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 ±19.0% (13.66–20.09) · ATM IV 47.8% · P/C open interest 0.69
| 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 | |
| 7.40 | 9.30 | 1 | 25 | 110.7% | 0.98 | 0.0083 | -0.001 | 9 | 0 | 0.1000 | 119 | 68.6% | -0.02 | 0.0084 | -0.001 | |
| 6.65 | 7.10 | 39 | 1,187 | 0.97 | 0.0133 | -0.002 | 10 | 0.0100 | 0.1000 | 100 | 21.3K | 59.5% | -0.03 | 0.0134 | -0.002 | |
| 5.70 | 6.90 | 20 | 130 | 77.4% | 0.95 | 0.0210 | -0.003 | 11 | 0.0800 | 0.1800 | 515 | 60.1% | -0.05 | 0.0212 | -0.003 | |
| 5.00 | 5.30 | 5 | 3,482 | 53.9% | 0.92 | 0.0321 | -0.004 | 12 | 0.1700 | 0.2300 | 30 | 30.3K | 56.1% | -0.08 | 0.0324 | -0.004 |
| 3.95 | 4.55 | 4 | 340 | 50.0% | 0.87 | 0.0460 | -0.005 | 13 | 0.2700 | 0.4200 | 1,670 | 54.9% | -0.13 | 0.0466 | -0.005 | |
| 3.15 | 3.65 | 2 | 298 | 46.8% | 0.81 | 0.0617 | -0.006 | 14 | 0.4600 | 0.6200 | 2,809 | 53.0% | -0.19 | 0.0625 | -0.006 | |
| 2.71 | 2.90 | 184 | 30.7K | 50.9% | 0.74 | 0.0768 | -0.008 | 15 | 0.7500 | 0.8800 | 8 | 20.8K | 51.5% | -0.27 | 0.0780 | -0.008 |
| 2.10 | 2.42 | 3 | 1,121 | 52.3% | 0.65 | 0.0888 | -0.009 | 16 | 0.9400 | 1.36 | 105 | 649 | 49.3% | -0.36 | 0.0906 | -0.009 |
| 1.64 | 1.75 | 31 | 14.6K | 50.3% | 0.55 | 0.0960 | -0.009 | 17 | 1.38 | 1.66 | 109 | 4,015 | 45.4% | -0.45 | 0.0985 | -0.009 |
| 1.07 | 1.32 | 21 | 1,181 | 47.2% | 0.46 | 0.0972 | -0.009 | 18 | 2.13 | 2.46 | 486 | 50.9% | -0.55 | 0.1004 | -0.009 | |
| 0.8300 | 0.9900 | 276 | 763 | 48.3% | 0.37 | 0.0929 | -0.008 | 19 | 2.77 | 3.15 | 651 | 50.5% | -0.64 | 0.0970 | -0.009 | |
| 0.6100 | 0.7000 | 132 | 18.8K | 47.9% | 0.30 | 0.0846 | -0.008 | 20 | 3.15 | 3.90 | 896 | 43.7% | -0.72 | 0.0896 | -0.008 | |
| 0.4400 | 0.6900 | 659 | 51.6% | 0.23 | 0.0742 | -0.007 | 21 | 4.15 | 5.00 | 92 | 52.5% | -0.79 | 0.0800 | -0.007 | ||
| 0.3000 | 0.4300 | 18 | 5,536 | 49.4% | 0.18 | 0.0634 | -0.006 | 22 | 5.15 | 5.90 | 854 | 56.8% | -0.84 | 0.0702 | -0.007 | |
| 0.1400 | 0.1700 | 5 | 7,550 | 51.5% | 0.09 | 0.0366 | -0.004 | 25 | 7.70 | 8.60 | 35 | -0.95 | 0.0435 | -0.005 | ||
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