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Lincoln National Corp. LNC

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Market datapartial · fetched 2026-10-22T23:30:13.275Z

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 · 2026-10-22T23:02:54.46224Z

FundamentalsAlpha Vantage · unavailable

Share price$40.31
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 Corp. options

Live interpolated LNC call and put midpoint premiums by absolute delta.Lincoln National Corp.$0.33$1.86$3.39$4.92$6.45$35.28$38.20$41.12$44.04$46.9620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LNC spot · $40.31LNC PRICE$0.50$0.69$0.89$1.09$1.38$1.71$2.04$2.37$2.89$3.45$4.01$4.94$6.01$0.52$0.68$0.86$1.04$1.22$1.42$1.68$1.93$2.19$2.44$2.70$3.08$3.45
PutsFair0.98×
CallsExpensive1.53×
SkewBullish-15.14 pp
Implied moveBullish±$3.72
TiltBullish15.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ44.8440.5%12.5%37.0138.8%9.5%
25Δ44.1341.4%11.2%37.8237.2%7.8%
30Δ43.4242.3%9.9%38.4136.5%6.8%
35Δ42.7143.1%8.7%38.9935.8%5.8%
40Δ42.0444.4%7.7%39.5735.1%4.8%
45Δ41.4045.8%6.9%40.1334.4%4.0%
50Δ40.7647.2%6.2%40.6033.7%3.4%
55Δ40.1148.6%5.4%41.0833.1%2.9%
60Δ39.3350.6%4.7%41.5532.4%2.3%
65Δ38.5252.6%4.1%42.0231.7%1.8%
70Δ37.7154.7%3.5%42.5031.1%1.3%
75Δ36.5658.8%3.0%43.0029.4%1.0%
80Δ35.2963.6%2.4%43.4927.6%0.7%

20Δ

Calls
Pseudo strike
44.84
IV
40.5%
B/E move
12.5%
Puts
Pseudo strike
37.01
IV
38.8%
B/E move
9.5%

25Δ

Calls
Pseudo strike
44.13
IV
41.4%
B/E move
11.2%
Puts
Pseudo strike
37.82
IV
37.2%
B/E move
7.8%

30Δ

Calls
Pseudo strike
43.42
IV
42.3%
B/E move
9.9%
Puts
Pseudo strike
38.41
IV
36.5%
B/E move
6.8%

35Δ

Calls
Pseudo strike
42.71
IV
43.1%
B/E move
8.7%
Puts
Pseudo strike
38.99
IV
35.8%
B/E move
5.8%

40Δ

Calls
Pseudo strike
42.04
IV
44.4%
B/E move
7.7%
Puts
Pseudo strike
39.57
IV
35.1%
B/E move
4.8%

45Δ

Calls
Pseudo strike
41.40
IV
45.8%
B/E move
6.9%
Puts
Pseudo strike
40.13
IV
34.4%
B/E move
4.0%

50Δ

Calls
Pseudo strike
40.76
IV
47.2%
B/E move
6.2%
Puts
Pseudo strike
40.60
IV
33.7%
B/E move
3.4%

55Δ

Calls
Pseudo strike
40.11
IV
48.6%
B/E move
5.4%
Puts
Pseudo strike
41.08
IV
33.1%
B/E move
2.9%

60Δ

Calls
Pseudo strike
39.33
IV
50.6%
B/E move
4.7%
Puts
Pseudo strike
41.55
IV
32.4%
B/E move
2.3%

65Δ

Calls
Pseudo strike
38.52
IV
52.6%
B/E move
4.1%
Puts
Pseudo strike
42.02
IV
31.7%
B/E move
1.8%

70Δ

Calls
Pseudo strike
37.71
IV
54.7%
B/E move
3.5%
Puts
Pseudo strike
42.50
IV
31.1%
B/E move
1.3%

75Δ

Calls
Pseudo strike
36.56
IV
58.8%
B/E move
3.0%
Puts
Pseudo strike
43.00
IV
29.4%
B/E move
1.0%

80Δ

Calls
Pseudo strike
35.29
IV
63.6%
B/E move
2.4%
Puts
Pseudo strike
43.49
IV
27.6%
B/E move
0.7%

Options history

No recorded observations