Lennox International Inc.

NYSE: LII · Real-Time Price · USD
591.99
-7.17 (-1.20%)
At close: Aug 15, 2025, 3:59 PM
592.20
0.04%
After-hours: Aug 15, 2025, 06:54 PM EDT

LII Gamma Exposure By Expiry

The total Gamma Exposure (GEX) for LII across all expirations is -24.9 shares per 1% move, with 1,146.11 from calls and 1,171.01 from puts. The put-call GEX ratio of 1.02 indicates heavy put positioning, suggesting market makers may need to buy shares on declines (supportive) and sell on rallies (resistance). The highest gamma concentration is at the Sep 19, 25 expiration with -304 net GEX, which may act as a pivot point for price action. Near-term exposure for Sep 19, 25 suggests possible volatility from negative gamma effects.

LII GEX Table

Expiry Date Call GEX Put GEX Net GEX P/C GEX
Sep 19, 25 678.57 -982.57 -304 1.45
Oct 17, 25 0 0 0 n/a
Nov 21, 25 310.08 -58.13 251.95 0.19
Dec 19, 25 137.45 -121.91 15.54 0.89
Mar 20, 26 20.01 -8.4 11.61 0.42