LYFT option chain Lyft, Inc.
Cboe delayed options data · as of 12:38 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 ±14.9% (14.36–19.40) · ATM IV 60.2% · P/C open interest 0.78
| 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 | |
| 7.30 | 9.40 | 10 | 184.2% | 0.98 | 0.0082 | -0.004 | 9 | 0 | 0.0600 | 100.8% | -0.02 | 0.0082 | -0.004 | |||
| 6.40 | 8.25 | 8 | 45 | 156.2% | 0.98 | 0.0115 | -0.004 | 10 | 0 | 0.1100 | 3,703 | 94.9% | -0.02 | 0.0115 | -0.004 | |
| 5.50 | 7.45 | 1 | 148.6% | 0.97 | 0.0165 | -0.004 | 11 | 0 | 0.1600 | 456 | 86.0% | -0.03 | 0.0166 | -0.004 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 11.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.55 | 6.00 | 49 | 108.2% | 0.96 | 0.0255 | -0.005 | 12 | 0.0400 | 0.0800 | 2 | 460 | 67.1% | -0.04 | 0.0256 | -0.005 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 12.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.65 | 4.45 | 2 | 26 | 66.6% | 0.92 | 0.0429 | -0.007 | 13 | 0.1100 | 0.1400 | 4 | 4,285 | 63.3% | -0.08 | 0.0431 | -0.007 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 13.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.79 | 3.80 | 58 | 72.8% | 0.86 | 0.0687 | -0.010 | 14 | 0.2400 | 0.3100 | 26 | 1,525 | 64.0% | -0.14 | 0.0690 | -0.010 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 14.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.25 | 2.60 | 5 | 256 | 63.3% | 0.77 | 0.0950 | -0.014 | 15 | 0.3200 | 0.5900 | 16 | 2,750 | 59.7% | -0.24 | 0.0956 | -0.014 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 15.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.65 | 1.78 | 52 | 4,313 | 59.3% | 0.65 | 0.1159 | -0.017 | 16 | 0.6000 | 0.9400 | 40 | 1,145 | 57.7% | -0.35 | 0.1169 | -0.017 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 16.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.15 | 1.24 | 106 | 5,156 | 59.1% | 0.53 | 0.1268 | -0.018 | 17 | 1.30 | 1.35 | 149 | 622 | 61.3% | -0.48 | 0.1281 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 17.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.7400 | 0.8100 | 32 | 6,299 | 57.7% | 0.41 | 0.1245 | -0.017 | 18 | 1.67 | 2.15 | 3 | 564 | 60.2% | -0.60 | 0.1263 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 18.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4700 | 0.5800 | 8 | 707 | 59.3% | 0.30 | 0.1115 | -0.015 | 19 | 2.29 | 2.97 | 96 | 60.4% | -0.71 | 0.1139 | -0.016 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 19.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.2700 | 0.3500 | 69 | 673 | 57.9% | 0.21 | 0.0925 | -0.012 | 20 | 3.05 | 3.90 | 20 | 63.0% | -0.80 | 0.0955 | -0.013 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 20.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1600 | 0.2500 | 22 | 233 | 59.5% | 0.14 | 0.0718 | -0.010 | 21 | 3.80 | 4.90 | 7 | 63.9% | -0.87 | 0.0753 | -0.010 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 21.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 0.1700 | 825 | 60.9% | 0.10 | 0.0542 | -0.008 | 22 | 4.75 | 5.80 | 65.5% | -0.92 | 0.0580 | -0.008 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 22.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.1100 | 1,077 | 60.9% | 0.07 | 0.0415 | -0.006 | 23 | 5.70 | 6.75 | 66.9% | -0.94 | 0.0448 | -0.007 | |||
| 0 | 0.2400 | 26 | 73.1% | 0.06 | 0.0325 | -0.005 | 24 | 6.70 | 7.60 | -0.96 | 0.0349 | -0.006 | ||||
| 0 | 0.1100 | 56 | 68.4% | 0.05 | 0.0261 | -0.005 | 25 | 7.80 | 8.70 | 83.9% | -0.97 | 0.0275 | -0.005 | |||
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