Tour v528
RIVN
RIVIAN AUTOMOTIVE IN A
$15.54 -2.02%
$15.56 (+0.13%)🌙
as of 09/15 07:05 PM
9/15 19:05

Option Volume

Detail
Current (09/15) 70,516
Calls: 48,067 (68%)
Puts: 22,449 (32%)
Prior (09/11) 113,976
Calls: 93,599 (82%)
Puts: 20,377 (18%)
Current vs Prior -38.13%
Calls: -48.65% (Calls)
Puts: +10.17% (Puts)
Prior 7-Day Total 541,560
Calls: 392,599 (72%)
Puts: 148,961 (28%)
Prior 7-Day Average 77,365
Calls: 56,085 (72%)
Puts: 21,280 (28%)
Current vs Prior 7-Day Avg -8.85%
Calls: -14.30%
Puts: +5.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/15) $5.11M
Calls: $3.95M (77%)
Puts: $1.16M (23%)
Prior (09/11) $6.39M
Calls: $4.96M (78%)
Puts: $1.44M (22%)
Current vs Prior -20.07%
Calls: -20.29%
Puts: -19.30%
Prior 7-Day Total $39.15M
Calls: $27.67M (71%)
Puts: $11.48M (29%)
Prior 7-Day Average $5.59M
Calls: $3.95M (71%)
Puts: $1.64M (29%)
Current vs Prior 7-Day Avg -8.65%
Calls: -0.06%
Puts: -29.37%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/15) 0.47
Prior (09/11) 0.22
Current vs Prior +114.53%
Prior 7-Day Average 0.40
Current vs Prior 7-Day Avg +15.72%
Sentiment BULLISH

Open Interest

Detail
Current (09/15) 1,329,962
Calls: 993,121 (75%)
Puts: 336,841 (25%)
Prior (09/11) 1,478,315
Calls: 1,032,843 (70%)
Puts: 445,472 (30%)
Current vs Prior -10.04%
Prior 7-Day Total 10,767,711
Calls: 6,778,295 (63%)
Puts: 3,989,416 (37%)
Prior 7-Day Average 1,538,244
Calls: 968,327 (63%)
Puts: 569,916 (37%)
Current vs Prior 7-Day Avg -13.54%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/18) | Next (09/25)Expiry (09/18) | Next (10/16)
Current 6.89% | 9.01%6.89% | 13.38%
Prior 7.74% | 10.23%7.74% | 13.85%
Current vs Prior -10.99% | -11.94%-10.99% | -3.35%
Prior 7-Day Avg 5.96% | 8.89%9.29% | 14.62%
Current vs 7-Day Avg +15.50% | +1.33%-25.86% | -8.44%
Prior 7-Day Eod 7.74% | 10.23%7.74% | 13.85%
Current vs 7-Day Eod -10.99% | -11.94%-10.99% | -3.35%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 9.08% | 14.68%
Calls: 6.00% | 18.84%
Puts: 12.16% | 10.53%
Prior 9.08% | 14.68%
Calls: 6.00% | 18.84%
Puts: 12.16% | 10.53%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 11.80% | 15.76%
Calls: 8.00% | 11.65%
Puts: 15.61% | 19.87%
Current vs 7-Day Avg -23.03% | -6.85%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($3.95M) vs puts ($1.16M). Extreme bullish P/C ratio of 0.47 - heavy call buying (48,067 calls vs 22,449 puts). P/C ratio rising 115% - increased hedging/bearish positioning. Call-heavy open interest (993,121 calls vs 336,841 puts) suggests bullish positioning.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 7 of results (avg 8.3%, best 4.5%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 180.210.23$0.229.1%4.6K0.3422.7K
$15.50Sep 180.380.42$0.4010.0%2.8K0.53530
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 180.650.68$0.674.5%2.5K0.6620.2K
$16.50Sep 181.041.12$1.087.4%990.80912
$15.00Oct 160.700.76$0.738.2%8210.385.2K
$15.00Sep 250.300.33$0.329.4%5390.332.9K
$17.00Oct 161.882.07$1.989.6%300.662.5K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 28 found (avg $0.48, cheapest $0.15)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$17.00Sep 180.060.07$0.0714.3%3.8K0.1227.2K
$16.00Sep 180.210.23$0.229.1%4.6K0.3422.7K
$15.50Sep 180.380.42$0.4010.0%2.8K0.53530
$17.00Sep 250.170.19$0.1811.1%7400.212.5K
$15.00Sep 180.650.75$0.7014.3%9240.7420.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Sep 180.140.16$0.1513.3%1.8K0.2619.3K
$15.50Sep 180.330.37$0.3511.4%2.0K0.474.7K
$14.50Sep 250.150.18$0.1618.8%7430.211.2K
$15.00Sep 250.300.33$0.329.4%5390.332.9K
$16.00Sep 180.650.68$0.674.5%2.5K0.6620.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 53 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Sep 182.023.60$2.8156.2%20.99--
$13.00Sep 181.852.63$2.2434.8%120.99738
$13.50Sep 181.312.97$2.1477.6%90.9940
$14.00Sep 181.491.77$1.6317.2%2080.963.4K
$13.00Oct 22.353.45$2.9037.9%10.949
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$18.50Sep 182.653.10$2.8815.6%21.00--
$18.00Sep 182.032.66$2.3426.9%210.932.8K
$17.50Sep 181.782.68$2.2340.4%370.92621
$18.00Sep 252.172.81$2.4925.7%20.89121
$17.00Sep 181.371.58$1.4814.2%2510.885.4K

