Lennox International Inc. (LII)
NYSE: LII
· Real-Time Price · USD
521.80
5.62 (1.09%)
At close: Sep 26, 2025, 3:59 PM
520.91
-0.17%
After-hours: Sep 26, 2025, 07:26 PM EDT
LII Delta Exposure By Expiry
The total Delta Exposure (DEX) for LII across all expirations shows -337,755.9 net shares that market makers must hedge, with 65,077.25 from calls and 402,833.15 from puts. The put-call delta ratio of 6.19 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
LII DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 17, 25 | 5,731.77 | -41,248.1 | -35,516.33 | 7.20 |
| Nov 21, 25 | 23,894.3 | -16,383.71 | 7,510.59 | 0.69 |
| Dec 19, 25 | 27,820.82 | -340,187.99 | -312,367.17 | 12.23 |
| Mar 20, 26 | 7,630.36 | -5,013.35 | 2,617.01 | 0.66 |