LYFT option chain Lyft, Inc.
Cboe delayed options data · as of 12:36 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 ±23.8% (13.19–21.41) · ATM IV 49.3% · P/C open interest 0.71
| 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 | |
| 7.95 | 8.85 | 23 | 0.98 | 0.0087 | 0.000 | 9 | 0 | 0.0700 | 110 | 55.4% | -0.02 | 0.0087 | -0.001 | |||
| 7.00 | 7.80 | 1,192 | 0.96 | 0.0131 | 0.000 | 10 | 0.0800 | 0.1300 | 50 | 22.0K | 58.1% | -0.04 | 0.0132 | -0.002 | ||
| 6.00 | 7.55 | 18 | 62.4% | 0.94 | 0.0197 | -0.001 | 11 | 0.0900 | 0.2500 | 509 | 55.5% | -0.06 | 0.0199 | -0.002 | ||
| 5.65 | 5.95 | 13 | 3,603 | 53.7% | 0.91 | 0.0286 | -0.002 | 12 | 0.1700 | 0.2900 | 2 | 33.3K | 51.0% | -0.09 | 0.0289 | -0.003 |
| 4.55 | 5.70 | 331 | 58.8% | 0.87 | 0.0389 | -0.003 | 13 | 0.3400 | 0.6500 | 1,789 | 55.2% | -0.13 | 0.0394 | -0.004 | ||
| 3.60 | 4.35 | 285 | 42.8% | 0.81 | 0.0495 | -0.004 | 14 | 0.6000 | 0.7200 | 2 | 352 | 51.7% | -0.19 | 0.0504 | -0.005 | |
| 3.45 | 3.70 | 146 | 32.8K | 52.5% | 0.75 | 0.0596 | -0.005 | 15 | 0.8900 | 1.02 | 20.7K | 51.0% | -0.25 | 0.0607 | -0.006 | |
| 2.61 | 3.05 | 1 | 557 | 48.3% | 0.68 | 0.0681 | -0.006 | 16 | 1.25 | 1.45 | 10 | 246 | 50.9% | -0.32 | 0.0697 | -0.007 |
| 2.23 | 2.50 | 229 | 14.5K | 49.7% | 0.61 | 0.0743 | -0.007 | 17 | 1.49 | 2.00 | 6 | 4,012 | 48.9% | -0.40 | 0.0765 | -0.007 |
| 1.50 | 2.41 | 3 | 758 | 50.4% | 0.53 | 0.0776 | -0.007 | 18 | 2.09 | 2.33 | 486 | 46.9% | -0.48 | 0.0804 | -0.007 | |
| 1.30 | 1.59 | 519 | 47.1% | 0.46 | 0.0776 | -0.007 | 19 | 2.51 | 3.40 | 11 | 933 | 49.8% | -0.55 | 0.0812 | -0.007 | |
| 1.10 | 1.39 | 59 | 18.7K | 49.7% | 0.39 | 0.0750 | -0.007 | 20 | 3.45 | 3.65 | 934 | 47.4% | -0.63 | 0.0792 | -0.007 | |
| 0.8100 | 1.19 | 164 | 49.9% | 0.33 | 0.0704 | -0.007 | 21 | 3.80 | 4.85 | 92 | 48.0% | -0.69 | 0.0753 | -0.006 | ||
| 0.6400 | 0.8000 | 16 | 5,478 | 48.7% | 0.28 | 0.0647 | -0.006 | 22 | 4.80 | 5.80 | 1 | 924 | 53.1% | -0.75 | 0.0703 | -0.005 |
| 0.2800 | 0.4600 | 122 | 7,873 | 49.4% | 0.16 | 0.0460 | -0.005 | 25 | 6.45 | 8.30 | 207 | -0.88 | 0.0535 | -0.003 | ||
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 — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs