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 ±38.3% (10.63–23.85) · ATM IV 45.6% · P/C open interest 0.52
| 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 | |
| 7.40 | 9.55 | 74 | 58.0% | 0.90 | 0.0164 | -0.001 | 10 | 0.4200 | 0.7400 | 1,319 | 54.2% | -0.10 | 0.0170 | -0.002 | ||
| 6.05 | 6.70 | 472 | 53.7% | 0.81 | 0.0270 | -0.002 | 13 | 1.41 | 1.52 | 2,104 | 54.0% | -0.20 | 0.0285 | -0.003 | ||
| 4.95 | 5.55 | 1,229 | 52.8% | 0.73 | 0.0329 | -0.003 | 15 | 2.11 | 2.52 | 23 | 847 | 54.0% | -0.27 | 0.0352 | -0.004 | |
| 4.05 | 4.60 | 390 | 52.5% | 0.66 | 0.0372 | -0.004 | 17 | 1.02 | 3.55 | 64 | 333 | 38.6% | -0.36 | 0.0405 | -0.004 | |
| 3.05 | 3.35 | 4 | 3,412 | 51.9% | 0.55 | 0.0404 | -0.004 | 20 | 2.82 | 5.20 | 2,748 | 37.6% | -0.48 | 0.0456 | -0.004 | |
| 2.53 | 2.82 | 12 | 847 | 52.4% | 0.48 | 0.0407 | -0.004 | 22 | 5.75 | 7.10 | 74 | 51.6% | -0.56 | 0.0473 | -0.004 | |
| 0.7500 | 2.14 | 1 | 746 | 44.2% | 0.39 | 0.0393 | -0.004 | 25 | 7.45 | 9.55 | 44 | 47.7% | -0.66 | 0.0480 | -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