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 ±26.3% (12.54–21.47) · ATM IV 51.4% · P/C open interest 1.36
| 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 | |
| 6.90 | 7.45 | 376 | 0.95 | 0.0158 | -0.001 | 10 | 0.1400 | 0.1600 | 2,299 | 58.2% | -0.05 | 0.0159 | -0.002 | |||
| 4.50 | 4.90 | 740 | 48.5% | 0.84 | 0.0408 | -0.004 | 13 | 0.5500 | 0.6100 | 18.1K | 53.9% | -0.16 | 0.0415 | -0.005 | ||
| 3.25 | 3.50 | 1 | 3,030 | 49.9% | 0.73 | 0.0582 | -0.006 | 15 | 1.08 | 1.20 | 2 | 2,035 | 51.3% | -0.28 | 0.0597 | -0.006 |
| 2.31 | 2.43 | 9 | 982 | 51.0% | 0.59 | 0.0696 | -0.007 | 17 | 1.93 | 2.26 | 1,645 | 51.8% | -0.42 | 0.0722 | -0.007 | |
| 1.24 | 1.30 | 13 | 1,789 | 50.2% | 0.39 | 0.0698 | -0.007 | 20 | 3.90 | 4.15 | 1,674 | 52.1% | -0.63 | 0.0745 | -0.007 | |
| 0.8000 | 0.8600 | 1,876 | 50.3% | 0.29 | 0.0614 | -0.006 | 22 | 5.45 | 5.75 | 905 | 52.8% | -0.74 | 0.0676 | -0.006 | ||
| 0.4200 | 0.4800 | 5 | 2,746 | 51.2% | 0.18 | 0.0457 | -0.005 | 25 | 8.05 | 8.60 | 16 | 57.7% | -0.86 | 0.0540 | -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 — Mar 19, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs