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Rivian Automotive, Inc. Class A Common Stock RIVN

i

Market datapartial · fetched 2026-11-07T12:24:56.423Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:59:30.619761891Z

FundamentalsAlpha Vantage · unavailable

Share price$13.60
1D
Price history unavailable.

Rivian Automotive, Inc. Class A Common Stock options

Live interpolated RIVN call and put midpoint premiums by absolute delta.Rivian Automotive, Inc. Class A Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICERIVN PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.59%
Daily close
RIVN37.7%85.8%133.9%2026-08-10: 54.32%2026-08-11: 52.81%2026-08-12: 50.32%2026-08-13: 110.35%2026-08-14: 44.36%2026-08-17: 50.36%2026-08-18: 50.43%2026-08-19: 53.87%2026-08-20: 54.58%2026-08-21: 56.19%2026-08-24: 59.84%2026-08-25: 56.51%2026-08-26: 53.29%2026-08-27: 56.73%2026-08-28: 50.13%2026-08-31: 53.92%2026-09-01: 53.48%2026-09-02: 50.53%2026-09-03: 53.47%2026-09-04: 49.15%2026-09-08: 57.65%2026-09-09: 59.68%2026-09-10: 62.06%2026-09-11: 55.14%2026-09-14: 59.65%2026-09-15: 58.16%2026-09-16: 58.95%2026-09-17: 59.13%2026-09-18: 51.84%2026-09-21: 56.13%2026-09-22: 53.53%2026-09-23: 51.43%2026-09-24: 56.34%2026-09-25: 51.12%2026-09-28: 56.63%2026-09-29: 58.21%2026-09-30: 60.54%2026-10-01: 70.89%2026-10-02: 59.10%2026-10-05: 56.57%2026-10-06: 58.07%2026-10-07: 54.37%2026-10-08: 54.26%2026-10-09: 55.20%2026-10-12: 57.59%2026-10-13: 61.47%2026-10-14: 62.31%2026-10-15: 68.59%2026-10-16: 68.18%2026-10-19: 69.40%2026-10-20: 70.59%2026-10-21: 73.54%2026-10-22: 95.29%2026-10-23: 78.98%2026-10-26: 90.10%2026-10-27: 104.92%2026-10-28: 114.36%2026-10-29: 127.28%2026-10-30: 61.59%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
54.32%
52.81%
50.32%
110.35%
44.36%
50.36%
50.43%
53.87%
54.58%
56.19%
59.84%
56.51%
53.29%
56.73%
50.13%
53.92%
53.48%
50.53%
53.47%
49.15%
57.65%
59.68%
62.06%
55.14%
59.65%
58.16%
58.95%
59.13%
51.84%
56.13%
53.53%
51.43%
56.34%
51.12%
56.63%
58.21%
60.54%
70.89%
59.10%
56.57%
58.07%
54.37%
54.26%
55.20%
57.59%
61.47%
62.31%
68.59%
68.18%
69.40%
70.59%
73.54%
95.29%
78.98%
90.10%
104.92%
114.36%
127.28%
61.59%

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