Lennox International (LII) Options Chain
NYSE: LIIIndustrialsIndustrial Machinery/ComponentsUSD
At close: Oct 9, 4:00 PM ET · Delayed 15 min
Expiration date
- Expiration
- Mar 19, 2027
- Days to expiration
- 158
- Share price
- $356.44
- Put/call ratio (OI)
- 0.13
- Put/call ratio (volume)
- 0.73
- Expected move
- ±$0.9146
- Open interest (C / P)
- 8 / 1
LII options summary
The LII options chain for the March 19, 2027 expiration lists 32 call and 21 put contracts, with 158 days until expiration. Open interest stands at 8 calls and 1 puts, a put/call ratio of 0.13, which is tilted bullish, with calls outnumbering puts. At-the-money implied volatility near the $360.00 strike is 0.4%, which implies the market expects a move of about ±$0.9146 (0.3%) in Lennox International stock by expiration.
The most open interest sits at the $520.00 call (3 contracts) and the $330.00 put (1 contracts).
Summary generated from market data by MetaCap's automated system. Methodology
LII options chain · March 19, 2027
| Calls | Puts | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|
| Last | Bid | Ask | Strike | Bid | Ask | Last | |||||
| 129.00 | 0.00 | 0.00 | 240.00 | — | — | — | |||||
| 114.50 | 0.00 | 0.00 | 260.00 | — | — | — | |||||
| — | — | — | 280.00 | 0.00 | 0.00 | 7.39 | |||||
| — | — | — | 290.00 | 0.00 | 0.00 | 7.53 | |||||
| 85.25 | 0.00 | 0.00 | 300.00 | 0.00 | 0.00 | 13.25 | |||||
| 77.52 | 0.00 | 0.00 | 310.00 | 0.00 | 0.00 | 9.30 | |||||
| — | — | — | 320.00 | 0.00 | 0.00 | 16.00 | |||||
| 62.40 | 0.00 | 0.00 | 330.00 | 11.50 | 18.90 | 12.00 | |||||
| 51.50 | 0.00 | 0.00 | 340.00 | 0.00 | 0.00 | 20.50 | |||||
| 56.00 | 0.00 | 0.00 | 350.00 | 0.00 | 0.00 | 26.32 | |||||
| 57.42 | 0.00 | 0.00 | 360.00 | 0.00 | 0.00 | 35.70 | |||||
| 51.82 | 0.00 | 0.00 | 370.00 | 0.00 | 0.00 | 41.00 | |||||
| 30.81 | 0.00 | 0.00 | 380.00 | 0.00 | 0.00 | 40.25 | |||||
| — | — | — | 390.00 | 0.00 | 0.00 | 45.57 | |||||
| 19.00 | 0.00 | 0.00 | 400.00 | 0.00 | 0.00 | 54.00 | |||||
| — | — | — | 410.00 | 0.00 | 0.00 | 48.53 | |||||
| 13.99 | 0.00 | 0.00 | 420.00 | 0.00 | 0.00 | 55.22 | |||||
| 11.85 | 0.00 | 0.00 | 430.00 | — | — | — | |||||
| 15.45 | 0.00 | 0.00 | 440.00 | 0.00 | 0.00 | 70.57 | |||||
| 9.59 | 0.00 | 0.00 | 450.00 | — | — | — | |||||
| 8.20 | 0.00 | 0.00 | 460.00 | 0.00 | 0.00 | 100.15 | |||||
| 6.32 | 0.00 | 0.00 | 470.00 | — | — | — | |||||
| 9.44 | 0.00 | 0.00 | 480.00 | 0.00 | 0.00 | 123.40 | |||||
| 37.10 | 0.00 | 0.00 | 490.00 | — | — | — | |||||
| 5.00 | 0.00 | 0.00 | 500.00 | 0.00 | 0.00 | 131.61 | |||||
| 23.58 | 4.60 | 12.00 | 520.00 | — | — | — | |||||
| 2.50 | 0.00 | 0.00 | 530.00 | 0.00 | 0.00 | 153.18 | |||||
| 2.20 | 0.00 | 0.00 | 540.00 | — | — | — | |||||
| 1.90 | 0.00 | 0.00 | 550.00 | — | — | — | |||||
| 6.81 | 0.00 | 0.00 | 560.00 | — | — | — | |||||
| 5.80 | 0.00 | 0.00 | 570.00 | — | — | — | |||||
| — | — | — | 580.00 | 0.00 | 0.00 | 174.30 | |||||
| 10.95 | 0.00 | 0.00 | 590.00 | — | — | — | |||||
| 11.63 | 0.10 | 6.70 | 600.00 | — | — | — | |||||
| 13.50 | 0.05 | 5.90 | 620.00 | — | — | — | |||||
| 2.60 | 0.00 | 0.00 | 640.00 | — | — | — | |||||
| 28.15 | 0.05 | 6.30 | 660.00 | — | — | — | |||||
| 7.50 | 0.00 | 4.20 | 680.00 | — | — | — | |||||
In-the-money callsIn-the-money puts. IV = implied volatility, OI = open interest (contracts). Each contract covers 100 shares. Quotes delayed at least 15 minutes.
Frequently asked questions
What is the LII put/call ratio?
For the March 19, 2027 expiration, the LII put/call ratio based on open interest is 0.13 (1 puts vs 8 calls), and 0.73 based on today's volume. A ratio above 1 means more puts than calls.
What is LII's implied volatility?
At-the-money implied volatility for LII options expiring March 19, 2027 is about 0.4%, an annualized estimate of how much the market expects Lennox International stock to move.
How many LII option expiration dates are there?
LII has 5 listed expiration dates, from Oct 16, 2026 to May 21, 2027.
What does "in the money" mean?
A call is in the money when the strike price is below the current share price; a put is in the money when the strike is above it. In-the-money contracts have intrinsic value and are shaded in the table.