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Lear Corporation LEA 110.28 -3.82 -3.35%

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ATM IV
0.345
Put Call Ratio (OI)
0.708
Put Call Ratio (Vol)
0.63
IV Rank
42.5
IV Percentile
51
Max pain
120

Gamma exposure (2026-11-06)

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}
14.0
223.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-109.9
109.9
View values by strike
LEA · Gamma exposure · 2026-11-06. USD of exposure per 1% underlying move.
StrikeCallsPuts
60.00 0 -425
65.00 0 -627
70.00 0 -789
80.00 0 -641
85.00 355 -590
90.00 0 -2.33 K
95.00 139 -1.28 K
100.00 491 -23.9 K
105.00 396 -18.9 K
110.00 1.56 K -12 K
115.00 2.57 K -19.4 K
120.00 14.5 K -1.76 K
125.00 4.6 K -8 K
130.00 13 K -1.36 K
135.00 7.59 K 0
140.00 1.98 K 0
145.00 1.22 K 0
150.00 1.07 K 0
155.00 1.59 K 0
160.00 11.2 K 0
165.00 411 0
170.00 167 0
175.00 190 0
180.00 213 0
185.00 66.3 0
190.00 324 0
195.00 554 0
200.00 417 0
210.00 124 0