RIVN Options Chain
RIVN $11.43 · Updated Oct 26, 4:00 PM ET
RIVN is at $11.43. The nearest expiration, Oct 30, 2026 (4 days out), lists 32 strikes, with 21,965 calls and 6,840 puts traded in the latest session. At-the-money implied volatility is 126.2%. The at-the-money straddle prices a move of about $1.21 (10.6%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Mar 19, 2027
ATM IV
126.2%
11.5 strike
EXPECTED MOVE
$1.21
ATM straddle
MAX PAIN
$13.00
+13.7%
PUT/CALL VOLUME
0.31
6,840 / 21,965
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 6.30 | 6.55 | 6.61 | 38 | 4 | 528.1% | 0.966 | 0.0125 | -0.063 | 5 | -0.004 | 0.0023 | -0.003 | 312.5% | 1 | 1 | 0.01 | 0.01 | 0.00 |
| 3.00 | 4.05 | 3.70 | 3 | 153 | 246.9% | 0.941 | 0.0414 | -0.046 | 8 | -0.005 | 0.0117 | -0.007 | 150.0% | 11 | 20 | 0.01 | 0.01 | 0.00 |
| 2.26 | 2.68 | 2.75 | 103 | 132 | 146.9% | 0.955 | 0.0562 | -0.023 | 9 | -0.003 | 0.0181 | -0.008 | 100.0% | 26 | 64 | 0.02 | 0.01 | 0.00 |
| 1.51 | 1.76 | 1.65 | 789 | 689 | 156.6% | 0.824 | 0.1438 | -0.064 | 10 | -0.038 | 0.1457 | -0.121 | 120.3% | 705 | 755 | 0.09 | 0.12 | 0.08 |
| 0.69 | 1.67 | 1.27 | 29 | 112 | 132.0% | 0.761 | 0.2044 | -0.065 | 10.5 | -0.056 | 0.2141 | -0.224 | 121.5% | 987 | 1,282 | 0.21 | 0.22 | 0.20 |
| 0.82 | 0.86 | 0.82 | 253 | 292 | 128.5% | 0.642 | 0.2526 | -0.075 | 11 | -0.070 | 0.2636 | -0.353 | 122.7% | 2,120 | 2,490 | 0.38 | 0.39 | 0.38 |
| 0.57 | 0.60 | 0.58 | 2,320 | 494 | 129.3% | 0.509 | 0.2683 | -0.081 | 11.5 | -0.076 | 0.2819 | -0.494 | 123.0% | 1,821 | 1,035 | 0.65 | 0.64 | 0.61 |
| 0.38 | 0.39 | 0.38 | 2,746 | 1,082 | 128.9% | 0.379 | 0.2568 | -0.077 | 12 | -0.072 | 0.2665 | -0.628 | 123.4% | 2,728 | 316 | 0.95 | 0.95 | 0.91 |
| 0.24 | 0.26 | 0.24 | 2,198 | 2,673 | 130.1% | 0.269 | 0.2208 | -0.067 | 12.5 | -0.062 | 0.2254 | -0.741 | 125.0% | 1,894 | 197 | 1.31 | 1.32 | 1.28 |
| 0.15 | 0.16 | 0.16 | 3,974 | 7,631 | 130.5% | 0.181 | 0.1755 | -0.054 | 13 | -0.043 | 0.1749 | -0.843 | 119.5% | 3,453 | 88 | 1.70 | 1.80 | 1.58 |
| 0.09 | 0.10 | 0.10 | 4,688 | 4,206 | 132.0% | 0.118 | 0.1305 | -0.041 | 13.5 | -0.003 | 0.0447 | -0.985 | 75.0% | 2,401 | 124 | 2.03 | 2.19 | 1.96 |
| 0.05 | 0.06 | 0.05 | 1,294 | 4,894 | 132.0% | 0.073 | 0.0909 | -0.028 | 14 | -0.021 | 0.0823 | -0.942 | 123.4% | 3,745 | 158 | 2.60 | 2.78 | 2.44 |
| 0.03 | 0.04 | 0.04 | 483 | 5,214 | 135.9% | 0.048 | 0.0635 | -0.021 | 14.5 | -0.067 | 0.0967 | -0.861 | 199.2% | 1,744 | 61 | 2.99 | 3.65 | 2.83 |
| 0.02 | 0.03 | 0.03 | 610 | 5,144 | 140.6% | 0.032 | 0.0448 | -0.016 | 15 | -0.065 | 0.0831 | -0.877 | 212.5% | 2,758 | 180 | 3.60 | 4.10 | 3.35 |
| 0.00 | 0.02 | 0.02 | 1,114 | 5,092 | 134.4% | 0.015 | 0.0239 | -0.008 | 15.5 | -0.030 | 0.0544 | -0.944 | 179.7% | 988 | 4 | 3.82 | 4.45 | 3.80 |
| 0.01 | 0.02 | 0.01 | 899 | 9,302 | 153.1% | 0.018 | 0.0248 | -0.010 | 16 | -0.041 | 0.0547 | -0.932 | 209.4% | 578 | 9 | 4.43 | 4.65 | 4.35 |
| 0.00 | 0.01 | 0.01 | 191 | 1,270 | 143.8% | 0.007 | 0.0116 | -0.004 | 16.5 | -0.126 | 0.0675 | -0.831 | 325.0% | 421 | 2 | 5.05 | 5.40 | 4.70 |
| 0.00 | 0.01 | 0.01 | 62 | 3,756 | 150.0% | 0.005 | 0.0089 | -0.004 | 17 | -0.018 | 0.0288 | -0.971 | 196.9% | 312 | 10 | 5.35 | 5.90 | 5.30 |
| 0.00 | 0.01 | 0.01 | 40 | 5,832 | 162.5% | 0.006 | 0.0089 | -0.004 | 17.5 | -0.100 | 0.0554 | -0.876 | 321.1% | 4 | 1 | 6.13 | 6.85 | 5.75 |
| 0.00 | 0.01 | 0.01 | 69 | 4,530 | 175.0% | 0.006 | 0.0090 | -0.005 | 18 | -0.093 | 0.0505 | -0.890 | 325.0% | 2 | 3 | 6.36 | 7.30 | 6.25 |
| 0.00 | 0.01 | 0.01 | 1 | 5,265 | 181.3% | 0.005 | 0.0075 | -0.004 | 18.5 | -0.067 | 0.0416 | -0.922 | 303.9% | 1 | 1 | 4.55 | 7.75 | 6.65 |
| 0.00 | 0.01 | 0.01 | 7 | 2,354 | 187.5% | 0.005 | 0.0063 | -0.004 | 19 | -0.097 | 0.0447 | -0.896 | 351.6% | 1 | 7.28 | 8.40 | 7.15 | |
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology
