LCID Options Chain
LCID $3.40 · Updated Oct 26, 4:00 PM ET
LCID is at $3.40. The nearest expiration, Oct 30, 2026 (4 days out), lists 17 strikes, with 2,533 calls and 463 puts traded in the latest session. At-the-money implied volatility is 6.3%. The at-the-money straddle prices a move of about $0.32 (9.4%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Feb 19, 2027
- Mar 19, 2027
ATM IV
3.1%
3.5 strike
EXPECTED MOVE
$0.93
ATM straddle
MAX PAIN
$14.00
+311.8%
PUT/CALL VOLUME
4.86
1,717 / 353
NOV 20, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 2.84 | 2 | 0.0% | 1.000 | 0.0000 | -0.000 | 0.5 | ||||||||||
| 0.00 | 0.00 | 2.48 | 3 | 0.0% | 1.000 | 0.0000 | -0.000 | 1 | ||||||||||
| 0.00 | 0.00 | 2.65 | 3 | 0.0% | 1.000 | 0.0000 | -0.000 | 1.5 | -0.000 | 0.0000 | -0.000 | 50.0% | 2 | 0.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.54 | 5 | 0.0% | 1.000 | 0.0000 | -0.000 | 2 | -0.000 | 0.0001 | -0.000 | 50.0% | 1 | 0.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.000 | 2.5 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.11 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.70 | 2 | 0.0% | 1.000 | 0.0000 | -0.000 | 3 | -0.000 | 0.0014 | -0.000 | 12.5% | 61 | 0.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.43 | 60 | 6.3% | 0.056 | 2.0423 | -0.000 | 3.5 | 0.000 | 0.0000 | -1.000 | 0.0% | 14 | 0.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.21 | 76 | 25.0% | 0.008 | 0.0960 | -0.000 | 4 | 0.000 | 0.0000 | -1.000 | 0.0% | 5 | 0.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.14 | 10 | 25.0% | 0.000 | 0.0002 | -0.000 | 4.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 1,521 | 1.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.07 | 6 | 50.0% | 0.002 | 0.0143 | -0.000 | 5 | 0.001 | 0.0000 | -1.000 | 0.0% | 3 | 1.58 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 2 | 50.0% | 0.000 | 0.0013 | -0.000 | 5.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 55 | 2.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 2 | 50.0% | 0.000 | 0.0001 | -0.000 | 6 | 0.001 | 0.0000 | -1.000 | 0.0% | 28 | 2.49 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.07 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 6.5 | ||||||||||
| 0.00 | 0.00 | 0.04 | 100 | 50.0% | 0.000 | 0.0000 | -0.000 | 7 | 0.001 | 0.0000 | -1.000 | 0.0% | 1 | 3.49 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 11 | 50.0% | 0.000 | 0.0000 | -0.000 | 8 | 0.001 | 0.0000 | -1.000 | 0.0% | 12 | 5.14 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 9 | -0.006 | 0.0827 | -0.905 | 232.0% | 2,894 | 1 | 4.60 | 6.00 | 5.35 | |
| 0.00 | 0.00 | 0.02 | 4 | 50.0% | 0.000 | 0.0000 | -0.000 | 10 | 0.001 | 0.0000 | -1.000 | 0.0% | 3 | 6.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.03 | 30 | 50.0% | 0.000 | 0.0000 | -0.000 | 11 | 0.001 | 0.0000 | -1.000 | 0.0% | 2 | 5.32 | 6.35 | 6.10 | ||
| 0.00 | 0.00 | 0.02 | 14 | 50.0% | 0.000 | 0.0000 | -0.000 | 12 | -0.004 | 0.0533 | -0.939 | 257.8% | 14 | 3 | 7.82 | 9.15 | 8.15 | |
| 0.00 | 0.00 | 0.05 | 2 | 50.0% | 0.000 | 0.0000 | -0.000 | 13 | 0.002 | 0.0000 | -1.000 | 0.0% | 2 | 8.90 | 0.00 | 0.00 | ||
| 0.00 | 0.75 | 0.01 | 2 | 282 | 439.8% | 0.253 | 0.0823 | -0.025 | 14 | |||||||||
| 0.00 | 0.00 | 0.03 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 15 | 0.002 | 0.0000 | -1.000 | 100.0% | 1 | 10.75 | 12.80 | 10.40 | ||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology