RIVN volatilidade 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.66.5%
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.31.2%
HV6043.4%
Spread IV − HV20
+35.3pt
Percentil do universoWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
87
Percentil no histórico próprioWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 dias registrados
Cboe delayed options data · em 18:43 UTC · Como estes valores são calculados
Estrutura a termo da IV
Volatilidade implícita at-the-money para cada vencimento listado, representada por dias restantes.
| Expira | DTE | IV ATM | Skew 25ΔThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Variação implícita |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 53.9% | +0.6pt | ±4.0% |
| Oct 30, 2026 | 10 | 81.5% | -4.3pt | ±10.8% |
| Nov 06, 2026 | 17 | 76.0% | -4.8pt | ±13.2% |
| Nov 13, 2026 | 24 | 70.6% | -3.9pt | ±14.5% |
| Nov 20, 2026 | 31 | 66.0% | -3.7pt | ±15.4% |
| Nov 27, 2026 | 38 | 63.9% | -3.3pt | ±16.5% |
| Dec 18, 2026 | 59 | 62.5% | -3.9pt | ±20.1% |
| Jan 15, 2027 | 87 | 59.5% | -3.0pt | ±23.0% |
| Mar 19, 2027 | 150 | 61.0% | -1.2pt | ±30.6% |
| Jun 17, 2027 | 240 | 63.1% | -1.8pt | ±39.8% |
| Sep 17, 2027 | 332 | 62.2% | -2.1pt | ±47.3% |
| Dec 17, 2027 | 423 | 63.5% | -2.8pt | ±52.2% |
| Jan 21, 2028 | 458 | 63.8% | -2.1pt | ±54.5% |
Sorriso de volatilidade — Oct 30, 2026
Volatilidade implícita por strike. A inclinação em direção aos puts (lado esquerdo mais alto) é o skew: proteção contra quedas precificada com prêmio maior do que a alta.
callsputs
Implícita vs. realizada, registro diário
IV30HV20