RIVN option chain Rivian Automotive, Inc.
Cboe delayed options data · as of 15:43 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 ±11.8% (10.91–13.84) · ATM IV 84.1% · P/C open interest 0.37
| 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 | |
| 3.95 | 6.30 | 331.0% | 0.99 | 0.0116 | -0.002 | 8 | 0 | 0.2200 | 11 | 177.6% | -0.01 | 0.0116 | -0.003 | |||
| 2.95 | 5.35 | 20 | 274.4% | 0.97 | 0.0297 | -0.005 | 9 | 0 | 0.9500 | 1 | 223.5% | -0.03 | 0.0298 | -0.006 | ||
| 2.18 | 3.35 | 141 | 155.3% | 0.92 | 0.0726 | -0.012 | 10 | 0.0600 | 0.0700 | 10 | 34 | 88.6% | -0.08 | 0.0727 | -0.012 | |
| 1.85 | 2.13 | 2 | 45 | 80.0% | 0.88 | 0.1069 | -0.017 | 10.5 | 0.1100 | 0.1200 | 21 | 103 | 85.7% | -0.12 | 0.1072 | -0.017 |
| 1.39 | 1.68 | 261 | 72.3% | 0.81 | 0.1472 | -0.022 | 11 | 0.1900 | 0.2100 | 35 | 397 | 83.9% | -0.19 | 0.1475 | -0.022 | |
| 1.21 | 1.27 | 208 | 54 | 84.0% | 0.72 | 0.1854 | -0.027 | 11.5 | 0.3300 | 0.3600 | 119 | 282 | 84.6% | -0.28 | 0.1859 | -0.027 |
| 0.9100 | 0.9500 | 243 | 190 | 83.6% | 0.62 | 0.2118 | -0.031 | 12 | 0.5200 | 0.5400 | 115 | 1,072 | 83.6% | -0.38 | 0.2125 | -0.031 |
| 0.6700 | 0.7000 | 135 | 301 | 84.4% | 0.51 | 0.2199 | -0.033 | 12.5 | 0.7700 | 0.7900 | 52 | 1,457 | 83.8% | -0.49 | 0.2206 | -0.033 |
| 0.4800 | 0.5000 | 169 | 1,325 | 84.8% | 0.40 | 0.2104 | -0.032 | 13 | 1.08 | 1.10 | 199 | 3,393 | 84.8% | -0.60 | 0.2112 | -0.032 |
| 0.3400 | 0.3500 | 207 | 2,406 | 85.6% | 0.31 | 0.1890 | -0.030 | 13.5 | 1.42 | 1.47 | 100 | 2,371 | 84.2% | -0.69 | 0.1898 | -0.030 |
| 0.2400 | 0.2500 | 381 | 3,529 | 87.3% | 0.24 | 0.1622 | -0.027 | 14 | 1.81 | 1.93 | 9 | 3,892 | 90.9% | -0.76 | 0.1630 | -0.027 |
| 0.1700 | 0.1800 | 90 | 3,829 | 89.3% | 0.18 | 0.1349 | -0.023 | 14.5 | 2.18 | 2.50 | 4 | 1,762 | 100.2% | -0.82 | 0.1356 | -0.023 |
| 0.1200 | 0.1300 | 182 | 3,281 | 91.4% | 0.14 | 0.1098 | -0.019 | 15 | 2.60 | 2.92 | 2,522 | 98.3% | -0.86 | 0.1106 | -0.019 | |
| 0.0900 | 0.1000 | 69 | 5,133 | 94.7% | 0.11 | 0.0881 | -0.016 | 15.5 | 2.95 | 3.60 | 1 | 998 | 112.4% | -0.90 | 0.0890 | -0.016 |
| 0.0700 | 0.0800 | 351 | 9,029 | 98.6% | 0.08 | 0.0701 | -0.013 | 16 | 3.60 | 3.90 | 12 | 584 | 117.5% | -0.92 | 0.0712 | -0.013 |
| 0.0500 | 0.0700 | 188 | 1,333 | 102.3% | 0.06 | 0.0555 | -0.011 | 16.5 | 4.05 | 5.65 | 421 | 223.5% | -0.94 | 0.0567 | -0.011 | |
| 0.0300 | 0.0600 | 268 | 3,527 | 104.3% | 0.05 | 0.0439 | -0.009 | 17 | 4.45 | 5.90 | 334 | 210.6% | -0.96 | 0.0451 | -0.009 | |
| 0.0200 | 0.0400 | 177 | 5,612 | 104.0% | 0.04 | 0.0347 | -0.007 | 17.5 | 5.00 | 6.50 | 5 | 232.1% | -0.97 | 0.0361 | -0.007 | |
| 0.0200 | 0.0400 | 27 | 1,896 | 110.8% | 0.03 | 0.0274 | -0.006 | 18 | 5.40 | 7.65 | 82 | 280.1% | -0.98 | 0.0289 | -0.005 | |
| 0.0100 | 0.0300 | 3 | 5,279 | 110.1% | 0.02 | 0.0217 | -0.005 | 18.5 | 5.85 | 8.15 | 3 | 287.0% | -0.98 | 0.0232 | -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 — 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