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Lennox International Inc. LII

i

Market dataready · fetched 2026-11-04T03:01:47.282Z

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 · 2026-11-04T00:00:00.00195742Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T03:01:46.795306+00:00

Share price$346.49
1D-0.1%
AH$344$346$348$349$3515:30 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.$2.51$10.48$18.45$26.42$34.39$295.84$319.86$343.88$367.90$391.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LII spot · $346.49LII PRICE$3.37$4.47$5.79$7.12$8.73$10.43$12.20$14.13$16.06$18.61$21.26$24.79$29.29$3.88$5.19$6.60$8.14$9.70$11.34$12.99$15.18$17.74$20.42$23.78$27.15$32.10
PutsCheap0.76×
CallsCheap0.94×
SkewBullish-0.43 pp
Implied moveBearish±$25.18
TiltBearish4.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ376.1441.5%9.5%321.7644.0%8.3%
25Δ370.4341.8%8.2%326.8743.9%7.2%
30Δ365.7442.1%7.2%331.7143.8%6.2%
35Δ361.1342.3%6.3%336.1243.4%5.3%
40Δ356.8842.6%5.5%340.4843.0%4.5%
45Δ352.7443.0%4.8%344.4442.0%3.9%
50Δ348.6543.1%4.1%348.4041.0%3.2%
55Δ344.6342.7%3.5%352.4340.7%2.7%
60Δ340.6042.3%2.9%356.5040.9%2.2%
65Δ336.4242.2%2.5%360.6541.1%1.8%
70Δ332.2142.2%2.0%365.2941.0%1.4%
75Δ327.3142.8%1.6%369.9341.0%1.1%
80Δ321.6544.1%1.3%375.9341.2%0.8%

20Δ

Calls
Pseudo strike
376.14
IV
41.5%
B/E move
9.5%
Puts
Pseudo strike
321.76
IV
44.0%
B/E move
8.3%

25Δ

Calls
Pseudo strike
370.43
IV
41.8%
B/E move
8.2%
Puts
Pseudo strike
326.87
IV
43.9%
B/E move
7.2%

30Δ

Calls
Pseudo strike
365.74
IV
42.1%
B/E move
7.2%
Puts
Pseudo strike
331.71
IV
43.8%
B/E move
6.2%

35Δ

Calls
Pseudo strike
361.13
IV
42.3%
B/E move
6.3%
Puts
Pseudo strike
336.12
IV
43.4%
B/E move
5.3%

40Δ

Calls
Pseudo strike
356.88
IV
42.6%
B/E move
5.5%
Puts
Pseudo strike
340.48
IV
43.0%
B/E move
4.5%

45Δ

Calls
Pseudo strike
352.74
IV
43.0%
B/E move
4.8%
Puts
Pseudo strike
344.44
IV
42.0%
B/E move
3.9%

50Δ

Calls
Pseudo strike
348.65
IV
43.1%
B/E move
4.1%
Puts
Pseudo strike
348.40
IV
41.0%
B/E move
3.2%

55Δ

Calls
Pseudo strike
344.63
IV
42.7%
B/E move
3.5%
Puts
Pseudo strike
352.43
IV
40.7%
B/E move
2.7%

60Δ

Calls
Pseudo strike
340.60
IV
42.3%
B/E move
2.9%
Puts
Pseudo strike
356.50
IV
40.9%
B/E move
2.2%

65Δ

Calls
Pseudo strike
336.42
IV
42.2%
B/E move
2.5%
Puts
Pseudo strike
360.65
IV
41.1%
B/E move
1.8%

70Δ

Calls
Pseudo strike
332.21
IV
42.2%
B/E move
2.0%
Puts
Pseudo strike
365.29
IV
41.0%
B/E move
1.4%

75Δ

Calls
Pseudo strike
327.31
IV
42.8%
B/E move
1.6%
Puts
Pseudo strike
369.93
IV
41.0%
B/E move
1.1%

80Δ

Calls
Pseudo strike
321.65
IV
44.1%
B/E move
1.3%
Puts
Pseudo strike
375.93
IV
41.2%
B/E move
0.8%

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%