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 ±17.0% (10.27–14.48) · ATM IV 64.8% · P/C open interest 0.53
| 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 | |
| 4.15 | 6.40 | 3 | 190.7% | 0.97 | 0.0203 | -0.002 | 8 | 0 | 2.15 | 213.5% | -0.03 | 0.0204 | -0.002 | |||
| 3.20 | 3.80 | 7 | 66.7% | 0.94 | 0.0434 | -0.004 | 9 | 0.0700 | 0.0900 | 2 | 2 | 69.0% | -0.06 | 0.0436 | -0.004 | |
| 2.80 | 5.00 | 2 | 150.9% | 0.91 | 0.0601 | -0.005 | 9.5 | 0 | 0.9500 | 106.9% | -0.09 | 0.0604 | -0.006 | |||
| 2.24 | 3.85 | 12 | 105.7% | 0.87 | 0.0795 | -0.007 | 10 | 0.1900 | 0.2200 | 10 | 67.2% | -0.13 | 0.0799 | -0.007 | ||
| 1.45 | 3.70 | 94.3% | 0.82 | 0.1003 | -0.009 | 10.5 | 0.1400 | 0.4100 | 11 | 63.5% | -0.18 | 0.1008 | -0.009 | |||
| 1.65 | 1.98 | 14 | 60.6% | 0.76 | 0.1200 | -0.010 | 11 | 0.4100 | 0.4600 | 15 | 50 | 65.3% | -0.25 | 0.1208 | -0.011 | |
| 1.50 | 1.59 | 64.6% | 0.69 | 0.1361 | -0.012 | 11.5 | 0.5900 | 0.6400 | 10 | 36 | 65.4% | -0.32 | 0.1371 | -0.012 | ||
| 1.22 | 1.31 | 31 | 64.7% | 0.61 | 0.1467 | -0.013 | 12 | 0.8000 | 0.8700 | 1,251 | 192 | 65.5% | -0.39 | 0.1480 | -0.013 | |
| 0.9800 | 1.07 | 9 | 55 | 64.9% | 0.54 | 0.1510 | -0.013 | 12.5 | 1.04 | 1.12 | 6 | 92 | 64.8% | -0.47 | 0.1525 | -0.013 |
| 0.7800 | 0.8800 | 14 | 434 | 65.6% | 0.46 | 0.1493 | -0.013 | 13 | 1.34 | 1.43 | 1 | 149 | 65.5% | -0.54 | 0.1511 | -0.014 |
| 0.6200 | 0.7100 | 54 | 693 | 66.0% | 0.40 | 0.1429 | -0.013 | 13.5 | 1.68 | 1.77 | 114 | 66.3% | -0.61 | 0.1449 | -0.013 | |
| 0.5200 | 0.5600 | 91 | 89 | 67.2% | 0.34 | 0.1334 | -0.013 | 14 | 2.06 | 2.12 | 2 | 213 | 66.8% | -0.67 | 0.1356 | -0.013 |
| 0.4200 | 0.4400 | 241 | 67.7% | 0.29 | 0.1221 | -0.012 | 14.5 | 2.28 | 2.75 | 200 | 5 | 69.8% | -0.72 | 0.1246 | -0.012 | |
| 0.3400 | 0.3700 | 2 | 144 | 69.3% | 0.24 | 0.1102 | -0.011 | 15 | 2.62 | 3.20 | 200 | 124 | 69.2% | -0.76 | 0.1129 | -0.011 |
| 0.2600 | 0.3200 | 117 | 70.4% | 0.21 | 0.0985 | -0.010 | 15.5 | 2.45 | 4.85 | 5 | 94.5% | -0.80 | 0.1014 | -0.010 | ||
| 0.2300 | 0.2500 | 15 | 30 | 71.8% | 0.18 | 0.0875 | -0.010 | 16 | 3.70 | 4.55 | 4 | 99.5% | -0.83 | 0.0906 | -0.010 | |
| 0 | 1.00 | 16 | 100.0% | 0.15 | 0.0774 | -0.009 | 16.5 | 4.00 | 6.30 | 142.9% | -0.86 | 0.0806 | -0.009 | |||
| 0 | 0.9500 | 9 | 103.8% | 0.13 | 0.0683 | -0.008 | 17 | 4.45 | 6.35 | 132.3% | -0.88 | 0.0716 | -0.008 | |||
| 0 | 0.5000 | 88.6% | 0.11 | 0.0602 | -0.007 | 17.5 | 4.95 | 7.25 | 3 | 152.3% | -0.90 | 0.0637 | -0.007 | |||
| 0 | 0.5000 | 35 | 93.4% | 0.09 | 0.0531 | -0.007 | 18 | 5.40 | 7.75 | 55 | 156.4% | -0.92 | 0.0568 | -0.006 | ||
| 0 | 0.5000 | 73 | 98.0% | 0.08 | 0.0469 | -0.006 | 18.5 | 5.90 | 7.45 | 132.4% | -0.93 | 0.0507 | -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 27, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs