RIVN Moves

Rivian Automotive RIVN 13.29 -0.77 -5.48%

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Expected move

November 05, 2026 close · $13.18

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±4.1% ±$0.54	$12.64 – $13.72	$12.54 – $13.82	$12.03 – $14.33
2 sessions	±4.9% ±$0.64	$12.54 – $13.82	$12.40 – $13.96	$11.79 – $14.57
3 sessions	±5.8% ±$0.76	$12.42 – $13.94	$12.27 – $14.09	$11.56 – $14.80
1 week	±7.0% ±$0.92	$12.26 – $14.10	$12.06 – $14.30	$11.22 – $15.14
2 weeks	±9.5% ±$1.26	$11.92 – $14.44	$11.63 – $14.74	$10.50 – $15.86
3 weeks	±11.2% ±$1.48	$11.70 – $14.66	$11.35 – $15.02	$10.06 – $16.30
1 month	±13.7% ±$1.81	$11.37 – $14.99	$10.93 – $15.44	$9.35 – $17.01

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 →