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 ±44.5% (9.60–25.00) · ATM IV 50.5% · P/C open interest 0.64
| 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 | |
| 7.95 | 10.55 | 74 | 72.8% | 0.90 | 0.0160 | -0.001 | 10 | 0 | 0.7900 | 1,232 | 45.8% | -0.10 | 0.0166 | -0.002 | ||
| 6.10 | 6.75 | 379 | 50.1% | 0.81 | 0.0260 | -0.002 | 13 | 1.45 | 1.61 | 2,013 | 52.8% | -0.20 | 0.0274 | -0.003 | ||
| 5.00 | 6.00 | 1,156 | 52.7% | 0.74 | 0.0318 | -0.003 | 15 | 2.17 | 2.62 | 46 | 669 | 53.0% | -0.27 | 0.0340 | -0.004 | |
| 4.20 | 4.80 | 2 | 283 | 51.2% | 0.67 | 0.0359 | -0.003 | 17 | 3.00 | 3.40 | 50 | 282 | 49.8% | -0.35 | 0.0392 | -0.004 |
| 3.35 | 3.60 | 3,347 | 51.9% | 0.56 | 0.0392 | -0.004 | 20 | 4.65 | 5.40 | 2,749 | 49.8% | -0.47 | 0.0442 | -0.004 | ||
| 2.65 | 3.50 | 5 | 438 | 54.0% | 0.49 | 0.0396 | -0.004 | 22 | 6.00 | 9.00 | 73 | 63.9% | -0.54 | 0.0461 | -0.004 | |
| 2.01 | 2.46 | 32 | 733 | 52.0% | 0.41 | 0.0385 | -0.004 | 25 | 6.00 | 11.00 | 44 | 46.4% | -0.65 | 0.0472 | -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 — Dec 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