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Lincoln National Corp. LNC

i

Market dataready · fetched 2026-11-12T03:14:08.881Z

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: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.001913424Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T03:14:08.345265+00:00

Share price$42.56
1D-1.0%
AH$42.32$42.50$42.69$42.87$43.065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLNC
Sold putSold callAH

Lincoln National Corp. options

Live interpolated LNC call and put midpoint premiums by absolute delta.Lincoln National Corp.$0.20$0.94$1.68$2.43$3.17$36.01$38.88$41.74$44.61$47.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNC spot · $42.56LNC PRICE$0.28$0.39$0.50$0.61$0.72$0.83$0.94$1.16$1.52$1.88$2.24$2.60$2.96$0.33$0.44$0.55$0.66$0.77$0.88$1.03$1.21$1.39$1.56$1.74$1.92$2.10
PutsCheap0.43×
CallsCheap0.66×
SkewBullish-2.88 pp
Implied moveBearish±$1.96
TiltBullish6.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.6933.6%5.7%40.3041.5%6.1%
25Δ44.3633.9%5.1%40.7140.6%5.4%
30Δ44.0234.2%4.6%41.1139.7%4.7%
35Δ43.6934.5%4.1%41.5138.8%4.0%
40Δ43.3634.8%3.6%41.9237.9%3.3%
45Δ43.0235.2%3.0%42.3237.0%2.6%
50Δ42.6935.5%2.5%42.6635.9%2.2%
55Δ42.3036.7%2.1%42.9534.8%1.9%
60Δ41.8539.2%1.9%43.2433.6%1.7%
65Δ41.3941.7%1.7%43.5332.4%1.4%
70Δ40.9344.2%1.4%43.8231.2%1.1%
75Δ40.4846.8%1.2%44.1130.0%0.9%
80Δ40.0249.3%1.0%44.4028.8%0.6%

20Δ

Calls
Pseudo strike
44.69
IV
33.6%
B/E move
5.7%
Puts
Pseudo strike
40.30
IV
41.5%
B/E move
6.1%

25Δ

Calls
Pseudo strike
44.36
IV
33.9%
B/E move
5.1%
Puts
Pseudo strike
40.71
IV
40.6%
B/E move
5.4%

30Δ

Calls
Pseudo strike
44.02
IV
34.2%
B/E move
4.6%
Puts
Pseudo strike
41.11
IV
39.7%
B/E move
4.7%

35Δ

Calls
Pseudo strike
43.69
IV
34.5%
B/E move
4.1%
Puts
Pseudo strike
41.51
IV
38.8%
B/E move
4.0%

40Δ

Calls
Pseudo strike
43.36
IV
34.8%
B/E move
3.6%
Puts
Pseudo strike
41.92
IV
37.9%
B/E move
3.3%

45Δ

Calls
Pseudo strike
43.02
IV
35.2%
B/E move
3.0%
Puts
Pseudo strike
42.32
IV
37.0%
B/E move
2.6%

50Δ

Calls
Pseudo strike
42.69
IV
35.5%
B/E move
2.5%
Puts
Pseudo strike
42.66
IV
35.9%
B/E move
2.2%

55Δ

Calls
Pseudo strike
42.30
IV
36.7%
B/E move
2.1%
Puts
Pseudo strike
42.95
IV
34.8%
B/E move
1.9%

60Δ

Calls
Pseudo strike
41.85
IV
39.2%
B/E move
1.9%
Puts
Pseudo strike
43.24
IV
33.6%
B/E move
1.7%

65Δ

Calls
Pseudo strike
41.39
IV
41.7%
B/E move
1.7%
Puts
Pseudo strike
43.53
IV
32.4%
B/E move
1.4%

70Δ

Calls
Pseudo strike
40.93
IV
44.2%
B/E move
1.4%
Puts
Pseudo strike
43.82
IV
31.2%
B/E move
1.1%

75Δ

Calls
Pseudo strike
40.48
IV
46.8%
B/E move
1.2%
Puts
Pseudo strike
44.11
IV
30.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
40.02
IV
49.3%
B/E move
1.0%
Puts
Pseudo strike
44.40
IV
28.8%
B/E move
0.6%

Options history

IV · four-Friday blend38.45%
Daily EOD
LNC35.3%37.0%38.7%2026-10-19: 36.08%2026-10-20: 35.66%2026-10-21: 35.54%2026-10-22: 36.01%2026-10-23: 35.88%2026-10-26: 36.46%2026-10-27: 36.36%2026-10-28: 36.16%2026-10-29: 35.78%2026-10-30: 38.45%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
36.08%
35.66%
35.54%
36.01%
35.88%
36.46%
36.36%
36.16%
35.78%
38.45%