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Lamar Advertising Company Class A Common Stock LAMR

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Market datapartial · fetched 2026-10-23T14:15:50.109Z

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 · 2026-10-23T14:13:31.339360012Z

FundamentalsAlpha Vantage · unavailable

Share price$157.16
1D-0.4%
$156.56$156.88$157.20$157.51$157.835:30 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$0.84$3.49$6.14$8.80$11.45$138.88$146.97$155.07$163.17$171.2720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LAMR spot · $157.16LAMR PRICE$1.13$1.47$1.97$2.46$2.96$3.60$4.39$5.19$5.98$6.88$7.78$8.69$10.52$1.65$1.99$2.46$2.95$3.46$4.08$4.70$5.32$6.09$6.99$7.89$8.79$10.68
PutsExpensive1.39×
CallsExpensive1.12×
SkewBearish+1.07 pp
Implied moveBearish±$9.09
TiltBearish3.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ167.1023.5%7.0%146.4732.8%7.9%
25Δ165.0223.4%5.9%149.6429.4%6.0%
30Δ163.6023.7%5.3%151.5928.3%5.1%
35Δ162.1824.1%4.8%153.3727.5%4.3%
40Δ160.7624.4%4.2%155.1326.6%3.5%
45Δ159.3424.9%3.7%156.5426.1%3.0%
50Δ157.9325.5%3.3%157.9525.5%2.5%
55Δ156.5226.1%2.9%159.3524.9%2.0%
60Δ155.1226.8%2.5%160.7624.5%1.6%
65Δ153.6426.4%2.1%162.1724.1%1.3%
70Δ152.1625.9%1.8%163.5723.7%0.9%
75Δ150.6825.4%1.4%164.9823.3%0.6%
80Δ148.4126.4%1.1%167.2123.7%0.4%

20Δ

Calls
Pseudo strike
167.10
IV
23.5%
B/E move
7.0%
Puts
Pseudo strike
146.47
IV
32.8%
B/E move
7.9%

25Δ

Calls
Pseudo strike
165.02
IV
23.4%
B/E move
5.9%
Puts
Pseudo strike
149.64
IV
29.4%
B/E move
6.0%

30Δ

Calls
Pseudo strike
163.60
IV
23.7%
B/E move
5.3%
Puts
Pseudo strike
151.59
IV
28.3%
B/E move
5.1%

35Δ

Calls
Pseudo strike
162.18
IV
24.1%
B/E move
4.8%
Puts
Pseudo strike
153.37
IV
27.5%
B/E move
4.3%

40Δ

Calls
Pseudo strike
160.76
IV
24.4%
B/E move
4.2%
Puts
Pseudo strike
155.13
IV
26.6%
B/E move
3.5%

45Δ

Calls
Pseudo strike
159.34
IV
24.9%
B/E move
3.7%
Puts
Pseudo strike
156.54
IV
26.1%
B/E move
3.0%

50Δ

Calls
Pseudo strike
157.93
IV
25.5%
B/E move
3.3%
Puts
Pseudo strike
157.95
IV
25.5%
B/E move
2.5%

55Δ

Calls
Pseudo strike
156.52
IV
26.1%
B/E move
2.9%
Puts
Pseudo strike
159.35
IV
24.9%
B/E move
2.0%

60Δ

Calls
Pseudo strike
155.12
IV
26.8%
B/E move
2.5%
Puts
Pseudo strike
160.76
IV
24.5%
B/E move
1.6%

65Δ

Calls
Pseudo strike
153.64
IV
26.4%
B/E move
2.1%
Puts
Pseudo strike
162.17
IV
24.1%
B/E move
1.3%

70Δ

Calls
Pseudo strike
152.16
IV
25.9%
B/E move
1.8%
Puts
Pseudo strike
163.57
IV
23.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
150.68
IV
25.4%
B/E move
1.4%
Puts
Pseudo strike
164.98
IV
23.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
148.41
IV
26.4%
B/E move
1.1%
Puts
Pseudo strike
167.21
IV
23.7%
B/E move
0.4%

Options history

No recorded observations