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

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Market datapartial · fetched 2026-10-22T23:24:15.906Z

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 · 2026-10-22T23:00:00.00358049Z

FundamentalsAlpha Vantage · unavailable

Share price$9.44
1D-1.7%
AH$9.30$9.38$9.47$9.55$9.635:30 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$0.23$1.78$3.33$4.87$6.42$5.38$7.29$9.19$11.10$13.0020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOMA spot · $9.44LOMA PRICE$0.46$0.43$0.40$0.41$0.69$0.97$1.25$1.53$1.81$2.09$2.37$2.85$0.48$0.59$0.73$0.86$0.99$1.12$1.26$1.82$2.86$3.90$4.94$5.97
PutsExpensive2.07×
CallsExpensive1.74×
SkewBearish+18.55 pp
Implied moveBearish±$2.23
TiltBearish25.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ7.37136.5%27.0%
25Δ14.34152.2%56.8%7.85124.4%23.1%
30Δ12.83118.4%40.5%8.24119.3%20.4%
35Δ11.3284.7%24.2%8.63114.1%17.7%
40Δ9.9656.7%9.8%9.02109.0%15.0%
45Δ9.6468.0%9.4%9.41103.8%12.2%
50Δ9.3279.3%9.0%9.8098.6%9.5%
55Δ8.9990.7%8.5%10.53104.3%7.8%
60Δ8.67102.0%8.1%11.63121.7%7.2%
65Δ8.35113.3%7.6%12.72139.1%6.5%
70Δ8.03124.6%7.2%13.82156.5%5.9%
75Δ7.71135.9%6.7%14.92173.9%5.2%
80Δ7.16152.6%6.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
7.37
IV
136.5%
B/E move
27.0%

25Δ

Calls
Pseudo strike
14.34
IV
152.2%
B/E move
56.8%
Puts
Pseudo strike
7.85
IV
124.4%
B/E move
23.1%

30Δ

Calls
Pseudo strike
12.83
IV
118.4%
B/E move
40.5%
Puts
Pseudo strike
8.24
IV
119.3%
B/E move
20.4%

35Δ

Calls
Pseudo strike
11.32
IV
84.7%
B/E move
24.2%
Puts
Pseudo strike
8.63
IV
114.1%
B/E move
17.7%

40Δ

Calls
Pseudo strike
9.96
IV
56.7%
B/E move
9.8%
Puts
Pseudo strike
9.02
IV
109.0%
B/E move
15.0%

45Δ

Calls
Pseudo strike
9.64
IV
68.0%
B/E move
9.4%
Puts
Pseudo strike
9.41
IV
103.8%
B/E move
12.2%

50Δ

Calls
Pseudo strike
9.32
IV
79.3%
B/E move
9.0%
Puts
Pseudo strike
9.80
IV
98.6%
B/E move
9.5%

55Δ

Calls
Pseudo strike
8.99
IV
90.7%
B/E move
8.5%
Puts
Pseudo strike
10.53
IV
104.3%
B/E move
7.8%

60Δ

Calls
Pseudo strike
8.67
IV
102.0%
B/E move
8.1%
Puts
Pseudo strike
11.63
IV
121.7%
B/E move
7.2%

65Δ

Calls
Pseudo strike
8.35
IV
113.3%
B/E move
7.6%
Puts
Pseudo strike
12.72
IV
139.1%
B/E move
6.5%

70Δ

Calls
Pseudo strike
8.03
IV
124.6%
B/E move
7.2%
Puts
Pseudo strike
13.82
IV
156.5%
B/E move
5.9%

75Δ

Calls
Pseudo strike
7.71
IV
135.9%
B/E move
6.7%
Puts
Pseudo strike
14.92
IV
173.9%
B/E move
5.2%

80Δ

Calls
Pseudo strike
7.16
IV
152.6%
B/E move
6.0%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations