· wheel strategy
Rivian Automotive, Inc. (RIVN) · wheel strategy $14.31
Day -3.0% · RSI 36 · Live · 15-min delayed · as of 10:55 AM ET
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IV rank · 1 year46
Year lowYear high
Implied vol 68%.
Sellers are paid the gap between implied and realized volatility. Cboe research puts the long-run S&P 500 gap near 4 points.
Fair valueNo fair value yet
No fair value yet for this stock. Add your own mark in Rules → Fair values, or wait for the engine's valuation run.
- Quality gates✓ Pass
- Under fair value–
- Market cap$21B
Next earningsOct 29Last ex-dividendJan 1
Closest put · nothing clears the default rules today
RIVN 13P · Nov 20
46 days · Δ0.29 · $0.71 mid · 45.8% annualized · 71% probability of profit
Score54
Market expects ±17.1% on earnings Oct 29; your strike is 9.2% away.(from the Oct 30 straddle)
IV rank4613.9 pts
Return9022.5 pts
Liquidity375.5 pts
Safety00.0 pts
Timing8212.3 pts
Strike on the chart
Checklist
Value ?SizeRed dayOversoldSupport
ValueRequired rule, metRed daySignal on todaySupportAlmostOversoldNot today
- Under fair value (required rule)
- Position under limit (required rule)0.0% of account · required to stay under 5% ✓
- Big red day-3.0% today · lit at -2.0% or lower ✓
- OversoldRSI 36 · lit at 30 or under –
- Near support2% above support $13.96 · lit within 3% ✓
Live · 15-min delayed. Default rules, not yours.
Rule-based setup from your own filters in Wheelhouse Trader. Not a recommendation.
Score it with your own rules.
Score it with your own rules