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Rivian Automotive Inc RIVN

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-16T00:18:09.389Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:33.924435544Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:08.283997+00:00

Share price$13.01
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$0.21$0.94$1.68$2.41$3.14$9.73$11.69$13.65$15.61$17.5720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive RIVN spot · $13.01RIVN PRICE$0.29$0.38$0.47$0.58$0.69$0.82$0.96$1.09$1.27$1.44$1.62$1.92$2.22$0.30$0.41$0.52$0.68$0.84$1.00$1.20$1.40$1.61$1.90$2.20$2.54$2.93
PutsExpensive1.15×
CallsExpensive1.35×
SkewBullish-4.37 pp
Implied moveBearish±$2.16
TiltBearish12.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ16.0769.3%25.8%11.4156.3%14.6%
25Δ15.4868.4%21.9%11.7358.0%13.0%
30Δ14.9367.4%18.4%12.0559.7%11.4%
35Δ14.5066.9%16.0%12.3661.0%10.2%
40Δ14.0866.4%13.5%12.6862.3%9.0%
45Δ13.7166.0%11.7%12.9963.7%7.8%
50Δ13.3565.7%10.0%13.3363.6%6.8%
55Δ13.0065.3%8.3%13.6763.4%5.7%
60Δ12.6664.9%7.1%14.0163.3%4.7%
65Δ12.3364.5%5.9%14.4163.4%3.8%
70Δ11.9964.1%4.6%14.8163.6%3.0%
75Δ11.5865.4%3.8%15.2663.2%2.3%
80Δ11.1766.6%2.9%15.7462.5%1.6%

20Δ

Calls
Pseudo strike
16.07
IV
69.3%
B/E move
25.8%
Puts
Pseudo strike
11.41
IV
56.3%
B/E move
14.6%

25Δ

Calls
Pseudo strike
15.48
IV
68.4%
B/E move
21.9%
Puts
Pseudo strike
11.73
IV
58.0%
B/E move
13.0%

30Δ

Calls
Pseudo strike
14.93
IV
67.4%
B/E move
18.4%
Puts
Pseudo strike
12.05
IV
59.7%
B/E move
11.4%

35Δ

Calls
Pseudo strike
14.50
IV
66.9%
B/E move
16.0%
Puts
Pseudo strike
12.36
IV
61.0%
B/E move
10.2%

40Δ

Calls
Pseudo strike
14.08
IV
66.4%
B/E move
13.5%
Puts
Pseudo strike
12.68
IV
62.3%
B/E move
9.0%

45Δ

Calls
Pseudo strike
13.71
IV
66.0%
B/E move
11.7%
Puts
Pseudo strike
12.99
IV
63.7%
B/E move
7.8%

50Δ

Calls
Pseudo strike
13.35
IV
65.7%
B/E move
10.0%
Puts
Pseudo strike
13.33
IV
63.6%
B/E move
6.8%

55Δ

Calls
Pseudo strike
13.00
IV
65.3%
B/E move
8.3%
Puts
Pseudo strike
13.67
IV
63.4%
B/E move
5.7%

60Δ

Calls
Pseudo strike
12.66
IV
64.9%
B/E move
7.1%
Puts
Pseudo strike
14.01
IV
63.3%
B/E move
4.7%

65Δ

Calls
Pseudo strike
12.33
IV
64.5%
B/E move
5.9%
Puts
Pseudo strike
14.41
IV
63.4%
B/E move
3.8%

70Δ

Calls
Pseudo strike
11.99
IV
64.1%
B/E move
4.6%
Puts
Pseudo strike
14.81
IV
63.6%
B/E move
3.0%

75Δ

Calls
Pseudo strike
11.58
IV
65.4%
B/E move
3.8%
Puts
Pseudo strike
15.26
IV
63.2%
B/E move
2.3%

80Δ

Calls
Pseudo strike
11.17
IV
66.6%
B/E move
2.9%
Puts
Pseudo strike
15.74
IV
62.5%
B/E move
1.6%