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LAMR

Lamar Advertising CompanyClose $144.12EOD only

Max Pain

$145.00

Next expiry Oct 16, 2026

Expected Move

±$4.85

3.4% from close

Price Gap

+0.88

Distance to max pain

IV Rank

Low premium

P/C OI

0.27

Slightly call-heavy

Consensus

—

No reports available

Published snapshot: Oct 2, 2026 close

End-of-day snapshot

This page reflects LAMR options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot

Oct 2, 2026 close

LAMR Options Chain

Data as of market close Oct 2, 2026

Expiration

Compare calls and puts side by side with OI, volume, IV, and positioning context.

Control Row

Next expiry (DTE 14)

Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.

Open Interest by Strike

IV Skew

Volume by Strike

Calls

Strike	Last	Bid	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
100.00	50.00	42.00	45.90	5	0	75.8%	0.998	0.0004	-0.018	0.002	0.030
105.00	52.40	46.00	50.00	1	0	266.9%	0.820	0.0039	-0.804	0.066	0.021
110.00	44.35	48.90	52.90	2	0	345.4%	0.773	0.0035	-1.188	0.075	0.019
120.00	25.30	22.00	25.90	2	2	100.0%	0.873	0.0083	-0.248	0.052	0.030
125.00	13.50	25.20	28.50	2	2	161.1%	0.742	0.0080	-0.601	0.081	0.024
130.00	17.64	12.10	16.00	1	0	69.9%	0.819	0.0151	-0.221	0.066	0.031
135.00	31.50	15.00	17.30	1	2	110.4%	0.669	0.0131	-0.464	0.091	0.024
140.00	6.65	3.50	7.00	1	19	46.6%	0.655	0.0317	-0.205	0.092	0.026
145.00	2.80	0.05	3.80	63	96	41.3%	0.480	0.0386	-0.195	0.100	0.020
150.00	0.50	0.00	1.20	1	66	32.1%	0.245	0.0392	-0.119	0.079	0.010
155.00	0.15	0.00	0.95	3	263	41.3%	0.164	0.0239	-0.119	0.062	0.007
160.00	0.55	0.00	0.50	1	382	43.6%	0.089	0.0148	-0.081	0.040	0.004
165.00	0.75	0.00	0.75	1	56	58.3%	0.099	0.0120	-0.117	0.044	0.004
170.00	0.65	0.00	0.00	1	0	25.0%	0.000	0.0001	-0.000	0.000	0.000
175.00	0.05	0.00	2.15	1	6	82.7%	0.100	0.0085	-0.167	0.044	0.004
180.00	0.92	0.00	0.00	1	0	25.0%	0.000	0.0000	0.000	0.000	0.000
185.00	0.42	0.00	0.00	1	0	25.0%	0.000	0.0000	0.000	0.000	0.000
190.00	0.11	0.00	2.15	1	2	106.5%	0.080	0.0056	-0.182	0.037	0.003

Puts

Strike	Last	Bid	Ask	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
80.00	0.05	0.00	2.20	0	10	211.2%	-0.037	0.0015	-0.193	0.020	-0.002
90.00	0.41	0.00	1.50	0	1	160.9%	-0.034	0.0019	-0.137	0.019	-0.002
100.00	1.41	0.00	0.00	2	0	50.0%	-0.000	0.0000	-0.000	0.000	0.000
105.00	0.30	0.00	2.35	1	2	129.0%	-0.064	0.0039	-0.181	0.031	-0.003
110.00	0.50	0.00	2.00	9	16	109.2%	-0.064	0.0046	-0.155	0.031	-0.003
115.00	0.45	0.00	2.00	1	28	95.0%	-0.073	0.0059	-0.149	0.035	-0.003
120.00	0.60	0.00	0.95	1	30	67.1%	-0.052	0.0063	-0.080	0.026	-0.002
125.00	0.25	0.00	0.95	3	8	55.0%	-0.062	0.0089	-0.075	0.031	-0.003
130.00	0.30	0.00	0.95	1	75	52.5%	-0.120	0.0152	-0.117	0.050	-0.005
135.00	0.50	0.00	1.15	1	3	41.5%	-0.173	0.0247	-0.118	0.064	-0.008
140.00	0.68	0.35	2.05	6	14	35.9%	-0.310	0.0393	-0.138	0.088	-0.014
145.00	2.00	0.45	3.30	10	61	26.1%	-0.545	0.0607	-0.108	0.099	-0.025
150.00	6.60	4.20	7.50	1	10	34.8%	-0.736	0.0376	-0.116	0.082	-0.034
155.00	11.40	9.20	13.10	40	46	55.7%	-0.760	0.0224	-0.182	0.078	-0.037
160.00	16.40	14.20	18.10	38	12	68.1%	-0.795	0.0167	-0.204	0.071	-0.040

How to Read the Chain

Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.

How to scan it

Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.

What matters first

Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.

What can mislead you

Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.

Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.