LCID option chain Lucid Group, Inc.
Cboe delayed options data · as of 15:36 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 ±13.6% (4.10–5.39) · ATM IV 82.2% · P/C open interest 1.44
| 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 | |
| 2.06 | 2.58 | 3 | 251.2% | 0.98 | 0.0404 | -0.002 | 2.5 | 0 | 0.1800 | 252.5% | -0.02 | 0.0333 | -0.003 | |||
| 1.56 | 2.06 | 17 | 185.1% | 0.96 | 0.0689 | -0.003 | 3 | 0 | 0.1000 | 14.4K | 164.1% | -0.04 | 0.0643 | -0.004 | ||
| 1.10 | 1.63 | 1 | 163.2% | 0.93 | 0.1341 | -0.004 | 3.5 | 0 | 0.0500 | 8 | 99.4% | -0.07 | 0.1312 | -0.005 | ||
| 0.7300 | 0.9500 | 2 | 87 | 102.4% | 0.84 | 0.2818 | -0.007 | 4 | 0.0400 | 0.0800 | 9,373 | 81.7% | -0.16 | 0.2759 | -0.007 | |
| 0.4100 | 0.4900 | 52 | 323 | 85.7% | 0.65 | 0.4858 | -0.009 | 4.5 | 0.1700 | 0.2200 | 9 | 516 | 78.6% | -0.35 | 0.4793 | -0.009 |
| 0.2000 | 0.2300 | 446 | 5,697 | 84.1% | 0.40 | 0.4838 | -0.010 | 5 | 0.4500 | 0.5200 | 31 | 8,735 | 83.9% | -0.59 | 0.4798 | -0.010 |
| 0.0900 | 0.1200 | 24 | 2,245 | 89.0% | 0.24 | 0.3473 | -0.009 | 5.5 | 0.6500 | 1.07 | 1,080 | 83.5% | -0.76 | 0.3451 | -0.009 | |
| 0.0400 | 0.0700 | 78 | 12.8K | 95.3% | 0.15 | 0.2353 | -0.007 | 6 | 1.19 | 1.39 | 8 | 21.8K | 74.4% | -0.84 | 0.2341 | -0.007 |
| 0.0200 | 0.0400 | 179 | 101.0% | 0.10 | 0.1616 | -0.006 | 6.5 | 1.41 | 1.99 | 6 | -0.90 | 0.1609 | -0.005 | |||
| 0.0100 | 0.0400 | 41 | 6,740 | 114.0% | 0.07 | 0.1139 | -0.005 | 7 | 2.03 | 2.41 | 10.5K | -0.93 | 0.1135 | -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 — Sep 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