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Rivian Automotive Inc RIVN

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-15T20:04:45.297Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:51.484656711Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T19:56:27.535178+00:00

Share price$13.02
1D+1.6%
AH$12.51$12.68$12.84$13.01$13.185:30 AM6:30 AM9:00 AM1:00 PM2:00 PMRIVN
Sold putSold callAH

Rivian Automotive Inc options

Live interpolated RIVN call and put midpoint premiums by absolute delta.Rivian Automotive Inc$0.00$0.84$1.68$2.52$3.36$10.95$11.71$12.46$13.22$13.9820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $13.02OPTION PRICELive RIVN spot · $13.02RIVN PRICE$0.05$0.07$0.09$0.10$0.12$0.14$0.16$0.27$0.50$0.73$0.96$1.19$1.42$0.29$0.26$0.23$0.20$0.17$0.14$0.40$0.85$1.30$1.75$2.21$2.66$3.11
PutsExpensive4.40×
CallsExpensive1.56×
SkewBearish+163.35 pp
Implied moveBearish±$0.55
TiltBearish40.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.4464.8%3.6%9.91563.1%26.1%
25Δ13.3763.6%3.2%10.49468.5%21.5%
30Δ13.3062.3%2.8%11.06374.0%16.9%
35Δ13.2461.1%2.5%11.63279.4%12.3%
40Δ13.1759.9%2.1%12.20184.8%7.6%
45Δ13.1058.6%1.7%12.7790.3%3.0%
50Δ13.0457.4%1.3%13.2777.0%1.2%
55Δ12.9069.3%1.1%13.72119.8%1.2%
60Δ12.6798.0%1.1%14.17162.5%1.2%
65Δ12.44126.6%1.1%14.62205.3%1.2%
70Δ12.20155.3%1.1%15.07248.1%1.2%
75Δ11.97183.9%1.1%15.52290.8%1.3%
80Δ11.74212.6%1.0%15.96333.6%1.3%

20Δ

Calls
Pseudo strike
13.44
IV
64.8%
B/E move
3.6%
Puts
Pseudo strike
9.91
IV
563.1%
B/E move
26.1%

25Δ

Calls
Pseudo strike
13.37
IV
63.6%
B/E move
3.2%
Puts
Pseudo strike
10.49
IV
468.5%
B/E move
21.5%

30Δ

Calls
Pseudo strike
13.30
IV
62.3%
B/E move
2.8%
Puts
Pseudo strike
11.06
IV
374.0%
B/E move
16.9%

35Δ

Calls
Pseudo strike
13.24
IV
61.1%
B/E move
2.5%
Puts
Pseudo strike
11.63
IV
279.4%
B/E move
12.3%

40Δ

Calls
Pseudo strike
13.17
IV
59.9%
B/E move
2.1%
Puts
Pseudo strike
12.20
IV
184.8%
B/E move
7.6%

45Δ

Calls
Pseudo strike
13.10
IV
58.6%
B/E move
1.7%
Puts
Pseudo strike
12.77
IV
90.3%
B/E move
3.0%

50Δ

Calls
Pseudo strike
13.04
IV
57.4%
B/E move
1.3%
Puts
Pseudo strike
13.27
IV
77.0%
B/E move
1.2%

55Δ

Calls
Pseudo strike
12.90
IV
69.3%
B/E move
1.1%
Puts
Pseudo strike
13.72
IV
119.8%
B/E move
1.2%

60Δ

Calls
Pseudo strike
12.67
IV
98.0%
B/E move
1.1%
Puts
Pseudo strike
14.17
IV
162.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
12.44
IV
126.6%
B/E move
1.1%
Puts
Pseudo strike
14.62
IV
205.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
12.20
IV
155.3%
B/E move
1.1%
Puts
Pseudo strike
15.07
IV
248.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
11.97
IV
183.9%
B/E move
1.1%
Puts
Pseudo strike
15.52
IV
290.8%
B/E move
1.3%

80Δ

Calls
Pseudo strike
11.74
IV
212.6%
B/E move
1.0%
Puts
Pseudo strike
15.96
IV
333.6%
B/E move
1.3%