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Lear Corporation LEA 114.1 -4.6 -3.88%

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ATM IV
0.363
Put Call Ratio (OI)
0.59
Put Call Ratio (Vol)
0.417
IV Rank
48.3
IV Percentile
64.8
Max pain
120

Gamma exposure (2026-11-05)

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}
15.0
224.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-106.0
106.0
View values by strike
LEA · Gamma exposure · 2026-11-05. USD of exposure per 1% underlying move.
StrikeCallsPuts
60.00 0 -401
65.00 0 -597
70.00 0 -647
80.00 0 -571
85.00 314 -525
90.00 0 -1.08 K
95.00 128 -999
100.00 474 -9.39 K
105.00 315 -12.8 K
110.00 1.59 K -6.74 K
115.00 3.12 K -19.9 K
120.00 17.7 K -5.73 K
125.00 6.29 K -11.4 K
130.00 19.6 K -3.12 K
135.00 12.4 K 0
140.00 2.59 K 0
145.00 1.49 K 0
150.00 1.28 K 0
155.00 1.88 K 0
160.00 13 K 0
165.00 472 0
170.00 190 0
175.00 215 0
180.00 240 0
185.00 74.2 0
190.00 361 0
195.00 613 0
200.00 460 0
210.00 136 0