Share price$118.67
1D-1.7%
Sold putSold call
Lear Corporation LEA
CONSUMER CYCLICAL · AUTO PARTSi
Market dataready · fetched 2026-10-21T17:51:39.548Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions 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 and implied move: recorded expiration-specific observations.
History dataPriceAlpaca · sip · 2026-10-21T17:49:59.01454638Z
FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-21T17:47:50.033548+00:00
Lear Corporation options
PutsExpensive1.33×
CallsExpensive1.41×
SkewBullish-1.02 pp
Implied moveBearish±$10.09
TiltBearish6.7% PUT
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 136.06 | 47.0% | 16.0% | 108.69 | 40.1% | 9.8% |
| 25Δ | 132.03 | 43.0% | 12.9% | 111.37 | 36.7% | 7.8% |
| 30Δ | 128.01 | 39.0% | 9.8% | 113.20 | 36.4% | 6.7% |
| 35Δ | 124.60 | 36.0% | 7.3% | 115.02 | 36.0% | 5.7% |
| 40Δ | 123.02 | 35.8% | 6.6% | 116.58 | 36.0% | 5.0% |
| 45Δ | 121.44 | 35.7% | 5.8% | 118.14 | 36.1% | 4.3% |
| 50Δ | 119.86 | 35.5% | 5.1% | 119.69 | 36.1% | 3.6% |
| 55Δ | 118.28 | 35.3% | 4.3% | 121.21 | 35.5% | 3.0% |
| 60Δ | 116.71 | 35.1% | 3.6% | 122.73 | 34.9% | 2.4% |
| 65Δ | 115.13 | 34.9% | 2.8% | 124.24 | 34.2% | 1.9% |
| 70Δ | 113.33 | 35.4% | 2.4% | 126.20 | 34.7% | 1.5% |
| 75Δ | 111.52 | 35.9% | 1.9% | 128.62 | 36.4% | 1.1% |
| 80Δ | 109.41 | 36.6% | 1.5% | 131.80 | 39.0% | 0.8% |
20Δ
- Pseudo strike
- 136.06
- IV
- 47.0%
- B/E move
- 16.0%
- Pseudo strike
- 108.69
- IV
- 40.1%
- B/E move
- 9.8%
25Δ
- Pseudo strike
- 132.03
- IV
- 43.0%
- B/E move
- 12.9%
- Pseudo strike
- 111.37
- IV
- 36.7%
- B/E move
- 7.8%
30Δ
- Pseudo strike
- 128.01
- IV
- 39.0%
- B/E move
- 9.8%
- Pseudo strike
- 113.20
- IV
- 36.4%
- B/E move
- 6.7%
35Δ
- Pseudo strike
- 124.60
- IV
- 36.0%
- B/E move
- 7.3%
- Pseudo strike
- 115.02
- IV
- 36.0%
- B/E move
- 5.7%
40Δ
- Pseudo strike
- 123.02
- IV
- 35.8%
- B/E move
- 6.6%
- Pseudo strike
- 116.58
- IV
- 36.0%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 121.44
- IV
- 35.7%
- B/E move
- 5.8%
- Pseudo strike
- 118.14
- IV
- 36.1%
- B/E move
- 4.3%
50Δ
- Pseudo strike
- 119.86
- IV
- 35.5%
- B/E move
- 5.1%
- Pseudo strike
- 119.69
- IV
- 36.1%
- B/E move
- 3.6%
55Δ
- Pseudo strike
- 118.28
- IV
- 35.3%
- B/E move
- 4.3%
- Pseudo strike
- 121.21
- IV
- 35.5%
- B/E move
- 3.0%
60Δ
- Pseudo strike
- 116.71
- IV
- 35.1%
- B/E move
- 3.6%
- Pseudo strike
- 122.73
- IV
- 34.9%
- B/E move
- 2.4%
65Δ
- Pseudo strike
- 115.13
- IV
- 34.9%
- B/E move
- 2.8%
- Pseudo strike
- 124.24
- IV
- 34.2%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 113.33
- IV
- 35.4%
- B/E move
- 2.4%
- Pseudo strike
- 126.20
- IV
- 34.7%
- B/E move
- 1.5%
75Δ
- Pseudo strike
- 111.52
- IV
- 35.9%
- B/E move
- 1.9%
- Pseudo strike
- 128.62
- IV
- 36.4%
- B/E move
- 1.1%
80Δ
- Pseudo strike
- 109.41
- IV
- 36.6%
- B/E move
- 1.5%
- Pseudo strike
- 131.80
- IV
- 39.0%
- B/E move
- 0.8%
Options history
Table
| Date | IV |
|---|---|
| 33.95% | |
| 33.53% |