LAMR Moves

Lamar Advertising Co LAMR 157.3 -1.28 -0.81%

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Expected move

November 05, 2026 close · $157.30

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.0% ±$1.57	$155.73 – $158.87	$155.40 – $159.20	$153.92 – $160.68
2 sessions	±1.4% ±$2.20	$155.10 – $159.50	$154.64 – $159.96	$152.57 – $162.03
3 sessions	±1.8% ±$2.77	$154.53 – $160.07	$154.00 – $160.60	$151.42 – $163.18
1 week	±2.2% ±$3.51	$153.79 – $160.81	$153.01 – $161.59	$149.81 – $164.79
2 weeks	±3.1% ±$4.94	$152.36 – $162.24	$151.20 – $163.40	$146.78 – $167.82
3 weeks	±3.9% ±$6.10	$151.20 – $163.40	$149.70 – $164.90	$144.39 – $170.21
1 month	±4.6% ±$7.28	$150.02 – $164.58	$148.21 – $166.39	$141.87 – $172.73

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±4.97%

Average actual move

4.14%

Beyond the implied move

1 / 2

Reaction session	Implied	Actual	Used	ATM IV before → after
February 20, 2026	±4.42%	+0.87%	0.20×	—
August 08, 2025	±5.51%	-7.41%	1.35×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →