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Lucid Group Inc LCID

CONSUMER CYCLICAL · AUTO MANUFACTURERS
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Market dataready · fetched 2026-10-15T20:33:25.127Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:31:10.672354435Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:21.922675+00:00

Share price$3.50
1D+7.7%
AH$3.21$3.29$3.37$3.44$3.525:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLCID
Sold putSold callAH

Lucid Group Inc options

Live interpolated LCID call and put midpoint premiums by absolute delta.Lucid Group Inc$0.00$0.28$0.56$0.84$1.11$2.98$3.20$3.42$3.64$3.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $3.50OPTION PRICELive LCID spot · $3.50LCID PRICE$0.03$0.03$0.04$0.05$0.05$0.06$0.06$0.15$0.25$0.35$0.45$0.55$0.65$0.03$0.04$0.05$0.06$0.07$0.08$0.13$0.31$0.49$0.67$0.85$1.03$0.66
PutsExpensive3.59×
CallsExpensive1.32×
SkewBearish+87.27 pp
Implied moveBearish±$0.19
TiltBearish24.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ3.87165.2%11.5%3.18152.5%10.1%
25Δ3.81152.9%9.9%3.24146.2%8.8%
30Δ3.75140.6%8.4%3.29139.9%7.4%
35Δ3.69128.2%6.8%3.35133.6%6.1%
40Δ3.63115.9%5.3%3.40127.3%4.8%
45Δ3.57103.6%3.7%3.46121.0%3.4%
50Δ3.5191.3%2.2%3.54134.3%2.5%
55Δ3.41110.6%1.7%3.72210.1%2.6%
60Δ3.31137.0%1.5%3.89285.9%2.8%
65Δ3.20163.3%1.4%4.07361.7%2.9%
70Δ3.09189.7%1.2%4.25437.5%3.1%
75Δ2.99216.1%1.0%4.42513.2%3.2%
80Δ2.88242.4%0.8%4.10328.1%1.8%

20Δ

Calls
Pseudo strike
3.87
IV
165.2%
B/E move
11.5%
Puts
Pseudo strike
3.18
IV
152.5%
B/E move
10.1%

25Δ

Calls
Pseudo strike
3.81
IV
152.9%
B/E move
9.9%
Puts
Pseudo strike
3.24
IV
146.2%
B/E move
8.8%

30Δ

Calls
Pseudo strike
3.75
IV
140.6%
B/E move
8.4%
Puts
Pseudo strike
3.29
IV
139.9%
B/E move
7.4%

35Δ

Calls
Pseudo strike
3.69
IV
128.2%
B/E move
6.8%
Puts
Pseudo strike
3.35
IV
133.6%
B/E move
6.1%

40Δ

Calls
Pseudo strike
3.63
IV
115.9%
B/E move
5.3%
Puts
Pseudo strike
3.40
IV
127.3%
B/E move
4.8%

45Δ

Calls
Pseudo strike
3.57
IV
103.6%
B/E move
3.7%
Puts
Pseudo strike
3.46
IV
121.0%
B/E move
3.4%

50Δ

Calls
Pseudo strike
3.51
IV
91.3%
B/E move
2.2%
Puts
Pseudo strike
3.54
IV
134.3%
B/E move
2.5%

55Δ

Calls
Pseudo strike
3.41
IV
110.6%
B/E move
1.7%
Puts
Pseudo strike
3.72
IV
210.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
3.31
IV
137.0%
B/E move
1.5%
Puts
Pseudo strike
3.89
IV
285.9%
B/E move
2.8%

65Δ

Calls
Pseudo strike
3.20
IV
163.3%
B/E move
1.4%
Puts
Pseudo strike
4.07
IV
361.7%
B/E move
2.9%

70Δ

Calls
Pseudo strike
3.09
IV
189.7%
B/E move
1.2%
Puts
Pseudo strike
4.25
IV
437.5%
B/E move
3.1%

75Δ

Calls
Pseudo strike
2.99
IV
216.1%
B/E move
1.0%
Puts
Pseudo strike
4.42
IV
513.2%
B/E move
3.2%

80Δ

Calls
Pseudo strike
2.88
IV
242.4%
B/E move
0.8%
Puts
Pseudo strike
4.10
IV
328.1%
B/E move
1.8%