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Lear Corporation LEA 120.22 -0.42 -0.35%

LEA Gamma Exposure (GEX)

LEA (Lear Corporation): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

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ATM IV
0.293
Put Call Ratio (OI)
0.483
Put Call Ratio (Vol)
0.923
IV Rank
25.8
IV Percentile
11.6
Max Pain
125

Gamma exposure (2026-09-21)

GEX estimates dealer hedging flow at each strike.

Positive GEX = dealers are long gamma; they buy the dip and sell the rip, dampening volatility. Negative GEX = dealers are short gamma; they sell the dip and buy the rip, amplifying volatility.

DTE \text{DTE}
25.0
179.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-99.8
99.8
View values by strike
LEA · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
60.00 0 -367
65.00 0 -63.6
70.00 0 -78
80.00 0 -104
85.00 276 -105
90.00 0 -250
95.00 106 -841
100.00 126 -4.4 K
105.00 183 -3.56 K
110.00 235 -5.23 K
115.00 0 -8.96 K
120.00 6.41 K -6.15 K
125.00 5.93 K -11.8 K
130.00 13.3 K -4.9 K
135.00 6.55 K -273
140.00 5.59 K 0
145.00 2.12 K 0
150.00 1.87 K 0
155.00 3.18 K 0
160.00 15 K 0
165.00 598 0
170.00 177 0
175.00 210 0
180.00 294 0
185.00 88.7 0
190.00 429 0
195.00 722 0
200.00 538 0
210.00 158 0