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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 2026-10-23T19:40:53.249Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-03-19

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 · 2026-10-23T19:38:36.850036245Z

FundamentalsAlpha Vantage · unavailable

Share price$9.77
1D+4.2%
$9.34$9.45$9.57$9.68$9.805:30 AM6:30 AM9:00 AM1:00 PMLOMA
Sold putSold call

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$0.20$2.99$5.77$8.56$11.34$3.75$6.23$8.71$11.18$13.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LOMA spot · $9.77LOMA PRICE$0.69$0.50$0.60$0.70$0.80$0.90$1.01$1.18$1.35$1.53$1.70$1.87$1.87$2.45$3.03$3.72$5.88$10.54
PutsExpensive1.70×
CallsFair0.97×
SkewBearish+35.72 pp
Implied moveBearish±$3.34
TiltBearish36.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ18.5899.0%97.4%
30Δ12.3749.5%31.8%
35Δ11.8847.7%27.8%
40Δ11.3845.9%23.7%
45Δ10.8944.1%19.7%10.3465.1%13.3%
50Δ10.4042.3%15.7%11.0868.5%11.7%
55Δ9.9440.5%12.1%11.8171.9%10.1%
60Δ9.6239.1%10.6%12.6576.3%8.6%
65Δ9.3037.7%9.1%14.8793.0%7.9%
70Δ8.9836.3%7.6%19.70114.8%6.2%
75Δ8.6634.9%6.1%
80Δ8.3433.5%4.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
18.58
IV
99.0%
B/E move
97.4%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
12.37
IV
49.5%
B/E move
31.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
11.88
IV
47.7%
B/E move
27.8%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
11.38
IV
45.9%
B/E move
23.7%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
10.89
IV
44.1%
B/E move
19.7%
Puts
Pseudo strike
10.34
IV
65.1%
B/E move
13.3%

50Δ

Calls
Pseudo strike
10.40
IV
42.3%
B/E move
15.7%
Puts
Pseudo strike
11.08
IV
68.5%
B/E move
11.7%

55Δ

Calls
Pseudo strike
9.94
IV
40.5%
B/E move
12.1%
Puts
Pseudo strike
11.81
IV
71.9%
B/E move
10.1%

60Δ

Calls
Pseudo strike
9.62
IV
39.1%
B/E move
10.6%
Puts
Pseudo strike
12.65
IV
76.3%
B/E move
8.6%

65Δ

Calls
Pseudo strike
9.30
IV
37.7%
B/E move
9.1%
Puts
Pseudo strike
14.87
IV
93.0%
B/E move
7.9%

70Δ

Calls
Pseudo strike
8.98
IV
36.3%
B/E move
7.6%
Puts
Pseudo strike
19.70
IV
114.8%
B/E move
6.2%

75Δ

Calls
Pseudo strike
8.66
IV
34.9%
B/E move
6.1%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
8.34
IV
33.5%
B/E move
4.6%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations