LCID option chain Lucid Group, Inc.
Cboe delayed options data · as of 21:58 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 ±25.6% (2.31–3.90) · ATM IV 111.0% · P/C open interest 1.77
| 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 | |
| 0.8800 | 1.54 | 15 | 170.5% | 0.89 | 0.1494 | -0.004 | 2 | 0.0400 | 0.1000 | 91 | 3,415 | 134.7% | -0.11 | 0.1421 | -0.004 | |
| 0.4900 | 1.11 | 3 | 140.0% | 0.77 | 0.2742 | -0.005 | 2.5 | 0.0800 | 0.2000 | 31 | 4,473 | 108.9% | -0.22 | 0.2670 | -0.005 | |
| 0.4000 | 0.5400 | 144 | 41 | 121.0% | 0.59 | 0.3786 | -0.006 | 3 | 0.2500 | 0.4000 | 252 | 13.5K | 101.0% | -0.40 | 0.3731 | -0.006 |
| 0.1900 | 0.3000 | 370 | 798 | 110.0% | 0.41 | 0.3772 | -0.006 | 3.5 | 0.6500 | 0.8000 | 2 | 7,908 | 125.5% | -0.58 | 0.3737 | -0.006 |
| 0.1000 | 0.1500 | 99 | 2,028 | 106.9% | 0.28 | 0.3118 | -0.005 | 4 | 0.8900 | 1.19 | 54 | 14.1K | 104.0% | -0.71 | 0.3096 | -0.005 |
| 0.0500 | 0.2100 | 216 | 1,026 | 133.8% | 0.19 | 0.2419 | -0.005 | 4.5 | 1.26 | 2.56 | 21 | 13.7K | 243.3% | -0.80 | 0.2407 | -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 — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs