Options Skew Analytics
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LYFT options analytics

LYFT · Stock

Data as of 23 September 2026 (end of day)

LYFT options are pricing a 30-day at-the-money volatility of 44.0%, a move of about ±12.6% over the next month. Its history here is 5 sessions, short of the 180 a percentile needs, so this reading is not yet ranked against its own past.

Its 25-delta calls carry 0.32 volatility points more than the puts.

Longer-dated options carry more: 90-day volatility is 21% above 30-day.

Its next earnings report is 2026-11-05 (estimated from its reporting cadence).

Current readings

30-day ATM implied volatilityⓘ
43.96%

Prices a move of about ±12.6% over 30 days, or ±2.8% on a typical day.

25-delta risk reversalⓘ
-0.32

Calls carry 0.32 volatility points more than puts the same distance from the money.

25-delta butterflyⓘ
+0.75

The wings carry 0.75 volatility points more than at-the-money.

Term structure slopeⓘ
1.207

90-day volatility is 21% above 30-day.

Where 30-day implied volatility sits

Against 5 prior sessions (one-year window)

Not enough history in this window to place the current reading.

IV percentile, 1 year
—
IV rank, 1 year
—
IV percentile, 2 years
—
IV rank, 2 years
—

Rank is the position between the lowest and highest readings in the window, so a single past extreme pins everything after it near one end. Percentile is the share of sessions below the current reading and is unaffected by how far that extreme reached. Both are withheld when the window holds fewer than 180 sessions.

Session detail

Underlying close
$14.77
30-day implied forward
$14.85
60-day ATM IV
55.37%
90-day ATM IV
53.07%
180-day ATM IV
53.60%
Expirations used
12
Total open interest
408,167
Put / call open interest
0.81

The forward is derived from put-call parity on the strikes nearest the money, not taken from the underlying close. It is what every moneyness and delta on this page is measured against.

30-day at-the-money implied volatility

Last 5 sessions

43%43%44%44%45%45%2026-09-17 — 30-day ATM IV 45%2026-09-18 — 30-day ATM IV 43%2026-09-21 — 30-day ATM IV 44%2026-09-22 — 30-day ATM IV 44%2026-09-23 — 30-day ATM IV 44%17 Sep18 Sep21 Sep22 Sep23 Sep
Show the underlying numbers (most recent 5)
Session30-day ATM IV25-delta RRTerm slopeClose
2026-09-2343.96%-0.321.207$14.77
2026-09-2244.36%+0.171.140$14.90
2026-09-2143.81%+0.151.180$15.27
2026-09-1842.69%+0.181.187$15.10
2026-09-1744.75%+1.451.177$15.50

The chart covers every session in the archive, 5 in total. The table lists the most recent 5.

25-delta risk reversal

Last 5 sessions

-0.50.00.51.01.52.02026-09-17 — 25-delta RR (volatility points) 1.52026-09-18 — 25-delta RR (volatility points) 0.22026-09-21 — 25-delta RR (volatility points) 0.22026-09-22 — 25-delta RR (volatility points) 0.22026-09-23 — 25-delta RR (volatility points) -0.317 Sep18 Sep21 Sep22 Sep23 Sep

The dashed line marks zero, where the 25-delta put and call carry the same implied volatility.

Skew curve

Implied volatility by delta, front expirations

Implied volatility by delta

9d (2026-10-02) · 16d (2026-10-09) · 23d (2026-10-16)

42%44%46%48%50%52%54%2026-10-02 (9d) — 10Δ C — IV 50.07%2026-10-02 (9d) — 15Δ C — IV 47.41%2026-10-02 (9d) — 20Δ C — IV 47.00%2026-10-02 (9d) — 25Δ C — IV 46.83%2026-10-02 (9d) — 30Δ C — IV 46.61%2026-10-02 (9d) — 35Δ C — IV 46.27%2026-10-02 (9d) — 40Δ C — IV 45.94%2026-10-02 (9d) — 45Δ C — IV 45.74%2026-10-02 (9d) — ATM — IV 45.64%2026-10-02 (9d) — 45Δ P — IV 45.56%2026-10-02 (9d) — 40Δ P — IV 45.50%2026-10-02 (9d) — 35Δ P — IV 45.52%2026-10-02 (9d) — 30Δ P — IV 46.05%2026-10-02 (9d) — 25Δ P — IV 46.90%2026-10-02 (9d) — 20Δ P — IV 47.26%2026-10-02 (9d) — 15Δ P — IV 46.92%2026-10-02 (9d) — 10Δ P — IV 45.87%9d2026-10-09 (16d) — 15Δ C — IV 46.39%2026-10-09 (16d) — 20Δ C — IV 46.03%2026-10-09 (16d) — 25Δ C — IV 45.37%2026-10-09 (16d) — 30Δ C — IV 44.25%2026-10-09 (16d) — 35Δ C — IV 43.87%2026-10-09 (16d) — 40Δ C — IV 43.80%2026-10-09 (16d) — 45Δ C — IV 43.74%2026-10-09 (16d) — ATM — IV 43.65%2026-10-09 (16d) — 45Δ P — IV 43.50%2026-10-09 (16d) — 40Δ P — IV 43.40%2026-10-09 (16d) — 35Δ P — IV 43.56%2026-10-09 (16d) — 30Δ P — IV 44.34%2026-10-09 (16d) — 25Δ P — IV 45.27%2026-10-09 (16d) — 20Δ P — IV 46.12%16d2026-10-16 (23d) — 5Δ C — IV 51.85%2026-10-16 (23d) — 10Δ C — IV 48.68%2026-10-16 (23d) — 15Δ C — IV 48.05%2026-10-16 (23d) — 20Δ C — IV 46.13%2026-10-16 (23d) — 25Δ C — IV 46.73%2026-10-16 (23d) — 30Δ C — IV 46.73%2026-10-16 (23d) — 35Δ C — IV 45.52%2026-10-16 (23d) — 40Δ C — IV 45.44%2026-10-16 (23d) — 45Δ C — IV 45.81%2026-10-16 (23d) — ATM — IV 45.89%2026-10-16 (23d) — 45Δ P — IV 45.17%2026-10-16 (23d) — 40Δ P — IV 44.62%2026-10-16 (23d) — 35Δ P — IV 44.62%2026-10-16 (23d) — 30Δ P — IV 44.63%2026-10-16 (23d) — 25Δ P — IV 44.77%2026-10-16 (23d) — 20Δ P — IV 45.35%2026-10-16 (23d) — 15Δ P — IV 45.97%2026-10-16 (23d) — 10Δ P — IV 47.34%23d10Δ C25Δ CATM25Δ P10Δ Pout-of-the-money calls ← delta → out-of-the-money puts

The axis is call delta. Readings to the right of the dashed centre line are taken from the out-of-the-money put at that strike, which is the contract whose quote the volatility was solved from. Points are only plotted where surviving quotes bracket the delta on both sides; nothing is extrapolated past the last traded strike.

Show the underlying numbers
Delta9d16d23d
5Δ call——51.85%
10Δ call50.07%—48.68%
15Δ call47.41%46.39%48.05%
20Δ call47.00%46.03%46.13%
25Δ call46.83%45.37%46.73%
30Δ call46.61%44.25%46.73%
35Δ call46.27%43.87%45.52%
40Δ call45.94%43.80%45.44%
45Δ call45.74%43.74%45.81%
ATM45.64%43.65%45.89%
45Δ put45.56%43.50%45.17%
40Δ put45.50%43.40%44.62%
35Δ put45.52%43.56%44.62%
30Δ put46.05%44.34%44.63%
25Δ put46.90%45.27%44.77%
20Δ put47.26%46.12%45.35%
15Δ put46.92%—45.97%
10Δ put45.87%—47.34%

Wing readings by expiration

ExpirationDaysForwardATM IV25Δ put25Δ callRRButterflyQuotes
2026-10-029$14.8245.64%46.90%46.83%+0.07+1.238
2026-10-0916$14.8343.65%45.27%45.37%-0.10+1.677
2026-10-1623$14.8345.89%44.77%46.73%-1.95-0.1414
2026-10-2330$14.8543.96%44.55%44.87%-0.32+0.759
2026-10-3037$14.8645.08%45.70%46.11%-0.41+0.829
2026-11-2058$14.9355.58%54.90%56.37%-1.47+0.0513
2026-12-1886$14.9553.45%53.29%53.15%+0.13-0.2310
2027-01-15114$15.0351.30%52.57%52.33%+0.24+1.1515
2027-03-19177$15.0553.92%53.07%54.38%-1.31-0.199
2027-04-16205$15.2051.28%53.50%49.69%+3.80+0.3115
2027-06-17267$15.2753.68%54.39%54.71%-0.31+0.8710
2027-09-17359$15.3853.90%54.25%53.87%+0.38+0.1611

Each curve above is one expiration. The vertical position is implied volatility; the horizontal position is the delta of the contract it was read from. For US equities the curve normally slopes upward to the right, meaning out-of-the-money puts carry higher implied volatility than equidistant calls.

The 25-delta risk reversal summarises that slope as a single number: the 25-delta put volatility minus the 25-delta call volatility. The butterfly summarises the curvature: the average of the two wings minus the at-the-money reading.

Term structure

At-the-money implied volatility by expiration

At-the-money implied volatility by expiration

12 listed expirations produced a usable reading

40%45%50%55%60%2026-10-02 — 9 days — at-the-money IV 45.64%2026-10-09 — 16 days — at-the-money IV 43.65%2026-10-16 — 23 days — at-the-money IV 45.89%2026-10-23 — 30 days — at-the-money IV 43.96%2026-10-30 — 37 days — at-the-money IV 45.08%2026-11-20 — 58 days — at-the-money IV 55.58%2026-12-18 — 86 days — at-the-money IV 53.45%2027-01-15 — 114 days — at-the-money IV 51.30%2027-03-19 — 177 days — at-the-money IV 53.92%2027-04-16 — 205 days — at-the-money IV 51.28%2027-06-17 — 267 days — at-the-money IV 53.68%2027-09-17 — 359 days — at-the-money IV 53.90%306090180days to expiration

The horizontal axis is the square root of days to expiration, which is the scale volatility lives on. A curve that is flat in variance terms plots as a straight line here rather than bending sharply through the front week.

Show the underlying numbers
ExpirationDaysForwardATM IVATM strikeQuotes used
2026-10-029 days$14.8245.64%$14.868
2026-10-0916 days$14.8343.65%$14.907
2026-10-1623 days$14.8345.89%$14.9314
2026-10-2330 days$14.8543.96%$14.979
2026-10-3037 days$14.8645.08%$15.029
2026-11-2058 days$14.9355.58%$15.3013
2026-12-1886 days$14.9553.45%$15.4610
2027-01-15114 days$15.0351.30%$15.6615
2027-03-19177 days$15.0553.92%$16.149
2027-04-16205 days$15.2051.28%$16.3715
2027-06-17267 days$15.2753.68%$16.9710
2027-09-17359 days$15.3853.90%$17.7411

Constant maturities

Interpolated between the bracketing listed expirations, in total variance

30 days
43.96%
60 days
55.37%
90 days
53.07%
180 days
53.60%

Interpolation is linear in total variance, not in volatility. Interpolating volatility directly implies a forward variance that can be negative between two expirations. A tenor beyond the longest listed expiration is reported as unavailable rather than extrapolated.

Term structure slope

Last 5 sessions

0.901.001.101.201.302026-09-17 — 90-day over 30-day 1.182026-09-18 — 90-day over 30-day 1.192026-09-21 — 90-day over 30-day 1.182026-09-22 — 90-day over 30-day 1.142026-09-23 — 90-day over 30-day 1.2117 Sep18 Sep21 Sep22 Sep23 Sep

The dashed line marks 1.00, where the 90-day and 30-day at-the-money volatilities are equal. Above it the longer tenor carries the higher volatility.

The term structure is the at-the-money implied volatility of each listed expiration, plotted against how far away that expiration is. Its usual shape for a calm underlying slopes gently upward, because a longer horizon admits more uncertainty.

It inverts when the market prices a dated event: an expiration that captures a scheduled announcement carries the variance of that event on top of ordinary trading, so a shorter contract can print a higher volatility than a longer one.

Earnings

What the options priced in before each report, and what happened

Next report

2026-11-05Time not statedEstimated from its reporting cadence

Reports

Newest first. The implied move is one standard deviation, priced from the session before the release.

ReportSessionImplied ±RealisedRealised / implied
2026-08-06After the close———
2026-05-07After the close———
2026-02-10After the close———
2025-11-05After the close———
2025-08-06After the close———
2025-05-08After the close———
2025-02-11After the close———
2024-11-06After the close———
2024-08-07Before the open———
2024-05-07After the close———
2024-02-13After the close———
2023-11-08After the close———

The implied move is read from the at-the-money straddle on the first expiration strictly after the report date, converted to a one-standard-deviation move and divided by the forward. Realised moves are the close-to-close return across the event, measured from the session before the release to the session after it.

Report dates that have already happened come from the company’s own 8-K filing and are exact. A date still in the future is either one the company has announced, or an estimate from its reporting cadence.