IntraAlpha
Create free account Start free

Lamar Advertising Company LAMR

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-10-22T09:20:41.773Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:07.436222753Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T09:20:40.018436+00:00

Share price$155.08
1D+0.5%
AH$153.84$154.28$154.73$155.17$155.615:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLAMR
Sold putSold callAH

Lamar Advertising Company options

Live interpolated LAMR call and put midpoint premiums by absolute delta.Lamar Advertising Company$0.79$3.98$7.18$10.37$13.57$139.08$146.64$154.20$161.75$169.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAMR spot · $155.08LAMR PRICE$1.13$1.68$2.22$2.77$3.26$3.68$4.10$4.65$5.49$6.33$7.16$9.71$12.65$1.55$1.87$2.22$2.81$3.40$3.99$4.73$5.53$6.34$7.22$8.44$9.66$11.09
PutsExpensive1.36×
CallsExpensive1.08×
SkewNeutral+0.21 pp
Implied moveBearish±$8.83
TiltBearish3.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ164.5722.9%6.8%145.1930.5%7.4%
25Δ163.2724.3%6.4%147.7527.9%5.9%
30Δ161.9725.8%5.9%150.1725.6%4.6%
35Δ160.6727.2%5.4%151.6325.6%4.0%
40Δ159.2427.3%4.8%153.0925.6%3.5%
45Δ157.6726.0%4.0%154.5525.6%2.9%
50Δ156.1024.6%3.3%155.9825.5%2.5%
55Δ154.5923.7%2.7%157.4025.4%2.1%
60Δ153.2223.7%2.3%158.8325.2%1.7%
65Δ151.8423.8%2.0%160.2925.1%1.3%
70Δ150.4723.9%1.6%161.9725.0%1.0%
75Δ147.6928.2%1.5%163.6524.9%0.7%
80Δ144.5832.5%1.4%165.5124.9%0.4%

20Δ

Calls
Pseudo strike
164.57
IV
22.9%
B/E move
6.8%
Puts
Pseudo strike
145.19
IV
30.5%
B/E move
7.4%

25Δ

Calls
Pseudo strike
163.27
IV
24.3%
B/E move
6.4%
Puts
Pseudo strike
147.75
IV
27.9%
B/E move
5.9%

30Δ

Calls
Pseudo strike
161.97
IV
25.8%
B/E move
5.9%
Puts
Pseudo strike
150.17
IV
25.6%
B/E move
4.6%

35Δ

Calls
Pseudo strike
160.67
IV
27.2%
B/E move
5.4%
Puts
Pseudo strike
151.63
IV
25.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
159.24
IV
27.3%
B/E move
4.8%
Puts
Pseudo strike
153.09
IV
25.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
157.67
IV
26.0%
B/E move
4.0%
Puts
Pseudo strike
154.55
IV
25.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
156.10
IV
24.6%
B/E move
3.3%
Puts
Pseudo strike
155.98
IV
25.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
154.59
IV
23.7%
B/E move
2.7%
Puts
Pseudo strike
157.40
IV
25.4%
B/E move
2.1%

60Δ

Calls
Pseudo strike
153.22
IV
23.7%
B/E move
2.3%
Puts
Pseudo strike
158.83
IV
25.2%
B/E move
1.7%

65Δ

Calls
Pseudo strike
151.84
IV
23.8%
B/E move
2.0%
Puts
Pseudo strike
160.29
IV
25.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
150.47
IV
23.9%
B/E move
1.6%
Puts
Pseudo strike
161.97
IV
25.0%
B/E move
1.0%

75Δ

Calls
Pseudo strike
147.69
IV
28.2%
B/E move
1.5%
Puts
Pseudo strike
163.65
IV
24.9%
B/E move
0.7%

80Δ

Calls
Pseudo strike
144.58
IV
32.5%
B/E move
1.4%
Puts
Pseudo strike
165.51
IV
24.9%
B/E move
0.4%

Options history

No recorded observations