Options Skew Analytics

LCID option chain

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

Data as of 9 November 2026 (end of day)

2026-11-27(18 days)ATM 152.67%±1.21skew +27.35
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
043$2.40$3.25—$0.50—————
01$1.91$2.74—$1.00—————
01$1.41$2.25—$1.50—————
01$1.60$1.80—$2.00241.09%$0.07$0.131,1736
01$0.96$1.36—$2.50—————
13530$0.75$0.92—$3.00181.88%$0.26$0.3222835
39637$0.47$0.60—$3.50162.49%$0.43$0.5216872
4081,115$0.27$0.34148.57%$4.00—$0.70$0.855978
7155$0.15$0.25154.53%$4.50—$1.03$1.24320
191,031$0.08$0.13146.97%$5.00—————
0109$0.02$0.07136.45%$5.50—————
14$0.01$0.05142.61%$6.00—$2.20$3.4050
—————$7.00—$3.15$4.3540

Forward $3.56. The 25-delta put carries +27.35 volatility points over the 25-delta call.

2026-12-18(39 days)ATM 151.97%±1.74skew +18.84
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
21$2.31$2.86—$1.00—————
01$1.65$2.27—$1.50—————
03$1.28$1.86—$2.00196.76%$0.16$0.19120,06078
139$1.04$1.45—$2.50179.88%$0.28$0.325382,004
473,017$0.85$1.19—$3.00162.88%$0.44$0.4829,016204
3,0412,661$0.73$0.78169.23%$3.50—$0.66$0.6920,208118
2304,332$0.47$0.53150.71%$4.00—$0.89$1.126,0360
151,966$0.30$0.38143.74%$4.50—$1.20$1.521,4726
1143,913$0.19$0.26138.22%$5.00—$1.60$2.237,9400
1,059208$0.16$0.20144.04%$5.50—$2.04$2.694880
1655,844$0.11$0.15143.68%$6.00—$2.37$3.751,4690
2702,335$0.05$0.08141.50%$7.00—$3.25$4.402,1400
—————$8.00—$4.35$5.351,6920
—————$9.00—$5.25$6.401,4970
—————$10.00—$6.30$7.402,4890
—————$11.00—$7.25$8.35700
—————$12.00—$8.25$9.304240
—————$13.00—$9.30$10.454810
—————$15.00—$11.20$12.40670
—————$16.00—$12.20$13.5540
—————$17.00—$13.20$14.35250

Forward $3.49. The 25-delta put carries +18.84 volatility points over the 25-delta call.

2027-02-19(102 days)ATM 131.78%±2.39skew +34.79
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
010$2.41$3.30—$0.50—————
01$1.96$2.94—$1.00—————
—————$2.00170.61%$0.32$0.434,8170
—————$2.50152.58%$0.48$0.571,1173
62,102$1.05$1.44—$3.00159.59%$0.67$1.014,3820
11,190$0.83$1.22151.10%$3.50—$0.92$1.2838550
14827$0.66$0.85134.11%$4.00—$1.23$1.321,9170
01,242$0.49$0.72130.77%$4.50—$1.50$1.881,58210
262,595$0.38$0.50121.72%$5.00—$1.97$2.19726255
70779$0.30$0.46124.80%$5.50—$2.32$2.55727108
—————$6.00—$2.69$2.821,6522
—————$7.00—$3.55$4.201440
—————$8.00—$4.35$5.251150
—————$9.00—$5.45$6.101481
—————$10.00—$6.25$7.20920
—————$12.00—$8.30$9.15300
—————$13.00—$9.20$10.151930
—————$14.00—$10.25$11.10210
—————$15.00—$11.20$12.1010
—————$16.00—$12.20$13.10100
1342$0.01$0.04137.44%$17.00—$13.20$14.1050

Forward $3.42. The 25-delta put carries +34.79 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.