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 ±2.6% (15.44–16.27) · ATM IV 60.9% · P/C open interest 0.72
| 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 | |
| 5.55 | 8.40 | 16 | 70 | 611.0% | 1.00 | 0.0001 | 0.000 | 9 | 0 | 0.0100 | 1 | 428.9% | -0.00 | 0.0001 | 0.000 | |
| 5.20 | 7.05 | 183 | 73 | 681.7% | 1.00 | 0.0003 | 0.000 | 10 | 0 | 2.13 | 5 | -0.00 | 0.0003 | -0.000 | ||
| 4.55 | 6.50 | 3 | 17 | 529.8% | 1.00 | 0.0004 | 0.000 | 10.5 | 0 | 2.13 | -0.00 | 0.0004 | -0.000 | |||
| 3.70 | 6.20 | 13 | 97 | 378.7% | 1.00 | 0.0007 | 0.000 | 11 | 0 | 2.13 | 6 | -0.00 | 0.0007 | -0.000 | ||
| 3.05 | 6.45 | 2 | 13 | 597.0% | 1.00 | 0.0012 | 0.000 | 11.5 | 0 | 2.13 | 1 | -0.00 | 0.0012 | -0.000 | ||
| 2.09 | 5.95 | 32 | 382.8% | 1.00 | 0.0020 | 0.000 | 12 | 0 | 0.0100 | 120 | 226.8% | -0.00 | 0.0020 | -0.000 | ||
| 2.08 | 4.00 | 7 | 17 | 1.00 | 0.0037 | 0.000 | 12.5 | 0 | 0.0100 | 39 | 197.4% | -0.00 | 0.0037 | -0.001 | ||
| 2.70 | 3.10 | 1 | 246 | 1.00 | 0.0070 | 0.000 | 13 | 0 | 0.0100 | 3,143 | 168.7% | -0.00 | 0.0070 | -0.001 | ||
| 2.22 | 3.20 | 3 | 129 | 357.5% | 0.99 | 0.0142 | -0.001 | 13.5 | 0 | 0.0100 | 1 | 1,572 | 140.7% | -0.01 | 0.0142 | -0.002 |
| 1.17 | 2.59 | 5 | 134 | 0.99 | 0.0313 | -0.002 | 14 | 0 | 0.0100 | 223 | 2,171 | 113.2% | -0.01 | 0.0313 | -0.003 | |
| 0.8600 | 1.75 | 30 | 461 | 0.97 | 0.0757 | -0.006 | 14.5 | 0 | 0.0100 | 204 | 1,821 | 86.0% | -0.02 | 0.0757 | -0.007 | |
| 0.7700 | 1.07 | 156 | 929 | 48.2% | 0.93 | 0.2027 | -0.018 | 15 | 0.0100 | 0.0200 | 4,463 | 6,525 | 72.2% | -0.07 | 0.2027 | -0.019 |
| 0.4400 | 0.5300 | 726 | 2,146 | 64.3% | 0.79 | 0.5370 | -0.064 | 15.5 | 0.0600 | 0.0700 | 3,183 | 5,756 | 63.9% | -0.21 | 0.5370 | -0.064 |
| 0.1500 | 0.1800 | 4,484 | 5,786 | 60.2% | 0.44 | 0.7700 | -0.161 | 16 | 0.2300 | 0.2700 | 3,211 | 8,111 | 61.5% | -0.56 | 0.7716 | -0.161 |
| 0.0400 | 0.0500 | 3,236 | 6,361 | 66.1% | 0.17 | 0.4319 | -0.053 | 16.5 | 0.5600 | 0.6700 | 162 | 909 | 60.3% | -0.83 | 0.4393 | -0.053 |
| 0.0100 | 0.0200 | 2,073 | 10.6K | 77.0% | 0.07 | 0.1911 | -0.020 | 17 | 1.02 | 1.51 | 266 | 1,302 | 164.0% | -0.93 | 0.1958 | -0.021 |
| 0 | 0.0200 | 577 | 3,143 | 95.8% | 0.03 | 0.0882 | -0.009 | 17.5 | 1.47 | 2.40 | 304 | 245 | 267.6% | -0.97 | 0.0884 | -0.011 |
| 0 | 0.0100 | 309 | 4,223 | 107.1% | 0.02 | 0.0440 | -0.005 | 18 | 2.00 | 3.00 | 183 | 118 | 330.7% | -0.99 | 0.0419 | -0.007 |
| 0 | 0.0100 | 31 | 4,960 | 127.2% | 0.01 | 0.0235 | -0.003 | 18.5 | 1.88 | 3.90 | 102 | 67 | 325.3% | -0.99 | 0.0209 | -0.006 |
| 0 | 0.0100 | 68 | 1,911 | 146.3% | 0.01 | 0.0134 | -0.002 | 19 | 2.07 | 3.95 | 5 | -1.00 | 0.0109 | -0.005 | ||
| 0 | 0.0100 | 188 | 164.6% | 0.00 | 0.0080 | -0.001 | 19.5 | 2.83 | 5.60 | 1 | 516.6% | -1.00 | 0.0059 | -0.005 | ||
| 0 | 0.0100 | 26 | 2,308 | 182.2% | 0.00 | 0.0049 | -0.001 | 20 | 3.35 | 5.50 | 6 | 2 | 435.2% | -1.00 | 0.0033 | -0.004 |
| 0 | 1.85 | 3 | 89 | 683.6% | 0.00 | 0.0032 | -0.000 | 20.5 | 4.25 | 5.50 | 9 | 440.9% | -1.00 | 0.0019 | -0.004 | |
| 0 | 0.1400 | 1 | 38 | 324.7% | 0.00 | 0.0021 | -0.000 | 21 | 4.35 | 6.45 | 1 | 479.8% | -1.00 | 0.0011 | -0.004 | |
| 0 | 0.0700 | 97 | 251.9% | 0.00 | 0.0014 | -0.000 | 21.5 | 4.50 | 7.60 | 3 | 573.5% | -1.00 | 0.0007 | -0.004 | ||
| 0 | 0.0100 | 442 | 246.5% | 0.00 | 0.0010 | -0.000 | 22 | 5.25 | 7.05 | 22 | 366.1% | -1.00 | 0.0004 | -0.004 | ||
| 0 | 0.0300 | 4 | 299.6% | 0.00 | 0.0007 | -0.000 | 22.5 | 5.90 | 7.95 | 3 | 567.2% | -1.00 | 0.0002 | -0.004 | ||
| 0 | 2.13 | 1 | 0.00 | 0.0005 | -0.000 | 23 | 6.40 | 9.10 | 16 | 1 | 733.4% | -1.00 | 0.0002 | -0.004 | ||
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 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs