LYFT option chain Lyft, Inc.

Expiration Cboe delayed options data · as of 15:40 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 ±14.3% (14.57–19.43) · ATM IV 60.3% · 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
7.50	9.10		10	163.3%	0.97	0.0098	-0.005	9	0	0.1400			122.6%	-0.03	0.0099	-0.006
6.50	7.90		45	123.5%	0.97	0.0134	-0.005	10	0	0.1500		3,703	106.3%	-0.03	0.0135	-0.006
5.55	6.25		1		0.96	0.0186	-0.005	11	0	0.1700		456	92.2%	-0.04	0.0187	-0.006
5.05	5.75				0.95	0.0223	-0.006	11.5	0	0.1800			85.4%	-0.05	0.0223	-0.006
4.55	5.25		49		0.95	0.0269	-0.006	12	0.0100	0.2000		460	80.5%	-0.05	0.0270	-0.006
4.10	4.80				0.94	0.0331	-0.006	12.5	0	0.2500			76.0%	-0.06	0.0332	-0.007
3.65	4.35		26		0.92	0.0413	-0.007	13	0.0600	0.2200	3	4,285	70.4%	-0.08	0.0415	-0.008
3.20	3.90				0.90	0.0519	-0.009	13.5	0.0900	0.3400			71.3%	-0.10	0.0521	-0.009
2.80	3.45		58	44.5%	0.87	0.0645	-0.010	14	0.2000	0.2400	15	1,525	63.6%	-0.13	0.0648	-0.011
2.38	3.05			48.8%	0.83	0.0783	-0.012	14.5	0.2600	0.3700			63.5%	-0.17	0.0788	-0.013
2.11	2.62		256	53.4%	0.79	0.0922	-0.014	15	0.4000	0.4500	12	2,750	62.5%	-0.22	0.0928	-0.014
2.06	2.17	2		60.6%	0.73	0.1052	-0.016	15.5	0.5300	0.5900			61.5%	-0.27	0.1059	-0.016
1.64	1.85	5	4,313	57.8%	0.67	0.1164	-0.017	16	0.7000	0.7600	585	1,145	60.9%	-0.33	0.1172	-0.017
1.42	1.54			59.0%	0.61	0.1250	-0.018	16.5	0.9100	1.02			62.0%	-0.39	0.1260	-0.018
1.22	1.27	34	5,156	60.0%	0.55	0.1302	-0.019	17	1.11	1.26		622	60.6%	-0.46	0.1314	-0.019
1.00	1.05	63		60.0%	0.48	0.1317	-0.019	17.5	1.42	1.81			68.1%	-0.52	0.1331	-0.019
0.8100	0.8600	277	6,299	59.9%	0.42	0.1294	-0.018	18	1.72	1.79	638	564	59.6%	-0.59	0.1311	-0.018
0.5900	0.7300	2		59.2%	0.36	0.1240	-0.017	18.5	2.05	2.52			69.6%	-0.65	0.1259	-0.018
0.5100	0.5400	47	707	59.1%	0.30	0.1161	-0.016	19	2.41	2.77		96	66.8%	-0.70	0.1183	-0.016
0.3400	0.5200			60.1%	0.26	0.1066	-0.015	19.5	2.71	3.35			70.3%	-0.75	0.1090	-0.015
0.2900	0.3500	24	673	58.8%	0.21	0.0960	-0.013	20	3.10	3.80		20	71.9%	-0.80	0.0987	-0.013
0.1400	0.3100			57.0%	0.18	0.0851	-0.012	20.5	3.60	4.45			82.4%	-0.83	0.0880	-0.012
0.1800	0.2500	40	233	60.9%	0.15	0.0746	-0.011	21	4.00	4.90		7	83.3%	-0.86	0.0777	-0.011
0.1300	0.2600	3		63.7%	0.12	0.0652	-0.010	21.5	4.45	5.35			85.2%	-0.89	0.0683	-0.010
0.1100	0.1700	3	825	62.3%	0.11	0.0570	-0.009	22	4.95	5.85			90.2%	-0.91	0.0603	-0.009
0.0100	0.2300			63.8%	0.09	0.0500	-0.008	22.5	5.45	6.30			93.2%	-0.92	0.0534	-0.008
0.0500	0.2200		1,077	69.4%	0.08	0.0442	-0.008	23	5.95	6.80			97.7%	-0.93	0.0476	-0.007
0.0300	0.1600	1	26	71.0%	0.06	0.0352	-0.007	24	6.95	7.40			88.8%	-0.95	0.0385	-0.006
0	0.1100		56	69.8%	0.05	0.0288	-0.006	25	7.90	8.80			112.3%	-0.96	0.0322	-0.006

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.

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LYFT option chain Lyft, Inc.

Volatility smile — Nov 20, 2026

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