RIVN Implied Volatility
RIVN $11.50 · Updated Oct 26, 4:00 PM ET
RIVN at-the-money implied volatility is 125.7% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 75.8%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 11.5 | 125.7% |
| Nov 6, 2026 | 11 | 11.5 | 86.8% |
| Nov 13, 2026 | 18 | 11.5 | 74.4% |
| Nov 20, 2026 | 25 | 11.5 | 71.3% |
| Nov 27, 2026 | 32 | 11.5 | 75.8% |
| Dec 4, 2026 | 39 | 11.5 | 62.6% |
| Dec 18, 2026 | 53 | 11 | 65.1% |
| Jan 15, 2027 | 81 | 11 | 63.2% |
| Mar 19, 2027 | 144 | 11 | 63.4% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 5 | 0.0% | 317.5% |
| 8 | 229.1% | 147.7% |
| 9 | 117.5% | 103.8% |
| 10 | 148.8% | 121.7% |
| 10.5 | 125.9% | 121.5% |
| 11 | 123.8% | 124.6% |
| 11.5 | 125.9% | 125.4% |
| 12 | 125.9% | 126.1% |
| 12.5 | 127.8% | 128.9% |
| 13 | 128.6% | 139.8% |
| 13.5 | 130.1% | 89.9% |
| 14 | 130.4% | 132.2% |
| 14.5 | 133.9% | 205.3% |
| 15 | 140.0% | 218.6% |
| 15.5 | 133.2% | 189.5% |
How this is calculated: Implied Volatility methodology