LNC · Expected Move

Lincoln National Corp.

The expected move for LNC is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

LNC straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current LNC Expected Move
30-Day Straddle
$3.65
7-Day Straddle
$3.65
30-Day ATM IV
39.4%
IV Rank
87%
Implied one-standard-deviation move through the next 30 days. Compare to LNC's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
LNC Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261019 $3.65 $3.65 39.4% 87%
20261016 $3.65 $0.33 37.5% 72%
20261015 $3.92 $0.92 — —
20261014 $3.90 $0.88 38.2% 78%
20261013 $3.97 $1.27 37.4% 72%
20261012 $3.85 $1.40 36.1% 61%
20261009 $4.10 $1.48 37.1% 70%
20261008 $4.20 $1.68 36.3% 63%
20261007 $4.22 $2.20 37.0% 68%
20261006 $4.28 $1.88 35.5% 57%
20261005 $4.28 $2.23 36.3% 63%
20261002 $2.10 $2.10 35.4% 56%
20261001 $2.33 $2.33 35.6% 58%
20260930 $2.33 $2.33 35.4% 56%
20260929 $2.45 $2.45 35.1% 54%
20260928 $2.60 $2.60 35.9% 60%
20260925 $2.75 $2.75 36.3% 60%
20260924 $3.00 $3.00 34.2% 42%
20260923 $3.00 $3.00 34.9% 47%
20260922 $2.98 $2.98 34.3% 42%
20260921 $2.92 $2.92 33.7% 38%
20260918 $3.17 $0.33 33.8% 39%
20260917 $3.25 $0.65 34.1% 42%
20260916 $3.40 $1.10 35.2% 47%
20260915 $3.58 $1.53 35.1% 46%
20260914 $3.65 $1.88 33.6% 36%
20260911 $3.85 $1.93 32.8% 31%
20260910 $3.72 $1.92 33.2% 34%
20260909 $3.85 $2.00 33.1% 33%
20260908 $3.70 $2.12 32.4% 29%
20260904 $3.72 $2.05 30.2% 14%
20260903 $3.95 $2.12 30.6% 17%
20260902 $2.08 $2.08 29.5% 9%
20260901 $2.17 $2.17 30.2% 13%
20260831 $2.33 $2.33 31.5% 22%
20260828 $2.65 $2.65 30.3% 14%
20260827 $2.80 $2.80 30.4% 15%
20260826 $2.72 $2.72 30.9% 17%
20260825 $2.60 $2.60 30.6% 16%
20260824 $2.60 $2.60 30.5% 15%
20260821 $2.95 $0.53 31.9% 23%
20260820 $2.90 $0.93 31.0% 18%
20260819 $3.15 $1.20 31.3% 16%
20260818 $3.33 $1.05 31.7% 17%
20260817 $3.35 $1.20 31.5% 16%
20260814 $3.35 $1.43 28.9% 4%
20260813 $3.17 $1.57 28.1% 0%
20260812 $3.25 $1.90 29.2% 0%
20260811 $3.67 $2.20 32.7% 10%
20260810 $3.70 $2.23 30.8% 0%
20260807 — — 30.9% 0%
20260806 $4.17 $2.52 32.9% 10%
20260805 $2.55 $2.55 31.7% 3%
20260804 $2.73 $2.73 32.8% 9%
20260803 $2.82 $2.82 32.4% 7%
20260731 $2.92 $2.92 32.1% 5%
20260730 $3.47 $3.47 33.7% 14%
20260729 $3.78 $3.78 41.1% 55%
20260728 $3.62 $3.62 39.3% 44%
20260727 $3.72 $3.72 39.8% 47%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.