LYFT option chain Lyft, Inc.
Cboe delayed options data · as of 12:36 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 ±3.2% (16.75–17.86) · ATM IV 52.2% · P/C open interest 0.59
| 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 | |
| 7.40 | 10.40 | 9 | 12 | 833.6% | 1.00 | 0.0002 | 0.000 | 9 | 0 | 2.13 | -0.00 | 0.0002 | -0.000 | |||
| 7.00 | 9.00 | 2 | 18 | 770.0% | 1.00 | 0.0007 | 0.000 | 10 | 0 | 0.0100 | 11 | 292.4% | -0.00 | 0.0007 | -0.000 | |
| 6.45 | 8.90 | 1 | 5 | 786.2% | 1.00 | 0.0011 | 0.000 | 10.5 | 0 | 2.13 | -0.00 | 0.0011 | -0.001 | |||
| 5.00 | 8.40 | 4 | 12 | 543.3% | 1.00 | 0.0019 | -0.001 | 11 | 0 | 2.13 | 1 | 814.3% | -0.00 | 0.0019 | -0.001 | |
| 4.80 | 6.00 | 7 | 9 | 1.00 | 0.0030 | -0.001 | 11.5 | 0 | 2.13 | 1 | 760.0% | -0.00 | 0.0030 | -0.002 | ||
| 3.95 | 7.40 | 5 | 13 | 452.0% | 1.00 | 0.0046 | -0.002 | 12 | 0 | 2.13 | 7 | 707.9% | -0.00 | 0.0046 | -0.003 | |
| 4.05 | 6.90 | 24 | 22 | 523.1% | 0.99 | 0.0070 | -0.003 | 12.5 | 0 | 0.4200 | 4 | 360.4% | -0.01 | 0.0070 | -0.004 | |
| 3.55 | 6.40 | 3 | 4 | 480.6% | 0.99 | 0.0103 | -0.005 | 13 | 0 | 0.1000 | 34 | 231.7% | -0.01 | 0.0103 | -0.005 | |
| 2.77 | 5.90 | 2 | 6 | 395.9% | 0.99 | 0.0150 | -0.007 | 13.5 | 0 | 0.0500 | 193 | 181.2% | -0.01 | 0.0150 | -0.007 | |
| 2.22 | 5.40 | 3 | 22 | 350.1% | 0.98 | 0.0220 | -0.009 | 14 | 0 | 0.0300 | 18 | 145.7% | -0.02 | 0.0220 | -0.009 | |
| 2.36 | 4.30 | 20 | 318.6% | 0.98 | 0.0323 | -0.011 | 14.5 | 0 | 0.0400 | 1 | 85 | 131.3% | -0.02 | 0.0323 | -0.011 | |
| 1.89 | 4.40 | 3 | 22 | 361.2% | 0.97 | 0.0483 | -0.013 | 15 | 0 | 0.0300 | 1 | 489 | 104.7% | -0.03 | 0.0483 | -0.014 |
| 1.70 | 2.16 | 31 | 253 | 125.6% | 0.96 | 0.0753 | -0.016 | 15.5 | 0 | 0.0500 | 134 | 93.3% | -0.04 | 0.0753 | -0.016 | |
| 0.8600 | 3.40 | 4 | 42 | 273.9% | 0.94 | 0.1271 | -0.019 | 16 | 0.0100 | 0.0300 | 214 | 1,968 | 68.3% | -0.06 | 0.1272 | -0.019 |
| 0.8400 | 0.9500 | 233 | 492 | 59.9% | 0.88 | 0.2668 | -0.034 | 16.5 | 0.0200 | 0.0600 | 1,179 | 1,784 | 56.2% | -0.12 | 0.2674 | -0.034 |
| 0.4700 | 0.5600 | 664 | 624 | 61.2% | 0.69 | 0.4833 | -0.070 | 17 | 0.1200 | 0.1600 | 146 | 1,173 | 54.8% | -0.31 | 0.4864 | -0.071 |
| 0.2100 | 0.2400 | 1,179 | 973 | 57.2% | 0.42 | 0.5653 | -0.077 | 17.5 | 0.2100 | 0.4500 | 184 | 151 | 47.2% | -0.58 | 0.5718 | -0.078 |
| 0.0500 | 0.1000 | 589 | 2,608 | 55.9% | 0.18 | 0.3830 | -0.044 | 18 | 0.4200 | 0.8600 | 151 | 69 | -0.83 | 0.3859 | -0.044 | |
| 0.0100 | 0.0400 | 444 | 1,111 | 59.2% | 0.07 | 0.1834 | -0.020 | 18.5 | 1.02 | 1.98 | 34 | 148.9% | -0.93 | 0.1837 | -0.019 | |
| 0 | 0.0500 | 420 | 1,996 | 77.3% | 0.04 | 0.0917 | -0.011 | 19 | 0.9700 | 2.06 | 3 | -0.97 | 0.0911 | -0.010 | ||
| 0 | 0.0900 | 6 | 314 | 106.7% | 0.02 | 0.0506 | -0.007 | 19.5 | 1.60 | 3.55 | 3 | 3 | 220.4% | -0.98 | 0.0490 | -0.006 |
| 0 | 0.0200 | 11 | 1,242 | 94.2% | 0.01 | 0.0302 | -0.004 | 20 | 2.17 | 3.90 | 2 | 2 | 234.8% | -0.99 | 0.0279 | -0.004 |
| 0 | 0.1300 | 3 | 151.8% | 0.01 | 0.0191 | -0.003 | 20.5 | 2.61 | 4.60 | 5 | 1 | 275.3% | -0.99 | 0.0166 | -0.004 | |
| 0 | 0.0800 | 599 | 152.0% | 0.01 | 0.0126 | -0.002 | 21 | 2.48 | 5.10 | 200.1% | -1.00 | 0.0101 | -0.003 | |||
| 0 | 0.0200 | 1 | 133.1% | 0.00 | 0.0087 | -0.002 | 21.5 | 2.93 | 5.60 | 2 | 1 | 206.0% | -1.00 | 0.0063 | -0.003 | |
| 0 | 0.2800 | 3 | 236.7% | 0.00 | 0.0061 | -0.001 | 22 | 3.70 | 5.85 | 5 | 226.8% | -1.00 | 0.0040 | -0.003 | ||
| 0 | 2.13 | 505.4% | 0.00 | 0.0044 | -0.001 | 22.5 | 4.60 | 7.20 | 2 | 432.4% | -1.00 | 0.0026 | -0.002 | |||
| 0 | 2.13 | 50 | 525.9% | 0.00 | 0.0033 | -0.001 | 23 | 5.50 | 6.85 | 394.3% | -1.00 | 0.0017 | -0.002 | |||
| 0 | 2.13 | 545.5% | 0.00 | 0.0025 | -0.001 | 23.5 | 5.15 | 7.30 | 2 | 241.2% | -1.00 | 0.0011 | -0.002 | |||
| 0 | 2.13 | 564.4% | 0.00 | 0.0019 | -0.000 | 24 | 5.75 | 8.25 | 2 | 376.4% | -1.00 | 0.0008 | -0.002 | |||
| 0 | 2.13 | 582.6% | 0.00 | 0.0015 | -0.000 | 24.5 | 6.10 | 8.60 | 1 | 335.6% | -1.00 | 0.0005 | -0.002 | |||
| 0 | 0.0200 | 209.2% | 0.00 | 0.0011 | -0.000 | 25 | 6.45 | 9.70 | 3 | 2 | 431.6% | -1.00 | 0.0003 | -0.002 | ||
| 0 | 0.0100 | 202.0% | 0.00 | 0.0009 | -0.000 | 25.5 | 7.10 | 10.20 | 3 | 1 | 469.8% | -1.00 | 0.0002 | -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 — Sep 04, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs