RIVN option chain Rivian Automotive, Inc.
Cboe delayed options data · as of 09:42 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 ±11.2% (10.95–13.70) · ATM IV 79.5% · P/C open interest 0.37
| 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 | 5.65 | 272.3% | 0.99 | 0.0121 | -0.003 | 8 | 0 | 0.2200 | 11 | 178.2% | -0.01 | 0.0121 | -0.003 | |||
| 2.95 | 4.65 | 20 | 218.3% | 0.97 | 0.0289 | -0.005 | 9 | 0 | 0.0200 | 1 | 86.8% | -0.03 | 0.0290 | -0.005 | ||
| 2.28 | 2.60 | 141 | 94.3% | 0.93 | 0.0712 | -0.010 | 10 | 0 | 0.0600 | 373 | 34 | 74.3% | -0.07 | 0.0714 | -0.011 | |
| 1.26 | 2.72 | 2 | 45 | 89.3% | 0.89 | 0.1084 | -0.015 | 10.5 | 0.0700 | 0.1000 | 51 | 103 | 77.8% | -0.11 | 0.1089 | -0.015 |
| 1.43 | 1.69 | 1 | 261 | 83.6% | 0.82 | 0.1550 | -0.020 | 11 | 0.1600 | 0.1900 | 292 | 397 | 78.8% | -0.18 | 0.1557 | -0.020 |
| 1.09 | 1.29 | 211 | 54 | 81.9% | 0.73 | 0.2007 | -0.025 | 11.5 | 0.2700 | 0.3200 | 192 | 282 | 76.7% | -0.27 | 0.2017 | -0.025 |
| 0.8200 | 0.8700 | 464 | 190 | 77.1% | 0.61 | 0.2308 | -0.029 | 12 | 0.4800 | 0.5000 | 421 | 1,072 | 77.4% | -0.39 | 0.2321 | -0.029 |
| 0.6000 | 0.6500 | 798 | 301 | 80.5% | 0.49 | 0.2370 | -0.031 | 12.5 | 0.7200 | 0.7800 | 268 | 1,457 | 78.5% | -0.51 | 0.2382 | -0.031 |
| 0.4200 | 0.4600 | 1,496 | 1,325 | 81.5% | 0.39 | 0.2220 | -0.030 | 13 | 0.7400 | 1.09 | 252 | 3,393 | 60.5% | -0.62 | 0.2231 | -0.030 |
| 0.2800 | 0.3300 | 504 | 2,406 | 82.7% | 0.29 | 0.1946 | -0.028 | 13.5 | 1.36 | 1.55 | 125 | 2,371 | 83.5% | -0.71 | 0.1957 | -0.028 |
| 0.2100 | 0.2200 | 620 | 3,529 | 84.9% | 0.22 | 0.1630 | -0.025 | 14 | 1.73 | 1.97 | 18 | 3,892 | 83.4% | -0.78 | 0.1642 | -0.025 |
| 0.1400 | 0.1600 | 306 | 3,829 | 86.9% | 0.17 | 0.1326 | -0.021 | 14.5 | 2.15 | 2.47 | 9 | 1,762 | 89.6% | -0.84 | 0.1339 | -0.021 |
| 0.1000 | 0.1100 | 376 | 3,281 | 88.8% | 0.12 | 0.1060 | -0.018 | 15 | 2.57 | 2.90 | 209 | 2,522 | 84.7% | -0.88 | 0.1073 | -0.017 |
| 0.0700 | 0.0800 | 1,231 | 5,133 | 91.2% | 0.09 | 0.0834 | -0.014 | 15.5 | 2.96 | 3.60 | 1 | 998 | 106.1% | -0.91 | 0.0850 | -0.014 |
| 0.0500 | 0.0600 | 495 | 9,029 | 93.9% | 0.07 | 0.0653 | -0.012 | 16 | 3.40 | 4.00 | 13 | 584 | 92.4% | -0.94 | 0.0670 | -0.011 |
| 0.0300 | 0.0600 | 329 | 1,333 | 98.3% | 0.05 | 0.0509 | -0.009 | 16.5 | 3.80 | 5.45 | 421 | 188.9% | -0.95 | 0.0525 | -0.009 | |
| 0.0300 | 0.0500 | 280 | 3,527 | 103.8% | 0.04 | 0.0396 | -0.007 | 17 | 4.45 | 5.30 | 2 | 334 | 156.5% | -0.97 | 0.0415 | -0.007 |
| 0.0200 | 0.0300 | 230 | 5,612 | 102.6% | 0.03 | 0.0307 | -0.006 | 17.5 | 4.25 | 7.15 | 1 | 5 | 221.9% | -0.98 | 0.0331 | -0.006 |
| 0.0100 | 0.0500 | 3,055 | 1,896 | 112.6% | 0.02 | 0.0239 | -0.005 | 18 | 5.40 | 7.65 | 82 | 278.4% | -0.98 | 0.0261 | -0.004 | |
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 — Oct 30, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs