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Rivian Automotive RIVN 13.61 0.32 2.41%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $13.59
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.6% ±$0.36 $13.23 – $13.95 $13.16 – $14.02 $12.82 – $14.36
2 sessions ±3.7% ±$0.50 $13.09 – $14.09 $12.98 – $14.20 $12.51 – $14.67
3 sessions ±4.7% ±$0.63 $12.96 – $14.22 $12.84 – $14.34 $12.24 – $14.94
1 week ±5.9% ±$0.80 $12.79 – $14.39 $12.61 – $14.57 $11.88 – $15.30
2 weeks ±8.3% ±$1.13 $12.46 – $14.72 $12.19 – $14.99 $11.17 – $16.01
3 weeks ±10.1% ±$1.38 $12.21 – $14.97 $11.88 – $15.30 $10.68 – $16.50
1 month ±12.4% ±$1.69 $11.90 – $15.28 $11.48 – $15.70 $10.01 – $17.17
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.47%
Average actual move
6.48%
Beyond the implied move
1 / 6
Median IV change
-28.95%
Reaction session Implied Actual Used ATM IV before → after
October 30, 2026 ±9.91% +6.20% 0.63× —
July 31, 2026 ±8.67% -9.57% 1.10× —
May 01, 2026 ±9.70% -8.41% 0.87× —
August 06, 2025 ±10.49% -4.20% 0.40× 75.9% → 53.9%
May 07, 2025 ±10.22% -5.78% 0.57× 80.6% → 61.0%
February 21, 2025 ±13.85% -4.70% 0.34× 108.5% → 69.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →