RIVN cadena de opciones Rivian Automotive, Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±11.1% (10.96–13.71) · ATM IV 79.5% · P/C interés abierto 0.37
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 3.95 | 5.65 | 273.1% | 0.99 | 0.0124 | -0.003 | 8 | 0 | 0.2200 | 11 | 178.0% | -0.01 | 0.0124 | -0.003 | |||
| 2.95 | 4.65 | 20 | 219.0% | 0.97 | 0.0292 | -0.005 | 9 | 0 | 0.0200 | 1 | 86.7% | -0.03 | 0.0293 | -0.005 | ||
| 2.28 | 2.60 | 141 | 95.4% | 0.93 | 0.0716 | -0.010 | 10 | 0 | 0.0600 | 373 | 34 | 74.2% | -0.07 | 0.0718 | -0.011 | |
| 1.26 | 2.72 | 2 | 45 | 90.0% | 0.89 | 0.1087 | -0.015 | 10.5 | 0.0700 | 0.1000 | 51 | 103 | 77.7% | -0.11 | 0.1091 | -0.015 |
| 1.43 | 1.69 | 1 | 261 | 84.1% | 0.82 | 0.1552 | -0.020 | 11 | 0.1600 | 0.1900 | 292 | 397 | 78.7% | -0.18 | 0.1558 | -0.020 |
| 1.09 | 1.29 | 211 | 54 | 82.3% | 0.73 | 0.2009 | -0.025 | 11.5 | 0.2700 | 0.3200 | 192 | 282 | 76.6% | -0.27 | 0.2019 | -0.025 |
| 0.8200 | 0.8700 | 464 | 190 | 77.4% | 0.61 | 0.2310 | -0.029 | 12 | 0.4800 | 0.5000 | 421 | 1,072 | 77.3% | -0.39 | 0.2320 | -0.029 |
| 0.6000 | 0.6500 | 798 | 301 | 80.8% | 0.49 | 0.2369 | -0.031 | 12.5 | 0.7200 | 0.7800 | 268 | 1,457 | 78.3% | -0.51 | 0.2380 | -0.031 |
| 0.4200 | 0.4600 | 1,496 | 1,325 | 81.7% | 0.39 | 0.2217 | -0.030 | 13 | 0.7400 | 1.09 | 252 | 3,393 | 60.2% | -0.62 | 0.2227 | -0.030 |
| 0.2800 | 0.3300 | 504 | 2,406 | 82.8% | 0.29 | 0.1942 | -0.028 | 13.5 | 1.36 | 1.55 | 125 | 2,371 | 83.2% | -0.71 | 0.1951 | -0.028 |
| 0.2100 | 0.2200 | 620 | 3,529 | 85.1% | 0.22 | 0.1626 | -0.025 | 14 | 1.73 | 1.97 | 18 | 3,892 | 83.1% | -0.78 | 0.1636 | -0.025 |
| 0.1400 | 0.1600 | 306 | 3,829 | 87.0% | 0.17 | 0.1323 | -0.021 | 14.5 | 2.15 | 2.47 | 9 | 1,762 | 89.2% | -0.84 | 0.1334 | -0.021 |
| 0.1000 | 0.1100 | 376 | 3,281 | 89.0% | 0.12 | 0.1056 | -0.018 | 15 | 2.57 | 2.90 | 209 | 2,522 | 84.2% | -0.88 | 0.1069 | -0.017 |
| 0.0700 | 0.0800 | 1,231 | 5,133 | 91.3% | 0.09 | 0.0834 | -0.014 | 15.5 | 2.96 | 3.60 | 1 | 998 | 105.7% | -0.91 | 0.0848 | -0.014 |
| 0.0500 | 0.0600 | 495 | 9,029 | 94.0% | 0.07 | 0.0653 | -0.012 | 16 | 3.40 | 4.00 | 13 | 584 | 91.7% | -0.94 | 0.0668 | -0.011 |
| 0.0300 | 0.0600 | 329 | 1,333 | 98.4% | 0.05 | 0.0510 | -0.009 | 16.5 | 3.80 | 5.45 | 421 | 188.6% | -0.95 | 0.0525 | -0.009 | |
| 0.0300 | 0.0500 | 280 | 3,527 | 103.9% | 0.04 | 0.0397 | -0.007 | 17 | 4.45 | 5.30 | 2 | 334 | 156.1% | -0.97 | 0.0414 | -0.007 |
| 0.0200 | 0.0300 | 230 | 5,612 | 102.7% | 0.03 | 0.0309 | -0.006 | 17.5 | 4.25 | 7.15 | 1 | 5 | 221.5% | -0.98 | 0.0328 | -0.006 |
| 0.0100 | 0.0500 | 3,055 | 1,896 | 112.7% | 0.02 | 0.0241 | -0.005 | 18 | 5.40 | 7.65 | 82 | 278.1% | -0.98 | 0.0264 | -0.004 | |
| 0 | 0.0400 | 4 | 5,279 | 112.0% | 0.02 | 0.0188 | -0.004 | 18.5 | 5.85 | 8.15 | 3 | 284.9% | -0.99 | 0.0204 | -0.003 | |
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Oct 30, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.