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
1.6%
3.5 strike
EXPECTED MOVE
$0.97
ATM straddle
MAX PAIN
$0.50
-85.3%
PUT/CALL VOLUME
0.52
168 / 324
NOV 27, 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 | 3.12 | 1 | 0.0% | 1.000 | 0.0000 | -0.000 | 0.5 | -0.000 | 0.0000 | 0.000 | 50.0% | 1 | 0.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.38 | 0.0% | 1.000 | 0.0000 | -0.000 | 1 | |||||||||||
| 2 | -0.000 | 0.0008 | -0.000 | 50.0% | 110 | 0.09 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 1.25 | 0.0% | 1.000 | 0.0000 | -0.000 | 2.5 | -0.000 | 0.0002 | -0.000 | 25.0% | 36 | 0.14 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.85 | 32 | 0.0% | 1.000 | 0.0000 | -0.000 | 3 | -0.000 | 0.0064 | -0.000 | 12.5% | 10 | 0.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.50 | 14 | 3.1% | 0.003 | 0.3145 | -0.000 | 3.5 | 0.000 | 0.0000 | -1.000 | 0.0% | 1 | 0.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.15 | 6 | 12.5% | 0.000 | 0.0003 | -0.000 | 4 | 0.000 | 0.0000 | -1.000 | 0.0% | 8 | 0.92 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.18 | 51 | 25.0% | 0.000 | 0.0016 | -0.000 | 4.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 2 | 1.29 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.10 | 206 | 50.0% | 0.006 | 0.0333 | -0.000 | 5 | ||||||||||
| 6 | 0.001 | 0.0000 | -1.000 | 0.0% | 2.63 | 0.00 | 0.00 | |||||||||||
| 0.00 | 0.00 | 0.03 | 50.0% | 0.000 | 0.0001 | -0.000 | 6.5 | |||||||||||
| 0.00 | 0.00 | 0.02 | 2 | 50.0% | 0.000 | 0.0000 | -0.000 | 7 | 0.001 | 0.0000 | -1.000 | 0.0% | 3.86 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.04 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 7.5 | ||||||||||
| 0.00 | 0.00 | 0.01 | 11 | 50.0% | 0.000 | 0.0000 | -0.000 | 8 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology
