RIVN option chain Rivian Automotive, Inc.
Cboe delayed options data · as of 09:38 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 ±5.6% (14.73–16.48) · ATM IV 44.5% · P/C open interest 0.54
| 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 | |
| 6.35 | 8.40 | 5 | 12 | 400.2% | 1.00 | 0.0004 | 0.000 | 9 | 0 | 0.9500 | 337.8% | -0.00 | 0.0003 | -0.000 | ||
| 5.20 | 6.90 | 42 | 278.4% | 1.00 | 0.0009 | 0.000 | 10 | 0 | 0.0200 | 10 | 125.8% | -0.00 | 0.0009 | -0.000 | ||
| 3.70 | 5.65 | 7 | 134.5% | 1.00 | 0.0028 | 0.000 | 11 | 0 | 1.01 | 3 | 247.8% | -0.00 | 0.0028 | -0.000 | ||
| 3.90 | 5.95 | 17 | 275.1% | 1.00 | 0.0050 | -0.000 | 11.5 | 0 | 1.01 | 4 | 225.8% | -0.00 | 0.0050 | -0.001 | ||
| 3.35 | 5.45 | 1 | 247.3% | 0.99 | 0.0092 | -0.001 | 12 | 0 | 0.0100 | 43 | 72.0% | -0.01 | 0.0092 | -0.001 | ||
| 1.34 | 4.30 | 1 | 0.99 | 0.0172 | -0.002 | 12.5 | 0 | 0.0100 | 55 | 62.0% | -0.01 | 0.0172 | -0.002 | |||
| 2.01 | 3.75 | 3 | 124.3% | 0.98 | 0.0327 | -0.003 | 13 | 0 | 0.0100 | 2 | 336 | 52.3% | -0.02 | 0.0328 | -0.003 | |
| 1.36 | 2.98 | 11 | 13 | 63.9% | 0.96 | 0.0625 | -0.005 | 13.5 | 0 | 0.0900 | 94 | 849 | 50.7% | -0.04 | 0.0626 | -0.006 |
| 0.7700 | 2.58 | 3 | 134 | 52.4% | 0.92 | 0.1162 | -0.009 | 14 | 0.0400 | 0.0500 | 147 | 1,834 | 50.7% | -0.08 | 0.1165 | -0.009 |
| 0.8100 | 1.47 | 73 | 29.5% | 0.85 | 0.1996 | -0.015 | 14.5 | 0.0700 | 0.1300 | 279 | 2,030 | 48.7% | -0.15 | 0.2001 | -0.015 | |
| 0.7800 | 0.9200 | 192 | 467 | 49.4% | 0.72 | 0.2930 | -0.021 | 15 | 0.2000 | 0.2300 | 887 | 2,873 | 48.1% | -0.28 | 0.2939 | -0.021 |
| 0.4500 | 0.5700 | 727 | 518 | 45.6% | 0.56 | 0.3450 | -0.025 | 15.5 | 0.3100 | 0.4200 | 118 | 1,386 | 43.5% | -0.44 | 0.3461 | -0.026 |
| 0.2900 | 0.3400 | 911 | 813 | 48.3% | 0.39 | 0.3258 | -0.026 | 16 | 0.6700 | 0.7200 | 280 | 438 | 48.8% | -0.61 | 0.3270 | -0.026 |
| 0.1500 | 0.2000 | 227 | 1,856 | 49.1% | 0.26 | 0.2620 | -0.022 | 16.5 | 0.8600 | 1.31 | 5 | 328 | 53.4% | -0.74 | 0.2628 | -0.022 |
| 0.1000 | 0.1200 | 563 | 2,049 | 52.9% | 0.17 | 0.1917 | -0.018 | 17 | 0.9100 | 2.26 | 36 | 258 | 67.5% | -0.84 | 0.1923 | -0.018 |
| 0.0500 | 0.0600 | 246 | 1,265 | 53.0% | 0.11 | 0.1338 | -0.013 | 17.5 | 1.73 | 2.43 | 1 | 150 | 79.5% | -0.90 | 0.1349 | -0.013 |
| 0.0300 | 0.0500 | 330 | 2,737 | 58.1% | 0.07 | 0.0916 | -0.010 | 18 | 2.25 | 2.89 | 8 | 62 | 89.7% | -0.93 | 0.0936 | -0.010 |
| 0.0200 | 0.0400 | 34 | 424 | 62.9% | 0.04 | 0.0624 | -0.007 | 18.5 | 2.10 | 4.95 | 2 | 32 | 161.6% | -0.96 | 0.0653 | -0.007 |
| 0.0100 | 0.0500 | 17 | 3,074 | 70.7% | 0.03 | 0.0427 | -0.005 | 19 | 2.86 | 4.40 | 2 | 53 | 120.7% | -0.97 | 0.0461 | -0.005 |
| 0.0100 | 0.0800 | 6 | 329 | 84.3% | 0.02 | 0.0295 | -0.004 | 19.5 | 3.55 | 5.40 | 105 | 179.3% | -0.98 | 0.0327 | -0.004 | |
| 0.0100 | 0.0300 | 3 | 5,787 | 79.7% | 0.01 | 0.0205 | -0.003 | 20 | 3.15 | 5.35 | 1 | -0.99 | 0.0228 | -0.003 | ||
| 0 | 0.0500 | 202 | 89.3% | 0.01 | 0.0145 | -0.002 | 20.5 | 4.55 | 6.75 | 222.7% | -1.00 | 0.0144 | -0.002 | |||
| 0 | 0.0600 | 1 | 185 | 98.6% | 0.01 | 0.0103 | -0.002 | 21 | 3.55 | 7.10 | 3 | 4 | -1.00 | 0.0080 | -0.001 | |
| 0 | 0.7500 | 4 | 186.7% | 0.00 | 0.0074 | -0.001 | 21.5 | 5.00 | 7.40 | 1 | 179.0% | -1.00 | 0.0039 | -0.001 | ||
| 0 | 0.4200 | 6 | 165.4% | 0.00 | 0.0054 | -0.001 | 22 | 6.00 | 8.25 | 249.0% | -1.00 | 0.0016 | -0.001 | |||
| 0 | 1.05 | 1 | 226.5% | 0.00 | 0.0040 | -0.001 | 22.5 | 6.50 | 8.70 | 254.7% | -1.00 | 0.0005 | -0.001 | |||
| 0 | 0.0500 | 6 | 119.3% | 0.00 | 0.0029 | -0.001 | 23 | 6.15 | 9.05 | 184.0% | -1.00 | 0.0001 | -0.001 | |||
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 11, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs