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Lennar Corporation LEN

CONSUMER CYCLICAL · RESIDENTIAL CONSTRUCTION
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Market dataready · fetched 2026-10-16T00:17:14.936Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:49:15.362943177Z

FundamentalsAlpha Vantage · quarter 2026-08-31 · fetched 2026-10-16T00:17:13.804646+00:00

Share price$78.00
1D+3.2%
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$0.73$3.97$7.21$10.45$13.69$61.98$69.50$77.01$84.53$92.0520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEN spot · $78.00LEN PRICE$1.08$1.42$1.81$2.27$2.74$3.20$3.80$4.42$5.05$5.67$6.65$7.67$8.69$1.32$1.81$2.29$2.78$3.46$4.15$4.84$5.68$6.82$7.95$9.24$11.00$12.75
PutsCheap0.85×
CallsCheap0.90×
SkewBearish+4.42 pp
Implied moveBearish±$8.64
TiltBearish15.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ88.2641.1%14.5%70.2344.7%11.7%
25Δ86.2941.0%12.5%71.7944.6%10.3%
30Δ84.5241.0%10.7%73.3644.5%8.9%
35Δ83.1141.1%9.5%74.9244.4%7.5%
40Δ81.7041.2%8.3%76.3244.5%6.6%
45Δ80.2941.4%7.0%77.7044.5%5.7%
50Δ78.9941.3%6.1%79.0844.6%4.8%
55Δ77.7141.1%5.3%80.5544.8%4.0%
60Δ76.4340.9%4.5%82.1745.4%3.4%
65Δ75.1540.7%3.6%83.7946.1%2.8%
70Δ73.7140.6%3.0%85.5546.7%2.2%
75Δ72.2540.6%2.5%87.7147.2%1.6%
80Δ70.7940.6%1.9%89.8847.8%1.1%

20Δ

Calls
Pseudo strike
88.26
IV
41.1%
B/E move
14.5%
Puts
Pseudo strike
70.23
IV
44.7%
B/E move
11.7%

25Δ

Calls
Pseudo strike
86.29
IV
41.0%
B/E move
12.5%
Puts
Pseudo strike
71.79
IV
44.6%
B/E move
10.3%

30Δ

Calls
Pseudo strike
84.52
IV
41.0%
B/E move
10.7%
Puts
Pseudo strike
73.36
IV
44.5%
B/E move
8.9%

35Δ

Calls
Pseudo strike
83.11
IV
41.1%
B/E move
9.5%
Puts
Pseudo strike
74.92
IV
44.4%
B/E move
7.5%

40Δ

Calls
Pseudo strike
81.70
IV
41.2%
B/E move
8.3%
Puts
Pseudo strike
76.32
IV
44.5%
B/E move
6.6%

45Δ

Calls
Pseudo strike
80.29
IV
41.4%
B/E move
7.0%
Puts
Pseudo strike
77.70
IV
44.5%
B/E move
5.7%

50Δ

Calls
Pseudo strike
78.99
IV
41.3%
B/E move
6.1%
Puts
Pseudo strike
79.08
IV
44.6%
B/E move
4.8%

55Δ

Calls
Pseudo strike
77.71
IV
41.1%
B/E move
5.3%
Puts
Pseudo strike
80.55
IV
44.8%
B/E move
4.0%

60Δ

Calls
Pseudo strike
76.43
IV
40.9%
B/E move
4.5%
Puts
Pseudo strike
82.17
IV
45.4%
B/E move
3.4%

65Δ

Calls
Pseudo strike
75.15
IV
40.7%
B/E move
3.6%
Puts
Pseudo strike
83.79
IV
46.1%
B/E move
2.8%

70Δ

Calls
Pseudo strike
73.71
IV
40.6%
B/E move
3.0%
Puts
Pseudo strike
85.55
IV
46.7%
B/E move
2.2%

75Δ

Calls
Pseudo strike
72.25
IV
40.6%
B/E move
2.5%
Puts
Pseudo strike
87.71
IV
47.2%
B/E move
1.6%

80Δ

Calls
Pseudo strike
70.79
IV
40.6%
B/E move
1.9%
Puts
Pseudo strike
89.88
IV
47.8%
B/E move
1.1%