RIVN Optionskette Rivian Automotive, Inc.
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±11.0% (11.02–13.75) · ATM IV 82.0% · P/C Open Interest 0.35
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 4.10 | 6.35 | 367.0% | 0.99 | 0.0116 | -0.003 | 8 | 0 | 0.7000 | 11 | 260.2% | -0.01 | 0.0117 | -0.003 | |||
| 3.15 | 5.40 | 20 | 309.6% | 0.97 | 0.0277 | -0.005 | 9 | 0 | 0.5100 | 1 | 185.8% | -0.03 | 0.0278 | -0.006 | ||
| 2.31 | 2.72 | 141 | 108.4% | 0.93 | 0.0686 | -0.011 | 10 | 0.0400 | 0.0500 | 2 | 363 | 85.2% | -0.07 | 0.0688 | -0.011 | |
| 1.75 | 2.45 | 45 | 108.3% | 0.89 | 0.1048 | -0.015 | 10.5 | 0.0800 | 0.0900 | 257 | 138 | 82.0% | -0.11 | 0.1052 | -0.016 | |
| 1.48 | 1.68 | 3 | 261 | 84.0% | 0.83 | 0.1505 | -0.021 | 11 | 0.1600 | 0.1700 | 79 | 466 | 81.4% | -0.17 | 0.1510 | -0.021 |
| 1.18 | 1.37 | 49 | 150 | 92.8% | 0.74 | 0.1964 | -0.027 | 11.5 | 0.2800 | 0.2900 | 799 | 390 | 80.0% | -0.27 | 0.1972 | -0.027 |
| 0.8800 | 0.9100 | 144 | 382 | 83.0% | 0.62 | 0.2284 | -0.031 | 12 | 0.4600 | 0.4900 | 837 | 1,313 | 80.7% | -0.38 | 0.2294 | -0.032 |
| 0.6300 | 0.6500 | 207 | 982 | 82.9% | 0.50 | 0.2374 | -0.033 | 12.5 | 0.7100 | 0.7400 | 69 | 1,529 | 81.2% | -0.50 | 0.2384 | -0.034 |
| 0.4400 | 0.4600 | 441 | 2,107 | 83.8% | 0.39 | 0.2246 | -0.033 | 13 | 1.02 | 1.05 | 85 | 3,482 | 82.0% | -0.61 | 0.2256 | -0.033 |
| 0.3000 | 0.3200 | 764 | 2,600 | 84.8% | 0.30 | 0.1981 | -0.030 | 13.5 | 1.38 | 1.49 | 9 | 2,270 | 88.3% | -0.70 | 0.1989 | -0.030 |
| 0.2000 | 0.2100 | 316 | 3,791 | 85.0% | 0.22 | 0.1662 | -0.026 | 14 | 1.78 | 1.90 | 67 | 3,884 | 90.7% | -0.78 | 0.1670 | -0.026 |
| 0.1300 | 0.1500 | 176 | 4,001 | 86.9% | 0.17 | 0.1347 | -0.022 | 14.5 | 2.15 | 2.29 | 3 | 1,762 | 82.6% | -0.84 | 0.1356 | -0.022 |
| 0.0900 | 0.1000 | 389 | 3,339 | 88.6% | 0.12 | 0.1066 | -0.018 | 15 | 2.52 | 2.74 | 9 | 2,712 | 65.8% | -0.88 | 0.1077 | -0.018 |
| 0.0600 | 0.0700 | 322 | 5,102 | 90.5% | 0.09 | 0.0831 | -0.015 | 15.5 | 2.90 | 3.60 | 3 | 998 | 112.5% | -0.91 | 0.0844 | -0.014 |
| 0.0400 | 0.0500 | 82 | 9,137 | 92.5% | 0.07 | 0.0640 | -0.012 | 16 | 3.45 | 3.70 | 1 | 577 | -0.94 | 0.0654 | -0.011 | |
| 0.0200 | 0.0400 | 5 | 1,384 | 93.7% | 0.05 | 0.0490 | -0.009 | 16.5 | 3.90 | 5.30 | 421 | 197.7% | -0.96 | 0.0504 | -0.009 | |
| 0.0200 | 0.0300 | 1 | 3,783 | 98.4% | 0.03 | 0.0373 | -0.007 | 17 | 4.40 | 5.70 | 334 | 201.1% | -0.97 | 0.0391 | -0.007 | |
| 0.0200 | 0.0300 | 53 | 5,747 | 105.7% | 0.03 | 0.0283 | -0.005 | 17.5 | 4.85 | 7.05 | 5 | 272.0% | -0.98 | 0.0302 | -0.005 | |
| 0.0100 | 0.0200 | 44 | 4,489 | 104.3% | 0.02 | 0.0215 | -0.004 | 18 | 5.35 | 7.55 | 82 | 283.1% | -0.99 | 0.0229 | -0.004 | |
| 0 | 0.0400 | 5,280 | 115.4% | 0.01 | 0.0163 | -0.003 | 18.5 | 5.85 | 8.05 | 3 | 293.6% | -0.99 | 0.0168 | -0.003 | ||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Oct 30, 2026
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.