Lamar Advertising Company (LAMR) Options History
Historical options analytics archive for LAMR with monthly max pain, implied volatility, gamma exposure, and put/call data.
235 months of complete options data available.
LAMR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for LAMR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-07 | 18 | 28.4% | 42.0% | $155.00 | $286.2K | -$7.1M | 1.54 |
| 2026-06 | 15 | 25.4% | 32.3% | $154.75 | -$354.4K | -$6.7M | 2.83 |
| 2026-05 | 15 | 29.1% | 44.1% | $124.75 | $744.0K | -$11.0M | 2.29 |
| 2026-04 | 16 | 27.7% | 30.7% | $135.00 | $232.4K | -$3.0M | 3.05 |
| 2026-03 | 19 | 25.6% | 20.2% | $129.75 | $280.9K | -$1.3M | 2.04 |
| 2026-02 | 19 | 29.9% | 29.2% | $135.00 | $231.2K | -$5.9M | 3.24 |
This archive aggregates LAMR's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-07. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how LAMR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-07) shows an average ATM implied volatility near 28.4%, a month-end max-pain strike around $155.00, an average put/call ratio of 1.54.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked LAMR history questions
- How much options history is available for LAMR?
- This archive holds 235 months of LAMR options analytics, spanning 2007-01 through 2026-07. Each entry is a monthly rollup of LAMR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the LAMR archive.
- What data does each monthly LAMR aggregate contain?
- Every monthly row summarizes that month of LAMR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-07 recorded an average ATM implied volatility near 28.4%, an average IV rank of 42.0%, a month-end max-pain strike around $155.00, an average put/call ratio of 1.54.
- How is the LAMR options-history archive built and how often does it update?
- The archive is derived from LAMR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how LAMR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.