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Lear Corporation LEA

CONSUMER CYCLICAL · AUTO PARTS
i

Market dataready · fetched 2026-10-21T16:59:04.019Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData daily EOD, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T16:54:40.708769443Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T16:59:03.627958+00:00

Share price$118.56
1D-1.8%
$117.29$118.21$119.13$120.05$120.965:30 AM6:30 AM9:00 AM1:00 PMLEA
Sold putSold call

Lear Corporation options

Live interpolated LEA call and put midpoint premiums by absolute delta.Lear Corporation$1.23$4.54$7.85$11.16$14.48$103.44$111.19$118.94$126.69$134.4520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEA spot · $118.56LEA PRICE$1.63$1.99$2.34$2.80$3.49$4.19$4.88$5.58$6.27$6.98$8.31$9.64$11.44$1.59$1.98$2.51$3.03$3.75$4.47$5.19$5.97$6.76$7.55$8.68$10.83$13.52
PutsExpensive1.30×
CallsExpensive1.41×
SkewBullish-2.28 pp
Implied moveBearish±$10.08
TiltBearish4.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.0047.2%16.1%108.5640.1%9.8%
25Δ131.9543.2%13.0%111.3136.5%7.8%
30Δ127.8939.2%9.9%113.1236.1%6.7%
35Δ124.5436.4%7.4%114.9335.7%5.6%
40Δ122.9536.2%6.7%116.4835.7%4.9%
45Δ121.3536.1%5.9%118.0235.7%4.2%
50Δ119.7535.9%5.1%119.5635.6%3.5%
55Δ118.1535.8%4.4%121.0335.0%2.9%
60Δ116.5635.6%3.6%122.4734.0%2.4%
65Δ114.9535.5%2.9%123.9133.1%1.9%
70Δ113.1136.1%2.4%125.6232.9%1.4%
75Δ111.2636.8%2.0%128.1234.9%1.1%
80Δ108.9838.2%1.6%131.1637.3%0.8%

20Δ

Calls
Pseudo strike
136.00
IV
47.2%
B/E move
16.1%
Puts
Pseudo strike
108.56
IV
40.1%
B/E move
9.8%

25Δ

Calls
Pseudo strike
131.95
IV
43.2%
B/E move
13.0%
Puts
Pseudo strike
111.31
IV
36.5%
B/E move
7.8%

30Δ

Calls
Pseudo strike
127.89
IV
39.2%
B/E move
9.9%
Puts
Pseudo strike
113.12
IV
36.1%
B/E move
6.7%

35Δ

Calls
Pseudo strike
124.54
IV
36.4%
B/E move
7.4%
Puts
Pseudo strike
114.93
IV
35.7%
B/E move
5.6%

40Δ

Calls
Pseudo strike
122.95
IV
36.2%
B/E move
6.7%
Puts
Pseudo strike
116.48
IV
35.7%
B/E move
4.9%

45Δ

Calls
Pseudo strike
121.35
IV
36.1%
B/E move
5.9%
Puts
Pseudo strike
118.02
IV
35.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
119.75
IV
35.9%
B/E move
5.1%
Puts
Pseudo strike
119.56
IV
35.6%
B/E move
3.5%

55Δ

Calls
Pseudo strike
118.15
IV
35.8%
B/E move
4.4%
Puts
Pseudo strike
121.03
IV
35.0%
B/E move
2.9%

60Δ

Calls
Pseudo strike
116.56
IV
35.6%
B/E move
3.6%
Puts
Pseudo strike
122.47
IV
34.0%
B/E move
2.4%

65Δ

Calls
Pseudo strike
114.95
IV
35.5%
B/E move
2.9%
Puts
Pseudo strike
123.91
IV
33.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
113.11
IV
36.1%
B/E move
2.4%
Puts
Pseudo strike
125.62
IV
32.9%
B/E move
1.4%

75Δ

Calls
Pseudo strike
111.26
IV
36.8%
B/E move
2.0%
Puts
Pseudo strike
128.12
IV
34.9%
B/E move
1.1%

80Δ

Calls
Pseudo strike
108.98
IV
38.2%
B/E move
1.6%
Puts
Pseudo strike
131.16
IV
37.3%
B/E move
0.8%

Options history

LEA33.4933.7433.982026-10-19: 33.95%2026-10-20: 33.53%Oct 19Oct 20
Table
DateIV
33.95%
33.53%