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
ATM IV
6.3%
3.5 strike
EXPECTED MOVE
$0.32
ATM straddle
MAX PAIN
$2.00
-41.2%
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 |
| 0.00 | 0.00 | 2.97 | 11 | 0.0% | 1.000 | 0.0000 | -0.000 | 0.5 | -0.000 | 0.0000 | 0.000 | 50.0% | 1 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.51 | 7 | 0.0% | 1.000 | 0.0000 | -0.000 | 1 | -0.000 | 0.0000 | 0.000 | 50.0% | 1 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.02 | 1 | 0.0% | 1.000 | 0.0000 | -0.000 | 1.5 | ||||||||||
| 0.00 | 0.00 | 1.52 | 3 | 0.0% | 1.000 | 0.0000 | -0.000 | 2 | -0.022 | 0.0903 | -0.061 | 393.8% | 192 | 9 | 0.03 | 0.10 | 0.00 | |
| 0.00 | 0.00 | 0.93 | 32 | 0.0% | 1.000 | 0.0000 | -0.000 | 2.5 | -0.000 | 0.0000 | -0.000 | 50.0% | 3 | 0.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.49 | 130 | 0.0% | 1.000 | 0.0000 | -0.000 | 3 | -0.000 | 0.0945 | -0.006 | 50.0% | 226 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.10 | 1,263 | 12.5% | 0.011 | 0.7070 | -0.000 | 3.5 | 0.000 | 0.0000 | -1.000 | 0.0% | 76 | 0.22 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 785 | 50.0% | 0.001 | 0.0135 | -0.000 | 4 | 0.000 | 0.0000 | -1.000 | 0.0% | 83 | 0.69 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 255 | 50.0% | 0.000 | 0.0000 | -0.000 | 4.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 10 | 0.99 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 11 | 50.0% | 0.000 | 0.0000 | -0.000 | 5 | 0.001 | 0.0000 | -1.000 | 0.0% | 31 | 1.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 1 | 50.0% | 0.000 | 0.0000 | -0.000 | 5.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 3 | 2.11 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.03 | 10 | 50.0% | 0.000 | 0.0000 | -0.000 | 6 | 0.001 | 0.0000 | -1.000 | 0.0% | 6 | 2.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 4 | 50.0% | 0.000 | 0.0000 | -0.000 | 6.5 | 0.001 | 0.0000 | -1.000 | 0.0% | 4 | 3.11 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 11 | 50.0% | 0.000 | 0.0000 | -0.000 | 7 | 0.001 | 0.0000 | -1.000 | 0.0% | 2 | 3.53 | 0.00 | 0.00 | ||
| 0.00 | 0.28 | 0.10 | 2 | 9 | 587.5% | 0.147 | 0.1149 | -0.063 | 7.5 | |||||||||
| 0.00 | 0.00 | 0.02 | 1 | 100.0% | 0.000 | 0.0000 | -0.000 | 8 | 0.001 | 0.0000 | -1.000 | 0.0% | 8 | 4.56 | 0.00 | 0.00 | ||
| 0.00 | 0.24 | 0.01 | 6 | 6 | 618.8% | 0.121 | 0.0957 | -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