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Rivian Automotive, Inc. Class A Common Stock RIVN

i

Market dataready · fetched 2026-11-06T20:55:49.552Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T20:55:47.168963358Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T20:55:48.352039+00:00

Share price$13.60
1D+2.1%
$13.12$13.25$13.39$13.52$13.665:30 AM6:30 AM9:00 AM1:00 PMRIVN
Sold putSold call

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$0.12$0.38$0.65$0.92$1.18$11.67$12.66$13.65$14.64$15.6320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive RIVN spot · $13.60RIVN PRICE$0.20$0.25$0.30$0.36$0.42$0.48$0.58$0.68$0.79$0.93$1.11$0.14$0.19$0.24$0.29$0.34$0.40$0.52$0.65$0.78$0.91$1.03
Puts——
Calls——
Skew——
Implied moveBearish±$0.95
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ12.6564.7%8.0%
25Δ12.8564.0%6.9%
30Δ14.2558.0%6.3%13.0463.1%5.8%
35Δ14.0958.2%5.5%13.2061.4%5.0%
40Δ13.9458.4%4.7%13.3659.8%4.3%
45Δ13.7958.3%4.1%13.5158.6%3.5%
50Δ13.6558.3%3.5%13.6863.1%3.2%
55Δ13.5158.2%3.0%13.8567.6%2.9%
60Δ13.3659.3%2.6%14.0271.5%2.6%
65Δ13.2160.5%2.2%14.2171.0%2.2%
70Δ13.0561.6%1.8%14.4070.6%1.7%
75Δ12.8663.3%1.4%
80Δ12.6465.2%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.65
IV
64.7%
B/E move
8.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.85
IV
64.0%
B/E move
6.9%

30Δ

Calls
Pseudo strike
14.25
IV
58.0%
B/E move
6.3%
Puts
Pseudo strike
13.04
IV
63.1%
B/E move
5.8%

35Δ

Calls
Pseudo strike
14.09
IV
58.2%
B/E move
5.5%
Puts
Pseudo strike
13.20
IV
61.4%
B/E move
5.0%

40Δ

Calls
Pseudo strike
13.94
IV
58.4%
B/E move
4.7%
Puts
Pseudo strike
13.36
IV
59.8%
B/E move
4.3%

45Δ

Calls
Pseudo strike
13.79
IV
58.3%
B/E move
4.1%
Puts
Pseudo strike
13.51
IV
58.6%
B/E move
3.5%

50Δ

Calls
Pseudo strike
13.65
IV
58.3%
B/E move
3.5%
Puts
Pseudo strike
13.68
IV
63.1%
B/E move
3.2%

55Δ

Calls
Pseudo strike
13.51
IV
58.2%
B/E move
3.0%
Puts
Pseudo strike
13.85
IV
67.6%
B/E move
2.9%

60Δ

Calls
Pseudo strike
13.36
IV
59.3%
B/E move
2.6%
Puts
Pseudo strike
14.02
IV
71.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
13.21
IV
60.5%
B/E move
2.2%
Puts
Pseudo strike
14.21
IV
71.0%
B/E move
2.2%

70Δ

Calls
Pseudo strike
13.05
IV
61.6%
B/E move
1.8%
Puts
Pseudo strike
14.40
IV
70.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
12.86
IV
63.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
12.64
IV
65.2%
B/E move
1.1%
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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