ThetaOwl

LEN

Lennar CorporationConsumer Cyclical
$86.49
Neutral
Mkt Cap: $21.42B|Float: 211.3M|SI: 0.2%|DTC: 0.1
Data as of market close Apr 2, 2026
IV Rank
81
IV Pctl
67%
HV 20d
29.6%
52W Range
$83-$143
ATR(14)
$3.25
Exp. Move
±2.4%
P/C Ratio
1.07
Earnings
-
GEX Negative
DEX Long
Net Put Premium
IV High
Max Pain Above
Exp. Move Moderate

LEN Key Options Data

IV Rank
81%
Total GEX
$-0.00B
Total DEX
$2.8M
Max Pain
$94.00
Expected Move
±2.4%
Put/Call OI
1.07
Net Premium
$-2.0M
Spot Price
$86.49

Gamma Exposure (GEX)

Delta Exposure (DEX)

Expected Move by Expiration

ExpirationDTEExpected MoveMove %LowerUpper
2026-04-108±$2.05±2.4%$84.44$88.54
2026-04-1715±$2.83±3.3%$83.66$89.31
2026-04-2422±$3.80±4.4%$82.69$90.29
2026-05-0129±$4.70±5.4%$81.79$91.19
2026-05-0836±$7.35±8.5%$79.14$93.84
2026-05-1543±$10.90±12.6%$75.59$97.39

Explore LEN options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.