Tour v536
RIVN
RIVIAN AUTOMOTIVE IN Class A
$14.06 +5.79%
$14.03 (-0.21%)🌙
as of 11/04 06:52 PM
◀ 11/4 18:52 ▶

Option Volume

Detail
ℹ
Current (11/04) 146,958
Calls: 110,652 (75%)
Puts: 36,306 (25%)
Prior (11/03) 68,831
Calls: 54,410 (79%)
Puts: 14,421 (21%)
Current vs Prior +113.51%
Calls: +103.37% (Calls)
Puts: +151.76% (Puts)
Prior 7-Day Total 989,062
Calls: 744,525 (75%)
Puts: 244,537 (25%)
Prior 7-Day Average 141,294
Calls: 106,360 (75%)
Puts: 34,933 (25%)
Current vs Prior 7-Day Avg +4.01%
Calls: +4.03%
Puts: +3.93%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/04) $11.98M
Calls: $9.42M (79%)
Puts: $2.55M (21%)
Prior (11/03) $5.32M
Calls: $3.49M (66%)
Puts: $1.82M (34%)
Current vs Prior +125.29%
Calls: +169.85%
Puts: +40.01%
Prior 7-Day Total $73.39M
Calls: $48.99M (67%)
Puts: $24.40M (33%)
Prior 7-Day Average $10.48M
Calls: $7.00M (67%)
Puts: $3.49M (33%)
Current vs Prior 7-Day Avg +14.23%
Calls: +34.62%
Puts: -26.71%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/04) 0.33
Prior (11/03) 0.27
Current vs Prior +23.79%
Prior 7-Day Average 0.34
Current vs Prior 7-Day Avg -2.97%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/04) 1,622,274
Calls: 1,067,657 (66%)
Puts: 554,617 (34%)
Prior (11/03) 1,340,237
Calls: 888,559 (66%)
Puts: 451,678 (34%)
Current vs Prior +21.04%
Prior 7-Day Total 12,791,529
Calls: 7,517,101 (59%)
Puts: 5,274,428 (41%)
Prior 7-Day Average 1,827,361
Calls: 1,073,871 (59%)
Puts: 753,489 (41%)
Current vs Prior 7-Day Avg -11.22%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 6.97% | 9.82%12.23% | 16.36%
Prior 7.75% | 10.84%13.02% | 18.13%
Current vs Prior -10.07% | -9.42%-6.02% | -9.79%
Prior 7-Day Avg 11.31% | 13.67%16.28% | 19.61%
Current vs 7-Day Avg -38.38% | -28.18%-24.86% | -16.59%
Prior 7-Day Eod 7.75% | 10.84%13.02% | 18.13%
Current vs 7-Day Eod -10.07% | -9.42%-6.02% | -9.79%
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 8.40% | 7.74%
Calls: 6.91% | 8.27%
Puts: 9.89% | 7.21%
Current vs 7-Day Avg +20.93% | -53.35%
Liquidity Acceptable
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($9.42M) vs puts ($2.55M). Massive premium surge with dollar volume up 125% vs prior. Unusually high activity with volume up 114% vs prior - elevated interest. Extreme bullish P/C ratio of 0.33 - heavy call buying (110,652 calls vs 36,306 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 24 of results (avg 7.5%, best 4.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Dec 182.052.14$2.094.3%3.4K0.7431.6K
$11.50Nov 62.502.61$2.554.3%1600.991.5K
$14.50Nov 200.500.53$0.525.8%8490.421.1K
$14.50Nov 60.160.17$0.175.9%9.4K0.317.7K
$12.50Nov 61.501.61$1.567.1%4320.953.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Dec 182.382.48$2.434.1%570.693.3K
$15.00Dec 181.661.75$1.715.3%3830.5821.5K
$13.50Dec 40.610.65$0.636.3%870.3733
$13.50Nov 130.300.32$0.316.5%5610.33662
$14.00Dec 181.071.15$1.117.2%7540.4610.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 42 found (avg $0.46, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Nov 60.060.07$0.0714.3%13.6K0.157.4K
$14.50Nov 60.160.17$0.175.9%9.4K0.317.7K
$14.00Nov 60.340.38$0.3611.1%4.0K0.548.9K
$15.50Nov 130.110.13$0.1216.7%6510.172.3K
$15.00Nov 130.190.21$0.2010.0%1.4K0.262.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Nov 60.120.13$0.137.7%8540.241.2K
$14.00Nov 60.290.32$0.319.7%1.9K0.472.8K
$12.00Nov 130.050.06$0.0616.7%1780.071.0K
$13.00Nov 130.170.19$0.1811.1%3290.21953
$14.50Nov 60.580.65$0.6211.3%1.3K0.69786

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 60 found (avg delta 0.75, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.50Nov 62.502.61$2.554.3%1600.991.5K
$12.00Nov 61.912.12$2.0210.4%6240.971.5K
$11.50Nov 132.212.79$2.5023.2%540.96240
$12.50Nov 61.501.61$1.567.1%4320.953.9K
$12.00Nov 131.692.20$1.9526.2%1210.93711
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$16.00Nov 61.902.10$2.0010.0%650.9673
$15.50Nov 61.271.92$1.6040.6%1560.94195
$16.50Nov 132.402.87$2.6417.8%900.9444
$16.00Nov 131.832.23$2.0319.7%10.90384
$15.00Nov 60.981.20$1.0920.2%6710.861.0K

Most actively traded options today. High liquidity = easy entry/exit. 130 active (total vol 105.3K, top 13.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Nov 60.060.07$0.0714.3%13.6K0.157.4K
$14.50Nov 60.160.17$0.175.9%9.4K0.317.7K
$13.50Nov 60.640.71$0.6810.3%6.7K0.7613.4K
$14.00Dec 181.141.24$1.198.4%6.0K0.5419.6K
$14.00Nov 60.340.38$0.3611.1%4.0K0.548.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$12.50Dec 180.470.51$0.498.2%8.8K0.2622.1K
$14.00Nov 60.290.32$0.319.7%1.9K0.472.8K
$13.00Nov 60.040.05$0.0520.0%1.9K0.103.0K
$12.00Nov 200.100.12$0.1118.2%1.7K0.114.1K
$14.50Nov 60.580.65$0.6211.3%1.3K0.69786

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 7 strikes (avg 41.1%, max 42.0%)

CALLS (4)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Nov 6Dec 1882.0%57.7%42.0%10.0K28.4K
$14.50Nov 6Dec 1183.9%59.4%41.3%9.5K7.8K
$13.50Nov 6Dec 1183.6%59.2%41.2%6.7K13.5K
$15.00Nov 6Dec 1885.2%61.5%38.5%15.1K22.2K
PUTS (3)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$14.00Nov 6Dec 1882.0%57.7%42.0%2.7K13.2K
$14.50Nov 6Dec 1183.9%59.4%41.3%1.3K791
$13.50Nov 6Dec 1183.6%59.2%41.2%8991.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 56 found (best R:R 1.78, avg 1.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$12.50$13.00Nov 27$0.18$0.32$0.1881%1.78$12.68
$12.50$14.00Dec 18$0.90$0.60$0.9074%0.67$13.40
$14.00$14.50Dec 11$0.17$0.33$0.1756%1.94$14.17
$13.00$13.50Nov 27$0.27$0.23$0.2773%0.85$13.27
$14.00$15.00Dec 18$0.39$0.61$0.3954%1.56$14.39
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.00$14.50Nov 27$0.12$0.38$0.1266%3.17$14.88
$16.00$14.50Dec 11$0.92$0.58$0.9276%0.63$15.08
$14.00$13.50Dec 11$0.13$0.37$0.1345%2.85$13.87
$13.00$12.50Dec 11$0.10$0.40$0.1029%4.00$12.90
$15.00$14.50Nov 13$0.33$0.17$0.3374%0.52$14.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 30 found (best R:R 0.70, avg 0.50)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$15.50$16.00Dec 11$0.21$0.21$0.2965%0.72$15.71
$15.00$15.50Dec 4$0.22$0.22$0.2862%0.79$15.22
$14.50$15.00Nov 6$0.10$0.10$0.4069%0.25$14.60
$15.50$16.00Nov 27$0.11$0.11$0.3973%0.28$15.61
$14.50$15.00Nov 13$0.15$0.15$0.3561%0.43$14.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.00$12.50Dec 18$0.62$0.62$0.8854%0.70$13.38
$13.50$13.00Dec 11$0.22$0.22$0.2863%0.79$13.28
$12.50$12.00Dec 11$0.14$0.14$0.3676%0.39$12.36
$14.00$13.50Nov 20$0.24$0.24$0.2653%0.92$13.76
$13.50$13.00Dec 4$0.19$0.19$0.3163%0.61$13.31

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 4 found (avg debit $0.19, cheapest $0.18)

CALLS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Nov 6Nov 13$0.1883.9%60.8%
$14.00Nov 6Nov 13$0.2082.0%59.6%
PUTS (2)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$14.50Nov 6Nov 13$0.2083.9%60.8%
$14.00Nov 6Nov 13$0.1982.0%59.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 4.77% of stock, avg 11.14%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$14.00Nov 6$0.36$0.31$0.67$13.33$14.674.77%
$14.50Nov 6$0.17$0.62$0.79$13.71$15.295.62%
$13.50Nov 6$0.68$0.13$0.81$12.69$14.315.76%
$14.00Nov 13$0.56$0.50$1.06$12.94$15.067.54%
$13.00Nov 6$1.06$0.05$1.11$11.89$14.117.89%
$15.00Nov 6$0.07$1.09$1.16$13.84$16.168.25%
$14.50Nov 13$0.35$0.82$1.17$13.33$15.678.32%
$13.50Nov 13$0.87$0.31$1.18$12.32$14.688.39%
$15.00Nov 13$0.20$1.15$1.35$13.65$16.359.60%
$13.00Nov 13$1.18$0.18$1.36$11.64$14.369.67%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 0.43% of stock, avg 5.18%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.50$12.50Nov 6$0.03$0.03$0.06$12.44$15.56
$15.50$13.00Nov 6$0.03$0.05$0.08$12.92$15.58
$16.50$12.00Nov 13$0.04$0.06$0.10$11.90$16.60
$15.00$12.50Nov 6$0.07$0.03$0.10$12.40$15.10
$15.00$13.00Nov 6$0.07$0.05$0.12$12.88$15.12
$16.00$12.00Nov 13$0.07$0.06$0.13$11.87$16.13
$16.50$12.50Nov 13$0.04$0.10$0.14$12.36$16.64
$16.00$12.50Nov 13$0.07$0.10$0.17$12.33$16.17
$16.50$12.00Nov 20$0.07$0.11$0.18$11.82$16.68
$15.50$13.50Nov 6$0.03$0.13$0.16$13.34$15.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 2.33, avg credit $0.27)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
12/1216/16Dec 11$0.35$0.1542%2.33$12.15$15.85
12/1316/16Dec 11$0.31$0.1936%1.63$12.69$15.81
12/1316/16Nov 27$0.23$0.2746%0.85$12.77$15.73
12/1315/16Nov 20$0.22$0.2843%0.79$12.78$15.22
12/1315/16Nov 27$0.23$0.2739%0.85$12.77$15.23

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 49 found (best R:R 7.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$13.50$14.00Nov 6$0.06$0.4436%7.33
$14.00$14.50$15.00Nov 6$0.09$0.4139%4.56
$14.00$14.50$15.00Nov 13$0.06$0.4427%7.33
$14.00$15.00$16.00Dec 18$0.12$0.8824%7.33
$13.50$14.00$14.50Nov 6$0.13$0.3744%2.85
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$13.50$14.00Nov 13$0.06$0.4426%7.33
$14.00$15.00$16.00Dec 18$0.12$0.8824%7.33
$13.50$14.00$14.50Nov 6$0.13$0.3745%2.85
$13.00$13.50$14.00Nov 6$0.10$0.4036%4.00
$12.50$13.00$13.50Nov 13$0.05$0.4520%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. 54 found (best net $-0.29, 53 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$14.001:2Dec 18-$0.29$1.21
$13.00$13.501:2Nov 6-$0.30$0.20
$14.50$15.001:2Nov 13-$0.05$0.45
$14.00$14.501:2Nov 13-$0.14$0.36
$15.00$16.001:2Dec 18-$0.26$0.74
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$16.00$14.501:2Dec 11-$0.35$1.15
$15.00$14.501:2Nov 6-$0.15$0.35
$16.00$15.001:2Nov 27-$0.55$0.45
$14.50$14.001:2Nov 13-$0.18$0.32
$14.00$13.501:2Nov 13-$0.12$0.38

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 26 found (best yield 5.48%, avg 2.44%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$15.00Dec 18$0.770.416.7%5.48%12.16%1.5K14.9K
$16.00Dec 18$0.510.3113.8%3.63%17.43%1.4K20.6K
$15.00Dec 11$0.650.426.7%4.62%11.31%151180
$15.50Dec 11$0.500.3510.2%3.56%13.80%7092
$16.50Dec 11$0.310.2417.4%2.20%19.56%3869
$15.00Dec 4$0.520.386.7%3.70%10.38%4451.4K
$14.50Dec 4$0.650.463.1%4.62%7.75%1.2K3.6K
$14.50Dec 11$0.610.493.1%4.34%7.47%11084
$14.50Nov 27$0.550.443.1%3.91%7.04%2151.2K
$16.00Dec 4$0.260.2413.8%1.85%15.65%501288

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 110,652
Total Puts 36,306
Put/Call Ratio 0.33
Net Difference 74,346

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 744,525
Total Puts 244,537
Average Put/Call Ratio 0.34
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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