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Lam Research Corp LRCX

TECHNOLOGY · SEMICONDUCTOR EQUIPMENT & MATERIALS
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Market dataready · fetched 2026-10-16T00:18:34.771Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:55:14.807495147Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:18:33.859987+00:00

Share price$275.81
1D-1.8%
AH$266$270$274$277$2815:30 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$3.84$17.02$30.20$43.38$56.57$203.70$244.69$285.68$326.67$367.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LRCX spot · $275.81LRCX PRICE$5.26$7.03$8.89$11.09$13.42$15.84$18.37$21.54$25.04$28.98$33.65$39.20$45.95$6.09$8.02$10.39$12.87$15.49$18.52$21.72$25.30$29.42$33.98$39.04$45.18$52.77
PutsCheap0.86×
CallsExpensive1.12×
SkewBullish-4.90 pp
Implied moveBearish±$40.09
TiltBearish7.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ329.5159.2%21.4%241.6657.4%14.6%
25Δ319.7159.6%18.5%249.4856.6%12.5%
30Δ310.5759.2%15.8%256.1356.8%10.9%
35Δ303.0459.8%13.9%262.5956.8%9.5%
40Δ295.7760.1%12.1%268.8956.4%8.1%
45Δ288.6560.0%10.4%275.0656.1%7.0%
50Δ281.7959.4%8.8%281.2055.9%5.9%
55Δ275.1959.9%7.6%287.4055.6%5.0%
60Δ268.6360.7%6.5%293.8955.4%4.1%
65Δ261.8561.3%5.4%300.6455.4%3.3%
70Δ254.6062.2%4.5%307.7254.9%2.6%
75Δ246.7063.6%3.7%315.6954.7%1.9%
80Δ237.7965.4%2.9%324.9354.7%1.3%

20Δ

Calls
Pseudo strike
329.51
IV
59.2%
B/E move
21.4%
Puts
Pseudo strike
241.66
IV
57.4%
B/E move
14.6%

25Δ

Calls
Pseudo strike
319.71
IV
59.6%
B/E move
18.5%
Puts
Pseudo strike
249.48
IV
56.6%
B/E move
12.5%

30Δ

Calls
Pseudo strike
310.57
IV
59.2%
B/E move
15.8%
Puts
Pseudo strike
256.13
IV
56.8%
B/E move
10.9%

35Δ

Calls
Pseudo strike
303.04
IV
59.8%
B/E move
13.9%
Puts
Pseudo strike
262.59
IV
56.8%
B/E move
9.5%

40Δ

Calls
Pseudo strike
295.77
IV
60.1%
B/E move
12.1%
Puts
Pseudo strike
268.89
IV
56.4%
B/E move
8.1%

45Δ

Calls
Pseudo strike
288.65
IV
60.0%
B/E move
10.4%
Puts
Pseudo strike
275.06
IV
56.1%
B/E move
7.0%

50Δ

Calls
Pseudo strike
281.79
IV
59.4%
B/E move
8.8%
Puts
Pseudo strike
281.20
IV
55.9%
B/E move
5.9%

55Δ

Calls
Pseudo strike
275.19
IV
59.9%
B/E move
7.6%
Puts
Pseudo strike
287.40
IV
55.6%
B/E move
5.0%

60Δ

Calls
Pseudo strike
268.63
IV
60.7%
B/E move
6.5%
Puts
Pseudo strike
293.89
IV
55.4%
B/E move
4.1%

65Δ

Calls
Pseudo strike
261.85
IV
61.3%
B/E move
5.4%
Puts
Pseudo strike
300.64
IV
55.4%
B/E move
3.3%

70Δ

Calls
Pseudo strike
254.60
IV
62.2%
B/E move
4.5%
Puts
Pseudo strike
307.72
IV
54.9%
B/E move
2.6%

75Δ

Calls
Pseudo strike
246.70
IV
63.6%
B/E move
3.7%
Puts
Pseudo strike
315.69
IV
54.7%
B/E move
1.9%

80Δ

Calls
Pseudo strike
237.79
IV
65.4%
B/E move
2.9%
Puts
Pseudo strike
324.93
IV
54.7%
B/E move
1.3%