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Lincoln National Corporation LNC

FINANCIAL SERVICES · INSURANCE - LIFE
i

Market dataready · fetched 2026-10-22T21:06:43.603Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:52:08.423288854Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T21:06:42.233486+00:00

Share price$41.19
1D+2.0%
AH$39.89$40.24$40.59$40.94$41.295:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLNC
Sold putSold callAH

Lincoln National Corporation options

Live interpolated LNC call and put midpoint premiums by absolute delta.Lincoln National Corporation$0.23$2.08$3.92$5.77$7.61$34.80$37.72$40.64$43.57$46.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNC spot · $41.19LNC PRICE$0.43$0.60$0.77$0.95$1.12$1.38$1.65$1.92$2.20$2.49$2.92$3.34$3.76$0.60$0.82$1.04$1.26$1.55$1.90$2.24$2.59$3.14$3.78$4.43$5.62$7.08
PutsExpensive1.39×
CallsExpensive1.13×
SkewBearish+9.42 pp
Implied moveBearish±$3.89
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ45.1435.0%10.7%37.5743.1%10.2%
25Δ44.4635.1%9.4%38.2842.9%9.0%
30Δ43.8535.2%8.3%38.9942.8%7.9%
35Δ43.2335.4%7.2%39.7142.6%6.7%
40Δ42.6135.6%6.2%40.3842.7%5.7%
45Δ42.0635.9%5.4%41.0243.1%5.0%
50Δ41.5236.2%4.8%41.6643.4%4.3%
55Δ40.9836.5%4.2%42.2943.7%3.6%
60Δ40.4536.8%3.5%43.0744.8%3.0%
65Δ39.9037.0%2.9%43.9246.2%2.5%
70Δ39.2936.6%2.5%44.7747.6%2.1%
75Δ38.6836.2%2.0%46.1351.1%1.6%
80Δ38.0735.8%1.5%47.7555.5%1.3%

20Δ

Calls
Pseudo strike
45.14
IV
35.0%
B/E move
10.7%
Puts
Pseudo strike
37.57
IV
43.1%
B/E move
10.2%

25Δ

Calls
Pseudo strike
44.46
IV
35.1%
B/E move
9.4%
Puts
Pseudo strike
38.28
IV
42.9%
B/E move
9.0%

30Δ

Calls
Pseudo strike
43.85
IV
35.2%
B/E move
8.3%
Puts
Pseudo strike
38.99
IV
42.8%
B/E move
7.9%

35Δ

Calls
Pseudo strike
43.23
IV
35.4%
B/E move
7.2%
Puts
Pseudo strike
39.71
IV
42.6%
B/E move
6.7%

40Δ

Calls
Pseudo strike
42.61
IV
35.6%
B/E move
6.2%
Puts
Pseudo strike
40.38
IV
42.7%
B/E move
5.7%

45Δ

Calls
Pseudo strike
42.06
IV
35.9%
B/E move
5.4%
Puts
Pseudo strike
41.02
IV
43.1%
B/E move
5.0%

50Δ

Calls
Pseudo strike
41.52
IV
36.2%
B/E move
4.8%
Puts
Pseudo strike
41.66
IV
43.4%
B/E move
4.3%

55Δ

Calls
Pseudo strike
40.98
IV
36.5%
B/E move
4.2%
Puts
Pseudo strike
42.29
IV
43.7%
B/E move
3.6%

60Δ

Calls
Pseudo strike
40.45
IV
36.8%
B/E move
3.5%
Puts
Pseudo strike
43.07
IV
44.8%
B/E move
3.0%

65Δ

Calls
Pseudo strike
39.90
IV
37.0%
B/E move
2.9%
Puts
Pseudo strike
43.92
IV
46.2%
B/E move
2.5%

70Δ

Calls
Pseudo strike
39.29
IV
36.6%
B/E move
2.5%
Puts
Pseudo strike
44.77
IV
47.6%
B/E move
2.1%

75Δ

Calls
Pseudo strike
38.68
IV
36.2%
B/E move
2.0%
Puts
Pseudo strike
46.13
IV
51.1%
B/E move
1.6%

80Δ

Calls
Pseudo strike
38.07
IV
35.8%
B/E move
1.5%
Puts
Pseudo strike
47.75
IV
55.5%
B/E move
1.3%

Options history

No recorded observations