The morning show guys on 610am started the big puma nickname. They had a regular weekly segment with Lance where they'd have a caller leave a voice message on Lance's phone, then Lance would reply to it later in the week. He's also been in studio a few times and usually stays a couple of hours or so, and the dude is a flat out riot.

The radio guys told Lance about the puma nickname and he liked it and it took off from there.
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I started out with nothing...and I still have most of it.