RIVN option chain Rivian Automotive, Inc.
Cboe delayed options data · as of 09:41 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±12.6% (10.85–13.99) · ATM IV 80.4% · P/C open interest 0.36
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 4.15 | 6.50 | 321.3% | 1.00 | 0.0070 | -0.001 | 8 | 0 | 0.3900 | 11 | 186.1% | -0.01 | 0.0070 | -0.001 | |||
| 3.20 | 5.55 | 20 | 271.7% | 0.98 | 0.0241 | -0.003 | 9 | 0 | 1.15 | 1 | 218.4% | -0.02 | 0.0242 | -0.004 | ||
| 2.07 | 3.75 | 50 | 92 | 153.0% | 0.93 | 0.0680 | -0.009 | 10 | 0.0500 | 0.0800 | 22 | 15 | 80.6% | -0.07 | 0.0684 | -0.009 |
| 1.42 | 3.75 | 45 | 155.7% | 0.88 | 0.1025 | -0.013 | 10.5 | 0 | 0.1500 | 49 | 58 | 69.0% | -0.12 | 0.1031 | -0.013 | |
| 1.21 | 2.06 | 45 | 248 | 72.1% | 0.82 | 0.1410 | -0.018 | 11 | 0.2000 | 0.2300 | 454 | 293 | 79.0% | -0.19 | 0.1418 | -0.018 |
| 1.20 | 1.45 | 40 | 14 | 79.7% | 0.73 | 0.1758 | -0.022 | 11.5 | 0.3200 | 0.4900 | 78 | 227 | 85.1% | -0.27 | 0.1768 | -0.023 |
| 0.7000 | 1.10 | 132 | 185 | 67.0% | 0.63 | 0.1992 | -0.026 | 12 | 0.5300 | 0.5900 | 563 | 674 | 80.5% | -0.37 | 0.2004 | -0.026 |
| 0.7100 | 0.8100 | 313 | 78 | 79.7% | 0.53 | 0.2069 | -0.028 | 12.5 | 0.7700 | 0.8500 | 502 | 1,132 | 81.1% | -0.48 | 0.2082 | -0.028 |
| 0.5400 | 0.5900 | 711 | 1,055 | 80.8% | 0.43 | 0.2001 | -0.028 | 13 | 1.07 | 1.16 | 564 | 3,116 | 82.2% | -0.58 | 0.2015 | -0.028 |
| 0.3700 | 0.4400 | 218 | 2,460 | 80.9% | 0.34 | 0.1830 | -0.026 | 13.5 | 1.36 | 1.55 | 183 | 2,459 | 82.3% | -0.66 | 0.1845 | -0.027 |
| 0.2900 | 0.3100 | 829 | 3,130 | 83.7% | 0.27 | 0.1607 | -0.024 | 14 | 1.69 | 2.01 | 369 | 3,822 | 84.5% | -0.74 | 0.1623 | -0.024 |
| 0.1900 | 0.2400 | 186 | 3,840 | 84.1% | 0.21 | 0.1371 | -0.021 | 14.5 | 2.05 | 2.52 | 78 | 1,714 | 88.4% | -0.80 | 0.1388 | -0.022 |
| 0.1500 | 0.2000 | 1,099 | 3,397 | 88.8% | 0.16 | 0.1147 | -0.019 | 15 | 2.30 | 3.05 | 168 | 2,508 | 81.4% | -0.84 | 0.1165 | -0.019 |
| 0.1200 | 0.1600 | 394 | 5,181 | 92.5% | 0.13 | 0.0948 | -0.016 | 15.5 | 2.72 | 3.70 | 112 | 1,086 | 97.7% | -0.88 | 0.0966 | -0.016 |
| 0.0900 | 0.1000 | 550 | 8,903 | 91.8% | 0.10 | 0.0778 | -0.014 | 16 | 3.15 | 4.45 | 32 | 581 | 122.6% | -0.91 | 0.0794 | -0.014 |
| 0.0600 | 0.0700 | 92 | 1,382 | 91.6% | 0.08 | 0.0636 | -0.012 | 16.5 | 3.65 | 4.80 | 5 | 418 | 118.7% | -0.93 | 0.0650 | -0.012 |
| 0.0500 | 0.0700 | 28 | 3,540 | 97.3% | 0.06 | 0.0519 | -0.010 | 17 | 3.55 | 5.70 | 1 | 334 | 103.3% | -0.95 | 0.0530 | -0.010 |
| 0.0200 | 0.2400 | 5,612 | 123.6% | 0.05 | 0.0424 | -0.008 | 17.5 | 4.65 | 7.00 | 8 | 8 | 222.2% | -0.96 | 0.0431 | -0.009 | |
| 0.0100 | 0.0400 | 239 | 1,747 | 95.0% | 0.04 | 0.0347 | -0.007 | 18 | 4.85 | 7.25 | 2 | 81 | 196.1% | -0.97 | 0.0348 | -0.007 |
| 0.0100 | 0.0500 | 520 | 4,904 | 103.7% | 0.03 | 0.0285 | -0.006 | 18.5 | 5.25 | 6.90 | 3 | 98.0% | -0.98 | 0.0281 | -0.006 | |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs