Net delta exposure for Lennox International Inc (LII) options was -$16.92M per 1% move at the Nov 4, 2026 close. It has been positive on 0 of the last 20 trading days. Four weeks earlier, on Oct 7, 2026, it was -$11.8M.
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Delta Exposure by Strike
Showing results for LII, 2026-11-20(m), calls & puts
Delta Exposure Stats
Showing results for LII, 2026-11-20(m), calls & puts
Net Delta Exposure by Expiration
Showing results for LII, 2026-11-20(m), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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LII Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is LII delta exposure positive or negative?
Lennox International net delta exposure was negative on Nov 4, 2026, at -$16.92M. It has been positive on 0 of the last 20 trading days.
How has LII delta exposure changed recently?
Lennox International net delta exposure went from -$11.8M on Oct 7, 2026 to -$16.92M on Nov 4, 2026. See the LII delta exposure history for a longer view.
What is Lennox International Inc?
Lennox manufactures and distributes heating, ventilating, air conditioning, and refrigeration products for the North American replacement (75% of sales) and new construction (25% of sales) markets.