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Loma Negra Compania Industrial Argentina Sociedad Anonima American Depositary Shares (ADSs), each representing five ordinary shares LOMA

BASIC MATERIALS · BUILDING MATERIALS
i

Market dataready · fetched 2026-11-13T01:28:20.957Z

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 · 2026-11-13T00:00:00.003523415Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:28:20.606903+00:00

Share price$8.67
1D-0.6%
AH$8.57$8.64$8.72$8.79$8.865:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLOMA
Sold putSold callAH

Loma Negra Compania Industrial Argentina Sociedad Anonima American Depositary Shares (ADSs), each representing five ordinary shares options

Live interpolated LOMA call and put midpoint premiums by absolute delta.Loma Negra Compania Industrial Argentina Sociedad Anonima American Depositary Shares (ADSs), each representing five ordinary shares$0.12$1.01$1.90$2.79$3.68$5.76$6.74$7.72$8.70$9.6820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive LOMA spot · $8.67LOMA PRICE$0.21$0.29$0.37$0.45$0.52$0.60$0.68$0.76$0.83$0.91$0.99$1.06$0.45$0.58$0.70$0.83$0.95$1.08$1.20$1.32$1.45$1.57$1.82$2.62$3.42
PutsExpensive4.02×
Calls——
Skew——
Implied moveBearish±$1.80
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ6.13247.1%34.6%
25Δ9.91113.9%16.7%6.52237.8%31.5%
30Δ9.72111.2%15.5%6.92228.6%28.3%
35Δ9.54108.6%14.3%7.31219.3%25.2%
40Δ9.35105.9%13.0%7.70210.0%22.1%
45Δ9.17103.3%11.8%8.10200.8%19.0%
50Δ8.99100.6%10.6%8.49191.5%15.9%
55Δ8.8098.0%9.3%8.89182.2%12.8%
60Δ8.6295.3%8.1%9.28173.0%9.6%
65Δ8.4392.7%6.9%9.68163.7%6.5%
70Δ8.2590.0%5.6%10.16160.0%3.9%
75Δ8.0787.4%4.4%11.01181.1%3.3%
80Δ7.8884.7%3.2%11.86202.2%2.7%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
6.13
IV
247.1%
B/E move
34.6%

25Δ

Calls
Pseudo strike
9.91
IV
113.9%
B/E move
16.7%
Puts
Pseudo strike
6.52
IV
237.8%
B/E move
31.5%

30Δ

Calls
Pseudo strike
9.72
IV
111.2%
B/E move
15.5%
Puts
Pseudo strike
6.92
IV
228.6%
B/E move
28.3%

35Δ

Calls
Pseudo strike
9.54
IV
108.6%
B/E move
14.3%
Puts
Pseudo strike
7.31
IV
219.3%
B/E move
25.2%

40Δ

Calls
Pseudo strike
9.35
IV
105.9%
B/E move
13.0%
Puts
Pseudo strike
7.70
IV
210.0%
B/E move
22.1%

45Δ

Calls
Pseudo strike
9.17
IV
103.3%
B/E move
11.8%
Puts
Pseudo strike
8.10
IV
200.8%
B/E move
19.0%

50Δ

Calls
Pseudo strike
8.99
IV
100.6%
B/E move
10.6%
Puts
Pseudo strike
8.49
IV
191.5%
B/E move
15.9%

55Δ

Calls
Pseudo strike
8.80
IV
98.0%
B/E move
9.3%
Puts
Pseudo strike
8.89
IV
182.2%
B/E move
12.8%

60Δ

Calls
Pseudo strike
8.62
IV
95.3%
B/E move
8.1%
Puts
Pseudo strike
9.28
IV
173.0%
B/E move
9.6%

65Δ

Calls
Pseudo strike
8.43
IV
92.7%
B/E move
6.9%
Puts
Pseudo strike
9.68
IV
163.7%
B/E move
6.5%

70Δ

Calls
Pseudo strike
8.25
IV
90.0%
B/E move
5.6%
Puts
Pseudo strike
10.16
IV
160.0%
B/E move
3.9%

75Δ

Calls
Pseudo strike
8.07
IV
87.4%
B/E move
4.4%
Puts
Pseudo strike
11.01
IV
181.1%
B/E move
3.3%

80Δ

Calls
Pseudo strike
7.88
IV
84.7%
B/E move
3.2%
Puts
Pseudo strike
11.86
IV
202.2%
B/E move
2.7%

Options history

IV · four-Friday blend60.83%
Daily EOD
LOMA45.8%53.9%61.9%2026-10-19: 58.20%2026-10-20: 49.06%2026-10-21: 46.88%2026-10-22: 60.83%Oct 19Oct 20Oct 22
4 observations2026-10-19 — 2026-10-22
Table
DateIV (%)
58.20%
49.06%
46.88%
60.83%