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Lennox International Inc LII 363.64 4.41 1.23%

LII Gamma Exposure (GEX)

LII (Lennox International Inc): See how call and put gamma exposure is distributed across option strikes. Free delayed preview.

Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
ATM IV
0.36
Put Call Ratio (OI)
1.45
Put Call Ratio (Vol)
1.42
IV Rank
29.3
IV Percentile
48.6
Max Pain
390

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
242.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-496.4
496.4
View values by strike
LII · Gamma exposure · 2026-09-21. USD of exposure per 1% underlying move.
StrikeCallsPuts
230.00 0 -316
240.00 1.07 K -126
250.00 0 -304
260.00 626 -8.05 K
270.00 0 -218
280.00 550 -837
290.00 0 -327
300.00 1.61 K -1.89 K
310.00 479 -2.23 K
320.00 1.48 K -6.5 K
330.00 5.63 K -12.5 K
340.00 16.9 K -44.8 K
350.00 0 -54.9 K
360.00 6.61 K -175 K
370.00 6.14 K -163 K
380.00 13.6 K -71.5 K
390.00 24.8 K -30.6 K
400.00 28.1 K -48 K
410.00 7.22 K -30.8 K
420.00 76.6 K -13.7 K
430.00 10.1 K -2.36 K
440.00 11.4 K -2.17 K
450.00 12.5 K -980
460.00 10.2 K -7.72 K
470.00 1.72 K 0
480.00 4.88 K -3.34 K
490.00 3.47 K -644
500.00 16.9 K -44.4 K
510.00 1.31 K 0
520.00 1.58 K 0
530.00 4.55 K -615
540.00 1.35 K -5.56 K
550.00 1.84 K 0
560.00 371 0
570.00 620 0
580.00 602 0
600.00 5.39 K 0
610.00 252 0
620.00 528 0
630.00 88.8 0
640.00 483 0
650.00 996 0
660.00 373 0
680.00 1.45 K 0
700.00 962 0
720.00 822 0
740.00 201 0
800.00 115 0