LCID option chain Lucid Group, Inc.

Expiration Cboe delayed options data · as of 09:36 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 ±86.4% (0.6398–8.80) · ATM IV 110.2% · P/C open interest 1.10

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
2.35	2.94	10	71	112.6%	0.82	0.0479	-0.002	2.5	0.7600	1.12		1,620	118.1%	-0.12	0.0276	-0.001
2.31	2.67	2,643	3,028	118.0%	0.77	0.0519	-0.002	3	1.10	1.32	51	8,622	115.0%	-0.15	0.0329	-0.001
1.92	2.50	2	4	110.5%	0.73	0.0550	-0.002	3.5	1.32	1.72			113.4%	-0.17	0.0375	-0.001
1.78	2.46	6	285	115.2%	0.70	0.0574	-0.002	4	1.67	2.07		26	113.7%	-0.20	0.0414	-0.001
1.61	2.23		352	111.2%	0.66	0.0592	-0.002	4.5	1.88	2.44		326	109.1%	-0.23	0.0448	-0.002
1.69	1.93	195	4,561	111.9%	0.63	0.0606	-0.002	5	2.57	2.70	1,841	13.9K	112.2%	-0.25	0.0477	-0.002
1.50	1.83	25	2,219	109.9%	0.60	0.0615	-0.002	5.5	2.69	3.25		25	112.6%	-0.28	0.0501	-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.

Volatility smile — Jan 21, 2028

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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LCID option chain Lucid Group, Inc.

Volatility smile — Jan 21, 2028

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