IntraAlpha
Create free account Start free

Lennox International Inc. LII

i

Market datapartial · fetched 2026-10-22T21:09:39.116Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:34:59.809590778Z

FundamentalsAlpha Vantage · unavailable

Share price$378.72
1D+5.1%
AH$358$365$371$378$3845:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLII
Sold putSold callAH

Lennox International Inc. options

Live interpolated LII call and put midpoint premiums by absolute delta.Lennox International Inc.$3.59$15.71$27.82$39.94$52.05$320.53$350.19$379.84$409.50$439.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LII spot · $378.72LII PRICE$4.90$6.26$7.84$9.75$12.09$14.80$18.59$21.92$24.72$28.85$34.15$41.04$48.56$6.27$8.42$10.72$12.80$14.78$17.21$19.94$22.99$25.99$28.97$33.03$37.95$45.10
PutsExpensive1.19×
CallsExpensive1.32×
SkewBullish-2.10 pp
Implied moveBearish±$38.53
TiltBalanced1.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ424.2343.2%13.3%341.3749.0%11.5%
25Δ414.3741.7%11.1%349.3249.1%10.0%
30Δ406.1540.6%9.3%356.7248.8%8.6%
35Δ400.0141.3%8.2%363.9147.3%7.3%
40Δ394.2942.1%7.3%370.8245.0%6.0%
45Δ388.6043.6%6.5%376.8243.9%5.0%
50Δ382.9846.8%6.0%382.7143.1%4.2%
55Δ377.0048.0%5.3%388.4842.6%3.5%
60Δ370.6346.9%4.4%393.9841.5%2.8%
65Δ363.9347.5%3.7%399.3940.2%2.2%
70Δ356.4549.3%3.1%405.3639.5%1.7%
75Δ347.7152.0%2.6%412.0239.3%1.2%
80Δ338.1353.8%2.1%420.5740.1%0.9%

20Δ

Calls
Pseudo strike
424.23
IV
43.2%
B/E move
13.3%
Puts
Pseudo strike
341.37
IV
49.0%
B/E move
11.5%

25Δ

Calls
Pseudo strike
414.37
IV
41.7%
B/E move
11.1%
Puts
Pseudo strike
349.32
IV
49.1%
B/E move
10.0%

30Δ

Calls
Pseudo strike
406.15
IV
40.6%
B/E move
9.3%
Puts
Pseudo strike
356.72
IV
48.8%
B/E move
8.6%

35Δ

Calls
Pseudo strike
400.01
IV
41.3%
B/E move
8.2%
Puts
Pseudo strike
363.91
IV
47.3%
B/E move
7.3%

40Δ

Calls
Pseudo strike
394.29
IV
42.1%
B/E move
7.3%
Puts
Pseudo strike
370.82
IV
45.0%
B/E move
6.0%

45Δ

Calls
Pseudo strike
388.60
IV
43.6%
B/E move
6.5%
Puts
Pseudo strike
376.82
IV
43.9%
B/E move
5.0%

50Δ

Calls
Pseudo strike
382.98
IV
46.8%
B/E move
6.0%
Puts
Pseudo strike
382.71
IV
43.1%
B/E move
4.2%

55Δ

Calls
Pseudo strike
377.00
IV
48.0%
B/E move
5.3%
Puts
Pseudo strike
388.48
IV
42.6%
B/E move
3.5%

60Δ

Calls
Pseudo strike
370.63
IV
46.9%
B/E move
4.4%
Puts
Pseudo strike
393.98
IV
41.5%
B/E move
2.8%

65Δ

Calls
Pseudo strike
363.93
IV
47.5%
B/E move
3.7%
Puts
Pseudo strike
399.39
IV
40.2%
B/E move
2.2%

70Δ

Calls
Pseudo strike
356.45
IV
49.3%
B/E move
3.1%
Puts
Pseudo strike
405.36
IV
39.5%
B/E move
1.7%

75Δ

Calls
Pseudo strike
347.71
IV
52.0%
B/E move
2.6%
Puts
Pseudo strike
412.02
IV
39.3%
B/E move
1.2%

80Δ

Calls
Pseudo strike
338.13
IV
53.8%
B/E move
2.1%
Puts
Pseudo strike
420.57
IV
40.1%
B/E move
0.9%

Options history

No recorded observations