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 ±4.7% (16.09–17.68) · ATM IV 41.9% · P/C open interest 0.34
| 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 | |
| 7.20 | 9.60 | 1 | 40 | 434.9% | 1.00 | 0.0022 | -0.002 | 9 | 0 | 2.06 | 548.1% | -0.00 | 0.0022 | -0.002 | ||
| 6.40 | 8.40 | 1 | 32 | 377.1% | 1.00 | 0.0038 | -0.003 | 10 | 0 | 1.41 | 411.3% | -0.00 | 0.0038 | -0.003 | ||
| 5.90 | 8.05 | 1 | 1 | 366.8% | 0.99 | 0.0050 | -0.003 | 10.5 | 0 | 2.13 | 454.1% | -0.01 | 0.0050 | -0.003 | ||
| 5.40 | 7.15 | 2 | 296.8% | 0.99 | 0.0064 | -0.003 | 11 | 0 | 0.9500 | 307.3% | -0.01 | 0.0064 | -0.003 | |||
| 4.80 | 7.10 | 1 | 309.9% | 0.99 | 0.0083 | -0.004 | 11.5 | 0 | 1.35 | 7 | 323.7% | -0.01 | 0.0083 | -0.004 | ||
| 4.35 | 6.20 | 2 | 251.1% | 0.99 | 0.0107 | -0.004 | 12 | 0 | 1.15 | 22 | 280.2% | -0.01 | 0.0107 | -0.004 | ||
| 3.95 | 5.60 | 21 | 229.4% | 0.99 | 0.0140 | -0.004 | 12.5 | 0 | 0.1000 | 163 | 128.7% | -0.01 | 0.0140 | -0.004 | ||
| 3.25 | 5.60 | 5 | 234.8% | 0.98 | 0.0185 | -0.005 | 13 | 0 | 1.63 | 47 | 273.4% | -0.02 | 0.0186 | -0.005 | ||
| 2.85 | 5.15 | 1 | 224.4% | 0.98 | 0.0250 | -0.005 | 13.5 | 0 | 1.00 | 163 | 199.9% | -0.02 | 0.0251 | -0.005 | ||
| 2.50 | 3.65 | 3 | 43 | 131.7% | 0.98 | 0.0348 | -0.006 | 14 | 0 | 0.9500 | 168 | 174.9% | -0.02 | 0.0349 | -0.006 | |
| 2.07 | 3.35 | 10 | 206 | 136.9% | 0.97 | 0.0510 | -0.006 | 14.5 | 0.0100 | 0.0300 | 8 | 429 | 61.1% | -0.03 | 0.0512 | -0.006 |
| 1.64 | 1.96 | 32 | 152 | 0.95 | 0.0846 | -0.008 | 15 | 0.0100 | 0.0300 | 56 | 297 | 49.5% | -0.05 | 0.0849 | -0.008 | |
| 1.07 | 1.61 | 17 | 204 | 0.90 | 0.1558 | -0.013 | 15.5 | 0.0100 | 0.0600 | 79 | 110 | 43.0% | -0.10 | 0.1565 | -0.014 | |
| 0.8200 | 1.11 | 90 | 1,244 | 44.7% | 0.80 | 0.2596 | -0.022 | 16 | 0.0500 | 0.1700 | 198 | 459 | 43.9% | -0.20 | 0.2611 | -0.022 |
| 0.5300 | 0.7100 | 143 | 541 | 45.7% | 0.64 | 0.3577 | -0.028 | 16.5 | 0.2000 | 0.3100 | 194 | 722 | 44.0% | -0.36 | 0.3602 | -0.029 |
| 0.2800 | 0.3500 | 341 | 796 | 41.1% | 0.45 | 0.3922 | -0.029 | 17 | 0.4000 | 0.5600 | 29 | 73 | 42.6% | -0.55 | 0.3953 | -0.030 |
| 0.1300 | 0.1600 | 578 | 1,656 | 41.3% | 0.27 | 0.3310 | -0.024 | 17.5 | 0.6700 | 1.48 | 7 | 73.8% | -0.73 | 0.3340 | -0.024 | |
| 0.0600 | 0.0800 | 235 | 361 | 43.0% | 0.13 | 0.2210 | -0.014 | 18 | 1.00 | 1.78 | 44 | 68.3% | -0.87 | 0.2229 | -0.015 | |
| 0 | 0.0300 | 42 | 1,124 | 38.4% | 0.05 | 0.1128 | -0.007 | 18.5 | 0.4000 | 3.35 | 80.5% | -0.95 | 0.1108 | -0.007 | ||
| 0 | 0.0600 | 311 | 509 | 53.7% | 0.03 | 0.0580 | -0.004 | 19 | 1.36 | 2.58 | 2 | 1 | -0.98 | 0.0539 | -0.003 | |
| 0 | 0.0100 | 13 | 52 | 47.0% | 0.01 | 0.0333 | -0.002 | 19.5 | 2.28 | 3.95 | 140.6% | -0.99 | 0.0292 | -0.002 | ||
| 0 | 0.0100 | 309 | 737 | 53.9% | 0.01 | 0.0209 | -0.002 | 20 | 2.54 | 5.00 | 1 | 173.9% | -0.99 | 0.0172 | -0.001 | |
| 0 | 0.2500 | 30 | 108.3% | 0.01 | 0.0139 | -0.001 | 20.5 | 2.98 | 5.45 | 179.2% | -1.00 | 0.0108 | -0.001 | |||
| 0 | 1.54 | 8 | 218.1% | 0.00 | 0.0097 | -0.001 | 21 | 3.50 | 6.00 | 195.8% | -1.00 | 0.0072 | -0.001 | |||
| 0 | 1.35 | 217.4% | 0.00 | 0.0071 | -0.001 | 21.5 | 4.25 | 6.10 | 196.6% | -1.00 | 0.0049 | -0.001 | ||||
| 0 | 1.35 | 228.4% | 0.00 | 0.0053 | -0.001 | 22 | 4.45 | 7.15 | 224.9% | -1.00 | 0.0035 | -0.000 | ||||
| 0 | 1.41 | 243.0% | 0.00 | 0.0040 | -0.001 | 22.5 | 4.95 | 7.65 | 235.3% | -1.00 | 0.0026 | -0.000 | ||||
| 0 | 1.41 | 253.2% | 0.00 | 0.0032 | -0.001 | 23 | 5.45 | 8.15 | 245.4% | -1.00 | 0.0019 | -0.000 | ||||
| 0 | 1.26 | 261.6% | 0.00 | 0.0020 | -0.000 | 24 | 6.45 | 8.95 | 1 | 249.4% | -1.00 | 0.0011 | -0.000 | |||
| 0 | 0.0800 | 20 | 146.1% | 0.00 | 0.0014 | -0.000 | 25 | 7.45 | 10.15 | 282.1% | -1.00 | 0.0007 | -0.000 | |||
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 23, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs