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Lennar Corporation LEN

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
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Market dataready · fetched 2026-10-15T20:03:40.273Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:01:36.430206309Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-15T20:03:39.688769+00:00

Share price$77.30
1D+2.5%
AH$75.21$75.99$76.78$77.56$78.355:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEN
Sold putSold callAH

Lennar Corporation options

Live interpolated LEN call and put midpoint premiums by absolute delta.Lennar Corporation$0.13$1.17$2.21$3.25$4.28$71.79$74.32$76.85$79.37$81.9020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $77.30OPTION PRICELive LEN spot · $77.30LEN PRICE$0.73$0.51$0.50$0.63$0.76$0.89$1.03$1.16$1.48$1.81$2.18$2.58$3.98$0.24$0.31$0.40$0.50$0.59$0.68$0.79$0.89$1.00$1.10$1.29$1.48$1.66
PutsFair1.04×
CallsCheap0.94×
SkewBullish-37.22 pp
Implied moveBullish±$1.82
TiltBullish25.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ85.71196.0%11.8%75.5352.2%2.6%
25Δ80.81100.5%5.2%75.9451.2%2.2%
30Δ78.7765.6%2.6%76.2450.7%1.9%
35Δ78.4166.2%2.3%76.5350.2%1.6%
40Δ78.0566.9%1.9%76.8149.7%1.4%
45Δ77.7165.8%1.7%77.0848.9%1.2%
50Δ77.3764.4%1.4%77.3147.4%1.0%
55Δ77.0363.0%1.2%77.5446.0%0.8%
60Δ76.6267.7%1.0%77.7744.6%0.7%
65Δ76.2073.1%0.9%78.0143.2%0.5%
70Δ75.7376.9%0.8%78.2642.5%0.4%
75Δ75.2179.4%0.6%78.5241.8%0.3%
80Δ73.85108.0%0.7%78.7841.2%0.2%

20Δ

Calls
Pseudo strike
85.71
IV
196.0%
B/E move
11.8%
Puts
Pseudo strike
75.53
IV
52.2%
B/E move
2.6%

25Δ

Calls
Pseudo strike
80.81
IV
100.5%
B/E move
5.2%
Puts
Pseudo strike
75.94
IV
51.2%
B/E move
2.2%

30Δ

Calls
Pseudo strike
78.77
IV
65.6%
B/E move
2.6%
Puts
Pseudo strike
76.24
IV
50.7%
B/E move
1.9%

35Δ

Calls
Pseudo strike
78.41
IV
66.2%
B/E move
2.3%
Puts
Pseudo strike
76.53
IV
50.2%
B/E move
1.6%

40Δ

Calls
Pseudo strike
78.05
IV
66.9%
B/E move
1.9%
Puts
Pseudo strike
76.81
IV
49.7%
B/E move
1.4%

45Δ

Calls
Pseudo strike
77.71
IV
65.8%
B/E move
1.7%
Puts
Pseudo strike
77.08
IV
48.9%
B/E move
1.2%

50Δ

Calls
Pseudo strike
77.37
IV
64.4%
B/E move
1.4%
Puts
Pseudo strike
77.31
IV
47.4%
B/E move
1.0%

55Δ

Calls
Pseudo strike
77.03
IV
63.0%
B/E move
1.2%
Puts
Pseudo strike
77.54
IV
46.0%
B/E move
0.8%

60Δ

Calls
Pseudo strike
76.62
IV
67.7%
B/E move
1.0%
Puts
Pseudo strike
77.77
IV
44.6%
B/E move
0.7%

65Δ

Calls
Pseudo strike
76.20
IV
73.1%
B/E move
0.9%
Puts
Pseudo strike
78.01
IV
43.2%
B/E move
0.5%

70Δ

Calls
Pseudo strike
75.73
IV
76.9%
B/E move
0.8%
Puts
Pseudo strike
78.26
IV
42.5%
B/E move
0.4%

75Δ

Calls
Pseudo strike
75.21
IV
79.4%
B/E move
0.6%
Puts
Pseudo strike
78.52
IV
41.8%
B/E move
0.3%

80Δ

Calls
Pseudo strike
73.85
IV
108.0%
B/E move
0.7%
Puts
Pseudo strike
78.78
IV
41.2%
B/E move
0.2%