LCID Implied Volatility
LCID $3.40 · Updated Oct 26, 4:00 PM ET
LCID at-the-money implied volatility is 103.9% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 125.4%. Longer-dated volatility is priced at or above near-term volatility, the normal upward-sloping term structure.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 3.5 | 103.9% |
| Nov 6, 2026 | 11 | 3.5 | 109.8% |
| Nov 13, 2026 | 18 | 3.5 | 136.7% |
| Nov 20, 2026 | 25 | 3.5 | 120.1% |
| Nov 27, 2026 | 32 | 3.5 | 125.4% |
| Dec 4, 2026 | 39 | 3 | 112.3% |
| Dec 18, 2026 | 53 | 3.5 | 120.9% |
| Jan 15, 2027 | 81 | 3.5 | 110.5% |
| Feb 19, 2027 | 116 | 3.5 | 103.8% |
| Mar 19, 2027 | 144 | 3 | 120.1% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 0.5 | 50.0% | 1725.0% |
| 1 | 956.3% | 525.0% |
| 1.5 | 1112.5% | n/a |
| 2 | 796.9% | 393.8% |
| 2.5 | 315.6% | 187.5% |
| 3 | 115.6% | 115.6% |
| 3.5 | 114.1% | 93.8% |
| 4 | 118.8% | 87.5% |
| 4.5 | 165.6% | 539.1% |
| 5 | 175.0% | 253.1% |
| 5.5 | 212.5% | 871.9% |
| 6 | 237.5% | 926.6% |
| 6.5 | 275.0% | 745.3% |
| 7 | 343.8% | 825.0% |
| 7.5 | 587.5% | n/a |
How this is calculated: Implied Volatility methodology
