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Lennar Corporation Class A LEN

i

Market dataready · fetched 2026-11-07T03:56:38.075Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-07T00:49:51.993186287Z

FundamentalsSEC EDGAR · ready · as of 2026-08-31 · fetched 2026-11-07T03:56:37.545326+00:00

Share price$89.00
1D-1.5%
AH$88.38$89.02$89.66$90.30$90.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEN
Sold putSold callAH

Lennar Corporation Class A options

Live interpolated LEN call and put midpoint premiums by absolute delta.Lennar Corporation Class A$0.47$1.76$3.06$4.35$5.65$80.71$84.91$89.11$93.32$97.5220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEN spot · $89.00LEN PRICE$0.61$0.82$1.03$1.29$1.54$1.77$2.24$2.62$2.93$3.15$3.64$4.51$5.27$0.75$0.85$1.09$1.39$1.85$2.11$2.31$2.64$3.07$4.51$4.63$4.77$5.05
PutsCheap0.85×
CallsCheap0.80×
SkewBearish+1.50 pp
Implied moveBalanced±$4.55
TiltBearish5.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ94.1145.5%6.4%84.0052.5%6.5%
25Δ93.1545.7%5.6%85.5644.8%4.8%
30Δ92.2245.1%4.8%86.4044.4%4.1%
35Δ91.4545.8%4.2%87.0946.0%3.7%
40Δ90.7045.5%3.6%87.7550.1%3.5%
45Δ89.9043.7%3.0%88.4948.6%2.9%
50Δ89.2447.0%2.8%89.2445.1%2.3%
55Δ88.5347.7%2.4%89.9244.2%1.9%
60Δ87.8346.2%2.0%90.6344.2%1.6%
65Δ87.2242.9%1.5%92.0255.7%1.7%
70Δ86.4643.0%1.2%92.5350.1%1.2%
75Δ85.4446.5%1.1%93.0444.7%0.8%
80Δ84.4747.2%0.8%93.5540.9%0.6%

20Δ

Calls
Pseudo strike
94.11
IV
45.5%
B/E move
6.4%
Puts
Pseudo strike
84.00
IV
52.5%
B/E move
6.5%

25Δ

Calls
Pseudo strike
93.15
IV
45.7%
B/E move
5.6%
Puts
Pseudo strike
85.56
IV
44.8%
B/E move
4.8%

30Δ

Calls
Pseudo strike
92.22
IV
45.1%
B/E move
4.8%
Puts
Pseudo strike
86.40
IV
44.4%
B/E move
4.1%

35Δ

Calls
Pseudo strike
91.45
IV
45.8%
B/E move
4.2%
Puts
Pseudo strike
87.09
IV
46.0%
B/E move
3.7%

40Δ

Calls
Pseudo strike
90.70
IV
45.5%
B/E move
3.6%
Puts
Pseudo strike
87.75
IV
50.1%
B/E move
3.5%

45Δ

Calls
Pseudo strike
89.90
IV
43.7%
B/E move
3.0%
Puts
Pseudo strike
88.49
IV
48.6%
B/E move
2.9%

50Δ

Calls
Pseudo strike
89.24
IV
47.0%
B/E move
2.8%
Puts
Pseudo strike
89.24
IV
45.1%
B/E move
2.3%

55Δ

Calls
Pseudo strike
88.53
IV
47.7%
B/E move
2.4%
Puts
Pseudo strike
89.92
IV
44.2%
B/E move
1.9%

60Δ

Calls
Pseudo strike
87.83
IV
46.2%
B/E move
2.0%
Puts
Pseudo strike
90.63
IV
44.2%
B/E move
1.6%

65Δ

Calls
Pseudo strike
87.22
IV
42.9%
B/E move
1.5%
Puts
Pseudo strike
92.02
IV
55.7%
B/E move
1.7%

70Δ

Calls
Pseudo strike
86.46
IV
43.0%
B/E move
1.2%
Puts
Pseudo strike
92.53
IV
50.1%
B/E move
1.2%

75Δ

Calls
Pseudo strike
85.44
IV
46.5%
B/E move
1.1%
Puts
Pseudo strike
93.04
IV
44.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
84.47
IV
47.2%
B/E move
0.8%
Puts
Pseudo strike
93.55
IV
40.9%
B/E move
0.6%

Options history

IV · four-Friday blend43.98%
Daily close
LEN33.7%51.5%69.2%2026-08-10: 38.15%2026-08-11: 44.47%2026-08-12: 36.17%2026-08-13: 39.60%2026-08-14: 37.55%2026-08-17: 42.99%2026-08-18: 38.88%2026-08-19: 37.75%2026-08-20: 37.70%2026-08-21: 38.25%2026-08-24: 37.54%2026-08-25: 37.40%2026-08-26: 39.83%2026-08-27: 49.75%2026-08-28: 37.34%2026-08-31: 39.58%2026-09-01: 41.48%2026-09-02: 41.77%2026-09-03: 45.81%2026-09-04: 40.70%2026-09-08: 50.45%2026-09-09: 48.50%2026-09-10: 56.16%2026-09-11: 49.68%2026-09-14: 59.65%2026-09-15: 63.05%2026-09-16: 66.75%2026-09-17: 40.97%2026-09-18: 36.27%2026-09-21: 37.81%2026-09-22: 40.50%2026-09-23: 39.75%2026-09-24: 40.12%2026-09-25: 37.29%2026-09-28: 41.64%2026-09-29: 40.78%2026-09-30: 41.71%2026-10-01: 44.47%2026-10-02: 41.99%2026-10-05: 42.93%2026-10-06: 42.04%2026-10-07: 44.29%2026-10-08: 45.50%2026-10-09: 40.70%2026-10-12: 42.92%2026-10-13: 45.04%2026-10-14: 45.59%2026-10-15: 45.69%2026-10-16: 45.34%2026-10-19: 45.21%2026-10-20: 46.55%2026-10-21: 48.63%2026-10-22: 51.87%2026-10-23: 46.62%2026-10-26: 50.16%2026-10-27: 48.81%2026-10-28: 54.57%2026-10-29: 46.43%2026-10-30: 43.98%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
38.15%
44.47%
36.17%
39.60%
37.55%
42.99%
38.88%
37.75%
37.70%
38.25%
37.54%
37.40%
39.83%
49.75%
37.34%
39.58%
41.48%
41.77%
45.81%
40.70%
50.45%
48.50%
56.16%
49.68%
59.65%
63.05%
66.75%
40.97%
36.27%
37.81%
40.50%
39.75%
40.12%
37.29%
41.64%
40.78%
41.71%
44.47%
41.99%
42.93%
42.04%
44.29%
45.50%
40.70%
42.92%
45.04%
45.59%
45.69%
45.34%
45.21%
46.55%
48.63%
51.87%
46.62%
50.16%
48.81%
54.57%
46.43%
43.98%