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LOAR

Loar Holdings Inc.Close $60.84EOD only

Max Pain

$60.00

Next expiry Jun 18, 2026

Expected Move

±$6.00

9.9% from close

Price Gap

-0.84

Distance to max pain

IV Rank

Middle-high premium

P/C OI

0.94

Balanced positioning

Consensus

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No reports available

Published snapshot: May 20, 2026 close

End-of-day snapshot

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

Published Snapshot

May 20, 2026 close

LOAR Options Chain

Data as of market close May 20, 2026

Expiration

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

Control Row

Next expiry (DTE 29)

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	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
35.00	32.56	30.80	34.40	0.00	0	0	321.0%	0.857	0.0041	-0.217	0.039	0.016
40.00	30.80	26.20	29.60	0.00	0	1	275.7%	0.824	0.0055	-0.213	0.044	0.018
50.00	9.65	10.00	13.20	0.00	1	12	64.7%	0.882	0.0178	-0.043	0.034	0.033
55.00	5.20	5.30	7.90	0.00	1	15	66.2%	0.743	0.0284	-0.067	0.055	0.030
60.00	3.00	2.90	4.50	0.00	1	83	58.9%	0.574	0.0388	-0.072	0.067	0.024
65.00	1.05	0.10	2.40	0.00	5	46	57.8%	0.381	0.0384	-0.068	0.065	0.016
70.00	0.65	0.25	1.35	-0.05	34	46	60.7%	0.238	0.0297	-0.057	0.053	0.010
75.00	1.25	0.20	1.00	0.00	5	27	59.2%	0.125	0.0203	-0.037	0.035	0.006
80.00	0.50	0.00	1.70	-0.25	5	21	78.6%	0.133	0.0160	-0.051	0.037	0.006
85.00	0.25	0.00	1.00	0.00	1	8	79.0%	0.084	0.0114	-0.037	0.027	0.004
90.00	0.18	0.10	1.35	0.00	1	506	96.6%	0.099	0.0105	-0.050	0.030	0.004
95.00	0.86	0.00	0.00	0.00	1	0	25.0%	0.000	0.0000	0.000	0.000	0.000
100.00	0.67	0.00	0.00	0.00	5	0	50.0%	0.000	0.0001	-0.000	0.000	0.000
105.00	1.00	0.05	2.60	0.00	1	2	141.6%	0.123	0.0084	-0.086	0.035	0.005
110.00	0.70	0.05	2.20	0.00	1	3	143.8%	0.106	0.0074	-0.078	0.031	0.004
115.00	0.50	0.00	1.75	0.00	1	2	143.0%	0.085	0.0064	-0.067	0.027	0.003
120.00	0.05	0.00	1.15	0.00	2	11	137.6%	0.061	0.0051	-0.049	0.021	0.003

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
35.00	0.20	0.00	1.55	0.00	0	1	143.5%	-0.057	0.0047	-0.048	0.020	-0.003
40.00	0.55	0.00	1.60	0.00	1	4	115.9%	-0.072	0.0069	-0.047	0.024	-0.004
45.00	0.75	0.00	1.75	0.00	16	29	92.4%	-0.097	0.0108	-0.046	0.029	-0.005
50.00	0.30	0.30	0.95	-0.30	3	582	60.8%	-0.106	0.0175	-0.032	0.031	-0.006
55.00	0.90	0.95	1.55	-0.57	3	766	51.5%	-0.214	0.0330	-0.043	0.050	-0.011
60.00	4.90	1.40	3.20	0.00	2	17	52.2%	-0.424	0.0437	-0.057	0.067	-0.023
65.00	8.35	4.60	6.60	0.00	9	23	58.4%	-0.617	0.0381	-0.061	0.065	-0.035
70.00	10.79	8.30	11.20	0.00	1	5	72.9%	-0.713	0.0272	-0.067	0.058	-0.043
80.00	12.04	0.00	0.00	0.00	0	0	0.0%	-1.000	0.0000	0.009	0.000	-0.063

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.