Lamar Advertising Company (LAMR) Volatility Skew
Implied volatility skew shows how IV varies across strike prices for a given expiration. Steeper skews indicate higher demand for downside protection relative to upside speculation.
Lamar Advertising Company (LAMR) operates in the Real Estate sector, specifically the REIT - Specialty industry, with a market capitalization near $14.88B, listed on NASDAQ, employing roughly 3,500 people, carrying a beta of 1.21 to the broader market. Founded in 1902, Lamar Advertising (Nasdaq: LAMR) is one of the largest outdoor advertising companies in North America, with over 352,000 displays across the United States and Canada. Led by Sean E. Reilly, public since 1996-08-02.
Snapshot as of May 13, 2026.
- Spot Price
- $145.58
- ATM IV
- 25.1%
- IV Skew 25Δ
- -0.015
- IV Rank
- 36.5%
- IV Percentile
- 50.0%
- Term Structure Slope
- 0.011
As of May 13, 2026, Lamar Advertising Company (LAMR) at-the-money implied volatility is 25.1%. IV rank is 36.5% (where 0% is the 52-week low and 100% is the 52-week high). IV percentile is 50.0%. The 25-delta skew is -0.015: skew is roughly flat across the 25-delta wings. High IV rank typically favors premium-selling strategies; low IV rank favors premium-buying.
LAMR Strategy Selection at Current Volatility Levels
For Lamar Advertising Company options at 25.1% ATM IV, mid-range IV rank (36.5%) is the regime where directional conviction matters more than vol-regime positioning; strategy choice should follow the event calendar and the dealer-positioning view rather than IV rank alone. Pair the vol-rank read with the dealer-gamma view and the upcoming-events calendar to confirm the strategy fits both the structural regime and the path-dependent risk. The variance risk premium - the persistent gap between implied and subsequently realized vol - is positive in equity markets on average; high IV rank typically reflects a stretch where the premium is wider than usual.
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Frequently asked LAMR volatility skew questions
- What is the current LAMR ATM implied volatility?
- As of May 13, 2026, Lamar Advertising Company (LAMR) at-the-money implied volatility is 25.1%. IV rank is 36.5% on a 0-100% scale anchored to the 1-year IV range. ATM IV is the volatility input that makes a Black-Scholes-equivalent model reproduce the listed at-the-money option prices.
- Is LAMR IV high or low historically?
- IV is near its 1-year median, a regime where strategy choice depends on directional conviction and event calendar rather than vol regime.
- What does LAMR volatility skew tell options traders?
- Volatility skew is the pattern by which IV varies across strikes for a given expiration. Lamar Advertising Company skew is roughly flat across the 25-delta wings. Skew matters for risk-defined strategy selection: when downside puts are rich, put-credit spreads capture more premium; when upside calls are rich, call-credit spreads or covered-call writes harvest more.