Lennox International Inc. (LII)
NYSE: LII
· Real-Time Price · USD
578.30
16.93 (3.02%)
At close: Sep 05, 2025, 3:59 PM
578.00
-0.05%
After-hours: Sep 05, 2025, 06:11 PM EDT
LII Delta Exposure By Expiry
The total Delta Exposure (DEX) for LII across all expirations shows -441,319.34 net shares that market makers must hedge, with 106,349.61 from calls and 547,668.95 from puts. The put-call delta ratio of 5.15 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 |
|---|---|---|---|---|
| Sep 19, 25 | 46,419.73 | -112,953.49 | -66,533.76 | 2.43 |
| Oct 17, 25 | 3,103.25 | -5,302.98 | -2,199.73 | 1.71 |
| Nov 21, 25 | 29,531.43 | -8,133.28 | 21,398.15 | 0.28 |
| Dec 19, 25 | 23,297.74 | -416,970.46 | -393,672.72 | 17.90 |
| Mar 20, 26 | 3,997.46 | -4,308.74 | -311.28 | 1.08 |