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Rivian Automotive Inc RIVN

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-15T20:37:17.845Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:36:22.072663386Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:36:32.589924+00:00

Share price$13.04
1D+1.8%
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$0.01$0.37$0.73$1.09$1.45$11.65$12.20$12.75$13.30$13.8520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $13.04OPTION PRICELive RIVN spot · $13.04RIVN PRICE$0.05$0.07$0.08$0.10$0.12$0.13$0.15$0.16$0.40$0.63$0.87$1.11$1.35$0.29$0.26$0.23$0.19$0.16$0.13$0.18$0.22$0.27$0.32$0.36$0.41$0.46
PutsExpensive2.93×
CallsExpensive1.40×
SkewBearish+86.03 pp
Implied moveBearish±$0.32
TiltBullish20.1% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ13.4462.8%3.5%9.97561.7%25.7%
25Δ13.3861.4%3.1%10.58460.5%20.9%
30Δ13.3259.9%2.8%11.18359.4%16.0%
35Δ13.2558.5%2.4%11.79258.2%11.1%
40Δ13.1957.1%2.0%12.39157.1%6.2%
45Δ13.1355.6%1.7%13.0055.9%1.3%
50Δ13.0654.2%1.3%13.0656.4%1.2%
55Δ13.0052.8%1.0%13.1357.6%1.0%
60Δ12.7780.9%0.9%13.1958.9%0.9%
65Δ12.53109.7%0.9%13.2660.1%0.8%
70Δ12.29138.6%0.9%13.3261.4%0.6%
75Δ12.05167.5%0.9%13.3862.7%0.5%
80Δ11.81196.4%0.9%13.4563.9%0.4%

20Δ

Calls
Pseudo strike
13.44
IV
62.8%
B/E move
3.5%
Puts
Pseudo strike
9.97
IV
561.7%
B/E move
25.7%

25Δ

Calls
Pseudo strike
13.38
IV
61.4%
B/E move
3.1%
Puts
Pseudo strike
10.58
IV
460.5%
B/E move
20.9%

30Δ

Calls
Pseudo strike
13.32
IV
59.9%
B/E move
2.8%
Puts
Pseudo strike
11.18
IV
359.4%
B/E move
16.0%

35Δ

Calls
Pseudo strike
13.25
IV
58.5%
B/E move
2.4%
Puts
Pseudo strike
11.79
IV
258.2%
B/E move
11.1%

40Δ

Calls
Pseudo strike
13.19
IV
57.1%
B/E move
2.0%
Puts
Pseudo strike
12.39
IV
157.1%
B/E move
6.2%

45Δ

Calls
Pseudo strike
13.13
IV
55.6%
B/E move
1.7%
Puts
Pseudo strike
13.00
IV
55.9%
B/E move
1.3%

50Δ

Calls
Pseudo strike
13.06
IV
54.2%
B/E move
1.3%
Puts
Pseudo strike
13.06
IV
56.4%
B/E move
1.2%

55Δ

Calls
Pseudo strike
13.00
IV
52.8%
B/E move
1.0%
Puts
Pseudo strike
13.13
IV
57.6%
B/E move
1.0%

60Δ

Calls
Pseudo strike
12.77
IV
80.9%
B/E move
0.9%
Puts
Pseudo strike
13.19
IV
58.9%
B/E move
0.9%

65Δ

Calls
Pseudo strike
12.53
IV
109.7%
B/E move
0.9%
Puts
Pseudo strike
13.26
IV
60.1%
B/E move
0.8%

70Δ

Calls
Pseudo strike
12.29
IV
138.6%
B/E move
0.9%
Puts
Pseudo strike
13.32
IV
61.4%
B/E move
0.6%

75Δ

Calls
Pseudo strike
12.05
IV
167.5%
B/E move
0.9%
Puts
Pseudo strike
13.38
IV
62.7%
B/E move
0.5%

80Δ

Calls
Pseudo strike
11.81
IV
196.4%
B/E move
0.9%
Puts
Pseudo strike
13.45
IV
63.9%
B/E move
0.4%