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 ±15.2% (10.50–14.25) · ATM IV 71.8% · P/C open interest 0.60
| 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 | 6.35 | 221.8% | 0.98 | 0.0193 | -0.003 | 8 | 0 | 1.00 | 189.1% | -0.02 | 0.0194 | -0.003 | ||||
| 3.15 | 5.35 | 6 | 192.5% | 0.95 | 0.0415 | -0.005 | 9 | 0 | 0.0900 | 3 | 75.4% | -0.06 | 0.0416 | -0.006 | ||
| 2.27 | 3.05 | 150 | 87.9% | 0.88 | 0.0797 | -0.009 | 10 | 0.1300 | 0.1800 | 51 | 113 | 75.9% | -0.12 | 0.0800 | -0.010 | |
| 1.87 | 3.15 | 1 | 111.8% | 0.83 | 0.1040 | -0.012 | 10.5 | 0.2200 | 0.2600 | 61 | 17 | 74.5% | -0.17 | 0.1045 | -0.012 | |
| 1.68 | 2.35 | 30 | 95.5% | 0.77 | 0.1288 | -0.014 | 11 | 0.3300 | 0.3600 | 29 | 146 | 71.9% | -0.23 | 0.1294 | -0.014 | |
| 1.40 | 1.46 | 45 | 71.3% | 0.69 | 0.1503 | -0.016 | 11.5 | 0.5000 | 0.5300 | 100 | 95 | 72.2% | -0.31 | 0.1512 | -0.016 | |
| 1.10 | 1.17 | 21 | 70.9% | 0.61 | 0.1648 | -0.018 | 12 | 0.7000 | 0.7400 | 14 | 286 | 71.8% | -0.39 | 0.1659 | -0.018 | |
| 0.8800 | 0.9200 | 26 | 143 | 71.8% | 0.53 | 0.1703 | -0.018 | 12.5 | 0.9500 | 1.00 | 2 | 518 | 71.9% | -0.48 | 0.1716 | -0.018 |
| 0.6900 | 0.7200 | 29 | 309 | 72.5% | 0.45 | 0.1671 | -0.018 | 13 | 1.25 | 1.31 | 10 | 396 | 72.6% | -0.56 | 0.1686 | -0.018 |
| 0.5400 | 0.5700 | 9 | 246 | 73.8% | 0.37 | 0.1572 | -0.018 | 13.5 | 1.61 | 1.66 | 40 | 382 | 74.4% | -0.63 | 0.1590 | -0.018 |
| 0.4200 | 0.4300 | 27 | 519 | 74.2% | 0.31 | 0.1434 | -0.017 | 14 | 1.99 | 2.04 | 1 | 797 | 75.2% | -0.70 | 0.1454 | -0.017 |
| 0.3300 | 0.3600 | 6 | 583 | 77.2% | 0.26 | 0.1281 | -0.016 | 14.5 | 2.28 | 2.77 | 117 | 86.7% | -0.75 | 0.1301 | -0.016 | |
| 0.2600 | 0.2900 | 38 | 513 | 78.4% | 0.21 | 0.1127 | -0.015 | 15 | 2.70 | 3.00 | 10 | 181 | 78.5% | -0.79 | 0.1148 | -0.015 |
| 0.2000 | 0.2300 | 14 | 448 | 79.4% | 0.18 | 0.0983 | -0.013 | 15.5 | 3.05 | 3.85 | 1 | 215 | 97.2% | -0.83 | 0.1005 | -0.013 |
| 0.1700 | 0.1900 | 24 | 534 | 82.0% | 0.15 | 0.0853 | -0.012 | 16 | 3.65 | 3.95 | 1 | 181 | 87.9% | -0.86 | 0.0875 | -0.012 |
| 0.1400 | 0.1600 | 3 | 102 | 84.3% | 0.12 | 0.0739 | -0.011 | 16.5 | 4.05 | 5.90 | 1 | 161.8% | -0.88 | 0.0762 | -0.011 | |
| 0.1200 | 0.1400 | 2 | 343 | 87.1% | 0.10 | 0.0640 | -0.010 | 17 | 4.45 | 6.00 | 41 | 147.3% | -0.90 | 0.0664 | -0.010 | |
| 0.1000 | 0.1500 | 38 | 91.9% | 0.09 | 0.0556 | -0.009 | 17.5 | 4.90 | 6.35 | 26 | 144.8% | -0.92 | 0.0579 | -0.009 | ||
| 0.0700 | 0.1200 | 9 | 48 | 91.4% | 0.08 | 0.0483 | -0.008 | 18 | 5.45 | 6.85 | 1 | 154.1% | -0.93 | 0.0508 | -0.008 | |
| 0.0500 | 0.7700 | 386 | 142.0% | 0.07 | 0.0421 | -0.007 | 18.5 | 5.90 | 7.50 | 1 | 165.5% | -0.94 | 0.0446 | -0.007 | ||
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 — Nov 13, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs