RIVN option chain Rivian Automotive, Inc.
Cboe delayed options data · as of 00:38 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 ±40.9% (9.22–22.00) · ATM IV 69.9% · P/C open interest 0.08
| 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 | |
| 7.25 | 9.00 | 5 | 75.8% | 0.94 | 0.0139 | -0.001 | 8 | 0.0100 | 0.4700 | 282 | 19 | 70.8% | -0.06 | 0.0140 | -0.002 | |
| 6.35 | 8.45 | 4 | 78.7% | 0.92 | 0.0192 | -0.002 | 9 | 0.1300 | 0.4800 | 282 | 30 | 64.8% | -0.08 | 0.0194 | -0.003 | |
| 6.05 | 6.65 | 69 | 64.3% | 0.89 | 0.0252 | -0.003 | 10 | 0.2900 | 0.7600 | 140 | 66.0% | -0.12 | 0.0256 | -0.004 | ||
| 5.30 | 6.40 | 61 | 72.4% | 0.85 | 0.0316 | -0.003 | 11 | 0.6600 | 0.8200 | 359 | 64.3% | -0.16 | 0.0322 | -0.004 | ||
| 4.25 | 5.70 | 21 | 64.6% | 0.80 | 0.0379 | -0.004 | 12 | 0.6000 | 1.13 | 109 | 58.2% | -0.20 | 0.0387 | -0.005 | ||
| 4.10 | 4.60 | 12 | 63.8% | 0.75 | 0.0436 | -0.005 | 13 | 1.31 | 1.60 | 37 | 64.6% | -0.25 | 0.0447 | -0.006 | ||
| 3.55 | 3.95 | 75 | 62.3% | 0.70 | 0.0484 | -0.006 | 14 | 1.58 | 1.93 | 2 | 132 | 61.0% | -0.31 | 0.0498 | -0.006 | |
| 3.10 | 3.45 | 10 | 598 | 62.5% | 0.65 | 0.0520 | -0.006 | 15 | 2.18 | 2.57 | 1 | 683 | 63.8% | -0.36 | 0.0537 | -0.006 |
| 2.78 | 4.35 | 39 | 654 | 78.6% | 0.59 | 0.0544 | -0.006 | 16 | 2.54 | 3.10 | 64 | 61.2% | -0.42 | 0.0565 | -0.007 | |
| 2.34 | 2.80 | 71 | 2,631 | 64.6% | 0.54 | 0.0555 | -0.007 | 17 | 3.00 | 3.95 | 308 | 250 | 62.1% | -0.47 | 0.0580 | -0.007 |
| 1.85 | 2.64 | 305 | 2,139 | 64.6% | 0.49 | 0.0556 | -0.007 | 18 | 3.45 | 4.80 | 30 | 61.9% | -0.52 | 0.0585 | -0.007 | |
| 1.76 | 2.02 | 930 | 63.1% | 0.45 | 0.0548 | -0.007 | 19 | 4.40 | 5.05 | 60 | 59.5% | -0.57 | 0.0582 | -0.007 | ||
| 1.51 | 1.87 | 50 | 952 | 64.3% | 0.41 | 0.0534 | -0.007 | 20 | 5.00 | 5.85 | 65 | 58.3% | -0.61 | 0.0572 | -0.006 | |
| 0.9600 | 1.89 | 202 | 1,581 | 63.2% | 0.37 | 0.0515 | -0.007 | 21 | 5.90 | 6.95 | 115 | 22 | 63.5% | -0.66 | 0.0557 | -0.006 |
| 1.17 | 1.71 | 164 | 3,137 | 68.0% | 0.33 | 0.0493 | -0.006 | 22 | 6.60 | 7.40 | 20 | 57.4% | -0.69 | 0.0540 | -0.006 | |
| 1.03 | 1.20 | 96 | 64.3% | 0.30 | 0.0469 | -0.006 | 23 | 8.00 | 8.30 | 30 | 65.6% | -0.73 | 0.0520 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs