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 ±8.6% (14.53–17.26) · ATM IV 52.6% · P/C interés abierto 0.50
| 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 | |
| 7.80 | 8.00 | 455 | 1.00 | 0.0010 | 0.000 | 8 | 0 | 0.0500 | 13.4K | 162.9% | -0.00 | 0.0010 | -0.000 | |||
| 6.60 | 7.35 | 2 | 161.6% | 1.00 | 0.0021 | 0.000 | 9 | 0 | 0.0200 | 121.2% | -0.00 | 0.0021 | -0.001 | |||
| 5.60 | 6.15 | 4,385 | 1.00 | 0.0044 | 0.000 | 10 | 0 | 0.0100 | 26.5K | 92.5% | -0.00 | 0.0044 | -0.001 | |||
| 4.75 | 5.00 | 136 | 0.99 | 0.0096 | 0.000 | 11 | 0 | 0.0400 | 1 | 9,436 | 90.6% | -0.01 | 0.0096 | -0.002 | ||
| 4.15 | 4.65 | 0.99 | 0.0143 | -0.000 | 11.5 | 0 | 0.0500 | 2 | 84.1% | -0.01 | 0.0143 | -0.003 | ||||
| 3.80 | 4.05 | 58 | 1,667 | 63.2% | 0.98 | 0.0215 | -0.002 | 12 | 0.0100 | 0.0200 | 38 | 20.6K | 68.6% | -0.02 | 0.0216 | -0.003 |
| 3.15 | 3.75 | 68.5% | 0.97 | 0.0326 | -0.003 | 12.5 | 0 | 0.0600 | 90 | 67.5% | -0.03 | 0.0327 | -0.005 | |||
| 2.80 | 3.10 | 759 | 58.8% | 0.95 | 0.0494 | -0.005 | 13 | 0.0200 | 0.0700 | 8 | 11.8K | 63.2% | -0.05 | 0.0495 | -0.006 | |
| 2.28 | 2.60 | 2 | 41 | 45.7% | 0.93 | 0.0742 | -0.007 | 13.5 | 0.0300 | 0.0500 | 410 | 52.2% | -0.07 | 0.0744 | -0.009 | |
| 1.90 | 2.11 | 3,263 | 51.9% | 0.88 | 0.1087 | -0.010 | 14 | 0.0900 | 0.1000 | 365 | 13.1K | 53.6% | -0.12 | 0.1092 | -0.011 | |
| 1.49 | 1.69 | 6 | 52.4% | 0.82 | 0.1520 | -0.014 | 14.5 | 0.1600 | 0.1800 | 55 | 928 | 52.5% | -0.18 | 0.1526 | -0.015 | |
| 1.18 | 1.26 | 119 | 20.4K | 52.6% | 0.73 | 0.1964 | -0.018 | 15 | 0.2900 | 0.3100 | 73 | 23.2K | 52.8% | -0.27 | 0.1974 | -0.018 |
| 0.8900 | 0.9200 | 46 | 224 | 52.8% | 0.62 | 0.2286 | -0.021 | 15.5 | 0.4700 | 0.5000 | 942 | 1,529 | 53.0% | -0.38 | 0.2298 | -0.021 |
| 0.6300 | 0.6600 | 2,096 | 23.7K | 52.8% | 0.50 | 0.2374 | -0.022 | 16 | 0.7100 | 0.7300 | 312 | 14.6K | 52.5% | -0.50 | 0.2389 | -0.022 |
| 0.4500 | 0.4600 | 785 | 2,282 | 53.7% | 0.39 | 0.2231 | -0.022 | 16.5 | 1.01 | 1.06 | 234 | 220 | 53.8% | -0.61 | 0.2248 | -0.022 |
| 0.3000 | 0.3200 | 1,187 | 27.8K | 54.3% | 0.30 | 0.1949 | -0.020 | 17 | 1.37 | 1.44 | 154 | 5,118 | 55.7% | -0.70 | 0.1967 | -0.020 |
| 0.2100 | 0.2300 | 730 | 1,105 | 56.3% | 0.23 | 0.1626 | -0.018 | 17.5 | 1.78 | 1.89 | 10 | 508 | 59.9% | -0.78 | 0.1644 | -0.018 |
| 0.1400 | 0.1600 | 382 | 25.7K | 57.5% | 0.17 | 0.1320 | -0.016 | 18 | 2.21 | 2.31 | 9 | 2,662 | 61.1% | -0.83 | 0.1337 | -0.015 |
| 0.0900 | 0.1200 | 43 | 467 | 59.2% | 0.13 | 0.1057 | -0.014 | 18.5 | 2.57 | 2.91 | 110 | 66.9% | -0.87 | 0.1072 | -0.013 | |
| 0.0700 | 0.0800 | 136 | 14.3K | 61.1% | 0.10 | 0.0842 | -0.012 | 19 | 3.10 | 3.25 | 668 | 64.2% | -0.91 | 0.0854 | -0.010 | |
| 0.0400 | 0.0800 | 328 | 64.3% | 0.08 | 0.0671 | -0.010 | 19.5 | 3.40 | 4.10 | 83.6% | -0.93 | 0.0679 | -0.008 | |||
| 0.0500 | 0.0600 | 859 | 61.6K | 69.1% | 0.06 | 0.0536 | -0.008 | 20 | 4.00 | 4.35 | 5 | 2,427 | 77.5% | -0.94 | 0.0540 | -0.006 |
| 0.0200 | 0.0600 | 2 | 76 | 70.4% | 0.05 | 0.0430 | -0.007 | 20.5 | 4.40 | 4.90 | 77.8% | -0.96 | 0.0454 | -0.005 | ||
| 0.0300 | 0.0400 | 45 | 13.7K | 73.9% | 0.04 | 0.0346 | -0.006 | 21 | 5.05 | 5.30 | 257 | 89.7% | -0.97 | 0.0388 | -0.004 | |
| 0 | 0.0700 | 6 | 78.9% | 0.03 | 0.0281 | -0.005 | 21.5 | 5.40 | 5.90 | 1 | 89.0% | -0.98 | 0.0346 | -0.003 | ||
| 0.0300 | 0.0500 | 851 | 39.2K | 85.7% | 0.02 | 0.0229 | -0.004 | 22 | 5.90 | 6.40 | 18 | 94.3% | -0.98 | 0.0294 | -0.002 | |
| 0 | 0.0700 | 14 | 88.4% | 0.02 | 0.0188 | -0.004 | 22.5 | 6.35 | 6.90 | 1 | 90.5% | -0.99 | 0.0232 | -0.003 | ||
| 0.0100 | 0.0800 | 50 | 6,605 | 96.9% | 0.02 | 0.0155 | -0.003 | 23 | 6.85 | 7.40 | 1 | 206 | 95.2% | -0.99 | 0.0181 | -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 — Sep 18, 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.