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Lear Corporation LEA

i

Market dataready · fetched 2026-11-04T06:46:40.317Z

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 · 2026-11-04T00:25:40.737852953Z

FundamentalsSEC EDGAR · ready · as of 2026-10-03 · fetched 2026-11-04T06:46:39.792668+00:00

Share price$116.83
1D-3.7%
AH$116$118$119$120$1225:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLEA
Sold putSold callAH

Lear Corporation options

Live interpolated LEA call and put midpoint premiums by absolute delta.Lear Corporation$0.93$3.83$6.73$9.63$12.53$104.72$111.15$117.59$124.03$130.4720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LEA spot · $116.83LEA PRICE$1.24$1.65$2.05$2.44$2.83$3.33$3.86$4.38$4.90$6.34$7.78$9.36$11.70$1.29$1.45$1.61$1.76$2.07$2.52$2.96$3.41$3.85$4.30$5.07$5.94$6.81
PutsCheap0.78×
CallsExpensive1.28×
SkewBullish-14.48 pp
Implied moveBullish±$6.82
TiltBullish17.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ127.7946.3%10.4%108.2445.6%8.5%
25Δ125.7546.9%9.0%110.8639.2%6.4%
30Δ123.8546.1%7.8%112.5634.7%5.0%
35Δ122.0444.4%6.5%114.2530.1%3.7%
40Δ120.2242.6%5.3%115.4828.0%2.9%
45Δ118.8741.7%4.6%116.3527.8%2.6%
50Δ117.5840.9%3.9%117.2127.6%2.2%
55Δ116.2940.1%3.3%118.0727.4%1.9%
60Δ115.0039.3%2.6%118.9427.2%1.5%
65Δ113.2442.9%2.4%119.8026.9%1.1%
70Δ111.4846.4%2.1%120.8626.7%0.9%
75Δ109.5850.1%1.8%121.9826.4%0.7%
80Δ106.8754.1%1.5%123.0926.1%0.5%

20Δ

Calls
Pseudo strike
127.79
IV
46.3%
B/E move
10.4%
Puts
Pseudo strike
108.24
IV
45.6%
B/E move
8.5%

25Δ

Calls
Pseudo strike
125.75
IV
46.9%
B/E move
9.0%
Puts
Pseudo strike
110.86
IV
39.2%
B/E move
6.4%

30Δ

Calls
Pseudo strike
123.85
IV
46.1%
B/E move
7.8%
Puts
Pseudo strike
112.56
IV
34.7%
B/E move
5.0%

35Δ

Calls
Pseudo strike
122.04
IV
44.4%
B/E move
6.5%
Puts
Pseudo strike
114.25
IV
30.1%
B/E move
3.7%

40Δ

Calls
Pseudo strike
120.22
IV
42.6%
B/E move
5.3%
Puts
Pseudo strike
115.48
IV
28.0%
B/E move
2.9%

45Δ

Calls
Pseudo strike
118.87
IV
41.7%
B/E move
4.6%
Puts
Pseudo strike
116.35
IV
27.8%
B/E move
2.6%

50Δ

Calls
Pseudo strike
117.58
IV
40.9%
B/E move
3.9%
Puts
Pseudo strike
117.21
IV
27.6%
B/E move
2.2%

55Δ

Calls
Pseudo strike
116.29
IV
40.1%
B/E move
3.3%
Puts
Pseudo strike
118.07
IV
27.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
115.00
IV
39.3%
B/E move
2.6%
Puts
Pseudo strike
118.94
IV
27.2%
B/E move
1.5%

65Δ

Calls
Pseudo strike
113.24
IV
42.9%
B/E move
2.4%
Puts
Pseudo strike
119.80
IV
26.9%
B/E move
1.1%

70Δ

Calls
Pseudo strike
111.48
IV
46.4%
B/E move
2.1%
Puts
Pseudo strike
120.86
IV
26.7%
B/E move
0.9%

75Δ

Calls
Pseudo strike
109.58
IV
50.1%
B/E move
1.8%
Puts
Pseudo strike
121.98
IV
26.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
106.87
IV
54.1%
B/E move
1.5%
Puts
Pseudo strike
123.09
IV
26.1%
B/E move
0.5%

Options history

IV · four-Friday blend32.40%
Daily close
LEA27.0%34.4%41.8%2026-08-06: 33.80%2026-08-07: 34.23%2026-08-10: 33.93%2026-08-11: 32.01%2026-08-12: 32.51%2026-08-13: 32.62%2026-08-14: 31.17%2026-08-17: 32.57%2026-08-18: 35.69%2026-08-19: 35.45%2026-08-20: 36.94%2026-08-21: 30.82%2026-08-24: 32.34%2026-08-25: 31.94%2026-08-26: 31.84%2026-08-27: 30.43%2026-08-28: 30.79%2026-08-31: 30.25%2026-09-01: 30.23%2026-09-02: 29.57%2026-09-03: 29.25%2026-09-04: 27.98%2026-09-08: 30.04%2026-09-09: 32.83%2026-09-10: 33.19%2026-09-11: 32.40%2026-09-14: 35.35%2026-09-18: 32.86%2026-09-21: 32.96%2026-09-22: 31.75%2026-09-23: 31.87%2026-09-24: 32.59%2026-09-25: 32.17%2026-09-28: 33.69%2026-09-29: 34.10%2026-09-30: 32.31%2026-10-01: 32.42%2026-10-02: 32.81%2026-10-05: 33.11%2026-10-06: 33.00%2026-10-07: 34.02%2026-10-08: 33.39%2026-10-09: 34.22%2026-10-12: 36.26%2026-10-13: 36.48%2026-10-15: 40.80%2026-10-16: 33.06%2026-10-19: 33.98%2026-10-20: 33.54%2026-10-21: 34.01%2026-10-22: 33.31%2026-10-23: 34.57%2026-10-26: 35.30%2026-10-27: 35.33%2026-10-28: 35.31%2026-10-29: 34.76%2026-10-30: 32.40%Aug 6Sep 21Oct 30
57 observations2026-08-06 — 2026-10-30
Table
DateIV (%)
33.80%
34.23%
33.93%
32.01%
32.51%
32.62%
31.17%
32.57%
35.69%
35.45%
36.94%
30.82%
32.34%
31.94%
31.84%
30.43%
30.79%
30.25%
30.23%
29.57%
29.25%
27.98%
30.04%
32.83%
33.19%
32.40%
35.35%
32.86%
32.96%
31.75%
31.87%
32.59%
32.17%
33.69%
34.10%
32.31%
32.42%
32.81%
33.11%
33.00%
34.02%
33.39%
34.22%
36.26%
36.48%
40.80%
33.06%
33.98%
33.54%
34.01%
33.31%
34.57%
35.30%
35.33%
35.31%
34.76%
32.40%