Tour v533
RIVN
RIVIAN AUTOMOTIVE IN Class A
$13.29 +0.76%
$13.27 (-0.19%)🌙
as of 11/03 06:50 PM
◀ 11/3 18:50 ▶

Option Volume

Detail
ℹ
Current (11/03) 68,831
Calls: 54,410 (79%)
Puts: 14,421 (21%)
Prior (11/02) 238,830
Calls: 197,437 (83%)
Puts: 41,393 (17%)
Current vs Prior -71.18%
Calls: -72.44% (Calls)
Puts: -65.16% (Puts)
Prior 7-Day Total 1,025,608
Calls: 776,830 (76%)
Puts: 248,778 (24%)
Prior 7-Day Average 146,515
Calls: 110,975 (76%)
Puts: 35,539 (24%)
Current vs Prior 7-Day Avg -53.02%
Calls: -50.97%
Puts: -59.42%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/03) $5.32M
Calls: $3.49M (66%)
Puts: $1.82M (34%)
Prior (11/02) $17.69M
Calls: $14.25M (81%)
Puts: $3.44M (19%)
Current vs Prior -69.95%
Calls: -75.50%
Puts: -46.96%
Prior 7-Day Total $73.80M
Calls: $49.69M (67%)
Puts: $24.11M (33%)
Prior 7-Day Average $10.54M
Calls: $7.10M (67%)
Puts: $3.44M (33%)
Current vs Prior 7-Day Avg -49.58%
Calls: -50.81%
Puts: -47.03%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/03) 0.27
Prior (11/02) 0.21
Current vs Prior +26.42%
Prior 7-Day Average 0.33
Current vs Prior 7-Day Avg -19.95%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/03) 1,340,237
Calls: 888,559 (66%)
Puts: 451,678 (34%)
Prior (11/02) 1,864,123
Calls: 1,092,350 (59%)
Puts: 771,773 (41%)
Current vs Prior -28.10%
Prior 7-Day Total 12,961,571
Calls: 7,604,770 (59%)
Puts: 5,356,801 (41%)
Prior 7-Day Average 1,851,653
Calls: 1,086,395 (59%)
Puts: 765,257 (41%)
Current vs Prior 7-Day Avg -27.62%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 7.75% | 10.84%13.02% | 18.13%
Prior 9.40% | 11.83%14.03% | 18.12%
Current vs Prior -17.56% | -8.39%-7.19% | +0.08%
Prior 7-Day Avg 12.01% | 14.22%16.92% | 20.01%
Current vs 7-Day Avg -35.50% | -23.80%-23.07% | -9.36%
Prior 7-Day Eod 9.40% | 11.83%14.03% | 18.12%
Current vs 7-Day Eod -17.56% | -8.39%-7.19% | +0.08%
Sentiment BULLISHBULLISH

Relative Spread

Detail
ℹ
Expiry | Next
Current 10.16% | 3.61%
Calls: 8.33% | 1.89%
Puts: 12.00% | 5.33%
Prior 10.16% | 3.61%
Calls: 8.33% | 1.89%
Puts: 12.00% | 5.33%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 8.25% | 9.32%
Calls: 6.58% | 10.69%
Puts: 9.92% | 7.95%
Current vs 7-Day Avg +23.19% | -61.27%
Liquidity Acceptable
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($3.49M). Light premium activity with dollar volume down 70% vs prior. Below-average activity with volume down 71% vs prior. Extreme bullish P/C ratio of 0.27 - heavy call buying (54,410 calls vs 14,421 puts).

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 30 of results (avg 7.3%, best 3.4%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Dec 180.580.60$0.593.4%4320.3414.6K
$12.50Nov 60.870.91$0.894.5%1.2K0.824.4K
$15.50Nov 270.200.21$0.214.8%840.19790
$12.50Dec 181.571.65$1.615.0%6080.6632.2K
$13.00Nov 130.730.77$0.755.3%4090.611.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Nov 201.121.18$1.155.2%1380.622.1K
$15.00Dec 182.162.31$2.246.7%770.6721.5K
$14.00Nov 130.991.06$1.026.9%2170.66680
$11.00Dec 180.280.30$0.296.9%5100.177.3K
$14.00Nov 60.820.88$0.857.1%1020.752.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 44 found (avg $0.48, cheapest $0.08)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.50Nov 60.070.08$0.0812.5%3.3K0.157.7K
$14.00Nov 60.140.16$0.1513.3%5.4K0.268.4K
$13.50Nov 60.290.32$0.319.7%9.3K0.449.2K
$15.00Nov 130.120.14$0.1315.4%2920.172.2K
$13.00Nov 60.520.55$0.545.6%1.5K0.648.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Nov 60.240.26$0.258.0%1.9K0.362.4K
$13.50Nov 60.460.52$0.4912.2%5780.571.0K
$11.00Nov 270.110.13$0.1216.7%530.11592
$14.00Nov 60.820.88$0.857.1%1020.752.9K
$12.00Nov 200.220.25$0.2412.5%2760.214.3K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 54 found (avg delta 0.73, highest 0.98)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 61.952.73$2.3433.3%910.98325
$11.50Nov 61.651.87$1.7612.5%910.951.5K
$11.00Nov 131.602.72$2.1651.9%3320.95362
$11.00Nov 202.192.98$2.5930.5%30.93387
$12.00Nov 61.221.35$1.2910.1%3410.911.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Nov 62.093.10$2.6038.8%290.98176
$15.00Nov 61.571.98$1.7823.0%920.95977
$14.50Nov 61.191.31$1.259.6%2380.88730
$15.00Nov 131.602.15$1.8829.3%170.84224
$15.00Nov 201.821.96$1.897.4%1480.781.9K

Most actively traded options today. High liquidity = easy entry/exit. 115 active (total vol 44.0K, top 9.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Nov 60.290.32$0.319.7%9.3K0.449.2K
$14.00Nov 60.140.16$0.1513.3%5.4K0.268.4K
$14.50Nov 60.070.08$0.0812.5%3.3K0.157.7K
$13.00Nov 60.520.55$0.545.6%1.5K0.648.8K
$15.00Nov 60.030.04$0.0425.0%1.3K0.077.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Nov 60.240.26$0.258.0%1.9K0.362.4K
$12.50Nov 60.090.11$0.1020.0%1.0K0.181.9K
$12.50Dec 180.700.77$0.749.5%9510.3522.1K
$13.50Nov 60.460.52$0.4912.2%5780.571.0K
$11.50Nov 200.110.15$0.1330.8%5380.135.2K

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 33.7%, max 38.6%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Nov 6Dec 1182.5%59.5%38.6%9.3K9.4K
$12.50Nov 6Dec 1881.5%60.4%35.0%1.8K36.6K
$14.00Nov 6Dec 1883.5%63.2%32.1%6.4K28.3K
$13.00Nov 6Dec 1182.5%62.8%31.4%1.7K9.1K
PUTS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$12.50Nov 6Dec 1881.5%60.4%35.0%2.0K24.0K
$13.50Nov 6Dec 482.5%61.6%33.9%5861.1K
$14.00Nov 6Dec 1883.5%63.2%32.1%21513.2K
$13.00Nov 6Dec 1182.5%62.8%31.4%1.9K2.5K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 49 found (best R:R 1.17, avg 1.73)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.00$12.50Nov 27$0.23$0.27$0.2377%1.17$12.23
$11.50$12.00Dec 4$0.27$0.23$0.2782%0.85$11.77
$12.50$14.00Dec 18$0.72$0.78$0.7266%1.08$13.22
$13.50$14.00Dec 11$0.16$0.34$0.1653%2.12$13.66
$12.00$12.50Nov 13$0.33$0.17$0.3384%0.52$12.33
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$14.00$13.50Dec 4$0.15$0.35$0.1562%2.33$13.85
$13.00$12.50Dec 11$0.12$0.38$0.1241%3.17$12.88
$14.00$13.00Dec 11$0.41$0.59$0.4156%1.44$13.59
$14.50$14.00Nov 20$0.30$0.20$0.3071%0.67$14.20
$13.50$13.00Dec 4$0.20$0.30$0.2050%1.50$13.30

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 28 found (best R:R 0.69, avg 0.59)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$13.50$14.00Dec 4$0.36$0.36$0.1450%2.57$13.86
$15.00$15.50Dec 11$0.20$0.20$0.3068%0.67$15.20
$13.50$14.00Nov 6$0.16$0.16$0.3456%0.47$13.66
$13.50$14.00Nov 27$0.21$0.21$0.2950%0.72$13.71
$14.00$14.50Nov 20$0.15$0.15$0.3561%0.43$14.15
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.50$11.50Dec 11$0.41$0.41$0.5966%0.69$12.09
$13.00$12.50Dec 4$0.34$0.34$0.1658%2.12$12.66
$12.50$11.00Dec 18$0.45$0.45$1.0565%0.43$12.05
$13.00$12.50Nov 27$0.23$0.23$0.2759%0.85$12.77
$12.00$11.50Nov 20$0.11$0.11$0.3979%0.28$11.89

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.19, cheapest $0.16)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Nov 6Nov 13$0.2182.5%62.8%
$13.50Nov 6Nov 13$0.2082.5%68.2%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$13.00Nov 6Nov 13$0.1682.5%62.8%
$13.50Nov 6Nov 13$0.2082.5%68.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 33 found (cheapest 5.94% of stock, avg 12.04%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$13.00Nov 6$0.54$0.25$0.79$12.21$13.795.94%
$13.50Nov 6$0.31$0.49$0.80$12.70$14.306.02%
$12.50Nov 6$0.89$0.10$0.99$11.51$13.497.45%
$14.00Nov 6$0.15$0.85$1.00$13.00$15.007.52%
$13.00Nov 13$0.75$0.41$1.16$11.84$14.168.73%
$13.50Nov 13$0.51$0.69$1.20$12.30$14.709.03%
$12.50Nov 13$1.06$0.25$1.31$11.19$13.819.86%
$14.50Nov 6$0.08$1.25$1.33$13.17$15.8310.01%
$12.00Nov 6$1.29$0.05$1.34$10.66$13.3410.08%
$14.00Nov 13$0.34$1.02$1.36$12.64$15.3610.23%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 127 found (cheapest 0.68% of stock, avg 5.44%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.00$12.00Nov 6$0.04$0.05$0.09$11.91$15.09
$15.50$11.00Nov 13$0.08$0.04$0.12$10.88$15.62
$14.50$12.00Nov 6$0.08$0.05$0.13$11.87$14.63
$15.50$11.50Nov 13$0.08$0.07$0.15$11.35$15.65
$15.00$12.50Nov 6$0.04$0.10$0.14$12.36$15.14
$14.50$12.50Nov 6$0.08$0.10$0.18$12.32$14.68
$15.00$11.00Nov 13$0.13$0.04$0.17$10.83$15.17
$15.00$11.50Nov 13$0.13$0.07$0.20$11.30$15.20
$15.50$12.00Nov 13$0.08$0.14$0.22$11.78$15.72
$14.00$12.00Nov 6$0.15$0.05$0.20$11.80$14.20

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 4 found (best R:R 0.85, avg credit $0.33)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
12/1214/15Nov 27$0.23$0.2745%0.85$11.77$14.73
12/1215/16Dec 11$0.61$0.3934%1.56$11.89$15.61
12/1214/15Nov 27$0.25$0.2536%1.00$12.25$14.75
12/1214/14Nov 13$0.23$0.2738%0.85$12.27$14.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 4.17, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$12.50$14.00Dec 18$0.29$1.2138%4.17
$13.00$13.50$14.00Nov 6$0.07$0.4338%6.14
$12.00$12.50$13.00Nov 6$0.05$0.4527%9.00
$12.50$13.00$13.50Nov 13$0.07$0.4326%6.14
$13.00$13.50$14.00Nov 13$0.07$0.4326%6.14
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$12.50$13.00$13.50Nov 6$0.09$0.4138%4.56
$13.00$13.50$14.00Nov 13$0.05$0.4526%9.00
$11.00$12.50$14.00Dec 18$0.33$1.1738%3.55
$12.00$12.50$13.00Nov 13$0.05$0.4523%9.00
$13.00$13.50$14.00Nov 27$0.05$0.4519%9.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 51 found (best net $-0.17, 48 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$14.001:2Dec 18-$0.17$1.33
$11.00$12.501:2Dec 18-$0.60$0.90
$12.50$13.001:2Nov 6-$0.19$0.31
$13.00$13.501:2Nov 6-$0.08$0.42
$12.00$12.501:2Dec 4-$0.25$0.25
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$14.001:2Dec 11-$0.35$0.65
$14.00$13.501:2Nov 6-$0.13$0.37
$15.00$14.001:2Nov 27-$0.54$0.46
$13.50$13.001:2Nov 13-$0.13$0.37
$13.00$12.501:2Nov 13-$0.09$0.41

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 30 found (best yield 6.47%, avg 2.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Dec 18$0.860.455.3%6.47%11.81%94819.9K
$15.00Dec 18$0.580.3412.9%4.36%17.23%43214.6K
$14.00Dec 11$0.760.465.3%5.72%11.06%1282.1K
$14.50Dec 11$0.600.399.1%4.51%13.62%5--
$15.00Dec 11$0.460.3212.9%3.46%16.33%85107
$13.50Dec 4$0.800.491.6%6.02%7.60%116435
$13.50Nov 27$0.730.491.6%5.49%7.07%39759
$14.00Nov 27$0.520.405.3%3.91%9.26%3571.3K
$15.00Dec 4$0.320.2712.9%2.41%15.27%1831.3K
$14.50Nov 27$0.380.329.1%2.86%11.96%3181.0K

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 54,410
Total Puts 14,421
Put/Call Ratio 0.27
Net Difference 39,989

Prior's Put/Call Breakdown

Total Calls 197,437
Total Puts 41,393
Put/Call Ratio 0.21
Net Difference 156,044

Prior 7-Day Put/Call Summary

Total Calls 776,830
Total Puts 248,778
Average Put/Call Ratio 0.33
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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