LYFT option chain Lyft, Inc.
Cboe delayed options data · as of 06:38 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 ±38.9% (10.53–23.95) · ATM IV 52.3% · P/C open interest 0.80
| 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 | |
| 7.70 | 9.95 | 21 | 79.7% | 0.91 | 0.0170 | -0.001 | 10 | 0.3500 | 0.5500 | 54 | 55.4% | -0.09 | 0.0174 | -0.002 | ||
| 5.95 | 6.30 | 8 | 4 | 57.6% | 0.81 | 0.0301 | -0.003 | 13 | 0.9700 | 1.31 | 2,282 | 52.5% | -0.19 | 0.0313 | -0.004 | |
| 4.70 | 5.05 | 1 | 16 | 54.8% | 0.73 | 0.0377 | -0.004 | 15 | 1.73 | 2.07 | 1 | 317 | 52.0% | -0.28 | 0.0396 | -0.004 |
| 3.60 | 4.05 | 298 | 52.8% | 0.64 | 0.0431 | -0.004 | 17 | 2.52 | 3.25 | 244 | 51.8% | -0.37 | 0.0461 | -0.005 | ||
| 2.44 | 2.94 | 905 | 52.1% | 0.51 | 0.0465 | -0.005 | 20 | 3.50 | 6.10 | 246 | 52.9% | -0.51 | 0.0513 | -0.005 | ||
| 1.94 | 2.36 | 1 | 1,013 | 52.3% | 0.44 | 0.0461 | -0.005 | 22 | 5.75 | 7.50 | 59.3% | -0.59 | 0.0522 | -0.005 | ||
| 1.22 | 1.55 | 1 | 814 | 50.0% | 0.34 | 0.0427 | -0.004 | 25 | 7.75 | 9.20 | 50.9% | -0.71 | 0.0511 | -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 — Sep 17, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs