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Lennox International Inc. LII

INDUSTRIALS · BUILDING PRODUCTS & EQUIPMENT
i

Market dataready · fetched 2026-11-11T13:53:08.265Z

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

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 · 2026-11-11T11:56:28.060903509Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-11T13:53:07.787914+00:00

Share price$349.99
1D
Price history unavailable.

Lennox International Inc. options

Live interpolated LII call and put midpoint premiums by absolute delta.Lennox International Inc.$1.42$12.20$22.98$33.75$44.53$309.42$328.92$348.43$367.93$387.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LII spot · $349.99LII PRICE$2.59$3.36$4.14$4.96$5.94$6.92$7.90$9.26$10.84$12.42$14.00$16.19$18.47$3.61$4.86$6.32$7.78$9.47$11.19$13.22$15.68$18.15$22.27$26.61$32.50$41.42
PutsExpensive1.07×
CallsCheap0.72×
SkewBearish+20.69 pp
Implied moveBearish±$21.12
TiltBearish29.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ372.1043.3%7.1%326.5755.3%7.7%
25Δ367.4942.2%6.0%331.3356.1%6.7%
30Δ363.4240.8%5.0%335.5656.6%5.9%
35Δ359.5539.5%4.1%339.7957.1%5.1%
40Δ356.7038.7%3.6%343.7856.8%4.5%
45Δ353.8638.0%3.1%347.7656.4%3.8%
50Δ351.0237.2%2.6%351.7756.4%3.3%
55Δ348.3036.9%2.2%355.8457.0%2.8%
60Δ345.6437.0%1.9%359.9157.5%2.4%
65Δ342.9937.0%1.5%365.2260.0%2.0%
70Δ340.3437.1%1.2%370.7362.6%1.7%
75Δ337.3136.5%1.0%377.7465.6%1.4%
80Δ334.2335.8%0.8%387.6471.4%1.1%

20Δ

Calls
Pseudo strike
372.10
IV
43.3%
B/E move
7.1%
Puts
Pseudo strike
326.57
IV
55.3%
B/E move
7.7%

25Δ

Calls
Pseudo strike
367.49
IV
42.2%
B/E move
6.0%
Puts
Pseudo strike
331.33
IV
56.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
363.42
IV
40.8%
B/E move
5.0%
Puts
Pseudo strike
335.56
IV
56.6%
B/E move
5.9%

35Δ

Calls
Pseudo strike
359.55
IV
39.5%
B/E move
4.1%
Puts
Pseudo strike
339.79
IV
57.1%
B/E move
5.1%

40Δ

Calls
Pseudo strike
356.70
IV
38.7%
B/E move
3.6%
Puts
Pseudo strike
343.78
IV
56.8%
B/E move
4.5%

45Δ

Calls
Pseudo strike
353.86
IV
38.0%
B/E move
3.1%
Puts
Pseudo strike
347.76
IV
56.4%
B/E move
3.8%

50Δ

Calls
Pseudo strike
351.02
IV
37.2%
B/E move
2.6%
Puts
Pseudo strike
351.77
IV
56.4%
B/E move
3.3%

55Δ

Calls
Pseudo strike
348.30
IV
36.9%
B/E move
2.2%
Puts
Pseudo strike
355.84
IV
57.0%
B/E move
2.8%

60Δ

Calls
Pseudo strike
345.64
IV
37.0%
B/E move
1.9%
Puts
Pseudo strike
359.91
IV
57.5%
B/E move
2.4%

65Δ

Calls
Pseudo strike
342.99
IV
37.0%
B/E move
1.5%
Puts
Pseudo strike
365.22
IV
60.0%
B/E move
2.0%

70Δ

Calls
Pseudo strike
340.34
IV
37.1%
B/E move
1.2%
Puts
Pseudo strike
370.73
IV
62.6%
B/E move
1.7%

75Δ

Calls
Pseudo strike
337.31
IV
36.5%
B/E move
1.0%
Puts
Pseudo strike
377.74
IV
65.6%
B/E move
1.4%

80Δ

Calls
Pseudo strike
334.23
IV
35.8%
B/E move
0.8%
Puts
Pseudo strike
387.64
IV
71.4%
B/E move
1.1%

Options history

IV · four-Friday blend39.27%
Daily EOD
LII36.3%39.7%43.1%2026-10-19: 39.42%2026-10-20: 39.50%2026-10-21: 39.43%2026-10-22: 39.86%2026-10-23: 40.24%2026-10-26: 41.68%2026-10-27: 42.60%2026-10-28: 38.21%2026-10-29: 36.75%2026-10-30: 39.27%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
39.42%
39.50%
39.43%
39.86%
40.24%
41.68%
42.60%
38.21%
36.75%
39.27%