CARVANA CO. (CVNA) Options Risk Score
Real-time risk analysis for CVNA options traders — updated every 30 minutes.
Data last updated: 2026-10-21
Run a full CVNA options risk analysis
See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.
Scan CVNA Now — Free →
Is it risky to sell options on CARVANA CO. (CVNA) right now?
CARVANA CO. (CVNA) currently scores 100 out of 100 for options catalyst risk (HIGH) over a 4-week expiry window. That score is driven by an upcoming earnings report, 7 recent news items and 2 active legal filings falling inside the 4-week window. On TickerRisk's scale 70 and above is HIGH, so a known event is scheduled inside this window — selling premium on CVNA here is a bet on that event rather than on time decay. The score measures scheduled event exposure, not which way the stock will move.
CVNA shows an IV Rank of 62, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 73%. IV Rank answers how CVNA options are priced against their own history, which is the starting point for choosing between selling and buying premium.
CVNA reports on 2026-10-28. Any expiry beyond that date carries the gap, and the implied volatility priced in beforehand typically collapses the morning after.
CARVANA CO. (CVNA) current implied volatility and IV Rank
CVNA is trading at an IV Rank of 62 with implied volatility around 73%, alongside a TickerRisk options-risk score of 100/100. CVNA's options are priced near the middle of their own yearly range — unremarkable volatility, so the trade has to stand on its own thesis rather than on rich or cheap premium.
Unsure how to act on this? What IV Rank is worth selling at →
CARVANA CO. (CVNA) next earnings date — 2026-10-28
CARVANA CO. (CVNA) reports earnings on 2026-10-28 — about 7 days away, which falls inside a typical options expiry window. CVNA's IV Rank is currently 62. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.
TickerRisk provides risk scoring for informational purposes only. This is not financial advice. Options trading involves substantial risk of loss. Full disclaimer