Options Skew Analytics

LCID option chain

Strikes around the forward, as they were quoted at the close

Data as of 22 September 2026 (end of day)

2026-11-20(59 days)ATM 108.44%±1.84skew +3.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$2.55$3.10—$1.50—————
113$2.07$2.57—$2.00115.70%$0.01$0.054670
02$1.62$2.12—$2.50—————
018$1.18$1.67—$3.00106.63%$0.15$0.2114,0601,464
112$0.90$1.33—$3.50107.29%$0.28$0.431171
51137$0.73$0.91—$4.00107.94%$0.45$0.744,24317
5602$0.56$0.69109.22%$4.50—$0.72$0.852890
3410,763$0.38$0.50104.88%$5.00—$0.89$1.2518,3570
21823$0.28$0.34102.72%$5.50—$1.40$1.802740
392,884$0.21$0.25103.64%$6.00—$1.73$2.144,50013
213,445$0.12$0.16107.99%$7.00—$2.55$3.051,9230
964,291$0.07$0.11111.93%$8.00—$3.60$4.004,0750
98,044$0.03$0.09115.22%$9.00—$4.50$5.002,8940
621,994$0.03$0.05117.38%$10.00—$5.50$6.107820
2485$0.01$0.05121.05%$11.00—$6.40$6.9520
0603$0.01$0.06132.67%$12.00—$7.40$7.95440
—————$13.00—$8.40$9.10300

Forward $4.23. The 25-delta put carries +3.65 volatility points over the 25-delta call.

2026-12-18(87 days)ATM 104.70%±2.15skew +5.13
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
01$2.95$3.60—$1.00—————
01$2.55$3.10—$1.50—————
03$2.08$2.59—$2.00—————
02$1.64$2.15—$2.5099.18%$0.09$0.133042
0212$1.31$1.70—$3.0095.30%$0.19$0.258,8070
03$0.97$1.44—$3.50105.03%$0.37$0.571480
3365$0.75$1.05—$4.00101.28%$0.60$0.792,9190
1182$0.62$0.78100.73%$4.50—$0.93$1.0028337
93,668$0.52$0.67106.84%$5.00—$1.21$1.476,8481
—————$5.50—$1.36$1.894750
196,953$0.29$0.3699.89%$6.00—$1.88$2.281,4933
—————$7.00—$2.58$3.252,1380
05,360$0.11$0.15101.99%$8.00—$3.45$4.151,7480
—————$9.00—$4.40$5.101,5020
—————$10.00—$5.55$6.002,5640
—————$11.00—$6.35$7.00700
—————$12.00—$7.40$8.004240
—————$13.00—$8.40$9.005320
12967$0.01$0.06127.11%$15.00—$10.40$10.95680
—————$16.00—$11.40$11.9560
—————$17.00—$12.20$13.05270

Forward $4.21. The 25-delta put carries +5.13 volatility points over the 25-delta call.

2027-01-15(115 days)ATM 101.12%±2.41skew +5.65
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
34$3.45$4.15—$0.50—————
04$2.95$3.60—$1.00—————
—————$1.50130.07%$0.03$0.094,2500
08$2.09$2.62—$2.00103.75%$0.05$0.109,1410
04$1.74$2.21—$2.50102.74%$0.16$0.19420
0331$1.36$1.79—$3.0099.87%$0.30$0.3322,5300
490$1.09$1.46—$3.50101.46%$0.48$0.59860
14347$0.91$1.22—$4.0095.81%$0.69$0.8011,10010
9459$0.72$0.9097.23%$4.50—$1.01$1.201990
193,361$0.62$0.76101.12%$5.00—$1.34$1.6415,9380
10849$0.50$0.63101.28%$5.50—$1.65$1.859852
1182,758$0.40$0.60105.46%$6.00—$2.01$2.407,956211
1534,162$0.24$0.3095.81%$7.00—$2.70$3.353,3530
01,989$0.18$0.26102.30%$8.00—$3.70$4.452,8950
—————$9.00—$4.50$5.201,4830
11115,157$0.09$0.12101.76%$10.00—$5.50$6.007,3110
14587$0.06$0.12105.83%$11.00—$6.40$7.101930
—————$13.00—$8.40$9.053,7500
2305,136$0.01$0.06109.78%$15.00—$10.40$10.957,0140
—————$17.00—$11.60$13.909370
011,258$0.02$0.07133.19%$20.00—$14.90$16.655,6480

Forward $4.25. The 25-delta put carries +5.65 volatility points over the 25-delta call.

2027-02-19(150 days)ATM 102.05%±2.77skew +5.25
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
411$3.55$4.05—$0.50—————
05$2.95$3.60—$1.00—————
—————$2.50114.84%$0.24$0.3930
0358$1.46$2.02—$3.00107.76%$0.45$0.483,3931,461
19$1.18$1.58—$3.50103.44%$0.61$0.72860
045$0.93$1.25—$4.00100.43%$0.86$0.961,2519
81,007$0.86$1.0399.13%$4.50—$1.15$1.26570
982,340$0.75$0.8499.34%$5.00—$1.48$1.6832210
0544$0.62$0.83104.61%$5.50—$1.84$1.955790
02,018$0.48$0.5896.00%$6.00—$2.14$2.341,1480
01,952$0.36$0.4297.71%$7.00—$2.81$3.501440
0764$0.25$0.3298.18%$8.00—$3.65$4.401210
0740$0.17$0.2598.42%$9.00—$4.55$5.301490
—————$10.00—$5.60$6.15920
—————$12.00—$7.40$8.15310
—————$13.00—$8.40$9.101930
—————$14.00—$9.40$10.05210
—————$15.00—$10.40$11.0510
—————$16.00—$11.40$12.20100
—————$17.00—$12.40$12.9550

Forward $4.24. The 25-delta put carries +5.25 volatility points over the 25-delta call.

How to read this

Calls on the left, puts on the right, the strike between them — the layout every chain uses. Each block is one expiration, and the heading carries its days to expiry, the at-the-money implied volatility, and the one-standard-deviation move that volatility implies over that time.

Only the 21 strikes nearest the forward are stored, which is the part of the board that carries the volume. The shaded side is in the money: below the forward for calls, above it for puts.

Implied volatility is shown on the out-of-the-money side only. An in-the-money option is nearly all intrinsic value quoted on a wide market, so a volatility solved from it would look authoritative and mean very little. The price is still shown, because the price is real; the blank is deliberate.