Most actively traded options today. High liquidity = easy entry/exit. 134 active (total vol 49.4K, top 4.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 180.210.23$0.229.1%4.6K0.3422.7K
$18.00Sep 180.020.03$0.0333.3%3.9K0.0529.7K
$17.00Sep 180.060.07$0.0714.3%3.8K0.1227.2K
$16.50Sep 180.100.13$0.1225.0%3.8K0.209.1K
$15.50Sep 180.380.42$0.4010.0%2.8K0.53530
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Sep 180.650.68$0.674.5%2.5K0.6620.2K
$15.50Sep 180.330.37$0.3511.4%2.0K0.474.7K
$15.00Sep 180.140.16$0.1513.3%1.8K0.2619.3K
$14.00Sep 180.010.02$0.0250.0%1.0K0.0415.2K
$15.00Oct 160.700.76$0.738.2%8210.385.2K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 8 strikes (avg 25.3%, max 42.2%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Sep 18Oct 3076.3%58.0%31.6%3.9K9.1K
$16.00Sep 18Oct 3072.5%58.8%23.3%4.6K22.8K
$15.50Sep 18Oct 3067.2%55.7%20.7%2.9K530
$15.00Sep 18Oct 3065.9%54.8%20.2%92920.1K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$16.50Sep 18Oct 2376.3%53.7%42.2%129948
$16.00Sep 18Oct 3072.5%58.8%23.3%2.7K20.4K
$15.50Sep 18Oct 3067.2%55.7%20.7%2.0K4.7K
$15.00Sep 18Oct 3065.9%54.8%20.2%1.8K19.4K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 62 found (best R:R 4.00, avg 1.71)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$13.00$13.50Sep 18$0.10$0.40$0.1099%4.00$13.10
$14.50$15.00Sep 25$0.19$0.31$0.1980%1.63$14.69
$14.00$15.00Oct 2$0.59$0.41$0.5983%0.69$14.59
$14.50$15.00Oct 30$0.16$0.34$0.1668%2.13$14.66
$15.00$16.00Oct 23$0.40$0.60$0.4062%1.50$15.40
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$18.00$17.50Sep 18$0.11$0.39$0.1193%3.55$17.89
$18.00$16.50Oct 23$0.91$0.59$0.9176%0.65$17.09
$17.50$17.00Oct 2$0.32$0.18$0.3280%0.56$17.18
$16.00$15.50Oct 23$0.19$0.31$0.1951%1.63$15.81
$15.00$14.50Oct 30$0.13$0.37$0.1338%2.85$14.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 35 found (best R:R 2.85, avg 0.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$16.00$16.50Oct 23$0.37$0.37$0.1351%2.85$16.37
$17.50$18.00Oct 23$0.25$0.25$0.2567%1.00$17.75
$17.00$17.50Oct 30$0.18$0.18$0.3262%0.56$17.18
$18.00$18.50Oct 30$0.13$0.13$0.3770%0.35$18.13
$16.00$16.50Oct 9$0.20$0.20$0.3055%0.67$16.20
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.50$14.00Oct 30$0.28$0.28$0.2268%1.27$14.22
$13.50$13.00Oct 30$0.21$0.21$0.2978%0.72$13.29
$14.00$13.50Oct 9$0.19$0.19$0.3179%0.61$13.81
$15.00$14.50Oct 23$0.27$0.27$0.2362%1.17$14.73
$14.00$13.50Oct 23$0.18$0.18$0.3276%0.56$13.82

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.17, cheapest $0.16)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.50Sep 18Sep 25$0.1667.2%52.6%
$16.00Sep 18Sep 25$0.1972.5%59.3%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$15.50Sep 18Sep 25$0.1767.2%52.6%
$16.00Sep 18Sep 25$0.1772.5%59.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 38 found (cheapest 4.83% of stock, avg 11.59%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$15.50Sep 18$0.40$0.35$0.75$14.75$16.254.83%
$15.00Sep 18$0.70$0.15$0.85$14.15$15.855.47%
$16.00Sep 18$0.22$0.67$0.89$15.11$16.895.73%
$15.50Sep 25$0.56$0.52$1.08$14.42$16.586.95%
$14.50Sep 18$1.10$0.05$1.15$13.35$15.657.40%
$15.00Sep 25$0.87$0.32$1.19$13.81$16.197.66%
$16.50Sep 18$0.12$1.08$1.20$15.30$17.707.72%
$14.50Sep 25$1.06$0.16$1.22$13.28$15.727.85%
$16.00Sep 25$0.41$0.84$1.25$14.75$17.258.04%
$15.50Oct 2$0.76$0.69$1.45$14.05$16.959.33%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 146 found (cheapest 0.58% of stock, avg 5.96%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$17.50$14.50Sep 18$0.04$0.05$0.09$14.41$17.59
$17.00$14.50Sep 18$0.07$0.05$0.12$14.38$17.12
$18.00$13.50Sep 25$0.09$0.04$0.13$13.37$18.13
$18.00$14.00Sep 25$0.09$0.08$0.17$13.83$18.17
$16.50$14.50Sep 18$0.12$0.05$0.17$14.33$16.67
$17.50$13.50Sep 25$0.14$0.04$0.18$13.32$17.68
$17.50$14.00Sep 25$0.14$0.08$0.22$13.78$17.72
$17.50$15.00Sep 18$0.04$0.15$0.19$14.81$17.69
$17.00$15.00Sep 18$0.07$0.15$0.22$14.78$17.22
$17.00$13.50Sep 25$0.18$0.04$0.22$13.28$17.22

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 2.12, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
13/1418/18Oct 30$0.34$0.1648%2.12$13.16$18.34
14/1418/18Oct 23$0.39$0.1137%3.55$14.11$17.89
14/1416/17Oct 2$0.27$0.2339%1.17$14.23$16.77
14/1516/17Sep 25$0.27$0.2337%1.17$14.73$16.77
13/1417/18Oct 16$0.40$0.6043%0.67$13.60$17.40

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 51 found (best R:R 6.69, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$16.00$17.00$18.00Oct 16$0.09$0.9123%10.11
$14.00$15.00$16.00Oct 16$0.14$0.8630%6.14
$15.50$16.00$16.50Sep 18$0.08$0.4233%5.25
$16.00$16.50$17.00Sep 18$0.05$0.4522%9.00
$14.50$15.00$15.50Sep 18$0.10$0.4036%4.00
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$14.00$15.00$16.00Oct 16$0.13$0.8730%6.69
$16.00$17.00$18.00Oct 16$0.10$0.9023%9.00
$14.50$15.00$15.50Sep 18$0.10$0.4036%4.00
$15.50$16.00$16.50Sep 18$0.09$0.4133%4.56
$15.00$15.50$16.00Sep 18$0.12$0.3840%3.17

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 56 found (best net $-0.36, 55 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$13.00$14.001:2Oct 2-$0.36$0.64
$14.00$15.001:2Oct 2-$0.45$0.55
$15.00$15.501:2Sep 18-$0.10$0.40
$15.00$16.001:2Oct 16-$0.37$0.63
$14.50$15.001:2Sep 18-$0.30$0.20
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$15.001:2Oct 16-$0.23$0.77
$18.00$16.501:2Oct 23-$0.91$0.59
$17.00$16.001:2Oct 16-$0.48$0.52
$16.50$16.001:2Sep 18-$0.26$0.24
$15.50$15.001:2Sep 25-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 34 found (best yield 5.21%, avg 2.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$16.50Oct 30$0.810.436.2%5.21%11.39%15371
$17.00Oct 30$0.610.389.4%3.93%13.32%68936
$18.00Oct 30$0.410.3015.8%2.64%18.47%193376
$16.00Oct 23$0.850.493.0%5.47%8.43%5738
$17.50Oct 23$0.410.3312.6%2.64%15.25%14--
$17.00Oct 23$0.510.379.4%3.28%12.68%5643
$16.00Oct 30$0.810.503.0%5.21%8.17%3052
$18.50Oct 30$0.300.2519.1%1.93%20.98%2134.3K
$17.50Oct 30$0.420.3112.6%2.70%15.32%164.3K
$16.00Oct 16$0.800.473.0%5.15%8.11%1.0K6.3K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 48,067
Total Puts 22,449
Put/Call Ratio 0.47
Net Difference 25,618

Prior's Put/Call Breakdown

Total Calls 93,599
Total Puts 20,377
Put/Call Ratio 0.22
Net Difference 73,222

Prior 7-Day Put/Call Summary

Total Calls 392,599
Total Puts 148,961
Average Put/Call Ratio 0.40
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All