Rivian Automotive, Inc. (RIVN)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 09:41 UTC · Figures derived from the full chain (796 contracts, 16 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Oct 30, 2026 (11 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±12.6% (range 10.85–13.99) by Oct 30, 2026. ATM straddle: 1.57 @ strike 12.5 · ATM IV: 80.4%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 11.18 | -10% | 75.3% | 24.7% |
| 11.80 | -5% | 61.7% | 38.3% |
| 12.42 | +0% | 47.2% | 52.8% |
| 13.04 | +5% | 33.8% | 66.2% |
| 13.66 | +10% | 22.6% | 77.4% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Oct 30, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±5.7% | 50.3% | 45.9K |
| Oct 30, 2026 | 11 | ±12.6% | 80.4% | 70.5K |
| Nov 06, 2026 | 18 | ±13.6% | 70.5% | 19.5K |
| Nov 13, 2026 | 25 | ±16.2% | 72.9% | 8,630 |
| Nov 20, 2026 | 32 | ±15.2% | 61.3% | 56.1K |
| Nov 27, 2026 | 39 | ±18.2% | 67.2% | 2,452 |
| Dec 18, 2026 | 60 | ±20.4% | 61.2% | 390.4K |
| Jan 15, 2027 | 88 | ±23.7% | 59.8% | 545.2K |
| Mar 19, 2027 | 151 | ±31.2% | 60.8% | 51.6K |
Open interest by strike · Oct 30
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 15 C · 35.1K7.5 P · 31.8K16 C · 31.2K15 P · 28.1K10 P · 23.4K
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 90.3% of the time.
Past earnings reactions
Avg |reaction| 9.6% · median 6.8% (21 reports). Two-session close-to-close window; definition
About Rivian Automotive, Inc.
Rivian Automotive, Inc. specializes in the design, engineering, and manufacturing of electric vehicles and related accessories. The company produces five-passenger electric pickup trucks and sport utility vehicles for individual consumers. Furthermore, Rivian develops a commercial electric delivery van platform, notably in partnership with Amazon.com. This firm markets its products directly to customers across both the consumer and commercial sectors. Founded in 2009, Rivian Automotive, Inc. maintains its primary operations in San Jose, California.
Consumer Cyclical · Auto - Manufacturers · NASDAQ · Profile: Financial Modeling Prep
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