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 ±27.6% (12.30–21.70) · ATM IV 49.8% · P/C open interest 3.61
| 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 | |
| 7.85 | 8.45 | 2 | 0.96 | 0.0114 | -0.001 | 9 | 0.0700 | 0.1900 | 2 | 60.3% | -0.04 | 0.0115 | -0.002 | |||
| 6.95 | 7.55 | 5 | 41.2% | 0.94 | 0.0168 | -0.001 | 10 | 0.1500 | 0.2600 | 13 | 57.9% | -0.06 | 0.0170 | -0.002 | ||
| 6.10 | 6.65 | 6 | 45.2% | 0.91 | 0.0236 | -0.002 | 11 | 0.2600 | 0.3800 | 7 | 56.2% | -0.09 | 0.0239 | -0.003 | ||
| 5.30 | 5.85 | 47.8% | 0.88 | 0.0313 | -0.003 | 12 | 0.4200 | 0.5500 | 42 | 55.0% | -0.12 | 0.0318 | -0.004 | |||
| 4.50 | 5.10 | 4 | 47.8% | 0.83 | 0.0394 | -0.004 | 13 | 0.6300 | 0.7800 | 67 | 53.9% | -0.17 | 0.0402 | -0.004 | ||
| 3.90 | 4.35 | 2 | 48.6% | 0.78 | 0.0473 | -0.005 | 14 | 0.9000 | 1.07 | 44 | 53.0% | -0.22 | 0.0484 | -0.005 | ||
| 3.40 | 3.70 | 49 | 49.9% | 0.72 | 0.0545 | -0.005 | 15 | 1.13 | 1.42 | 17 | 50.8% | -0.28 | 0.0560 | -0.006 | ||
| 2.84 | 3.15 | 37 | 49.8% | 0.66 | 0.0604 | -0.006 | 16 | 1.54 | 1.88 | 54 | 50.7% | -0.35 | 0.0624 | -0.006 | ||
| 2.33 | 2.63 | 20 | 49.0% | 0.59 | 0.0646 | -0.006 | 17 | 2.07 | 2.37 | 2,447 | 50.7% | -0.41 | 0.0672 | -0.006 | ||
| 1.90 | 2.18 | 105 | 48.4% | 0.53 | 0.0669 | -0.006 | 18 | 2.62 | 2.97 | 20 | 50.7% | -0.48 | 0.0701 | -0.006 | ||
| 1.55 | 1.92 | 172 | 49.5% | 0.47 | 0.0672 | -0.006 | 19 | 3.30 | 3.60 | 10 | 51.0% | -0.55 | 0.0712 | -0.006 | ||
| 1.24 | 1.50 | 202 | 48.1% | 0.41 | 0.0659 | -0.006 | 20 | 4.00 | 4.30 | 1 | 51.2% | -0.61 | 0.0706 | -0.006 | ||
| 1.02 | 1.32 | 2 | 49.2% | 0.36 | 0.0631 | -0.006 | 21 | 4.75 | 5.15 | 2 | 52.5% | -0.67 | 0.0686 | -0.006 | ||
| 0.8400 | 1.04 | 41 | 48.7% | 0.31 | 0.0594 | -0.006 | 22 | 5.50 | 5.85 | 51.1% | -0.72 | 0.0657 | -0.006 | |||
| 0.6700 | 0.8600 | 1 | 48.7% | 0.27 | 0.0551 | -0.005 | 23 | 6.35 | 6.85 | 53.8% | -0.77 | 0.0622 | -0.005 | |||
| 0.5500 | 0.7200 | 1 | 49.0% | 0.23 | 0.0506 | -0.005 | 24 | 7.15 | 7.75 | 13 | 53.9% | -0.81 | 0.0585 | -0.005 | ||
| 0.4600 | 0.6000 | 2 | 105 | 49.5% | 0.20 | 0.0462 | -0.005 | 25 | 8.10 | 8.65 | 55.5% | -0.84 | 0.0547 | -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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs