Genesis 19:36

ותהרין וגו AND THEY BECAME PREGNANT, ETC. — Even though a woman does not become pregnant from the first intercourse, these [women] mastered themselves and took out their hymens; and they became pregnant from the first intercourse (Genesis Rabbah 51:9).

וַֽתַּהֲרֶ֛יןָ שְׁתֵּ֥י בְנֽוֹת־ל֖וֹט מֵאֲבִיהֶֽן׃

Thus were both the daughters of Lot with child by their father.