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Lennar Corporation LEN

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
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Market dataready · fetched 2026-10-15T20:35:15.436Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:29:45.767375291Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-15T20:35:14.023415+00:00

Share price$77.69
1D+3.0%
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$0.17$1.10$2.02$2.94$3.86$71.75$74.39$77.04$79.69$82.3320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $77.69OPTION PRICELive LEN spot · $77.69LEN PRICE$0.76$0.58$0.44$0.55$0.66$0.77$0.87$0.98$1.08$1.20$1.49$1.78$2.29$0.27$0.37$0.48$0.58$0.71$0.84$0.98$1.13$1.39$1.65$1.98$2.44$3.59
PutsExpensive1.51×
CallsCheap0.79×
SkewBullish-9.28 pp
Implied moveBearish±$1.85
TiltBearish9.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ86.53207.2%12.4%75.7158.8%2.9%
25Δ82.55127.8%7.0%76.1358.7%2.5%
30Δ78.9757.1%2.2%76.4659.0%2.2%
35Δ78.6556.9%1.9%76.8059.2%1.9%
40Δ78.3456.7%1.7%77.1259.2%1.6%
45Δ78.0256.5%1.4%77.4358.8%1.4%
50Δ77.7654.4%1.2%77.7358.3%1.2%
55Δ77.5052.2%1.0%78.0458.1%1.0%
60Δ77.2350.0%0.8%78.4060.4%0.9%
65Δ76.9648.3%0.6%78.7662.6%0.7%
70Δ76.6050.7%0.5%79.1865.5%0.6%
75Δ76.2553.0%0.4%79.7269.8%0.5%
80Δ75.6759.1%0.4%80.9581.0%0.4%

20Δ

Calls
Pseudo strike
86.53
IV
207.2%
B/E move
12.4%
Puts
Pseudo strike
75.71
IV
58.8%
B/E move
2.9%

25Δ

Calls
Pseudo strike
82.55
IV
127.8%
B/E move
7.0%
Puts
Pseudo strike
76.13
IV
58.7%
B/E move
2.5%

30Δ

Calls
Pseudo strike
78.97
IV
57.1%
B/E move
2.2%
Puts
Pseudo strike
76.46
IV
59.0%
B/E move
2.2%

35Δ

Calls
Pseudo strike
78.65
IV
56.9%
B/E move
1.9%
Puts
Pseudo strike
76.80
IV
59.2%
B/E move
1.9%

40Δ

Calls
Pseudo strike
78.34
IV
56.7%
B/E move
1.7%
Puts
Pseudo strike
77.12
IV
59.2%
B/E move
1.6%

45Δ

Calls
Pseudo strike
78.02
IV
56.5%
B/E move
1.4%
Puts
Pseudo strike
77.43
IV
58.8%
B/E move
1.4%

50Δ

Calls
Pseudo strike
77.76
IV
54.4%
B/E move
1.2%
Puts
Pseudo strike
77.73
IV
58.3%
B/E move
1.2%

55Δ

Calls
Pseudo strike
77.50
IV
52.2%
B/E move
1.0%
Puts
Pseudo strike
78.04
IV
58.1%
B/E move
1.0%

60Δ

Calls
Pseudo strike
77.23
IV
50.0%
B/E move
0.8%
Puts
Pseudo strike
78.40
IV
60.4%
B/E move
0.9%

65Δ

Calls
Pseudo strike
76.96
IV
48.3%
B/E move
0.6%
Puts
Pseudo strike
78.76
IV
62.6%
B/E move
0.7%

70Δ

Calls
Pseudo strike
76.60
IV
50.7%
B/E move
0.5%
Puts
Pseudo strike
79.18
IV
65.5%
B/E move
0.6%

75Δ

Calls
Pseudo strike
76.25
IV
53.0%
B/E move
0.4%
Puts
Pseudo strike
79.72
IV
69.8%
B/E move
0.5%

80Δ

Calls
Pseudo strike
75.67
IV
59.1%
B/E move
0.4%
Puts
Pseudo strike
80.95
IV
81.0%
B/E move
0.4%