LAMR Options Chain Analysis

As of previous close (2026-10-02) · OPRA historical data

Spot $144.12 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.25

481 P / 2k C

Put/Call (Volume)

3.33

10 P / 3 C that session

30d ATM IV

21%

annualized implied move

Call wall

$160

427 contracts

Put wall

$130

81 contracts

Tail hedging

0.1×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.25 puts per call outstanding.
●Call wall at $160 (427 contracts), 11% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $130 (81 contracts), 10% below spot — the hedge floor; often acts as support.
●Deep-OTM call OI is 6.8× deep-OTM put OI — speculative upside positioning dominates the tails.
●30-day ATM implied volatility is 21% — calm pricing; option premium is cheap.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-10-16. A steep left side = expensive downside protection.

30-day implied volatility history

Daily ATM IV (~30 DTE bucket) collected since March 2026. Rising IV into an event = the market bracing; collapsing IV after = the crush.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-10-16	1k	322	0.30	11
2026-11-20	399	15	0.04	2
2027-01-15	430	111	0.26	0
2027-04-16	58	33	0.57	0

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.