LCID option chain Lucid Group, Inc.
Cboe delayed options data · as of 21:51 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 ±57.1% (1.98–7.25) · ATM IV 202.6% · P/C open interest —
| 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 | |
| 1.92 | 2.90 | 223.5% | 0.95 | 0.0645 | -0.001 | 2.5 | 0 | 2.14 | 420.2% | -0.06 | 0.0564 | -0.002 | ||||
| 1.22 | 3.75 | 307.1% | 0.90 | 0.1101 | -0.002 | 3 | 0 | 2.17 | 340.9% | -0.10 | 0.0992 | -0.003 | ||||
| 0 | 3.35 | 185.6% | 0.82 | 0.1712 | -0.004 | 3.5 | 0 | 2.23 | 281.0% | -0.18 | 0.1605 | -0.004 | ||||
| 0 | 2.98 | 194.8% | 0.71 | 0.2315 | -0.005 | 4 | 0 | 2.38 | 237.8% | -0.29 | 0.2224 | -0.005 | ||||
| 0 | 2.70 | 204.1% | 0.57 | 0.2616 | -0.006 | 4.5 | 0 | 2.57 | 201.1% | -0.42 | 0.2548 | -0.005 | ||||
| 0 | 2.54 | 217.5% | 0.45 | 0.2561 | -0.006 | 5 | 0 | 2.80 | 167.9% | -0.54 | 0.2513 | -0.005 | ||||
| 0 | 2.41 | 228.9% | 0.35 | 0.2310 | -0.006 | 5.5 | 0 | 3.25 | 148.9% | -0.63 | 0.2276 | -0.005 | ||||
| 0 | 2.33 | 241.1% | 0.28 | 0.2003 | -0.005 | 6 | 0 | 3.60 | 116.9% | -0.71 | 0.1979 | -0.004 | ||||
| 0 | 2.27 | 252.4% | 0.22 | 0.1707 | -0.005 | 6.5 | 0.5000 | 2.58 | -0.76 | 0.1691 | -0.004 | |||||
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 — Oct 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs