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LPX

Louisiana-Pacific CorporationClose $71.23EOD only

Max Pain

$75.00

Next expiry Aug 21, 2026

Expected Move

±$3.12

4.4% from close

Price Gap

+3.77

Distance to max pain

IV Rank

Middle-high premium

P/C OI

0.98

Balanced positioning

Consensus

—

No reports available

Published snapshot: Aug 18, 2026 close

End-of-day snapshot

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

Published Snapshot

Aug 18, 2026 close

LPX Options Chain

Data as of market close Aug 18, 2026

Expiration

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

Control Row

Next expiry (DTE 3)

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
40.00	32.20	29.10	33.00	0.00	0	0	491.8%	0.935	0.0040	-0.671	0.008	0.003
45.00	29.55	24.40	27.80	0.00	4	0	396.5%	0.928	0.0054	-0.592	0.009	0.003
50.00	22.61	27.50	30.10	0.00	2	2	650.7%	0.815	0.0064	-1.875	0.017	0.003
55.00	19.00	0.00	0.00	0.00	1	0	0.0%	1.000	0.0000	-0.006	0.000	0.005
60.00	12.25	9.80	12.40	0.00	1	0	177.7%	0.874	0.0180	-0.401	0.013	0.004
65.00	11.70	5.10	7.30	0.00	1	0	115.7%	0.823	0.0347	-0.329	0.017	0.004
70.00	8.58	0.90	3.60	0.00	1	4	52.8%	0.654	0.1082	-0.215	0.024	0.004
75.00	1.10	0.00	0.75	0.00	8	135	52.4%	0.146	0.0676	-0.130	0.015	0.001
80.00	0.26	0.05	1.75	0.00	1	773	119.5%	0.155	0.0309	-0.308	0.015	0.001
85.00	0.05	0.00	0.60	-0.07	8	132	115.4%	0.051	0.0141	-0.131	0.007	0.000
90.00	0.05	0.00	0.25	-0.05	2	45	120.3%	0.018	0.0058	-0.059	0.003	0.000
95.00	0.01	0.00	0.95	0.00	9	4,031	184.6%	0.051	0.0088	-0.209	0.007	0.000
100.00	0.02	0.00	0.95	0.00	5	68	208.6%	0.045	0.0070	-0.212	0.006	0.000
105.00	0.77	0.00	0.00	0.00	1	0	50.0%	0.000	0.0000	0.000	0.000	0.000
110.00	0.67	0.00	2.15	0.00	6	35	302.0%	0.074	0.0072	-0.454	0.009	0.000
115.00	0.23	0.00	2.15	0.00	1	66	323.2%	0.069	0.0063	-0.460	0.009	0.000
120.00	0.10	0.00	2.15	0.00	11	16	343.4%	0.064	0.0057	-0.466	0.008	0.000
135.00	0.35	0.00	0.00	0.00	1	0	50.0%	0.000	0.0000	0.000	0.000	0.000
140.00	0.50	0.00	0.75	0.00	1	3	337.9%	0.020	0.0022	-0.177	0.003	0.000
145.00	0.35	0.00	0.95	0.00	1	3	365.8%	0.024	0.0024	-0.223	0.004	0.000

Puts

Strike	Last	Bid	Ask	Chg	Vol	OI	IV	Delta	Gamma	Theta	Vega	Rho
40.00	0.03	0.00	0.20	0.00	15	54	264.8%	-0.006	0.0010	-0.047	0.001	-0.000
45.00	0.04	0.00	0.25	0.00	15	10	224.2%	-0.009	0.0017	-0.059	0.002	-0.000
50.00	0.01	0.00	0.25	0.00	5	19	178.5%	-0.012	0.0026	-0.058	0.002	-0.000
55.00	1.00	0.00	0.75	0.00	1	45	171.5%	-0.041	0.0079	-0.161	0.006	-0.000
60.00	0.07	0.00	0.30	-0.08	1	76	100.8%	-0.027	0.0096	-0.067	0.004	-0.000
65.00	0.20	0.15	0.30	0.00	17	3,165	67.8%	-0.063	0.0284	-0.090	0.008	-0.000
70.00	0.85	0.55	1.20	0.02	3	335	59.2%	-0.360	0.0978	-0.235	0.024	-0.002
75.00	4.18	2.90	5.40	2.46	1	2,234	52.7%	-0.853	0.0677	-0.123	0.015	-0.005
80.00	8.98	7.60	10.20	0.00	6	23	69.5%	-0.964	0.0174	-0.049	0.005	-0.006
85.00	12.70	12.80	15.30	0.00	1	4	113.7%	-0.952	0.0137	-0.113	0.006	-0.007
90.00	12.60	17.90	20.90	0.00	2	12	170.1%	-0.925	0.0129	-0.250	0.009	-0.007
100.00	14.56	23.50	27.70	0.00	1	0	0.0%	-1.000	0.0000	0.012	0.000	-0.008
105.00	18.20	0.00	0.00	0.00	0	0	0.0%	-1.000	0.0000	0.012	0.000	-0.009
110.00	29.22	0.00	0.00	0.00	0	0	0.0%	-1.000	0.0000	0.013	0.000	-0.009

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.