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Lucid Group, Inc. Common Stock LCID

i

Market dataready · fetched 2026-11-03T14:43:55.104Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-06

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-03T14:43:53.275578979Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-03T14:43:54.614784+00:00

Share price$3.11
1D+2.9%
$3.03$3.06$3.08$3.11$3.135:30 AM6:30 AM9:00 AM1:00 PMLCID
Sold putSold call

Lucid Group, Inc. Common Stock options

Live interpolated LCID call and put midpoint premiums by absolute delta.Lucid Group, Inc. Common Stock$0.02$0.42$0.83$1.23$1.64$2.25$2.55$2.85$3.15$3.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LCID spot · $3.11LCID PRICE$0.08$0.10$0.12$0.15$0.17$0.19$0.21$0.06$0.08$0.10$0.11$0.18$0.29$0.40$0.50$0.61$0.84$1.07$1.30$1.52
PutsExpensive4.24×
Calls——
Skew——
Implied moveBearish±$0.56
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ2.71166.3%14.9%
25Δ2.79162.6%12.7%
30Δ3.41150.5%12.4%2.88159.0%10.5%
35Δ3.35149.5%11.1%2.96155.3%8.3%
40Δ3.29148.4%9.7%3.06173.8%7.4%
45Δ3.23147.4%8.4%3.17207.9%7.3%
50Δ3.17146.3%7.1%3.28241.9%7.2%
55Δ3.10145.3%5.8%3.39276.0%7.1%
60Δ3.04144.2%4.5%3.50310.0%7.1%
65Δ3.75330.2%6.2%
70Δ4.01350.2%5.3%
75Δ4.27370.2%4.4%
80Δ4.52385.7%3.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.71
IV
166.3%
B/E move
14.9%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.79
IV
162.6%
B/E move
12.7%

30Δ

Calls
Pseudo strike
3.41
IV
150.5%
B/E move
12.4%
Puts
Pseudo strike
2.88
IV
159.0%
B/E move
10.5%

35Δ

Calls
Pseudo strike
3.35
IV
149.5%
B/E move
11.1%
Puts
Pseudo strike
2.96
IV
155.3%
B/E move
8.3%

40Δ

Calls
Pseudo strike
3.29
IV
148.4%
B/E move
9.7%
Puts
Pseudo strike
3.06
IV
173.8%
B/E move
7.4%

45Δ

Calls
Pseudo strike
3.23
IV
147.4%
B/E move
8.4%
Puts
Pseudo strike
3.17
IV
207.9%
B/E move
7.3%

50Δ

Calls
Pseudo strike
3.17
IV
146.3%
B/E move
7.1%
Puts
Pseudo strike
3.28
IV
241.9%
B/E move
7.2%

55Δ

Calls
Pseudo strike
3.10
IV
145.3%
B/E move
5.8%
Puts
Pseudo strike
3.39
IV
276.0%
B/E move
7.1%

60Δ

Calls
Pseudo strike
3.04
IV
144.2%
B/E move
4.5%
Puts
Pseudo strike
3.50
IV
310.0%
B/E move
7.1%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
3.75
IV
330.2%
B/E move
6.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.01
IV
350.2%
B/E move
5.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.27
IV
370.2%
B/E move
4.4%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
4.52
IV
385.7%
B/E move
3.4%

Options history

IV · four-Friday blend296.86%
Daily close
LCID55.7%203.3%350.9%2026-08-05: 110.16%2026-08-06: 103.53%2026-08-07: 90.41%2026-08-10: 87.61%2026-08-11: 160.00%2026-08-12: 91.97%2026-08-14: 78.16%2026-08-17: 76.07%2026-08-18: 85.60%2026-08-21: 95.29%2026-08-24: 125.21%2026-08-25: 161.59%2026-08-26: 123.07%2026-08-28: 108.42%2026-08-31: 79.73%2026-09-01: 127.56%2026-09-04: 114.12%2026-09-08: 133.41%2026-09-11: 156.64%2026-09-14: 126.67%2026-09-15: 162.32%2026-09-16: 330.52%2026-09-18: 240.71%2026-09-25: 181.70%2026-09-28: 92.05%2026-09-29: 136.59%2026-09-30: 138.33%2026-10-02: 155.92%2026-10-09: 148.28%2026-10-12: 87.57%2026-10-16: 152.63%2026-10-19: 217.28%2026-10-23: 177.24%2026-10-26: 230.14%2026-10-30: 296.86%Aug 5Sep 8Oct 30
35 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
110.16%
103.53%
90.41%
87.61%
160.00%
91.97%
78.16%
76.07%
85.60%
95.29%
125.21%
161.59%
123.07%
108.42%
79.73%
127.56%
114.12%
133.41%
156.64%
126.67%
162.32%
330.52%
240.71%
181.70%
92.05%
136.59%
138.33%
155.92%
148.28%
87.57%
152.63%
217.28%
177.24%
230.14%
296.86%