LCID option chain Lucid Group, Inc.
Cboe delayed options data · as of 18:40 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 ±36.4% (1.95–4.18) · ATM IV 116.8% · P/C open interest 1.37
| 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 | |
| 0.8700 | 1.39 | 3 | 115.1% | 0.85 | 0.1611 | -0.003 | 2 | 0.1400 | 0.1600 | 470 | 853 | 127.0% | -0.15 | 0.1423 | -0.003 | |
| 0.5100 | 0.9600 | 1 | 41 | 99.6% | 0.73 | 0.2383 | -0.004 | 2.5 | 0.2000 | 0.3700 | 356 | 113.2% | -0.26 | 0.2218 | -0.004 | |
| 0.4800 | 0.6000 | 1,226 | 1,615 | 113.2% | 0.58 | 0.2873 | -0.004 | 3 | 0.5200 | 0.6300 | 1,567 | 19.2K | 120.5% | -0.40 | 0.2747 | -0.004 |
| 0.2900 | 0.4500 | 125 | 1,902 | 113.9% | 0.44 | 0.2894 | -0.004 | 3.5 | 0.7900 | 0.9400 | 255 | 17.2K | 112.7% | -0.53 | 0.2804 | -0.004 |
| 0.2200 | 0.3400 | 43 | 769 | 120.5% | 0.33 | 0.2610 | -0.004 | 4 | 1.08 | 1.45 | 2 | 3,110 | 117.3% | -0.64 | 0.2549 | -0.004 |
| 0.1300 | 0.2000 | 13 | 353 | 112.8% | 0.26 | 0.2239 | -0.004 | 4.5 | 1.52 | 1.95 | 2 | 3,587 | 131.0% | -0.71 | 0.2197 | -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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs