RIVN option chain Rivian Automotive, Inc.
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 ±12.5% (13.91–17.88) · ATM IV 55.2% · P/C open interest 0.38
| 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 | |
| 6.55 | 7.20 | 12 | 0.99 | 0.0040 | 0.000 | 9 | 0 | 0.9500 | 192.2% | -0.01 | 0.0040 | -0.001 | ||||
| 5.65 | 6.10 | 132 | 0.99 | 0.0081 | 0.000 | 10 | 0 | 0.9500 | 164.6% | -0.01 | 0.0081 | -0.002 | ||||
| 5.15 | 5.60 | 2 | 4 | 0.99 | 0.0115 | 0.000 | 10.5 | 0 | 0.9500 | 45 | 151.7% | -0.01 | 0.0116 | -0.002 | ||
| 4.65 | 5.20 | 55 | 165 | 0.98 | 0.0164 | 0.000 | 11 | 0 | 0.9500 | 139.3% | -0.02 | 0.0165 | -0.003 | |||
| 4.15 | 4.65 | 6 | 0.97 | 0.0234 | -0.001 | 11.5 | 0 | 1.35 | 1 | 146.5% | -0.03 | 0.0235 | -0.003 | |||
| 3.65 | 4.20 | 2 | 0.96 | 0.0330 | -0.002 | 12 | 0 | 1.35 | 34 | 133.9% | -0.04 | 0.0332 | -0.004 | |||
| 3.10 | 4.35 | 55 | 86.8% | 0.94 | 0.0461 | -0.004 | 12.5 | 0 | 0.2800 | 118 | 69.3% | -0.06 | 0.0463 | -0.005 | ||
| 2.93 | 3.20 | 7 | 59.1% | 0.91 | 0.0630 | -0.005 | 13 | 0.0700 | 0.1600 | 277 | 57.4% | -0.09 | 0.0632 | -0.007 | ||
| 2.50 | 2.76 | 4 | 57.8% | 0.87 | 0.0835 | -0.008 | 13.5 | 0.1300 | 0.1800 | 54 | 71 | 54.0% | -0.13 | 0.0839 | -0.009 | |
| 2.02 | 2.36 | 7 | 54.1% | 0.82 | 0.1065 | -0.010 | 14 | 0.2300 | 0.2500 | 11 | 522 | 53.7% | -0.18 | 0.1071 | -0.011 | |
| 1.76 | 1.87 | 32 | 53.8% | 0.76 | 0.1292 | -0.012 | 14.5 | 0.3500 | 0.4000 | 17 | 438 | 54.0% | -0.24 | 0.1300 | -0.013 | |
| 1.43 | 1.54 | 1 | 51 | 54.0% | 0.69 | 0.1482 | -0.014 | 15 | 0.5200 | 0.5500 | 14 | 509 | 53.6% | -0.32 | 0.1492 | -0.014 |
| 1.16 | 1.30 | 2 | 329 | 56.1% | 0.60 | 0.1605 | -0.015 | 15.5 | 0.7300 | 0.7800 | 2 | 352 | 54.4% | -0.40 | 0.1618 | -0.016 |
| 0.9400 | 1.00 | 248 | 1,005 | 55.8% | 0.52 | 0.1646 | -0.016 | 16 | 0.9800 | 1.04 | 129 | 164 | 54.7% | -0.48 | 0.1661 | -0.016 |
| 0.7300 | 0.7700 | 8 | 2,931 | 55.0% | 0.44 | 0.1611 | -0.016 | 16.5 | 1.26 | 1.39 | 33 | 56.1% | -0.56 | 0.1627 | -0.016 | |
| 0.5700 | 0.6100 | 72 | 469 | 55.5% | 0.37 | 0.1516 | -0.016 | 17 | 1.62 | 1.68 | 159 | 56.0% | -0.63 | 0.1535 | -0.016 | |
| 0.4400 | 0.4900 | 29 | 570 | 56.8% | 0.31 | 0.1385 | -0.015 | 17.5 | 1.99 | 2.11 | 52 | 58.6% | -0.70 | 0.1406 | -0.015 | |
| 0.3400 | 0.3800 | 266 | 662 | 57.4% | 0.26 | 0.1238 | -0.014 | 18 | 2.37 | 2.52 | 2 | 2 | 59.4% | -0.75 | 0.1260 | -0.013 |
| 0.2500 | 0.3100 | 271 | 186 | 58.2% | 0.21 | 0.1088 | -0.013 | 18.5 | 2.66 | 4.05 | 1 | 93.2% | -0.80 | 0.1112 | -0.012 | |
| 0.2200 | 0.2400 | 195 | 71 | 60.1% | 0.17 | 0.0946 | -0.012 | 19 | 3.10 | 3.55 | 13 | 63.3% | -0.83 | 0.0971 | -0.010 | |
| 0.1600 | 0.2100 | 198 | 106 | 61.4% | 0.14 | 0.0816 | -0.011 | 19.5 | 3.30 | 4.95 | 5 | 92.1% | -0.86 | 0.0841 | -0.009 | |
| 0.1400 | 0.1600 | 31 | 300 | 62.8% | 0.12 | 0.0700 | -0.009 | 20 | 4.10 | 4.35 | 64.4% | -0.89 | 0.0725 | -0.008 | ||
| 0 | 0.6900 | 32 | 86.4% | 0.10 | 0.0600 | -0.008 | 20.5 | 4.25 | 5.45 | 82.1% | -0.91 | 0.0623 | -0.006 | |||
| 0.0300 | 0.1300 | 2 | 65 | 62.2% | 0.08 | 0.0512 | -0.007 | 21 | 4.55 | 5.90 | 73.9% | -0.93 | 0.0533 | -0.005 | ||
| 0.0500 | 0.1500 | 8 | 7 | 69.5% | 0.07 | 0.0438 | -0.006 | 21.5 | 5.45 | 6.05 | 81.5% | -0.94 | 0.0455 | -0.004 | ||
| 0 | 0.3000 | 18 | 80.6% | 0.06 | 0.0374 | -0.006 | 22 | 5.75 | 6.55 | 70.9% | -0.95 | 0.0386 | -0.003 | |||
| 0 | 0.2800 | 87.1% | 0.04 | 0.0274 | -0.004 | 23 | 6.75 | 7.40 | 4 | -0.97 | 0.0336 | -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 — Oct 02, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.