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 ±16.2% (10.37–14.38) · ATM IV 68.2% · P/C open interest 0.40
| 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 | |
| 4.10 | 4.70 | 1 | 0.98 | 0.0189 | -0.002 | 8 | 0 | 0.0500 | 500 | 2 | 78.1% | -0.02 | 0.0189 | -0.002 | ||
| 3.05 | 3.75 | 147 | 0.94 | 0.0418 | -0.004 | 9 | 0.0500 | 0.0700 | 216 | 18 | 71.0% | -0.06 | 0.0420 | -0.005 | ||
| 2.34 | 2.81 | 1 | 165 | 65.8% | 0.88 | 0.0796 | -0.008 | 10 | 0.1500 | 0.1900 | 1,034 | 2,826 | 69.4% | -0.12 | 0.0799 | -0.008 |
| 1.92 | 2.42 | 65.8% | 0.83 | 0.1023 | -0.010 | 10.5 | 0.2400 | 0.2800 | 49 | 68.3% | -0.18 | 0.1028 | -0.010 | |||
| 1.69 | 1.91 | 10 | 267 | 65.7% | 0.76 | 0.1243 | -0.012 | 11 | 0.3800 | 0.3900 | 685 | 807 | 67.0% | -0.24 | 0.1251 | -0.012 |
| 1.46 | 1.51 | 12 | 66.8% | 0.69 | 0.1427 | -0.013 | 11.5 | 0.5500 | 0.5700 | 112 | 67.6% | -0.31 | 0.1437 | -0.014 | ||
| 1.19 | 1.22 | 173 | 296 | 67.2% | 0.61 | 0.1549 | -0.015 | 12 | 0.7600 | 0.7900 | 791 | 3,196 | 67.7% | -0.39 | 0.1560 | -0.015 |
| 0.9600 | 0.9800 | 69 | 67.9% | 0.53 | 0.1596 | -0.015 | 12.5 | 1.02 | 1.06 | 17 | 68.4% | -0.47 | 0.1610 | -0.015 | ||
| 0.7600 | 0.7900 | 253 | 2,283 | 68.6% | 0.46 | 0.1572 | -0.015 | 13 | 1.32 | 1.37 | 14 | 5,081 | 69.2% | -0.55 | 0.1589 | -0.015 |
| 0.6100 | 0.6300 | 5 | 69.7% | 0.39 | 0.1495 | -0.015 | 13.5 | 1.66 | 1.71 | 4 | 69.9% | -0.62 | 0.1514 | -0.015 | ||
| 0.4700 | 0.4900 | 602 | 3,072 | 69.6% | 0.33 | 0.1382 | -0.015 | 14 | 2.03 | 2.07 | 4 | 2,210 | 70.2% | -0.68 | 0.1403 | -0.015 |
| 0.3700 | 0.4000 | 48 | 71.0% | 0.27 | 0.1251 | -0.014 | 14.5 | 2.26 | 2.73 | 74.9% | -0.73 | 0.1275 | -0.014 | |||
| 0.3000 | 0.3300 | 306 | 15.1K | 72.9% | 0.23 | 0.1117 | -0.013 | 15 | 2.63 | 3.15 | 10 | 1,713 | 73.9% | -0.78 | 0.1142 | -0.013 |
| 0.2400 | 0.2700 | 2 | 74.2% | 0.19 | 0.0988 | -0.012 | 15.5 | 3.05 | 3.60 | 74.8% | -0.82 | 0.1014 | -0.011 | |||
| 0.2000 | 0.2100 | 90 | 3,284 | 75.3% | 0.16 | 0.0868 | -0.011 | 16 | 3.70 | 3.90 | 10 | 1,179 | 78.7% | -0.85 | 0.0895 | -0.011 |
| 0.1500 | 0.1900 | 77.0% | 0.14 | 0.0760 | -0.010 | 16.5 | 3.95 | 4.50 | 75.4% | -0.87 | 0.0788 | -0.009 | ||||
| 0.1400 | 0.1500 | 21 | 7,920 | 79.1% | 0.12 | 0.0664 | -0.009 | 17 | 4.65 | 5.10 | 448 | 99.1% | -0.89 | 0.0693 | -0.009 | |
| 0.1000 | 0.1600 | 7 | 81.9% | 0.10 | 0.0581 | -0.008 | 17.5 | 5.05 | 5.55 | 96.3% | -0.91 | 0.0611 | -0.008 | |||
| 0.1000 | 0.1400 | 126 | 3,086 | 85.1% | 0.08 | 0.0508 | -0.007 | 18 | 5.40 | 5.95 | 132 | 82.5% | -0.93 | 0.0540 | -0.007 | |
| 0.0700 | 0.1200 | 85.2% | 0.07 | 0.0445 | -0.006 | 18.5 | 5.90 | 6.45 | 87.1% | -0.94 | 0.0479 | -0.006 | ||||
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 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs