RIVN · Expected Move

Rivian Automotive, Inc. Class A Common Stock

The expected move for RIVN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

RIVN straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current RIVN Expected Move
30-Day Straddle
$1.57
7-Day Straddle
$0.95
30-Day ATM IV
58.6%
IV Rank
36%
Implied one-standard-deviation move through the next 30 days. Compare to RIVN's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
RIVN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $1.57 $0.95 58.6% 36%
20261029 $1.92 $1.46 73.5% 71%
20261028 $1.84 $1.50 70.6% 64%
20261027 $2.24 $1.47 79.5% 85%
20261026 $2.04 $1.21 74.0% 72%
20261023 $1.83 $1.22 68.0% 58%
20261022 $1.87 $1.27 68.6% 60%
20261021 $1.65 $1.28 58.4% 35%
20261020 $1.85 $1.31 65.5% 52%
20261019 $1.89 $0.59 65.3% 52%
20261016 $2.01 $0.71 68.7% 60%
20261015 $1.99 $0.79 71.2% 66%
20261014 $1.89 $0.79 63.8% 48%
20261013 $1.77 $0.88 58.4% 35%
20261012 $1.98 $0.55 63.2% 47%
20261009 $1.95 $0.68 62.8% 46%
20261008 $2.16 $0.82 66.8% 55%
20261007 $2.24 $0.90 66.4% 54%
20261006 $2.48 $0.97 73.3% 71%
20261005 $2.04 $0.71 63.1% 46%
20261002 $2.43 $0.88 69.3% 61%
20261001 $2.21 $1.15 65.1% 51%
20260930 $2.15 $1.09 62.3% 44%
20260929 $2.35 $1.12 66.1% 53%
20260928 $2.16 $0.79 57.8% 34%
20260925 $1.60 $0.87 49.4% 14%
20260924 $1.91 $0.99 54.4% 26%
20260923 $1.77 $0.96 51.4% 19%
20260922 $1.84 $1.03 52.9% 22%
20260921 $1.81 $0.73 51.0% 18%
20260918 $1.79 $0.76 56.2% 30%
20260917 $1.93 $1.00 54.4% 26%
20260916 $1.72 $1.09 50.5% 16%
20260915 $2.08 $1.09 56.0% 30%
20260914 $2.15 $0.85 57.0% 32%
20260911 $1.94 $0.94 55.6% 28%
20260910 $1.98 $1.09 55.9% 29%
20260909 $2.00 $1.17 54.8% 27%
20260908 $2.27 $1.24 60.0% 39%
20260904 $1.99 $0.81 54.2% 25%
20260903 $1.92 $0.92 52.6% 21%
20260902 $1.79 $0.88 49.2% 13%
20260901 $2.05 $1.02 56.2% 30%
20260831 $2.00 $0.77 51.8% 20%
20260828 $1.83 $0.88 54.0% 25%
20260827 $2.10 $1.08 55.8% 29%
20260826 $2.09 $1.12 53.4% 23%
20260825 $1.92 $1.24 56.1% 30%
20260824 $2.09 $0.90 56.1% 30%
20260821 $2.10 $1.02 56.4% 30%
20260820 $1.94 $0.95 54.7% 26%
20260819 $2.02 $1.00 55.0% 27%
20260818 $1.79 $0.96 51.8% 19%
20260817 $1.88 $0.68 52.1% 20%
20260814 $1.34 $0.76 43.6% 0%
20260813 $1.62 $0.91 48.0% 0%
20260812 $1.73 $0.95 48.3% 0%
20260811 $2.00 $1.14 49.4% 0%
20260810 $2.10 $0.81 53.5% 6%
20260807 — — 51.4% 0%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.