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
$1.31
ATM straddle
MAX PAIN
$13.00
+282.4%
PUT/CALL VOLUME
2.05
1,951 / 951
DEC 18, 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 | 4.40 | 2 | 0.0% | 1.000 | 0.0000 | -0.000 | 0.5 | -0.004 | 0.0090 | -0.025 | 500.0% | 10 | 2 | 0.18 | 0.31 | 0.00 | |
| 0.00 | 0.00 | 2.56 | 1 | 0.0% | 1.000 | 0.0000 | -0.000 | 1 | -0.000 | 0.0000 | -0.000 | 50.0% | 1 | 0.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.59 | 1 | 0.0% | 1.000 | 0.0000 | -0.000 | 1.5 | -0.000 | 0.0000 | -0.000 | 50.0% | 1 | 0.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.18 | 3 | 0.0% | 1.000 | 0.0000 | -0.000 | 2 | -0.000 | 0.0086 | -0.002 | 50.0% | 1 | 0.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.17 | 5 | 0.0% | 1.000 | 0.0000 | -0.000 | 2.5 | -0.000 | 0.0045 | -0.000 | 25.0% | 11 | 0.26 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.77 | 4 | 0.0% | 1.000 | 0.0000 | -0.000 | 3 | -0.000 | 0.0495 | -0.003 | 12.5% | 13 | 0.38 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.65 | 2 | 3.1% | 0.029 | 1.6607 | -0.000 | 3.5 | 0.000 | 0.0000 | -1.000 | 0.0% | 14 | 0.66 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.35 | 113 | 12.5% | 0.001 | 0.0121 | -0.000 | 4 | 0.000 | 0.0000 | -1.000 | 0.0% | 51 | 0.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.27 | 10 | 25.0% | 0.002 | 0.0222 | -0.000 | 4.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 1,481 | 1.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.24 | 432 | 25.0% | 0.000 | 0.0005 | -0.000 | 5 | 0.001 | 0.0000 | -1.000 | 0.0% | 26 | 2.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.17 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 5.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 2 | 2.32 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.10 | 3 | 50.0% | 0.002 | 0.0103 | -0.000 | 6 | 0.001 | 0.0000 | -1.000 | 0.0% | 100 | 2.81 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 1 | 50.0% | 0.000 | 0.0007 | -0.000 | 7 | 0.001 | 0.0000 | -1.000 | 0.0% | 14 | 4.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 8 | 0.001 | 0.0000 | -1.000 | 0.0% | 113 | 4.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.03 | 142 | 50.0% | 0.000 | 0.0000 | -0.000 | 9 | -0.000 | 0.0546 | -0.957 | 129.7% | 1,502 | 1 | 4.95 | 5.95 | 5.30 | |
| 0.00 | 0.00 | 0.03 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 10 | 0.001 | 0.0000 | -1.000 | 0.0% | 1 | 6.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.07 | 5 | 50.0% | 0.000 | 0.0000 | -0.000 | 11 | 0.001 | 0.0000 | -1.000 | 0.0% | 70 | 1 | 4.60 | 7.10 | 6.15 | |
| 0.00 | 0.00 | 0.02 | 21 | 50.0% | 0.000 | 0.0000 | -0.000 | 12 | -0.001 | 0.0550 | -0.935 | 178.1% | 424 | 2 | 8.05 | 9.55 | 7.75 | |
| 0.00 | 0.15 | 0.09 | 1 | 1,155 | 199.2% | 0.083 | 0.0594 | -0.004 | 13 | 0.002 | 0.0000 | -1.000 | 0.0% | 2 | 8.95 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 0.10 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 14 | ||||||||||
| 0.00 | 0.00 | 0.06 | 9 | 50.0% | 0.000 | 0.0000 | -0.000 | 15 | -0.001 | 0.0454 | -0.941 | 200.0% | 67 | 2 | 11.04 | 12.65 | 10.65 | |
| 0.00 | 0.00 | 0.01 | 40 | 50.0% | 0.000 | 0.0000 | -0.000 | 16 | -0.013 | 0.0781 | -0.696 | 346.5% | 4 | 2 | 11.99 | 13.10 | 11.70 | |
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology