LYFT option chain Lyft, Inc.
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 ±17.3% (14.06–19.95) · ATM IV 53.5% · P/C open interest 0.98
| 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 | |
| 7.15 | 8.95 | 6 | 0.99 | 0.0065 | -0.001 | 9 | 0 | 0.1000 | 115 | 84.8% | -0.01 | 0.0066 | -0.002 | |||
| 6.60 | 7.30 | 109 | 0.98 | 0.0099 | -0.001 | 10 | 0.0300 | 0.0400 | 1,619 | 68.2% | -0.02 | 0.0100 | -0.002 | |||
| 5.65 | 6.25 | 47 | 0.97 | 0.0163 | -0.002 | 11 | 0.0500 | 0.0600 | 1 | 1,325 | 62.3% | -0.03 | 0.0164 | -0.003 | ||
| 4.70 | 5.30 | 4 | 71 | 0.94 | 0.0275 | -0.003 | 12 | 0.1000 | 0.1200 | 1,714 | 59.9% | -0.06 | 0.0276 | -0.004 | ||
| 3.85 | 4.40 | 477 | 36.2% | 0.90 | 0.0434 | -0.005 | 13 | 0.1800 | 0.2200 | 15 | 5,535 | 57.4% | -0.10 | 0.0437 | -0.006 | |
| 3.25 | 3.55 | 450 | 52.0% | 0.84 | 0.0623 | -0.007 | 14 | 0.3300 | 0.4000 | 3 | 14.0K | 56.3% | -0.16 | 0.0628 | -0.008 | |
| 2.61 | 2.86 | 1,157 | 55.8% | 0.76 | 0.0816 | -0.009 | 15 | 0.5600 | 0.6500 | 1,647 | 54.9% | -0.24 | 0.0824 | -0.010 | ||
| 1.93 | 2.11 | 8 | 5,453 | 52.1% | 0.66 | 0.0980 | -0.011 | 16 | 0.9000 | 1.06 | 1 | 1,095 | 55.2% | -0.34 | 0.0992 | -0.011 |
| 1.45 | 1.59 | 19 | 6,691 | 53.0% | 0.56 | 0.1074 | -0.012 | 17 | 1.35 | 1.50 | 1 | 3,171 | 54.0% | -0.45 | 0.1090 | -0.012 |
| 1.08 | 1.17 | 2 | 6,919 | 53.8% | 0.45 | 0.1079 | -0.012 | 18 | 1.93 | 2.15 | 2,415 | 55.2% | -0.55 | 0.1101 | -0.012 | |
| 0.6700 | 0.7900 | 15 | 75 | 50.9% | 0.36 | 0.1012 | -0.011 | 19 | 2.60 | 2.82 | 54.9% | -0.65 | 0.1039 | -0.011 | ||
| 0.4700 | 0.5600 | 20 | 8,899 | 51.6% | 0.27 | 0.0901 | -0.010 | 20 | 3.35 | 3.60 | 3,652 | 55.2% | -0.74 | 0.0935 | -0.010 | |
| 0.3000 | 0.4100 | 4 | 19 | 52.1% | 0.20 | 0.0767 | -0.009 | 21 | 4.20 | 4.70 | 62.7% | -0.81 | 0.0809 | -0.009 | ||
| 0.2000 | 0.3100 | 2 | 3,237 | 53.3% | 0.15 | 0.0628 | -0.007 | 22 | 5.05 | 5.60 | 218 | 64.1% | -0.87 | 0.0677 | -0.007 | |
| 0.1500 | 0.2100 | 54.1% | 0.11 | 0.0504 | -0.006 | 23 | 6.00 | 6.55 | 68.1% | -0.91 | 0.0558 | -0.006 | ||||
| 0.1100 | 0.1700 | 56.1% | 0.09 | 0.0403 | -0.005 | 24 | 6.90 | 7.55 | 71.2% | -0.94 | 0.0467 | -0.005 | ||||
| 0.0700 | 0.1400 | 2 | 2,119 | 57.4% | 0.07 | 0.0326 | -0.004 | 25 | 7.95 | 8.50 | 76.9% | -0.96 | 0.0389 | -0.004 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs