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.52.8%
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.48.6%
HV6075.7%
IV − HV20-Spread
+4.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
84
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 21:53 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 |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 60.9% | -0.8pt | ±2.6% |
| Sep 11, 2026 | 8 | 47.0% | -1.3pt | ±5.6% |
| Sep 18, 2026 | 15 | 51.4% | -2.3pt | ±8.4% |
| Sep 25, 2026 | 22 | 52.2% | -3.2pt | ±10.3% |
| Oct 02, 2026 | 29 | 53.4% | -3.6pt | ±12.1% |
| Oct 09, 2026 | 36 | 49.6% | -8.2pt | ±12.5% |
| Oct 16, 2026 | 43 | 54.5% | -4.0pt | ±15.0% |
| Oct 23, 2026 | 50 | 57.9% | +15.1pt | ±17.1% |
| Dec 18, 2026 | 106 | 61.4% | -2.9pt | ±26.4% |
| Jan 15, 2027 | 134 | 58.0% | -0.6pt | ±28.0% |
| Mar 19, 2027 | 197 | 62.5% | -1.9pt | ±36.4% |
| Jun 17, 2027 | 287 | 66.8% | -3.4pt | ±45.6% |
| Sep 17, 2027 | 379 | 64.1% | -2.7pt | ±49.9% |
| Dec 17, 2027 | 470 | 65.5% | -4.5pt | ±56.2% |
| Jan 21, 2028 | 505 | 69.5% | — | ±61.4% |
Volatility Smile — Sep 18, 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