RIVN chaîne d'options Rivian Automotive, Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±8.4% (14.54–17.20) · ATM IV 51.4% · P/C open interest 0.50
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 7.80 | 8.10 | 18 | 455 | 163.7% | 1.00 | 0.0009 | 0.000 | 8 | 0 | 0.0500 | 13.4K | 163.5% | -0.00 | 0.0009 | -0.000 | |
| 6.20 | 8.05 | 2 | 207.4% | 1.00 | 0.0019 | 0.000 | 9 | 0 | 0.0200 | 121.7% | -0.00 | 0.0019 | -0.001 | |||
| 5.60 | 6.15 | 4,385 | 1.00 | 0.0040 | 0.000 | 10 | 0 | 0.0100 | 26.5K | 93.0% | -0.00 | 0.0040 | -0.001 | |||
| 4.75 | 5.10 | 136 | 0.99 | 0.0089 | 0.000 | 11 | 0 | 0.0400 | 1 | 9,436 | 91.1% | -0.01 | 0.0089 | -0.002 | ||
| 4.15 | 6.10 | 206.1% | 0.99 | 0.0134 | -0.000 | 11.5 | 0 | 0.0500 | 2 | 84.5% | -0.01 | 0.0134 | -0.002 | |||
| 3.70 | 4.10 | 58 | 1,667 | 0.98 | 0.0204 | -0.001 | 12 | 0.0100 | 0.0200 | 38 | 20.6K | 69.0% | -0.02 | 0.0204 | -0.003 | |
| 2.42 | 4.60 | 82.4% | 0.97 | 0.0312 | -0.003 | 12.5 | 0 | 0.0600 | 90 | 67.9% | -0.03 | 0.0312 | -0.004 | |||
| 2.80 | 3.10 | 759 | 51.9% | 0.95 | 0.0477 | -0.004 | 13 | 0.0200 | 0.0300 | 18 | 11.8K | 56.7% | -0.05 | 0.0478 | -0.006 | |
| 1.61 | 3.50 | 2 | 41 | 69.2% | 0.93 | 0.0723 | -0.007 | 13.5 | 0 | 0.0500 | 410 | 47.8% | -0.07 | 0.0725 | -0.008 | |
| 1.90 | 2.13 | 3,263 | 51.2% | 0.89 | 0.1070 | -0.010 | 14 | 0.0800 | 0.1100 | 376 | 13.1K | 54.1% | -0.11 | 0.1074 | -0.011 | |
| 1.49 | 1.75 | 6 | 54.5% | 0.82 | 0.1508 | -0.014 | 14.5 | 0.1500 | 0.1700 | 92 | 928 | 51.8% | -0.18 | 0.1514 | -0.015 | |
| 1.18 | 1.27 | 145 | 20.4K | 52.1% | 0.74 | 0.1962 | -0.018 | 15 | 0.2700 | 0.3300 | 126 | 23.2K | 53.3% | -0.26 | 0.1971 | -0.018 |
| 0.8200 | 0.9600 | 49 | 224 | 50.9% | 0.63 | 0.2294 | -0.021 | 15.5 | 0.4200 | 0.5100 | 948 | 1,529 | 52.0% | -0.37 | 0.2305 | -0.021 |
| 0.6200 | 0.6700 | 2,237 | 23.7K | 51.9% | 0.51 | 0.2389 | -0.022 | 16 | 0.6500 | 0.7300 | 368 | 14.6K | 51.0% | -0.49 | 0.2402 | -0.022 |
| 0.4300 | 0.4700 | 921 | 2,282 | 52.9% | 0.40 | 0.2248 | -0.022 | 16.5 | 0.7000 | 1.12 | 239 | 220 | 44.7% | -0.61 | 0.2263 | -0.022 |
| 0.3000 | 0.3400 | 1,322 | 27.8K | 54.9% | 0.30 | 0.1964 | -0.021 | 17 | 1.34 | 1.42 | 184 | 5,118 | 55.6% | -0.70 | 0.1980 | -0.020 |
| 0.2000 | 0.2300 | 761 | 1,105 | 55.6% | 0.23 | 0.1637 | -0.018 | 17.5 | 1.75 | 1.89 | 36 | 508 | 59.9% | -0.78 | 0.1654 | -0.018 |
| 0.1500 | 0.1700 | 641 | 25.7K | 58.6% | 0.17 | 0.1329 | -0.016 | 18 | 2.14 | 2.59 | 19 | 2,662 | 77.9% | -0.83 | 0.1344 | -0.015 |
| 0 | 0.1100 | 53 | 467 | 50.1% | 0.13 | 0.1063 | -0.014 | 18.5 | 2.57 | 2.91 | 110 | 69.1% | -0.87 | 0.1077 | -0.013 | |
| 0.0600 | 0.1100 | 179 | 14.3K | 62.8% | 0.10 | 0.0846 | -0.012 | 19 | 3.00 | 4.25 | 5 | 668 | 118.6% | -0.90 | 0.0858 | -0.010 |
| 0.0100 | 0.2800 | 328 | 79.8% | 0.08 | 0.0674 | -0.010 | 19.5 | 2.88 | 4.10 | -0.93 | 0.0682 | -0.008 | ||||
| 0.0500 | 0.0600 | 931 | 61.6K | 69.1% | 0.06 | 0.0537 | -0.009 | 20 | 4.00 | 4.35 | 5 | 2,427 | 81.0% | -0.94 | 0.0542 | -0.006 |
| 0.0100 | 0.0600 | 2 | 76 | 68.7% | 0.05 | 0.0431 | -0.007 | 20.5 | 3.75 | 5.60 | 87.4% | -0.96 | 0.0448 | -0.005 | ||
| 0.0200 | 0.0500 | 45 | 13.7K | 73.9% | 0.04 | 0.0347 | -0.006 | 21 | 4.90 | 5.30 | 257 | 72.7% | -0.97 | 0.0377 | -0.004 | |
| 0 | 0.0700 | 6 | 78.9% | 0.03 | 0.0281 | -0.005 | 21.5 | 4.30 | 7.25 | 1 | 116.9% | -0.98 | 0.0335 | -0.003 | ||
| 0.0200 | 0.0400 | 851 | 39.2K | 81.7% | 0.02 | 0.0229 | -0.004 | 22 | 5.90 | 6.45 | 18 | 105.0% | -0.98 | 0.0297 | -0.002 | |
| 0 | 0.0700 | 14 | 88.5% | 0.02 | 0.0188 | -0.004 | 22.5 | 5.70 | 7.60 | 1 | 104.5% | -0.99 | 0.0235 | -0.002 | ||
| 0 | 0.0800 | 50 | 6,605 | 95.1% | 0.02 | 0.0155 | -0.003 | 23 | 6.85 | 7.40 | 2 | 206 | 102.3% | -0.99 | 0.0186 | -0.002 |
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Sep 18, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.