RIVN Volatilität Rivian Automotive, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.65.6%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.31.8%
HV6042.5%
IV − HV20-Spread
+33.8pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
87
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
30/60 Tage aufgezeichnet
Cboe delayed options data · Stand 22:01 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 54.7% | -3.8pt | ±4.0% |
| Oct 30, 2026 | 10 | 78.2% | -4.6pt | ±10.6% |
| Nov 06, 2026 | 17 | 74.2% | -14.7pt | ±12.8% |
| Nov 13, 2026 | 24 | 76.6% | -1.0pt | ±15.7% |
| Nov 20, 2026 | 31 | 64.0% | +4.1pt | ±14.9% |
| Nov 27, 2026 | 38 | 52.7% | -7.2pt | ±13.6% |
| Dec 18, 2026 | 59 | 62.6% | -7.9pt | ±20.1% |
| Jan 15, 2027 | 87 | 60.1% | -4.5pt | ±23.1% |
| Mar 19, 2027 | 150 | 63.4% | -1.3pt | ±31.8% |
| Jun 17, 2027 | 240 | 62.5% | -1.3pt | ±39.2% |
| Sep 17, 2027 | 332 | 62.1% | -3.9pt | ±47.2% |
| Dec 17, 2027 | 423 | 66.6% | -1.5pt | ±54.6% |
| Jan 21, 2028 | 458 | 62.7% | -6.2pt | ±53.6% |
Volatility Smile — Oct 30, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20