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Lear Corporation LEA

i

Market dataready · fetched 2026-11-10T22:19:50.160Z

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

Calculation methodology

Options historyIV: ThetaData historical Greeks, 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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T21:10:00.001907341Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-10T22:19:49.669149+00:00

Share price$109.60
1D-1.1%
AH$108.09$108.88$109.66$110.45$111.245:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEA
Sold putSold callAH

Lear Corporation options

Live interpolated LEA call and put midpoint premiums by absolute delta.Lear Corporation$0.59$2.95$5.31$7.67$10.04$98.75$105.79$112.83$119.87$126.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEA spot · $109.60LEA PRICE$0.84$1.04$1.38$1.73$2.07$2.42$2.78$3.37$3.96$4.55$5.14$5.73$7.10$0.98$1.27$1.66$2.08$2.51$2.93$3.36$4.08$4.80$5.52$6.24$7.51$9.36
PutsExpensive1.23×
CallsCheap0.89×
SkewBearish+4.70 pp
Implied moveBearish±$6.14
TiltBearish10.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ117.2643.9%7.8%103.0944.5%6.8%
25Δ114.9039.3%5.8%104.5844.6%5.7%
30Δ113.9139.4%5.2%105.7644.6%5.0%
35Δ112.9239.5%4.6%106.8344.5%4.4%
40Δ111.9339.6%4.0%107.8944.4%3.8%
45Δ110.9439.8%3.4%108.9544.3%3.3%
50Δ109.9539.9%2.9%110.0144.3%2.7%
55Δ108.9939.9%2.5%111.1244.4%2.3%
60Δ108.0240.0%2.2%112.2344.5%2.0%
65Δ107.0540.1%1.8%113.3344.6%1.6%
70Δ106.0940.1%1.5%114.4444.7%1.3%
75Δ105.1240.2%1.1%116.0446.1%1.0%
80Δ103.4841.6%0.9%118.1348.8%0.8%

20Δ

Calls
Pseudo strike
117.26
IV
43.9%
B/E move
7.8%
Puts
Pseudo strike
103.09
IV
44.5%
B/E move
6.8%

25Δ

Calls
Pseudo strike
114.90
IV
39.3%
B/E move
5.8%
Puts
Pseudo strike
104.58
IV
44.6%
B/E move
5.7%

30Δ

Calls
Pseudo strike
113.91
IV
39.4%
B/E move
5.2%
Puts
Pseudo strike
105.76
IV
44.6%
B/E move
5.0%

35Δ

Calls
Pseudo strike
112.92
IV
39.5%
B/E move
4.6%
Puts
Pseudo strike
106.83
IV
44.5%
B/E move
4.4%

40Δ

Calls
Pseudo strike
111.93
IV
39.6%
B/E move
4.0%
Puts
Pseudo strike
107.89
IV
44.4%
B/E move
3.8%

45Δ

Calls
Pseudo strike
110.94
IV
39.8%
B/E move
3.4%
Puts
Pseudo strike
108.95
IV
44.3%
B/E move
3.3%

50Δ

Calls
Pseudo strike
109.95
IV
39.9%
B/E move
2.9%
Puts
Pseudo strike
110.01
IV
44.3%
B/E move
2.7%

55Δ

Calls
Pseudo strike
108.99
IV
39.9%
B/E move
2.5%
Puts
Pseudo strike
111.12
IV
44.4%
B/E move
2.3%

60Δ

Calls
Pseudo strike
108.02
IV
40.0%
B/E move
2.2%
Puts
Pseudo strike
112.23
IV
44.5%
B/E move
2.0%

65Δ

Calls
Pseudo strike
107.05
IV
40.1%
B/E move
1.8%
Puts
Pseudo strike
113.33
IV
44.6%
B/E move
1.6%

70Δ

Calls
Pseudo strike
106.09
IV
40.1%
B/E move
1.5%
Puts
Pseudo strike
114.44
IV
44.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
105.12
IV
40.2%
B/E move
1.1%
Puts
Pseudo strike
116.04
IV
46.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
103.48
IV
41.6%
B/E move
0.9%
Puts
Pseudo strike
118.13
IV
48.8%
B/E move
0.8%

Options history

IV · four-Friday blend32.40%
Daily close
LEA27.0%34.4%41.8%2026-08-12: 32.51%2026-08-13: 32.62%2026-08-14: 31.17%2026-08-17: 32.57%2026-08-18: 35.69%2026-08-19: 35.45%2026-08-20: 36.94%2026-08-21: 30.82%2026-08-24: 32.34%2026-08-25: 31.94%2026-08-26: 31.84%2026-08-27: 30.43%2026-08-28: 30.79%2026-08-31: 30.25%2026-09-01: 30.23%2026-09-02: 29.57%2026-09-03: 29.25%2026-09-04: 27.98%2026-09-08: 30.04%2026-09-09: 32.83%2026-09-10: 33.19%2026-09-11: 32.40%2026-09-14: 35.35%2026-09-18: 32.86%2026-09-21: 32.96%2026-09-22: 31.75%2026-09-23: 31.87%2026-09-24: 32.59%2026-09-25: 32.17%2026-09-28: 33.69%2026-09-29: 34.10%2026-09-30: 32.31%2026-10-01: 32.42%2026-10-02: 32.81%2026-10-05: 33.11%2026-10-06: 33.00%2026-10-07: 34.02%2026-10-08: 33.39%2026-10-09: 34.22%2026-10-12: 36.26%2026-10-13: 36.48%2026-10-15: 40.80%2026-10-16: 33.06%2026-10-19: 33.98%2026-10-20: 33.54%2026-10-21: 34.01%2026-10-22: 33.31%2026-10-23: 34.57%2026-10-26: 35.30%2026-10-27: 35.33%2026-10-28: 35.31%2026-10-29: 34.76%2026-10-30: 32.40%Aug 12Sep 23Oct 30
53 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
32.51%
32.62%
31.17%
32.57%
35.69%
35.45%
36.94%
30.82%
32.34%
31.94%
31.84%
30.43%
30.79%
30.25%
30.23%
29.57%
29.25%
27.98%
30.04%
32.83%
33.19%
32.40%
35.35%
32.86%
32.96%
31.75%
31.87%
32.59%
32.17%
33.69%
34.10%
32.31%
32.42%
32.81%
33.11%
33.00%
34.02%
33.39%
34.22%
36.26%
36.48%
40.80%
33.06%
33.98%
33.54%
34.01%
33.31%
34.57%
35.30%
35.33%
35.31%
34.76%
32.40%