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
$1.53
ATM straddle
MAX PAIN
$22.00
+547.1%
PUT/CALL VOLUME
8.13
6,769 / 833
JAN 15, 2027 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 | 3.80 | 600 | 0.0% | 1.000 | 0.0000 | -0.000 | 0.5 | -0.000 | 0.0000 | 0.000 | 50.0% | 1 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.48 | 2 | 0.0% | 1.000 | 0.0000 | -0.000 | 1 | -0.000 | 0.0000 | -0.000 | 50.0% | 59 | 0.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.80 | 2 | 0.0% | 1.000 | 0.0000 | -0.000 | 1.5 | -0.000 | 0.0007 | -0.000 | 50.0% | 2 | 0.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.54 | 6 | 0.0% | 1.000 | 0.0000 | -0.000 | 2 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.18 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.12 | 1 | 0.0% | 1.000 | 0.0000 | -0.000 | 2.5 | -0.000 | 0.0221 | -0.003 | 25.0% | 7 | 0.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.93 | 3 | 0.0% | 1.000 | 0.0000 | -0.000 | 3 | -0.000 | 0.0001 | -0.000 | 6.3% | 40 | 0.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.72 | 6 | 3.1% | 0.099 | 3.4802 | -0.000 | 3.5 | 0.000 | 0.0000 | -1.000 | 0.0% | 6,003 | 0.81 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.51 | 30 | 12.5% | 0.005 | 0.0740 | -0.000 | 4 | 0.000 | 0.0000 | -1.000 | 0.0% | 2 | 1.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.38 | 22 | 12.5% | 0.000 | 0.0001 | -0.000 | 4.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 100 | 1.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.30 | 20 | 25.0% | 0.001 | 0.0073 | -0.000 | 5 | 0.001 | 0.0000 | -1.000 | 0.0% | 5 | 1.87 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.24 | 15 | 25.0% | 0.000 | 0.0004 | -0.000 | 5.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 100 | 2.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.15 | 3 | 25.0% | 0.000 | 0.0000 | -0.000 | 6 | 0.001 | 0.0000 | -1.000 | 0.0% | 1 | 3.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.09 | 1 | 50.0% | 0.002 | 0.0072 | -0.000 | 7 | 0.001 | 0.0000 | -1.000 | 0.0% | 20 | 3.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.09 | 13 | 50.0% | 0.000 | 0.0012 | -0.000 | 8 | 0.001 | 0.0000 | -1.000 | 0.0% | 20 | 4.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.07 | 2 | 50.0% | 0.000 | 0.0002 | -0.000 | 9 | 0.001 | 0.0000 | -1.000 | 0.0% | 40 | 5.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 3 | 50.0% | 0.000 | 0.0000 | -0.000 | 10 | 0.001 | 0.0000 | -1.000 | 0.0% | 8 | 6.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.07 | 8 | 50.0% | 0.000 | 0.0000 | -0.000 | 11 | 0.001 | 0.0000 | -1.000 | 0.0% | 10 | 7.31 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.04 | 2 | 50.0% | 0.000 | 0.0000 | -0.000 | 13 | -0.004 | 0.0814 | -0.815 | 205.5% | 3,742 | 3 | 9.00 | 10.35 | 9.30 | |
| 0.00 | 0.00 | 0.01 | 81 | 50.0% | 0.000 | 0.0000 | -0.000 | 15 | 0.002 | 0.0000 | -1.000 | 0.0% | 10 | 11.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.10 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 17 | 0.002 | 0.0000 | -1.000 | 0.0% | 2 | 12.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 20 | 0.002 | 0.0000 | -1.000 | 0.0% | 20 | 15.30 | 0.00 | 0.00 | ||
| 0.00 | 0.31 | 0.01 | 2 | 910 | 232.8% | 0.125 | 0.0553 | -0.005 | 22 | 0.003 | 0.0000 | -1.000 | 0.0% | 280 | 2 | 15.25 | 17.85 | 17.10 |
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology