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 ±30.6% (12.00–22.60) · ATM IV 49.2% · P/C open interest 0.26
| 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 | |
| 7.90 | 10.30 | 75.8% | 0.96 | 0.0108 | 0.000 | 9 | 0 | 0.2400 | 54.5% | -0.04 | 0.0110 | -0.001 | ||||
| 7.00 | 8.65 | 48.7% | 0.94 | 0.0157 | -0.001 | 10 | 0.1300 | 0.3300 | 55.0% | -0.06 | 0.0159 | -0.002 | ||||
| 6.35 | 8.20 | 4 | 62.5% | 0.91 | 0.0214 | -0.001 | 11 | 0.1300 | 0.6400 | 55.1% | -0.09 | 0.0218 | -0.003 | |||
| 5.55 | 7.05 | 54.0% | 0.88 | 0.0278 | -0.002 | 12 | 0.2900 | 1.33 | 1 | 62.3% | -0.12 | 0.0284 | -0.003 | |||
| 4.95 | 5.60 | 1 | 44.5% | 0.84 | 0.0344 | -0.003 | 13 | 0.6500 | 0.8200 | 1 | 51.5% | -0.16 | 0.0353 | -0.004 | ||
| 4.45 | 5.35 | 53.3% | 0.79 | 0.0409 | -0.004 | 14 | 0.9100 | 1.32 | 1 | 6 | 53.3% | -0.21 | 0.0420 | -0.004 | ||
| 4.00 | 4.75 | 4 | 54.9% | 0.74 | 0.0468 | -0.004 | 15 | 1.33 | 1.46 | 3 | 51.0% | -0.27 | 0.0483 | -0.005 | ||
| 3.10 | 3.85 | 1 | 47.4% | 0.69 | 0.0517 | -0.005 | 16 | 1.72 | 1.88 | 4 | 50.5% | -0.32 | 0.0537 | -0.005 | ||
| 2.88 | 3.15 | 18 | 30 | 48.1% | 0.63 | 0.0554 | -0.005 | 17 | 2.21 | 2.36 | 50.3% | -0.38 | 0.0579 | -0.006 | ||
| 2.09 | 2.76 | 50 | 45.3% | 0.57 | 0.0578 | -0.005 | 18 | 2.65 | 3.00 | 20 | 50.0% | -0.44 | 0.0609 | -0.006 | ||
| 1.75 | 2.61 | 47.8% | 0.52 | 0.0588 | -0.006 | 19 | 2.88 | 3.95 | 10 | 49.6% | -0.50 | 0.0626 | -0.006 | |||
| 1.62 | 2.23 | 5 | 49.2% | 0.47 | 0.0588 | -0.006 | 20 | 3.40 | 4.25 | 44.9% | -0.56 | 0.0633 | -0.006 | |||
| 1.36 | 1.71 | 47.2% | 0.42 | 0.0577 | -0.006 | 21 | 4.25 | 5.30 | 49.4% | -0.61 | 0.0630 | -0.006 | ||||
| 1.14 | 1.64 | 1 | 49.1% | 0.37 | 0.0558 | -0.005 | 22 | 4.85 | 6.40 | 51.4% | -0.66 | 0.0619 | -0.005 | |||
| 0.7600 | 1.53 | 1 | 48.4% | 0.33 | 0.0534 | -0.005 | 23 | 5.50 | 7.15 | 49.6% | -0.71 | 0.0602 | -0.005 | |||
| 0.8300 | 1.10 | 31 | 48.4% | 0.29 | 0.0505 | -0.005 | 24 | 6.55 | 7.75 | 13 | 49.5% | -0.75 | 0.0581 | -0.005 | ||
| 0.7100 | 0.9000 | 53 | 93 | 48.2% | 0.26 | 0.0473 | -0.005 | 25 | 7.95 | 8.65 | 56.7% | -0.79 | 0.0556 | -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