SYLVANIA, Ohio—No one was more surprised to find Eunjung Yi leading the Jamie Farr Owens Corning Classic through three rounds than, well, Eunjung Yi.

“I’m the leader?” she repeated, incredulous, when asked how it felt to be leading the pack. “Really? I didn’t know that. By four strokes?”

She was apparently so into just taking care of the shot in front of her, it never dawned on Yi that she was running away with the Farr.

She recorded eight birdies and an eagle in a 10-under 61 to build a four-shot lead Saturday over Song-Hee Kim (64) and Morgan Pressel (67)....

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