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 strike
EXPECTED MOVE
$1.83
ATM straddle
MAX PAIN
$11.00
+223.5%
PUT/CALL VOLUME
1.31
347 / 265
MAR 19, 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 | 2.49 | 1 | 0.0% | 1.000 | 0.0000 | -0.000 | 1 | -0.001 | 0.0260 | -0.048 | 180.5% | 2 | 0.08 | 0.27 | 0.00 | ||
| 0.00 | 0.00 | 1.65 | 4 | 0.0% | 1.000 | 0.0000 | -0.000 | 2 | -0.000 | 0.0013 | -0.000 | 25.0% | 4 | 0.31 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.12 | 60 | 0.0% | 1.000 | 0.0000 | -0.000 | 3 | -0.000 | 0.0037 | -0.000 | 6.3% | 3 | 0.71 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.71 | 11 | 6.3% | 0.000 | 0.0035 | -0.000 | 4 | 0.000 | 0.0000 | -1.000 | 0.0% | 13 | 1.29 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.51 | 20 | 12.5% | 0.000 | 0.0000 | -0.000 | 5 | 0.001 | 0.0000 | -1.000 | 0.0% | 55 | 2.24 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.33 | 1 | 25.0% | 0.000 | 0.0021 | -0.000 | 6 | 0.001 | 0.0000 | -1.000 | 0.0% | 50 | 3.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.22 | 4 | 25.0% | 0.000 | 0.0000 | -0.000 | 7 | 0.001 | 0.0000 | -1.000 | 0.0% | 50 | 4.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.12 | 100 | 25.0% | 0.000 | 0.0000 | -0.000 | 8 | 0.001 | 0.0000 | -1.000 | 0.0% | 20 | 5.17 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.15 | 1 | 50.0% | 0.002 | 0.0057 | -0.000 | 9 | 0.001 | 0.0000 | -1.000 | 0.0% | 1 | 5.42 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.06 | 1 | 50.0% | 0.001 | 0.0021 | -0.000 | 10 | 0.001 | 0.0000 | -1.000 | 0.0% | 6.80 | 0.00 | 0.00 | |||
| 0.00 | 0.28 | 0.17 | 51 | 51 | 126.2% | 0.143 | 0.0841 | -0.002 | 11 | 0.001 | 0.0000 | -1.000 | 0.0% | 100 | 6.25 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.08 | 3 | 50.0% | 0.000 | 0.0003 | -0.000 | 12 | 0.001 | 0.0000 | -1.000 | 0.0% | 50 | 7.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 3 | 50.0% | 0.000 | 0.0001 | -0.000 | 13 | 0.002 | 0.0000 | -1.000 | 0.0% | 1 | 8.64 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.23 | 4 | 50.0% | 0.000 | 0.0000 | -0.000 | 14 | 0.002 | 0.0000 | -1.000 | 0.0% | 8.55 | 0.00 | 0.00 | |||
| 0.00 | 0.75 | 0.05 | 1 | 101 | 188.3% | 0.257 | 0.0804 | -0.005 | 15 | 0.002 | 0.0000 | -1.000 | 0.0% | 50 | 9.65 | 11.20 | 9.95 | |
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology