1. Home
  2. Options
  3. LRCX Options

Technology · Large Cap Tech

LRCX Implied Volatility, IV Rank & Options Chain

Lam Research Corporation (LRCX) options data: IV rank, options chain, GEX and Greeks. Comprehensive options market data for Lam Research Corporation (LRCX).

Updated Reference data

Visitors can open the Terminal on AAPL. LRCX itself opens with the 7-day free trial, offered inside the Terminal.

ApexVol Terminal

Options analytics, live.

Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.

Start 7-day free trial Open the Terminal

Free on AAPL, no account. Trial: no charge if you cancel before it ends.

On this page
  1. Key facts
  2. Company overview
  3. Options market
  4. Volatility profile
  5. GEX analysis
  6. Common strategies
  7. FAQ

LRCX options trade with implied volatility typically in the 25% - 60% range, averaging 200K+ contracts in daily volume with very good liquidity. Next earnings: Check earnings calendar. Weekly options and LEAPS are available.

LRCX implied volatility

As of 2026-10-26

As of 2026-10-26, LRCX's 30-day implied volatility is 54.7%, placing its 1-year IV percentile at 29.0 — above 29.0% of the past year's daily IV readings, a low-IV, premium-buying regime favoring long calls/puts and debit spreads.

54.7%30-day IV
29.01-year IV rank

LRCX live chain, Greeks and GEX

Terminal

Every figure above is reference data. The live LRCX chain, its Greeks, the gamma profile and the flow tape update through the session inside the Terminal.

Start a trial on LRCX 7 days free, card required. Or try the Terminal on AAPL with a free account, no card.

LRCX options at a glance

Daily volume
200K+ contracts
IV range
25% - 60%
Bid-ask spread
Varies by strike
Expirations
Weekly, monthly, LEAPS
Open interest
2M+ contracts
Next earnings
Check earnings calendar
200K+ contractsAvg Volume
2M+ contractsOpen Interest
25% - 60%IV Range
Very GoodLiquidity
YesWeeklies
YesLEAPS

About Lam Research Corporation (LRCX)

Lam Research Corporation trades on NASDAQ. Options on LRCX are actively traded by retail and institutional investors.

Company profile

Sector
Technology
Industry
Semiconductor Equipment
Market cap
Large Cap
Exchange
NASDAQ

Key dates

Next earnings
Check earnings calendar
Earnings frequency
Quarterly
Dividend schedule
Varies
Fiscal year end
December

LRCX is an actively traded options name in the Semiconductor Equipment space.

ApexVol Terminal

Options analytics, live.

Chains, IV rank, expected move and dealer positioning for 5,500+ US stocks and ETFs.

  • Live chains and Greeks
  • IV rank and percentile
  • Expected move and GEX
  • Screener and strategy P&L
Start 7-day free trial Open the Terminal

Free on AAPL, no account. Trial: no charge if you cancel before it ends.

LRCX options market overview

LRCX options offer very good liquidity for traders seeking exposure to Semiconductor Equipment.

Average daily volume
200K+ contracts
Total open interest
2M+ contracts
Put/call ratio
0.6 - 1.0 typical
Typical ATM spread
Varies by strike
Weekly options
Available
LEAPS available
Yes

Liquidity assessment: Very Good

LRCX options provide very good liquidity for most trading strategies.

LRCX implied volatility and IV rank

LRCX implied volatility reflects market expectations for Lam Research Corporation price movement.

25% - 35%Low IV, below average
35% - 45%Typical, normal conditions
45% - 60%Elevated, above average

Earnings impact

IV typically increases before earnings and contracts afterward (IV crush).

The move options are pricing for the next report, and how the last 12 went: LRCX earnings expected move.

The post-earnings volatility drop is known as IV crush. Holders of short LRCX options should also understand early assignment risk around dividends and expiration.

Historical volatility vs IV

Compare IV to historical volatility to assess option pricing relative to realized moves.

Term structure

Term structure varies with market conditions and upcoming events.

The smile, the term structure and the cone for LRCX, on today's chain.

Open LRCX in IV Intelligence

LRCX gamma exposure (GEX)

Gamma Exposure (GEX) analysis for LRCX shows how dealer hedging may impact price behavior.

  • Typical GEX profile. GEX profile varies based on market conditions and option positioning.
  • Key levels. Major put and call walls at round number strikes may act as support/resistance.
  • Dealer hedging. Dealer hedging activity can influence price behavior at key gamma levels.

Where the gamma sits on LRCX right now, strike by strike.

See live LRCX GEX

Common LRCX options strategies

These are strategies commonly used by traders on LRCX options, based on typical market characteristics. This is not investment advice.

Key considerations for LRCX options

  • LRCX options liquidity: Very Good - affects execution quality
  • IV range: 25% - 60% - important for premium selling strategies
  • Earnings events can significantly impact IV and option prices
  • Consider position sizing based on underlying volatility
  • Weekly options available for short-term strategies
  • LEAPS available for longer-term positioning

LRCX key events

Earnings months. Q1, Q2, Q3, Q4

  • Industry conferences
  • Product announcements
  • Regulatory updates

LRCX options data by API, or in Claude

Every number on this page is one request away. The implied volatility API returns LRCX's IV rank and percentile, the gamma exposure API its dealer positioning by strike, and the chain API every strike with Greeks. Connected to the ApexVol MCP server, Claude, Cursor or ChatGPT can ask for them in plain English.

GET /api/mcp/data/iv-rank/LRCXBearer token, JSON back
curl -H "Authorization: Bearer avmcp_YOUR_TOKEN" \
     "https://apexvol.com/api/mcp/data/iv-rank/LRCX"
In Claudethrough the MCP server
You

What is LRCX's IV rank right now, and where is its gamma flip?

Claude calls get_iv_rank and get_gex

Try GEX on LRCX in the console, more prompts for LRCX, or set the server up in Claude Desktop, Claude Code, Cursor or ChatGPT.

Written by
ApexVol Research Team
Quantitative options research. All calculations use live institutional-grade data — the same source professional volatility desks use.
Reviewed by
Ryan Silk, ApexVol Founder
Reviewed for technical accuracy. 10+ years trading options; built ApexVol's pricing engine, Greeks model and IV-rank methodology.

Revised as market conditions and institutional data change. Last revised 2026-10-26. How we research →

Track this name's volatility weekly. The week's biggest IV movers and the expected earnings moves, straight from the data.

No account needed. Unsubscribe any time.

Questions

Frequently asked
about LRCX options.

What are LRCX options?

LRCX options are derivative contracts that give you the right to buy (call) or sell (put) Lam Research Corporation shares at a specific price before expiration.

How do I analyze LRCX implied volatility?

LRCX IV typically ranges from 25% - 35% during quiet periods to 45% - 60% around earnings and major events. Compare current IV to historical ranges to assess relative value.

What is the typical bid-ask spread for LRCX options?

LRCX options have very good liquidity with typical spreads varying by strike and expiration. ATM options generally have tighter spreads.

When does LRCX report earnings?

Lam Research Corporation typically reports earnings quarterly. Check the earnings calendar for exact dates as IV tends to increase before announcements.

What strategies work best for LRCX options?

Popular LRCX strategies include vertical spreads, straddles, and iron condors. Strategy selection depends on market outlook and risk tolerance.

What is the best time to trade LRCX options?

The most liquid trading hours for LRCX options are typically during regular market hours (9:30 AM - 4:00 PM ET), with highest volume around market open and close.

How do I calculate LRCX option Greeks?

Use our free Options Calculator or Greeks Heatmap tool to calculate delta, gamma, theta, vega and other Greeks for LRCX options across all strikes and expirations.

What happens to LRCX options at expiration?

In-the-money LRCX options are typically auto-exercised at expiration. Out-of-the-money options expire worthless. Consider closing positions before expiration to avoid assignment risk.

What is LRCX's gamma exposure (GEX)?

Gamma exposure (GEX) measures how options dealers' hedging of their net gamma position can influence LRCX's intraday price action. GEX profile varies based on market conditions and option positioning. Dealer hedging activity can influence price behavior at key gamma levels. Positive GEX tends to dampen volatility and create mean-reverting moves, while negative GEX can amplify swings. View live LRCX GEX levels and the gamma-flip point on ApexVol.

What is LRCX's IV rank?

LRCX's IV rank shows where LRCX's current implied volatility sits within its trailing 1-year range, scored 0–100. A reading near 100 means IV is near its yearly high — options are relatively expensive, which favors premium-selling strategies like credit spreads and iron condors. A reading near 0 means IV is near its yearly low, favoring premium-buying. LRCX implied volatility typically ranges from 25% - 60%. Check LRCX's live IV rank and percentile on ApexVol's IV analytics.

Reference data reads well.
Live data trades better.

Everything on this page is the shape of LRCX options. The Terminal shows you today's chain, its Greeks, the gamma profile and the flow tape as they move. Try the Terminal on AAPL without an account.

Real market data, not a sandbox. See it live on AAPL.