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%
3.5 strike
EXPECTED MOVE
$0.40
ATM straddle
MAX PAIN
$0.50
-85.3%
PUT/CALL VOLUME
0.51
274 / 537
NOV 6, 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 | 2.95 | 2 | 0.0% | 1.000 | 0.0000 | -0.000 | 0.5 | -0.000 | 0.0000 | 0.000 | 50.0% | 0.02 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 2.50 | 4 | 0.0% | 1.000 | 0.0000 | -0.000 | 1 | ||||||||||
| 0.00 | 0.00 | 1.88 | 4 | 0.0% | 1.000 | 0.0000 | -0.000 | 1.5 | ||||||||||
| 0.00 | 0.00 | 1.60 | 2 | 0.0% | 1.000 | 0.0000 | -0.000 | 2 | -0.000 | 0.0000 | -0.000 | 50.0% | 1 | 0.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.02 | 4 | 0.0% | 1.000 | 0.0000 | -0.000 | 2.5 | -0.000 | 0.0017 | -0.000 | 50.0% | 65 | 0.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.54 | 7 | 0.0% | 1.000 | 0.0000 | -0.000 | 3 | -0.000 | 0.0322 | -0.001 | 25.0% | 120 | 0.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.20 | 8 | 6.3% | 0.005 | 0.3886 | -0.000 | 3.5 | 0.000 | 0.0000 | -1.000 | 0.0% | 25 | 0.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.07 | 76 | 25.0% | 0.000 | 0.0024 | -0.000 | 4 | 0.000 | 0.0000 | -1.000 | 0.0% | 51 | 0.29 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 62 | 50.0% | 0.001 | 0.0076 | -0.000 | 4.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 3 | 1.13 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 315 | 50.0% | 0.000 | 0.0001 | -0.000 | 5 | 0.001 | 0.0000 | -1.000 | 0.0% | 3 | 1.53 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.04 | 8 | 50.0% | 0.000 | 0.0000 | -0.000 | 5.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 1 | 1.54 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.08 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 6 | 0.001 | 0.0000 | -1.000 | 0.0% | 3 | 2.59 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 4 | 50.0% | 0.000 | 0.0000 | -0.000 | 6.5 | ||||||||||
| 0.00 | 0.00 | 0.07 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 7 | 0.001 | 0.0000 | -1.000 | 0.0% | 2 | 3.57 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 14 | 50.0% | 0.000 | 0.0000 | -0.000 | 7.5 | ||||||||||
| 0.00 | 0.00 | 0.01 | 25 | 50.0% | 0.000 | 0.0000 | -0.000 | 8 | 0.001 | 0.0000 | -1.000 | 0.0% | 4.59 | 0.00 | 0.00 | |||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology