You could just type the symbol (
|) directly. This won't scale, to get it larger you could use the same technique as Niel de Beaudrap. In the LyX GUI this is done via the Insert Delimiter button on the math toolbar:
Set the left delimiter to None, and the right to
|. Uncheck Keep matched, and let the Size be set to Variable:
In LyX this looks like as below (left). The dotted vertical line indicates an invisible delimiter (as
\left. in Niels example). Result in PDF on the right.
Edit in response to Marcs answer:
\rvert I think you have to use ERTs. If you don't have any other math constructs that use
amsmath, you may have to make LyX use this package manually: Document --> Settings --> Math options. Uncheck Use AMS math package automatically, and check Use AMS math package.
In your equation, add an ERT (Ctrl + L) and type
\biggr\rvert. That is, the first backslash may appear automatically, in which case don't type it.
\biggr is one of several commands for manually scaling a delimiter, rather than the automatic provided by
\left \right. Other sizes are
\Biggr, with the latter being the largest. For left delimiters, replace
l. (See section 4.14.1 Delimiter sizes in
Should you want to use
\left\right, you need to add an ERT with
\left. before the fraction (or whatever it is) and have
\right\rvert in the one after.