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LYFT Options Chain — Open Interest, Implied Volatility, Max Pain & Gamma Exposure

Analyze the complete LYFT options chain including strike-level open interest, real-time implied volatility (IV), max pain levels, gamma exposure, dealer positioning, and options flow trends. This dashboard provides data-driven insights for traders building directional or hedging strategies around LYFT.

Latest Data: 2026-02-06 (EDT)
Max Pain Price
19.5
Exp: 2026-02-06
Gamma Flip
17.17
Gamma Flip (≈60 days)
Put/Call OI Ratio
1.260
Shows put vs call positioning
IV Skew
-5.00
Put–call IV difference
Max Pain Price Volatility
σ = 5.00
low volatility
Confidence 85%

Near-Term Options-Derived Market Structure

NEUTRAL OUTLOOK

Reflecting options positioning and volatility conditions over the coming sessions.

The options structure reflects a high-confidence neutral environment. Dealer positioning and volatility suppression suggest a stable range-bound setup rather than a directional move. Options Chian

Looking only at the put-side activity, there is a bearish directional push. This suggests some traders are actively betting on downside. Confidence: 67%

Current DPI is -0.176(strong-bullish). Bullish, momentum neutral or unclear.

Options Terrain Outlook (3-Month)

Options structure allows for directional movement, but with elevated volatility and less predictable follow-through. Volatility conditions are moderately choppy. Options constraints exert a moderate influence on price behavior. Directional continuation remains uncertain and selective. Structural sensitivity is elevated around the 2026-03-20 options expiry. 100% confidence

The support levels for LYFT are at 16.24, 15.91, and 14.36, while the resistance levels are at 16.68, 17.01, and 18.56. The pivot point, a key reference price for traders, is at 19.50.

Short-Term Options-Implied Price Range & Flow Structure (0DTE · Intraday Reference)

Expiry 2026-02-06 (DTE 0): Pinning structure with suppressed volatility. Option flow bias is bearish (-0.50), pin strength 0.90.


Based on same-day expiring options (0DTE), the ATM straddle implies an 0.97% standardized 1-day equivalent move, serving as an intraday volatility reference.


The implied intraday range is approximately 15.67 17.65 , corresponding to +7.25% / -4.79% .

Estimated using ATM implied volatility, OTM option flow, and dealer hedging conditions to capture the market-implied price range.


Bullish flow suggests upside interest toward 18.67 (13.43% above spot).

Bearish positioning points to downside pressure toward 15.03 (8.70% below spot).


Options flow strength: 0.50 (0–1 scale). ATM Strike: 16.50, Call: 0.01, Put: 0.15, Straddle Cost: 0.16.


Price moves may extend once a direction forms. The short-term gamma flip is near 16.86 , with intermediate positioning around 17.17 . The mid-term gamma flip remains near 17.21.