Pre-earnings options volume in Rivian is 1.8x normal with calls leading puts 2:1. Implied volatility suggests the market is anticipating a move near 12.1%, or $1.23, after results are released. Median move over the past eight quarters is 8.3%.
Don't Miss our Black Friday Offers:
- Discover the latest stocks recommended by top Wall Street analysts, all in one place with Analyst Top Stocks
- Make smarter investments with weekly expert stock picks from the Smart Investor Newsletter
Published first on TheFly – the ultimate source for real-time, market-moving breaking financial news. Try Now>>
Read More on RIVN:
- All Eyes on Rivian Stock Ahead of Earnings Today — Here’s What Wall Street Expects
- Options Volatility and Implied Earnings Moves Today, November 07, 2024
- Rivian Automotive price target lowered to $18 from $21 at Guggenheim
- Rivian (RIVN) Q3 Earnings: Here’s What to Expect
- Trump vs. Harris: The Stocks Poised to Move After Election Day