# RIVN: options-positioning snapshot

Canonical: https://halfonadouble.com/stock/RIVN
Data through: 2026-10-02 close
Publisher: Half on a Double

| Published field | Value |
| --- | --- |
| Close (USD/share) | 14.30 |
| Delta neutral (USD/share) | 13.85 |
| Gamma neutral (USD/share) | 13.54 |
| Gamma max (USD/share) | 17.32 |
| Open interest (contracts) | 2,032,813 |
| Nearest-expiration max pain (USD/share) | 15.00 (2026-10-09) |
| All-expiration max pain (USD/share) | 15.00 |
| Net gamma exposure | 14,888,086 |
| Confirmed GEX flip (USD/share) | 13.54 |
| Call wall (USD/share) | 20.00 |
| Put wall (USD/share) | 15.00 |
| Put/call open-interest ratio | 0.96 |
| Options catalyst-intensity score (0–100) | 46.8 |
| Options directional score (-100 to +100) | 4.3 |
| IV rank | 17.3 |
| Front ATM IV | +59.5% |
| Front-minus-back IV | -6.3 pp |
| Front expected move | +8.2% |
| Front ATM straddle / spot | +6.2% |
| Front 25-delta risk reversal | -13.6 pp |
| Call OI change, 1 session | -49,765 contracts · -4.6% |
| Put OI change, 1 session | -23,576 contracts · -2.3% |
| Call minus put OI growth, 1 session | -2.3 pp |
| Call OI change, 5 sessions | +43,347 contracts · +4.4% |
| Put OI change, 5 sessions | +16,287 contracts · +1.7% |
| Call minus put OI growth, 5 sessions | +2.7 pp |
| Daily call OI change surprise | -0.81σ (252 prior changes) |
| Daily put OI change surprise | -0.47σ (252 prior changes) |
| Daily call-minus-put growth surprise | -1.09σ (252 prior changes) |
| Daily open interest change (contracts) | -73,341 |
| Daily open interest change z-score (prior 252) | -0.68σ (252 prior changes) |
| Gamma max distance from close | +21.1% |
| Delta neutral distance from close | -3.1% |
| Prior-year sessions closer to gamma max | 82.9% of 252 |
| Prior-year sessions closer to delta neutral | 12.3% of 252 |

## Historical gamma-max cross outcomes

| Direction | Horizon | n | Median | Middle 50% | Above zero | Nominal ≥90% median interval | Confidence floor |
| --- | --- | ---: | ---: | ---: | ---: | ---: | ---: |
| above | Day +1 | 11 | +1.8% | -1.2% to +3.7% | 64% | -2.3% to +4.1% | 0.0% |
| above | Day +3 | 11 | +5.1% | -8.8% to +9.6% | 55% | -10.4% to +10.6% | 0.0% |
| above | Day +5 | 11 | +4.0% | -3.7% to +8.0% | 55% | -6.2% to +8.3% | 0.0% |
| above | Day +10 | 11 | +2.0% | -8.0% to +7.1% | 55% | -9.6% to +8.2% | 0.0% |
| below | Day +1 | 8 | +2.4% | -2.6% to +3.4% | 63% | -2.6% to +4.2% | 0.0% |
| below | Day +3 | 8 | +2.4% | -0.9% to +4.8% | 75% | -3.9% to +6.8% | 0.0% |
| below | Day +5 | 8 | +0.3% | -7.0% to +3.2% | 50% | -9.9% to +4.6% | 0.0% |
| below | Day +10 | 8 | -7.6% | -8.5% to +1.9% | 38% | -10.6% to +3.9% | 0.0% |

Returns are close-to-close after the labelled number of subsequent trading sessions. Cohorts require gamma max to be within 10% of the close on both crossing sessions. Historical windows can overlap and are not independent observations, so interval coverage is not guaranteed.

- [Machine-readable snapshot](https://halfonadouble.com/api/v1/tickers/RIVN.json)
- [Historical CSV](https://halfonadouble.com/api/v1/history/RIVN.csv)
- [Complete advanced analysis](https://halfonadouble.com/api/v1/analysis/RIVN.json?date=2026-10-02)

An em dash means unavailable, not zero. Values use the same display rounding as the HTML page. This is a current snapshot; full history and individual event paths are on the canonical page.

[Definitions and limitations](https://halfonadouble.com/methodology.md).