LYFT option chain Lyft, 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 ±12.4% (15.36–19.70) · ATM IV 44.1% · P/C open interest 1.27
| 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 | |
| 8.45 | 10.60 | 20 | 221.7% | 0.98 | 0.0064 | 0.000 | 9 | 0 | 0.0800 | 19 | 99.7% | -0.01 | 0.0064 | -0.003 | ||
| 7.35 | 8.20 | 44 | 118.2% | 0.98 | 0.0088 | 0.000 | 10 | 0 | 0.0600 | 636 | 81.8% | -0.02 | 0.0089 | -0.003 | ||
| 6.20 | 7.20 | 78 | 89.6% | 0.98 | 0.0124 | 0.000 | 11 | 0 | 0.0900 | 2,467 | 74.4% | -0.02 | 0.0125 | -0.003 | ||
| 5.40 | 6.20 | 76 | 87.9% | 0.97 | 0.0181 | 0.000 | 12 | 0 | 0.1000 | 3,324 | 63.6% | -0.03 | 0.0182 | -0.003 | ||
| 4.40 | 5.15 | 168 | 70.3% | 0.96 | 0.0280 | -0.000 | 13 | 0.0100 | 0.1200 | 4,839 | 55.0% | -0.04 | 0.0282 | -0.003 | ||
| 3.45 | 4.25 | 494 | 63.0% | 0.93 | 0.0471 | -0.002 | 14 | 0.0100 | 0.1700 | 2,486 | 47.2% | -0.07 | 0.0474 | -0.005 | ||
| 2.68 | 3.10 | 3,102 | 51.6% | 0.87 | 0.0789 | -0.005 | 15 | 0.1600 | 0.2200 | 1,034 | 44.7% | -0.14 | 0.0795 | -0.007 | ||
| 1.97 | 2.16 | 95 | 1,090 | 46.8% | 0.76 | 0.1163 | -0.008 | 16 | 0.3500 | 0.4300 | 56 | 613 | 43.3% | -0.24 | 0.1174 | -0.009 |
| 1.33 | 1.55 | 17 | 1,015 | 46.8% | 0.62 | 0.1440 | -0.011 | 17 | 0.6100 | 0.8100 | 13 | 888 | 41.6% | -0.38 | 0.1459 | -0.011 |
| 0.8000 | 1.08 | 24 | 1,701 | 46.0% | 0.47 | 0.1517 | -0.011 | 18 | 1.10 | 1.37 | 1,566 | 42.1% | -0.53 | 0.1544 | -0.011 | |
| 0.4900 | 0.7200 | 11 | 1,869 | 46.6% | 0.33 | 0.1387 | -0.011 | 19 | 1.64 | 2.02 | 2 | 92 | 39.0% | -0.67 | 0.1424 | -0.010 |
| 0.2900 | 0.4700 | 8 | 2,230 | 47.4% | 0.22 | 0.1126 | -0.009 | 20 | 2.33 | 2.90 | 65 | 37.9% | -0.79 | 0.1172 | -0.008 | |
| 0.1600 | 0.2400 | 9 | 1,675 | 45.7% | 0.15 | 0.0844 | -0.007 | 21 | 3.20 | 3.80 | 37 | 35.8% | -0.87 | 0.0896 | -0.005 | |
| 0.0900 | 0.2200 | 1 | 555 | 49.9% | 0.10 | 0.0615 | -0.006 | 22 | 4.15 | 4.70 | -0.92 | 0.0659 | -0.003 | |||
| 0.0500 | 0.1500 | 198 | 51.2% | 0.07 | 0.0451 | -0.004 | 23 | 5.05 | 5.70 | -0.95 | 0.0484 | -0.001 | ||||
| 0.0200 | 0.0900 | 9 | 770 | 56.1% | 0.04 | 0.0256 | -0.003 | 25 | 6.80 | 7.70 | -0.98 | 0.0312 | -0.001 | |||
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 16, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs