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 103.9%. The at-the-money straddle prices a move of about $0.31 (9.1%) 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
103.9%
3.5 strike
EXPECTED MOVE
$0.31
ATM straddle
MAX PAIN
$3.50
+2.9%
PUT/CALL VOLUME
0.18
463 / 2,533
OCT 30, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 2.75 | 3.05 | 2.97 | 11 | 5 | 50.0% | 1.000 | 0.0000 | -0.000 | 0.5 | -0.046 | 0.0097 | -0.024 | 1725.0% | 2 | 1 | 0.02 | 0.27 | 0.00 |
| 2.24 | 2.74 | 2.51 | 7 | 12 | 956.3% | 0.960 | 0.0262 | -0.038 | 1 | -0.003 | 0.0079 | -0.005 | 525.0% | 4 | 1 | 0.02 | 0.01 | 0.00 |
| 1.62 | 2.86 | 2.02 | 1 | 37 | 1112.5% | 0.902 | 0.0456 | -0.089 | 1.5 | |||||||||
| 1.18 | 2.28 | 1.52 | 3 | 5 | 796.9% | 0.856 | 0.0832 | -0.084 | 2 | -0.022 | 0.0907 | -0.062 | 393.8% | 192 | 9 | 0.03 | 0.10 | 0.00 |
| 0.68 | 1.30 | 0.93 | 32 | 28 | 315.6% | 0.870 | 0.1955 | -0.031 | 2.5 | -0.008 | 0.1401 | -0.042 | 187.5% | 242 | 3 | 0.01 | 0.03 | 0.00 |
| 0.28 | 0.58 | 0.49 | 130 | 498 | 115.6% | 0.872 | 0.5279 | -0.011 | 3 | -0.011 | 0.5279 | -0.128 | 115.6% | 987 | 226 | 0.02 | 0.04 | 0.02 |
| 0.09 | 0.15 | 0.10 | 1,263 | 3,690 | 114.1% | 0.424 | 1.0040 | -0.021 | 3.5 | -0.016 | 1.2042 | -0.601 | 93.8% | 1,090 | 76 | 0.22 | 0.22 | 0.16 |
| 0.01 | 0.03 | 0.02 | 785 | 2,104 | 118.8% | 0.097 | 0.4236 | -0.009 | 4 | -0.003 | 0.2652 | -0.964 | 87.5% | 357 | 83 | 0.69 | 0.71 | 0.50 |
| 0.00 | 0.03 | 0.01 | 255 | 784 | 165.6% | 0.055 | 0.1970 | -0.009 | 4.5 | -0.096 | 0.2100 | -0.597 | 539.1% | 33 | 10 | 0.99 | 3.05 | 0.01 |
| 0.00 | 0.01 | 0.01 | 11 | 652 | 175.0% | 0.018 | 0.0735 | -0.004 | 5 | -0.017 | 0.1765 | -0.917 | 253.1% | 309 | 31 | 1.50 | 1.82 | 1.45 |
| 0.00 | 0.01 | 0.02 | 1 | 509 | 212.5% | 0.016 | 0.0555 | -0.004 | 5.5 | -0.160 | 0.1330 | -0.543 | 871.9% | 6 | 3 | 2.11 | 3.65 | 1.97 |
| 0.00 | 0.01 | 0.03 | 10 | 803 | 237.5% | 0.012 | 0.0386 | -0.003 | 6 | -0.169 | 0.1246 | -0.557 | 926.6% | 4 | 6 | 2.47 | 4.65 | 1.97 |
| 0.00 | 0.01 | 0.01 | 4 | 573 | 275.0% | 0.014 | 0.0375 | -0.004 | 6.5 | -0.121 | 0.1389 | -0.687 | 745.3% | 5 | 4 | 3.11 | 3.50 | 2.69 |
| 0.00 | 0.03 | 0.02 | 11 | 117 | 343.8% | 0.028 | 0.0543 | -0.010 | 7 | -0.137 | 0.1275 | -0.675 | 825.0% | 6 | 2 | 3.53 | 4.05 | 3.10 |
| 0.00 | 0.28 | 0.10 | 2 | 9 | 587.5% | 0.149 | 0.1153 | -0.063 | 7.5 | |||||||||
| 0.00 | 0.06 | 0.02 | 1 | 13 | 443.8% | 0.045 | 0.0628 | -0.020 | 8 | -0.146 | 0.1150 | -0.690 | 896.9% | 2 | 8 | 4.56 | 5.05 | 4.05 |
| 0.00 | 0.24 | 0.01 | 6 | 6 | 618.8% | 0.123 | 0.0962 | -0.058 | 8.5 | |||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology