29$12.43$14.0081.0%24.5%97.6%47.1%87.5%-1.8%1.0%616.7K16.9M-5.6M0.5331.9854,51228,6531,080,3951,234,753
2025-01-30$12.39$14.0079.5%24.4%97.6%44.1%87.7%-2.3%-1.3%662.4K25.3M-5.6M0.3127.8486,46126,7121,095,4621,245,576
2025-01-31$12.57$14.0081.8%25.0%97.9%48.8%89.2%-1.3%-3.0%1.2M-28.9M-5.7M0.3136.20129,88340,2221,128,1731,248,057