RIVN option chain Rivian Automotive, Inc.
Cboe delayed options data · as of 00:38 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 ±8.6% (14.26–16.96) · ATM IV 51.7% · P/C open interest 0.50
| 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 | |
| 7.35 | 7.75 | 9 | 455 | 1.00 | 0.0010 | 0.000 | 8 | 0 | 0.2000 | 13.4K | 197.5% | -0.00 | 0.0010 | -0.000 | ||
| 6.25 | 7.95 | 2 | 252.8% | 1.00 | 0.0021 | 0.000 | 9 | 0 | 0.0200 | 114.6% | -0.00 | 0.0021 | -0.001 | |||
| 5.40 | 6.35 | 10 | 4,385 | 174.8% | 1.00 | 0.0046 | -0.000 | 10 | 0 | 0.0300 | 5 | 26.5K | 100.0% | -0.00 | 0.0046 | -0.001 |
| 4.40 | 4.75 | 136 | 0.99 | 0.0106 | -0.001 | 11 | 0.0100 | 0.0900 | 3 | 9,436 | 99.3% | -0.01 | 0.0106 | -0.002 | ||
| 3.45 | 5.20 | 122.0% | 0.98 | 0.0164 | -0.002 | 11.5 | 0 | 0.1000 | 88.7% | -0.01 | 0.0164 | -0.003 | ||||
| 3.45 | 4.15 | 90 | 1,617 | 104.4% | 0.98 | 0.0253 | -0.003 | 12 | 0.0100 | 0.0400 | 1 | 20.6K | 68.7% | -0.02 | 0.0254 | -0.003 |
| 2.71 | 4.30 | 121.4% | 0.96 | 0.0392 | -0.004 | 12.5 | 0 | 0.2700 | 10 | 100 | 87.3% | -0.04 | 0.0393 | -0.005 | ||
| 2.41 | 2.99 | 4 | 762 | 61.2% | 0.94 | 0.0603 | -0.006 | 13 | 0.0300 | 0.0800 | 5 | 11.8K | 59.9% | -0.06 | 0.0605 | -0.007 |
| 1.30 | 3.00 | 41 | 35.4% | 0.91 | 0.0910 | -0.009 | 13.5 | 0.0200 | 0.1100 | 1 | 411 | 52.2% | -0.09 | 0.0914 | -0.009 | |
| 1.57 | 1.84 | 450 | 3,654 | 41.9% | 0.85 | 0.1319 | -0.012 | 14 | 0.1100 | 0.1400 | 315 | 13.3K | 51.4% | -0.15 | 0.1325 | -0.012 |
| 1.03 | 1.81 | 6 | 56.2% | 0.78 | 0.1782 | -0.015 | 14.5 | 0.2000 | 0.2400 | 55 | 914 | 50.4% | -0.22 | 0.1791 | -0.016 | |
| 0.9300 | 1.11 | 42 | 20.4K | 50.7% | 0.67 | 0.2184 | -0.019 | 15 | 0.3600 | 0.4000 | 248 | 23.0K | 50.9% | -0.33 | 0.2196 | -0.019 |
| 0.7100 | 0.7900 | 78 | 176 | 52.0% | 0.56 | 0.2386 | -0.021 | 15.5 | 0.5800 | 0.6200 | 430 | 1,263 | 51.4% | -0.45 | 0.2402 | -0.021 |
| 0.4900 | 0.5400 | 1,951 | 22.5K | 51.3% | 0.44 | 0.2339 | -0.021 | 16 | 0.8500 | 0.9200 | 165 | 14.7K | 52.3% | -0.56 | 0.2356 | -0.021 |
| 0.3100 | 0.3700 | 431 | 2,336 | 51.0% | 0.34 | 0.2103 | -0.020 | 16.5 | 1.10 | 1.55 | 220 | 61.5% | -0.67 | 0.2122 | -0.020 | |
| 0.2300 | 0.2600 | 1,279 | 28.1K | 53.7% | 0.25 | 0.1783 | -0.018 | 17 | 1.41 | 1.83 | 211 | 5,144 | 55.2% | -0.75 | 0.1802 | -0.018 |
| 0.1600 | 0.1900 | 526 | 749 | 56.0% | 0.19 | 0.1456 | -0.016 | 17.5 | 1.42 | 2.25 | 3 | 505 | -0.81 | 0.1474 | -0.016 | |
| 0.1200 | 0.1700 | 813 | 25.5K | 60.7% | 0.14 | 0.1165 | -0.013 | 18 | 2.10 | 2.76 | 99 | 2,692 | 48.7% | -0.86 | 0.1182 | -0.013 |
| 0.0700 | 0.0900 | 5 | 472 | 58.2% | 0.11 | 0.0923 | -0.011 | 18.5 | 2.67 | 3.20 | 110 | 56.6% | -0.90 | 0.0940 | -0.011 | |
| 0.0600 | 0.1200 | 97 | 14.3K | 66.8% | 0.08 | 0.0728 | -0.009 | 19 | 2.87 | 3.75 | 10 | 668 | -0.92 | 0.0750 | -0.009 | |
| 0.0500 | 0.0700 | 5 | 328 | 66.8% | 0.06 | 0.0575 | -0.008 | 19.5 | 3.05 | 5.70 | 126.2% | -0.94 | 0.0604 | -0.008 | ||
| 0.0300 | 0.0400 | 587 | 62.1K | 65.5% | 0.05 | 0.0455 | -0.007 | 20 | 3.85 | 4.60 | 2 | 2,428 | -0.96 | 0.0489 | -0.007 | |
| 0 | 0.1000 | 76 | 75.5% | 0.04 | 0.0362 | -0.006 | 20.5 | 4.00 | 5.80 | 70.0% | -0.97 | 0.0407 | -0.006 | |||
| 0.0200 | 0.0600 | 95 | 13.7K | 77.5% | 0.03 | 0.0289 | -0.005 | 21 | 4.90 | 5.65 | 2 | 257 | -0.98 | 0.0338 | -0.005 | |
| 0 | 0.2800 | 6 | 106.4% | 0.02 | 0.0232 | -0.004 | 21.5 | 5.00 | 6.80 | 1 | 79.9% | -0.99 | 0.0276 | -0.004 | ||
| 0.0200 | 0.1500 | 1 | 39.2K | 100.3% | 0.02 | 0.0188 | -0.003 | 22 | 5.65 | 7.15 | 18 | 84.7% | -0.99 | 0.0218 | -0.003 | |
| 0 | 0.2700 | 14 | 116.3% | 0.02 | 0.0152 | -0.003 | 22.5 | 5.95 | 7.80 | 1 | -0.99 | 0.0150 | -0.003 | |||
| 0 | 0.2600 | 40 | 6,598 | 122.4% | 0.01 | 0.0124 | -0.002 | 23 | 7.15 | 7.65 | 206 | 93.7% | -1.00 | 0.0092 | -0.002 | |
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 — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs