Options Skew Analytics

LYFT option chain

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

Data as of 25 September 2026 (end of day)

2026-10-02(7 days)ATM 41.72%±0.86skew +2.02
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
43$9.65$10.25—$5.00—————
713$6.85$7.15—$8.00—————
018$5.05$6.80—$9.00—————
012$4.85$5.20—$10.00—————
01$3.75$5.70—$10.50—————
020$2.00$2.95—$12.50—————
16$1.88$2.05—$13.00—————
02$1.15$1.60—$13.5045.10%$0.01$0.03371175
—————$14.0043.80%$0.06$0.0722766
1415$0.57$0.68—$14.5045.67%$0.16$0.23135538
169325$0.29$0.3341.63%$15.00—$0.34$0.42165199
715260$0.14$0.1643.65%$15.50—$0.61$0.7416817
205483$0.05$0.0743.98%$16.00—$1.03$1.18763
1,024611$0.02$0.0651.25%$16.50—$1.49$1.86140
483795$0.01$0.0251.27%$17.00—$1.89$2.48190
—————$17.50—$2.42$2.6222
—————$18.00—$2.73$3.20211
—————$19.00—$3.20$4.9510
—————$23.00—$7.85$8.4508

Forward $14.93. The 25-delta put carries +2.02 volatility points over the 25-delta call.

2026-10-16(21 days)ATM 43.19%±1.55skew +0.47
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
07$9.70$11.00—$5.00—————
02$8.40$10.55—$6.00—————
03$7.40$9.45—$7.00—————
017$6.55$7.85—$8.00—————
018$5.25$7.45—$9.00—————
042$4.70$5.25—$10.00—————
078$3.70$4.25—$11.00—————
071$2.70$3.15—$12.0051.89%$0.02$0.033,201480
—————$12.5048.20%$0.03$0.05251
0169$1.96$2.12—$13.0046.41%$0.06$0.095,10417
02$1.34$1.74—$13.50—————
43569$1.15$1.29—$14.0043.42%$0.22$0.253,14121
2069$0.79$0.95—$14.5043.22%$0.38$0.421011
1477,441$0.58$0.6343.17%$15.00—$0.59$0.673,23032
29103$0.37$0.4543.88%$15.50—$0.86$1.07172
432,250$0.23$0.2742.95%$16.00—$1.22$1.386390
1197$0.14$0.1743.45%$16.50—$1.58$1.9830
294,486$0.09$0.1144.82%$17.00—$2.00$2.318910
1527$0.04$0.0744.45%$17.50—$2.49$2.8920
952,418$0.03$0.0547.07%$18.00—$2.98$3.201,5660
—————$19.00—$3.80$4.2010

Forward $14.97. The 25-delta put carries +0.47 volatility points over the 25-delta call.

2026-11-20(56 days)ATM 55.15%±3.25skew +1.26
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$11.25$13.45—$3.00—————
05$10.50$12.60—$4.00—————
022$5.70$6.35—$9.00—————
1039$4.95$5.35—$10.0061.57%$0.03$0.083,7051
01$3.85$4.25—$11.00—————
409$3.15$3.40—$12.00—————
029$2.29$2.68—$13.0055.48%$0.39$0.524,3310
053$1.66$1.92—$14.0055.78%$0.76$0.861,4974
2218$1.25$1.36—$15.0055.55%$1.22$1.342,0581
463,228$0.86$0.9054.41%$16.00—$1.76$1.898051
233,628$0.57$0.6054.24%$17.00—$2.44$2.651570
494,688$0.36$0.4054.22%$18.00—$3.25$3.55950
0615$0.23$0.2955.52%$19.00—$4.10$4.551040
—————$20.00—$5.00$5.45200
—————$21.00—$5.95$6.4070
025$0.02$0.0660.45%$24.00—————

Forward $15.03. The 25-delta put carries +1.26 volatility points over the 25-delta call.

2026-12-18(84 days)ATM 51.53%±3.74skew +1.99
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
021$11.15$12.95—$3.00—————
0140$6.55$7.40—$8.00—————
06$5.80$6.25—$9.00—————
0139$4.85$5.30—$10.00—————
146$3.95$4.40—$11.0056.54%$0.16$0.251,22810
071$3.15$3.55—$12.0054.49%$0.32$0.401,70355
0463$2.45$2.84—$13.0053.65%$0.55$0.684,92216
35425$1.97$2.09—$14.0053.27%$0.94$1.0213,9850
1101,123$1.47$1.64—$15.0052.68%$1.42$1.471,89511
25,426$1.08$1.1250.99%$16.00—$1.97$2.088400
106,601$0.78$0.8251.46%$17.00—$2.65$2.863,64110
373,754$0.54$0.6051.65%$18.00—$3.40$3.552,70610
2511,437$0.27$0.3052.30%$20.00—$5.10$5.303,6668
43,273$0.14$0.1754.20%$22.00—$6.95$7.452180
52,192$0.04$0.0755.07%$25.00—————

Forward $15.11. The 25-delta put carries +1.99 volatility points over the 25-delta call.

2027-01-15(112 days)ATM 51.77%±4.33skew -0.71
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0426$11.45$13.25—$3.00—————
0568$9.70$10.25—$5.00—————
01$8.55$9.40—$6.00—————
05$7.75$8.40—$7.00—————
4483$6.80$7.25—$8.0059.09%$0.02$0.058,930100
024$5.85$6.30—$9.00—————
71,235$5.05$5.35—$10.0056.89%$0.14$0.2021,8482
3134$4.25$4.50—$11.0055.16%$0.23$0.375100
03,594$3.45$3.70—$12.0052.48%$0.43$0.5130,622409
0338$2.50$2.97—$13.0051.60%$0.69$0.811,9992
4298$2.11$2.25—$14.0051.21%$1.05$1.222,8160
3,63532,571$1.67$1.80—$15.0051.57%$1.56$1.7220,8750
1061,235$1.28$1.4051.79%$16.00—$2.14$2.355260
1014,447$0.96$1.0150.73%$17.00—$2.75$2.924,0540
400933$0.65$0.8050.38%$18.00—$3.50$3.804860
0632$0.51$0.6652.31%$19.00—$4.30$4.659340
4918,708$0.41$0.4552.11%$20.00—$5.15$5.659170
—————$21.00—$6.05$6.55920
285,595$0.25$0.2753.71%$22.00—$7.00$7.459130
408,705$0.10$0.1555.66%$25.00—$9.75$10.406427
011,502$0.08$0.1058.20%$27.00—————

Forward $15.10. The 25-delta put carries -0.71 volatility points over the 25-delta call.

2027-03-19(175 days)ATM 52.79%±5.54skew -0.62
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
0267$11.50$13.35—$3.00—————
0327$9.75$10.60—$5.0069.79%$0.01$0.023760
0197$6.95$7.40—$8.00—————
0385$5.20$5.65—$10.0054.87%$0.29$0.342,29310
0746$3.10$3.45—$13.0053.01%$1.03$1.2231,4350
592,348$2.01$2.37—$15.0052.17%$1.96$2.131,82290
11851$1.46$1.5553.21%$17.00—$3.15$3.301,6370
171,781$0.78$0.8753.63%$20.00—$5.50$5.751,6740
02,202$0.50$0.6154.07%$22.00—$7.00$7.609030
52,795$0.30$0.3655.65%$25.00—$9.95$10.45160
45,198$0.11$0.1455.98%$30.00—————

Forward $15.15. The 25-delta put carries -0.62 volatility points over the 25-delta call.

2027-04-16(203 days)ATM 50.98%±5.79skew +0.03
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
05$5.30$5.75—$10.0055.42%$0.34$0.45110
04$4.55$5.00—$11.0053.43%$0.49$0.6720
—————$12.0053.15%$0.77$0.97200
01$3.30$3.60—$13.0052.81%$1.14$1.32660
02$2.62$3.05—$14.0052.31%$1.55$1.76170
139$2.18$2.56—$15.0051.63%$2.00$2.28150
031$1.76$2.1551.22%$16.00—$2.57$2.87540
032$1.39$1.8050.69%$17.00—————
050$1.11$1.5250.75%$18.00—$3.95$4.25200
52109$1.07$1.2352.48%$19.00—$4.70$4.90100
0114$0.84$1.0352.08%$20.00—————
301$0.73$0.8652.78%$21.00—$6.35$6.7020
01$0.59$0.7352.89%$22.00—————
01$0.50$0.6553.85%$23.00—————
01$0.40$0.5453.61%$24.00—$9.05$9.50130
0102$0.35$0.4654.22%$25.00—————

Forward $15.24. The 25-delta put carries +0.03 volatility points over the 25-delta call.

2027-06-17(265 days)ATM 53.52%±7.03skew +0.42
CallsStrikePuts
VolumeOpen intBidAskIV IVBidAskOpen intVolume
016$7.15$7.65—$8.00—————
078$5.55$6.00—$10.0056.23%$0.50$0.631340
078$4.25$4.65—$12.0053.40%$1.04$1.124250
4496$2.72$2.92—$15.0052.60%$2.24$2.598,0690
15,085$2.04$2.2253.53%$17.00—$3.55$3.755,13210
61,130$1.27$1.3452.50%$20.00—$5.75$5.9550
03,700$0.91$1.0452.98%$22.00—$7.40$7.753030
1935$0.60$0.6953.85%$25.00—$10.10$10.55150
600770$0.45$0.5153.90%$27.00—$12.00$12.45100
1621$0.27$0.4155.17%$30.00—————
191$0.15$0.2456.64%$35.00—————

Forward $15.42. The 25-delta put carries +0.42 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.