LYFT option chain Lyft, Inc.
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 ±11.4% (15.53–19.53) · ATM IV 45.4% · P/C open interest 0.60
| 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 | |
| 7.70 | 10.70 | 1 | 210.4% | 0.98 | 0.0075 | -0.000 | 9 | 0 | 0.7500 | 176.2% | -0.02 | 0.0075 | -0.004 | |||
| 6.85 | 8.95 | 6 | 150.3% | 0.98 | 0.0101 | -0.001 | 10 | 0 | 0.7500 | 153.4% | -0.02 | 0.0102 | -0.004 | |||
| 5.85 | 7.35 | 81.0% | 0.97 | 0.0139 | -0.001 | 11 | 0 | 0.7500 | 132.7% | -0.03 | 0.0140 | -0.004 | ||||
| 5.40 | 6.85 | 80.2% | 0.97 | 0.0165 | -0.002 | 11.5 | 0 | 0.7500 | 123.0% | -0.03 | 0.0165 | -0.004 | ||||
| 5.00 | 6.50 | 93.1% | 0.96 | 0.0197 | -0.002 | 12 | 0 | 0.7500 | 113.6% | -0.04 | 0.0197 | -0.004 | ||||
| 4.50 | 5.70 | 59.8% | 0.96 | 0.0238 | -0.002 | 12.5 | 0 | 0.9500 | 113.5% | -0.04 | 0.0239 | -0.004 | ||||
| 4.05 | 5.20 | 59.0% | 0.95 | 0.0292 | -0.003 | 13 | 0 | 0.9500 | 1 | 104.2% | -0.05 | 0.0293 | -0.004 | |||
| 3.55 | 4.75 | 56.7% | 0.94 | 0.0367 | -0.003 | 13.5 | 0 | 0.9500 | 95.1% | -0.06 | 0.0369 | -0.005 | ||||
| 3.05 | 4.25 | 50.1% | 0.93 | 0.0472 | -0.004 | 14 | 0 | 0.9500 | 10 | 86.2% | -0.07 | 0.0475 | -0.005 | |||
| 2.60 | 3.80 | 49.6% | 0.91 | 0.0616 | -0.005 | 14.5 | 0 | 0.9500 | 20 | 77.5% | -0.09 | 0.0620 | -0.006 | |||
| 2.15 | 3.35 | 47.4% | 0.87 | 0.0799 | -0.006 | 15 | 0 | 0.9500 | 6 | 68.9% | -0.13 | 0.0804 | -0.007 | |||
| 1.95 | 2.88 | 1 | 51.9% | 0.83 | 0.1007 | -0.008 | 15.5 | 0.1800 | 0.2900 | 2 | 44.7% | -0.18 | 0.1015 | -0.009 | ||
| 1.55 | 2.50 | 18 | 50.2% | 0.77 | 0.1218 | -0.010 | 16 | 0.0300 | 1.15 | 6 | 58.0% | -0.23 | 0.1229 | -0.011 | ||
| 1.47 | 2.15 | 56.0% | 0.70 | 0.1405 | -0.011 | 16.5 | 0.1000 | 1.18 | 3 | 51.3% | -0.30 | 0.1419 | -0.012 | |||
| 1.20 | 1.63 | 1 | 2 | 50.8% | 0.62 | 0.1547 | -0.012 | 17 | 0.0800 | 1.42 | 1 | 46.7% | -0.38 | 0.1564 | -0.013 | |
| 0.8600 | 1.29 | 3 | 5 | 47.0% | 0.54 | 0.1626 | -0.013 | 17.5 | 0.5500 | 1.30 | 43.8% | -0.46 | 0.1648 | -0.013 | ||
| 0.6900 | 0.9700 | 19 | 30 | 46.0% | 0.46 | 0.1637 | -0.013 | 18 | 0.6000 | 1.55 | 37.9% | -0.54 | 0.1663 | -0.013 | ||
| 0.2000 | 0.9500 | 42.7% | 0.38 | 0.1580 | -0.013 | 18.5 | 1.10 | 1.85 | 1 | 41.5% | -0.62 | 0.1611 | -0.012 | |||
| 0.3900 | 0.5900 | 30 | 20 | 45.8% | 0.31 | 0.1466 | -0.012 | 19 | 1.51 | 2.20 | 13 | 42.7% | -0.70 | 0.1502 | -0.011 | |
| 0 | 1.15 | 6 | 56.7% | 0.25 | 0.1312 | -0.010 | 19.5 | 1.85 | 2.60 | 41.7% | -0.76 | 0.1353 | -0.010 | |||
| 0 | 1.01 | 10 | 59.2% | 0.20 | 0.1138 | -0.009 | 20 | 2.05 | 3.25 | 42.2% | -0.82 | 0.1184 | -0.008 | |||
| 0.1300 | 0.4000 | 2 | 50.3% | 0.15 | 0.0964 | -0.008 | 20.5 | 2.45 | 3.65 | 38.2% | -0.86 | 0.1012 | -0.007 | |||
| 0 | 0.9500 | 1 | 68.5% | 0.12 | 0.0807 | -0.007 | 21 | 2.95 | 4.15 | 42.4% | -0.89 | 0.0853 | -0.006 | |||
| 0 | 0.9500 | 1 | 73.5% | 0.10 | 0.0674 | -0.006 | 21.5 | 3.40 | 4.60 | 37.6% | -0.92 | 0.0713 | -0.005 | |||
| 0 | 1.00 | 79.8% | 0.08 | 0.0566 | -0.005 | 22 | 3.90 | 5.10 | 40.9% | -0.93 | 0.0603 | -0.004 | ||||
| 0 | 0.9500 | 1 | 82.8% | 0.07 | 0.0478 | -0.005 | 22.5 | 4.35 | 5.55 | -0.95 | 0.0545 | -0.003 | ||||
| 0 | 0.7500 | 80.4% | 0.06 | 0.0408 | -0.004 | 23 | 4.90 | 6.05 | -0.96 | 0.0485 | -0.002 | |||||
| 0 | 0.7500 | 88.4% | 0.04 | 0.0304 | -0.004 | 24 | 5.75 | 7.25 | 53.4% | -0.98 | 0.0382 | -0.002 | ||||
| 0 | 0.7500 | 95.7% | 0.03 | 0.0234 | -0.003 | 25 | 6.75 | 8.20 | -0.99 | 0.0274 | -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 — Oct 09, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.