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Lam Research Corp LRCX

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-16T22:52:39.034Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T22:45:19.550714809Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:52:38.533810+00:00

Share price$264.49
1D-3.1%
AH$263$266$269$272$2765:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLRCX
Sold putSold callAH

Lam Research Corp options

Live interpolated LRCX call and put midpoint premiums by absolute delta.Lam Research Corp$1.97$9.85$17.73$25.61$33.48$226.37$251.96$277.56$303.16$328.7620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LRCX spot · $264.49LRCX PRICE$2.82$3.68$4.77$5.89$7.00$8.32$9.78$11.54$13.46$15.52$17.75$20.47$23.68$3.42$4.52$5.74$7.08$8.61$10.09$12.05$14.05$16.44$18.98$21.86$25.85$31.21
PutsExpensive1.13×
CallsExpensive1.49×
SkewBearish+5.56 pp
Implied moveBearish±$21.83
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ289.4172.3%10.5%242.7579.4%9.5%
25Δ284.1370.7%8.8%247.4878.3%8.1%
30Δ280.3072.0%7.8%251.6277.6%7.0%
35Δ276.4372.0%6.7%255.4577.2%6.1%
40Δ272.6770.9%5.7%259.0777.4%5.3%
45Δ269.2770.9%5.0%262.6676.1%4.5%
50Δ265.9771.0%4.3%266.2076.9%3.9%
55Δ262.6972.2%3.7%269.7776.8%3.3%
60Δ259.3173.0%3.1%273.5477.3%2.8%
65Δ255.8673.2%2.6%277.3977.2%2.3%
70Δ252.3073.0%2.1%281.4876.9%1.8%
75Δ248.4273.3%1.7%286.5078.4%1.5%
80Δ244.1673.6%1.3%292.7781.1%1.1%

20Δ

Calls
Pseudo strike
289.41
IV
72.3%
B/E move
10.5%
Puts
Pseudo strike
242.75
IV
79.4%
B/E move
9.5%

25Δ

Calls
Pseudo strike
284.13
IV
70.7%
B/E move
8.8%
Puts
Pseudo strike
247.48
IV
78.3%
B/E move
8.1%

30Δ

Calls
Pseudo strike
280.30
IV
72.0%
B/E move
7.8%
Puts
Pseudo strike
251.62
IV
77.6%
B/E move
7.0%

35Δ

Calls
Pseudo strike
276.43
IV
72.0%
B/E move
6.7%
Puts
Pseudo strike
255.45
IV
77.2%
B/E move
6.1%

40Δ

Calls
Pseudo strike
272.67
IV
70.9%
B/E move
5.7%
Puts
Pseudo strike
259.07
IV
77.4%
B/E move
5.3%

45Δ

Calls
Pseudo strike
269.27
IV
70.9%
B/E move
5.0%
Puts
Pseudo strike
262.66
IV
76.1%
B/E move
4.5%

50Δ

Calls
Pseudo strike
265.97
IV
71.0%
B/E move
4.3%
Puts
Pseudo strike
266.20
IV
76.9%
B/E move
3.9%

55Δ

Calls
Pseudo strike
262.69
IV
72.2%
B/E move
3.7%
Puts
Pseudo strike
269.77
IV
76.8%
B/E move
3.3%

60Δ

Calls
Pseudo strike
259.31
IV
73.0%
B/E move
3.1%
Puts
Pseudo strike
273.54
IV
77.3%
B/E move
2.8%

65Δ

Calls
Pseudo strike
255.86
IV
73.2%
B/E move
2.6%
Puts
Pseudo strike
277.39
IV
77.2%
B/E move
2.3%

70Δ

Calls
Pseudo strike
252.30
IV
73.0%
B/E move
2.1%
Puts
Pseudo strike
281.48
IV
76.9%
B/E move
1.8%

75Δ

Calls
Pseudo strike
248.42
IV
73.3%
B/E move
1.7%
Puts
Pseudo strike
286.50
IV
78.4%
B/E move
1.5%

80Δ

Calls
Pseudo strike
244.16
IV
73.6%
B/E move
1.3%
Puts
Pseudo strike
292.77
IV
81.1%
B/E move
1.1%