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Lamar Advertising Company Class A Common Stock LAMR

REAL ESTATE · REIT - SPECIALTY
i

Market dataready · fetched 2026-11-11T14:53:59.278Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T14:53:09.801422054Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T14:53:58.766800+00:00

Share price$162.77
1D-0.0%
$162.16$162.33$162.51$162.68$162.865:30 AM6:30 AM9:00 AM1:00 PMLAMR
Sold putSold call

Lamar Advertising Company Class A Common Stock options

Live interpolated LAMR call and put midpoint premiums by absolute delta.Lamar Advertising Company Class A Common Stock$0.78$2.55$4.33$6.10$7.87$148.27$155.32$162.36$169.41$176.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAMR spot · $162.77LAMR PRICE$0.97$1.21$1.42$1.62$1.87$2.23$2.60$2.96$3.32$3.69$4.05$5.70$7.36$1.19$1.41$1.62$1.84$2.13$2.41$2.69$2.97$3.25$3.76$4.85$5.95$7.04
PutsCheap0.69×
CallsCheap0.64×
SkewBearish+1.03 pp
Implied moveBalanced±$5.28
TiltBearish2.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ171.0234.6%5.7%154.7939.7%5.6%
25Δ169.1833.0%4.7%156.6436.6%4.6%
30Δ167.6530.5%3.9%158.4633.0%3.6%
35Δ166.1328.0%3.1%160.1429.9%2.8%
40Δ164.7926.0%2.4%160.9928.5%2.4%
45Δ163.9925.5%2.1%161.8427.1%2.1%
50Δ163.2024.9%1.9%162.6925.8%1.7%
55Δ162.4024.4%1.6%163.5424.4%1.4%
60Δ161.6023.8%1.3%164.3923.1%1.0%
65Δ160.8023.3%1.1%165.3622.5%0.7%
70Δ160.0022.8%0.8%166.6523.9%0.6%
75Δ158.2026.4%0.7%167.9425.4%0.5%
80Δ156.4030.1%0.6%169.2326.9%0.4%

20Δ

Calls
Pseudo strike
171.02
IV
34.6%
B/E move
5.7%
Puts
Pseudo strike
154.79
IV
39.7%
B/E move
5.6%

25Δ

Calls
Pseudo strike
169.18
IV
33.0%
B/E move
4.7%
Puts
Pseudo strike
156.64
IV
36.6%
B/E move
4.6%

30Δ

Calls
Pseudo strike
167.65
IV
30.5%
B/E move
3.9%
Puts
Pseudo strike
158.46
IV
33.0%
B/E move
3.6%

35Δ

Calls
Pseudo strike
166.13
IV
28.0%
B/E move
3.1%
Puts
Pseudo strike
160.14
IV
29.9%
B/E move
2.8%

40Δ

Calls
Pseudo strike
164.79
IV
26.0%
B/E move
2.4%
Puts
Pseudo strike
160.99
IV
28.5%
B/E move
2.4%

45Δ

Calls
Pseudo strike
163.99
IV
25.5%
B/E move
2.1%
Puts
Pseudo strike
161.84
IV
27.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
163.20
IV
24.9%
B/E move
1.9%
Puts
Pseudo strike
162.69
IV
25.8%
B/E move
1.7%

55Δ

Calls
Pseudo strike
162.40
IV
24.4%
B/E move
1.6%
Puts
Pseudo strike
163.54
IV
24.4%
B/E move
1.4%

60Δ

Calls
Pseudo strike
161.60
IV
23.8%
B/E move
1.3%
Puts
Pseudo strike
164.39
IV
23.1%
B/E move
1.0%

65Δ

Calls
Pseudo strike
160.80
IV
23.3%
B/E move
1.1%
Puts
Pseudo strike
165.36
IV
22.5%
B/E move
0.7%

70Δ

Calls
Pseudo strike
160.00
IV
22.8%
B/E move
0.8%
Puts
Pseudo strike
166.65
IV
23.9%
B/E move
0.6%

75Δ

Calls
Pseudo strike
158.20
IV
26.4%
B/E move
0.7%
Puts
Pseudo strike
167.94
IV
25.4%
B/E move
0.5%

80Δ

Calls
Pseudo strike
156.40
IV
30.1%
B/E move
0.6%
Puts
Pseudo strike
169.23
IV
26.9%
B/E move
0.4%

Options history

IV · four-Friday blend25.03%
Daily EOD
LAMR22.5%23.8%25.2%2026-10-19: 23.08%2026-10-20: 22.65%2026-10-21: 23.10%2026-10-22: 23.08%2026-10-23: 24.00%2026-10-26: 23.03%2026-10-27: 23.64%2026-10-28: 23.62%2026-10-29: 24.06%2026-10-30: 25.03%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
23.08%
22.65%
23.10%
23.08%
24.00%
23.03%
23.64%
23.62%
24.06%
25.03%