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 ±68.0% (0.98–5.15) · ATM IV 121.2% · P/C open interest 1.86
| 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 | |
| 1.39 | 1.54 | 50 | 3 | 129.4% | 0.79 | 0.0970 | -0.002 | 2 | 0.4600 | 0.5600 | 121 | 127.8% | -0.18 | 0.0834 | -0.002 | |
| 0.9500 | 1.10 | 10 | 77 | 122.2% | 0.64 | 0.1304 | -0.002 | 3 | 0.9900 | 1.13 | 5 | 142 | 120.2% | -0.31 | 0.1208 | -0.002 |
| 0.6300 | 0.8200 | 5 | 312 | 117.7% | 0.51 | 0.1431 | -0.002 | 4 | 1.67 | 1.83 | 14 | 116.2% | -0.43 | 0.1378 | -0.002 | |
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.