Tour v536
RIVN
RIVIAN AUTOMOTIVE IN Class A
$13.61 +2.41%
$13.59 (-0.15%)🌙
as of 11/06 06:48 PM
◀ 11/6 18:48

Option Volume

Detail
ℹ
Current (11/06) 113,247
Calls: 79,687 (70%)
Puts: 33,560 (30%)
Prior (11/05) 120,718
Calls: 89,619 (74%)
Puts: 31,099 (26%)
Current vs Prior -6.19%
Calls: -11.08% (Calls)
Puts: +7.91% (Puts)
Prior 7-Day Total 1,046,021
Calls: 772,943 (74%)
Puts: 273,078 (26%)
Prior 7-Day Average 149,431
Calls: 110,420 (74%)
Puts: 39,011 (26%)
Current vs Prior 7-Day Avg -24.21%
Calls: -27.83%
Puts: -13.97%
Sentiment BULLISH

Dollar Volume

Detail
ℹ
Current (11/06) $6.14M
Calls: $4.85M (79%)
Puts: $1.29M (21%)
Prior (11/05) $7.68M
Calls: $5.99M (78%)
Puts: $1.69M (22%)
Current vs Prior -19.99%
Calls: -19.06%
Puts: -23.31%
Prior 7-Day Total $76.20M
Calls: $52.55M (69%)
Puts: $23.64M (31%)
Prior 7-Day Average $10.89M
Calls: $7.51M (69%)
Puts: $3.38M (31%)
Current vs Prior 7-Day Avg -43.56%
Calls: -35.39%
Puts: -61.72%
Sentiment BULLISH

Put/Call Ratio

Detail
ℹ
Current (11/06) 0.42
Prior (11/05) 0.35
Current vs Prior +21.36%
Prior 7-Day Average 0.37
Current vs Prior 7-Day Avg +14.46%
Sentiment BULLISH

Open Interest

Detail
ℹ
Current (11/06) 1,595,400
Calls: 943,054 (59%)
Puts: 652,346 (41%)
Prior (11/05) 1,365,833
Calls: 935,214 (68%)
Puts: 430,619 (32%)
Current vs Prior +16.81%
Prior 7-Day Total 12,630,633
Calls: 7,519,979 (60%)
Puts: 5,110,654 (40%)
Prior 7-Day Average 1,804,376
Calls: 1,074,282 (60%)
Puts: 730,093 (40%)
Current vs Prior 7-Day Avg -11.58%
Sentiment BEARISH

Expected Move

Detail
ℹ
Expiry (11/06) | Next (11/13)Expiry (11/20) | Next (12/18)
Current 3.82% | 8.52%11.24% | 16.46%
Prior 6.25% | 10.16%12.64% | 18.51%
Current vs Prior +36.47% | +10.67%-11.07% | -11.08%
Prior 7-Day Avg 9.39% | 12.27%14.84% | 18.54%
Current vs 7-Day Avg -9.24% | -8.35%-24.24% | -11.24%
Prior 7-Day Eod 6.25% | 10.16%12.64% | 18.51%
Current vs 7-Day Eod +36.47% | +10.67%-11.07% | -11.08%
Sentiment BEARISHBULLISH

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 8.71% | 4.58%
Calls: 7.58% | 3.43%
Puts: 9.85% | 5.72%
Current vs 7-Day Avg +16.65% | -21.11%
Liquidity Acceptable
+
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🤖 AI Insights

Strong bullish conviction with 79% of dollar volume in calls ($4.85M) vs puts ($1.29M). Extreme bullish P/C ratio of 0.42 - heavy call buying (79,687 calls vs 33,560 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 19 of results (avg 7.5%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$14.00Nov 130.270.28$0.283.6%4.2K0.382.8K
$14.00Dec 180.930.98$0.965.2%1.9K0.4921.0K
$14.50Nov 200.290.31$0.306.7%7750.311.2K
$13.00Nov 200.981.05$1.026.9%6270.674.3K
$13.50Nov 200.670.72$0.707.1%3490.552.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Nov 130.210.22$0.224.5%1.4K0.281.3K
$14.00Dec 181.241.32$1.286.3%1660.5110.5K
$14.50Nov 201.121.21$1.177.7%100.69218
$14.00Nov 130.620.67$0.657.7%3190.62838
$13.00Nov 200.350.38$0.378.1%7050.334.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 31 found (avg $0.49, cheapest $0.07)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.00Nov 130.060.07$0.0714.3%1.4K0.124.3K
$14.50Nov 130.130.15$0.1414.3%1.2K0.232.0K
$14.00Nov 130.270.28$0.283.6%4.2K0.382.8K
$15.50Nov 200.100.12$0.1118.2%940.141.6K
$15.00Nov 200.170.19$0.1811.1%1.2K0.2118.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Nov 130.210.22$0.224.5%1.4K0.281.3K
$13.50Nov 130.360.40$0.3810.5%4840.44935
$14.00Nov 130.620.67$0.657.7%3190.62838
$13.00Nov 200.350.38$0.378.1%7050.334.8K
$13.50Nov 200.540.62$0.5813.8%1300.45934

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 57 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$11.00Nov 62.392.77$2.5814.7%381.00328
$11.50Nov 62.072.81$2.4430.3%591.001.3K
$12.00Nov 61.501.79$1.6517.6%2631.001.3K
$12.50Nov 60.921.17$1.0523.8%8581.003.6K
$11.00Nov 132.352.87$2.6119.9%3230.98335
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$15.50Nov 61.202.91$2.0683.0%10.98--
$15.00Nov 60.681.73$1.2186.8%30.9841
$14.50Nov 60.142.02$1.08174.1%750.971.1K
$16.00Nov 132.183.10$2.6434.8%2480.95383
$14.00Nov 60.350.44$0.4022.5%2290.951.8K

Most actively traded options today. High liquidity = easy entry/exit. 125 active (total vol 83.8K, top 13.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.50Nov 60.100.14$0.1233.3%13.8K0.7811.2K
$13.00Nov 60.560.71$0.6423.4%11.9K0.957.6K
$14.00Nov 60.000.01$0.01100.0%7.0K0.059.6K
$14.00Nov 130.270.28$0.283.6%4.2K0.382.8K
$13.50Nov 130.490.53$0.517.8%4.1K0.561.7K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$13.00Nov 60.000.01$0.01100.0%4.8K0.043.3K
$11.50Nov 130.020.03$0.0333.3%3.2K0.041.3K
$13.50Nov 60.000.03$0.02150.0%1.4K0.222.1K
$13.00Nov 130.210.22$0.224.5%1.4K0.281.3K
$12.50Nov 130.090.12$0.1127.3%1.2K0.161.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 2 strikes (avg 74.8%, max 74.8%)

CALLS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Nov 6Dec 11115.8%66.3%74.8%14.0K11.4K
PUTS (1)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$13.50Nov 6Dec 11115.8%66.3%74.8%1.4K2.2K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 44 found (best R:R 2.57, avg 1.95)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$11.00$11.50Nov 6$0.14$0.36$0.14100%2.57$11.14
$12.50$13.00Nov 27$0.10$0.40$0.1075%4.00$12.60
$11.50$12.00Nov 20$0.20$0.30$0.2090%1.50$11.70
$12.00$12.50Nov 20$0.31$0.19$0.3185%0.61$12.31
$12.50$14.00Dec 18$0.85$0.65$0.8570%0.76$13.35
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$15.00$14.50Nov 6$0.13$0.37$0.1398%2.85$14.87
$14.00$13.50Nov 27$0.11$0.39$0.1156%3.55$13.89
$15.00$14.50Nov 20$0.31$0.19$0.3178%0.61$14.69
$13.50$13.00Dec 4$0.17$0.33$0.1746%1.94$13.33
$13.50$13.00Nov 13$0.16$0.34$0.1644%2.12$13.34

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 23 found (best R:R 0.67, avg 0.45)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$14.00$14.50Nov 13$0.14$0.14$0.3662%0.39$14.14
$14.50$15.00Nov 20$0.12$0.12$0.3869%0.32$14.62
$14.00$14.50Nov 20$0.17$0.17$0.3358%0.52$14.17
$15.00$15.50Dec 11$0.13$0.13$0.3768%0.35$15.13
$14.50$15.00Nov 27$0.13$0.13$0.3766%0.35$14.63
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$12.50$12.00Dec 4$0.20$0.20$0.3071%0.67$12.30
$12.50$11.00Dec 18$0.35$0.35$1.1570%0.30$12.15
$13.00$12.50Nov 20$0.20$0.20$0.3067%0.67$12.80
$11.50$11.00Dec 11$0.13$0.13$0.3780%0.35$11.37
$12.50$11.50Dec 11$0.28$0.28$0.7267%0.39$12.22

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

No setups found for this strategy

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 31 found (cheapest 1.03% of stock, avg 10.66%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$13.50Nov 6$0.12$0.02$0.14$13.36$13.641.03%
$14.00Nov 6$0.01$0.40$0.41$13.59$14.413.01%
$13.00Nov 6$0.64$0.01$0.65$12.35$13.654.78%
$13.50Nov 13$0.51$0.38$0.89$12.61$14.396.54%
$14.00Nov 13$0.28$0.65$0.93$13.07$14.936.83%
$13.00Nov 13$0.81$0.22$1.03$11.97$14.037.57%
$12.50Nov 6$1.05$0.01$1.06$11.44$13.567.79%
$14.50Nov 6$0.01$1.08$1.09$13.41$15.598.01%
$14.50Nov 13$0.14$1.09$1.23$13.27$15.739.04%
$13.50Nov 20$0.70$0.58$1.28$12.22$14.789.40%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 122 found (cheapest 0.81% of stock, avg 5.69%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$15.50$12.00Nov 13$0.04$0.07$0.11$11.89$15.61
$15.00$12.00Nov 13$0.07$0.07$0.14$11.86$15.14
$15.50$12.50Nov 13$0.04$0.11$0.15$12.35$15.65
$16.00$11.50Nov 20$0.07$0.10$0.17$11.33$16.17
$15.00$12.50Nov 13$0.07$0.11$0.18$12.32$15.18
$15.50$11.50Nov 20$0.11$0.10$0.21$11.29$15.71
$16.00$12.00Nov 20$0.07$0.14$0.21$11.79$16.21
$14.50$12.00Nov 13$0.14$0.07$0.21$11.79$14.71
$15.50$12.00Nov 20$0.11$0.14$0.25$11.75$15.75
$16.00$12.50Nov 20$0.07$0.17$0.24$12.26$16.24

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 5 found (best R:R 1.63, avg credit $0.31)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
12/1215/16Dec 4$0.31$0.1942%1.63$12.19$15.31
12/1314/15Nov 20$0.32$0.1836%1.78$12.68$14.82
11/1215/16Dec 11$0.26$0.2448%1.08$11.24$15.26
12/1314/15Nov 27$0.27$0.2332%1.17$12.73$14.77
12/1215/16Dec 11$0.41$0.5935%0.69$12.09$15.41

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 37 found (best R:R 6.89, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$11.00$12.50$14.00Dec 18$0.19$1.3137%6.89
$13.50$14.00$14.50Nov 6$0.11$0.3975%3.55
$13.00$13.50$14.00Nov 13$0.07$0.4334%6.14
$13.50$14.00$14.50Nov 13$0.09$0.4133%4.56
$13.50$14.00$14.50Nov 20$0.06$0.4424%7.33
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$13.00$13.50$14.00Nov 6$0.37$0.1391%0.35
$11.00$12.50$14.00Dec 18$0.32$1.1837%3.69
$13.50$14.00$14.50Nov 6$0.30$0.2075%0.67
$13.00$13.50$14.00Nov 13$0.11$0.3934%3.55
$12.50$13.00$13.50Nov 27$0.07$0.4320%6.14

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 60 found (best net $-0.11, 54 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$12.50$14.001:2Dec 18-$0.11$1.39
$11.00$12.501:2Dec 18-$0.77$0.73
$12.50$13.001:2Nov 6-$0.23$0.27
$11.00$12.001:2Nov 27-$0.65$0.35
$13.50$14.001:2Nov 13-$0.05$0.45
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$15.00$14.001:2Dec 11-$0.10$0.90
$16.00$15.001:2Nov 20-$0.47$0.53
$16.00$15.001:2Nov 27-$0.48$0.52
$12.50$11.501:2Dec 11-$0.08$0.92
$14.50$14.001:2Nov 13-$0.21$0.29

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 25 found (best yield 6.83%, avg 2.43%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$14.00Dec 18$0.930.492.9%6.83%9.70%1.9K21.0K
$15.00Dec 18$0.560.3510.2%4.11%14.33%1.1K15.6K
$14.50Dec 11$0.610.386.5%4.48%11.02%77220
$16.00Dec 18$0.350.2517.6%2.57%20.13%44321.0K
$15.00Dec 11$0.470.3210.2%3.45%13.67%87393
$15.50Dec 11$0.340.2613.9%2.50%16.39%31236
$14.00Dec 4$0.620.452.9%4.56%7.42%3431.7K
$16.00Dec 11$0.270.2117.6%1.98%19.54%6541
$14.50Dec 4$0.440.376.5%3.23%9.77%1283.8K
$15.00Dec 4$0.340.2910.2%2.50%12.71%741.7K

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 79,687
Total Puts 33,560
Put/Call Ratio 0.42
Net Difference 46,127

Prior's Put/Call Breakdown

Total Calls 89,619
Total Puts 31,099
Put/Call Ratio 0.35
Net Difference 58,520

Prior 7-Day Put/Call Summary

Total Calls 772,943
Total Puts 273,078
Average Put/Call Ratio 0.37
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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