RIVN волатильность 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.67.1%
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%
Спред IV − HV20
+35.8pt
Перцентиль по всей базеWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
88
Перцентиль собственной историиWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 записано дней
Cboe delayed options data · по состоянию на 15:42 UTC · Как это рассчитывается
Срочная структура IV
Подразумеваемая волатильность «у денег» для каждой котируемой экспирации, построенная по количеству оставшихся дней.
| Истекает | DTE | ATM IV | 25Δ скосThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Подразумеваемое движение |
|---|---|---|---|---|
| Oct 23, 2026 | 3 | 54.9% | -4.3pt | ±4.2% |
| Oct 30, 2026 | 10 | 82.0% | -4.7pt | ±11.0% |
| Nov 06, 2026 | 17 | 76.1% | -3.9pt | ±13.3% |
| Nov 13, 2026 | 24 | 70.3% | -4.4pt | ±14.5% |
| Nov 20, 2026 | 31 | 66.6% | -4.1pt | ±15.6% |
| Nov 27, 2026 | 38 | 63.3% | -4.7pt | ±16.4% |
| Dec 18, 2026 | 59 | 62.8% | -4.1pt | ±20.2% |
| Jan 15, 2027 | 87 | 59.3% | -3.0pt | ±22.9% |
| Mar 19, 2027 | 150 | 62.9% | +0.3pt | ±32.1% |
| Jun 17, 2027 | 240 | 62.2% | -2.1pt | ±39.2% |
| Sep 17, 2027 | 332 | 62.7% | -1.3pt | ±47.8% |
| Dec 17, 2027 | 423 | 63.0% | -2.0pt | ±52.1% |
| Jan 21, 2028 | 458 | 64.7% | -1.0pt | ±55.3% |
Улыбка волатильности — Oct 30, 2026
Подразумеваемая волатильность по страйку. Наклон в сторону путов (левая сторона выше) — это скос: защита от падения оценивается дороже, чем потенциал роста.
call-опционыput-опционы
Подразумеваемая vs реализованная, дневная запись
IV30HV20