LCID option chain Lucid Group, Inc.
Cboe delayed options data · as of 03:36 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 ±53.3% (2.20–7.23) · ATM IV 105.6% · P/C open interest 1.21
| 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 | |
| 1.97 | 2.60 | 96.7% | 0.88 | 0.0731 | -0.002 | 2.5 | 0.1600 | 0.5100 | 115.9% | -0.12 | 0.0533 | -0.002 | ||||
| 1.63 | 2.17 | 24 | 93.7% | 0.82 | 0.0891 | -0.003 | 3 | 0.3700 | 0.6800 | 3,295 | 114.3% | -0.17 | 0.0706 | -0.002 | ||
| 1.37 | 1.85 | 95.7% | 0.75 | 0.1026 | -0.003 | 3.5 | 0.5900 | 0.8200 | 7 | 107.7% | -0.22 | 0.0860 | -0.003 | |||
| 1.11 | 1.74 | 38 | 102.2% | 0.68 | 0.1126 | -0.003 | 4 | 0.6700 | 1.16 | 1,252 | 101.9% | -0.28 | 0.0981 | -0.003 | ||
| 1.12 | 1.35 | 1 | 858 | 103.4% | 0.62 | 0.1188 | -0.004 | 4.5 | 1.10 | 1.46 | 11 | 107.8% | -0.34 | 0.1064 | -0.003 | |
| 0.9000 | 1.12 | 3 | 2,214 | 98.8% | 0.55 | 0.1215 | -0.004 | 5 | 1.42 | 1.55 | 1 | 313 | 97.1% | -0.39 | 0.1110 | -0.003 |
| 0.7900 | 1.01 | 5 | 542 | 101.7% | 0.50 | 0.1216 | -0.004 | 5.5 | 1.69 | 2.00 | 566 | 97.8% | -0.44 | 0.1128 | -0.003 | |
| 0.7200 | 0.9100 | 1,605 | 104.8% | 0.45 | 0.1198 | -0.004 | 6 | 2.06 | 2.39 | 1,152 | 98.4% | -0.49 | 0.1124 | -0.003 | ||
| 0.4000 | 0.7300 | 1,951 | 99.9% | 0.37 | 0.1124 | -0.004 | 7 | 2.73 | 3.30 | 117 | 97.7% | -0.57 | 0.1075 | -0.003 | ||
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 — Feb 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs