LCID option chain Lucid Group, Inc.
Cboe delayed options data · as of 12:38 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±28.5% (2.28–4.10) · ATM IV 120.5% · P/C open interest 1.77
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 0.8500 | 1.27 | 1 | 15 | 0.88 | 0.1379 | -0.004 | 2 | 0.0700 | 0.1000 | 2,975 | 3,415 | 140.5% | -0.11 | 0.1339 | -0.004 | |
| 0.6500 | 1.42 | 3 | 199.6% | 0.78 | 0.2473 | -0.005 | 2.5 | 0.1800 | 0.2000 | 552 | 4,473 | 125.8% | -0.22 | 0.2433 | -0.005 | |
| 0.4700 | 0.6500 | 22 | 41 | 132.1% | 0.61 | 0.3481 | -0.006 | 3 | 0.2000 | 0.5000 | 444 | 13.5K | 108.8% | -0.38 | 0.3450 | -0.006 |
| 0.2700 | 0.3500 | 169 | 798 | 116.9% | 0.44 | 0.3612 | -0.006 | 3.5 | 0.6200 | 0.9300 | 80 | 7,908 | 140.4% | -0.56 | 0.3594 | -0.006 |
| 0.1700 | 0.1900 | 56 | 2,028 | 115.1% | 0.31 | 0.3093 | -0.006 | 4 | 0.9800 | 1.21 | 208 | 14.1K | 127.3% | -0.69 | 0.3087 | -0.006 |
| 0.1100 | 0.1600 | 69 | 1,026 | 125.8% | 0.22 | 0.2477 | -0.005 | 4.5 | 1.42 | 1.57 | 70 | 13.7K | 121.9% | -0.77 | 0.2481 | -0.005 |
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs