This page reflects LNC options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Published Snapshot
Jul 2, 2026 close
LNC Options Chain
Data as of market close Jul 2, 2026
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Control Row
Next expiry (DTE 15)
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
17.50
17.78
15.90
18.20
0.00
0
0
0.0%
1.000
0.0000
-0.002
0.000
0.007
27.50
8.96
8.50
10.50
0.00
1
1
159.8%
0.867
0.0186
-0.092
0.016
0.008
30.00
7.26
6.00
8.00
0.00
3
54
127.0%
0.835
0.0270
-0.084
0.018
0.009
32.50
4.30
3.40
5.50
0.02
20
461
95.2%
0.787
0.0421
-0.074
0.021
0.009
35.00
2.15
2.05
2.40
0.45
30
1,209
38.8%
0.786
0.1038
-0.032
0.021
0.010
37.50
0.60
0.55
0.70
0.15
46
882
30.9%
0.435
0.1760
-0.033
0.029
0.006
40.00
0.07
0.05
0.20
-0.06
61
2,517
35.7%
0.146
0.0883
-0.022
0.017
0.002
42.50
0.05
0.00
0.15
-0.02
60
387
49.4%
0.086
0.0438
-0.020
0.011
0.001
45.00
0.20
0.00
0.55
0.00
5
232
74.0%
0.103
0.0334
-0.035
0.013
0.001
47.50
0.05
0.00
0.10
0.00
2
144
62.9%
0.025
0.0130
-0.010
0.004
0.000
50.00
0.04
0.00
0.05
0.00
4
597
66.4%
0.013
0.0068
-0.006
0.002
0.000
52.50
0.32
0.00
0.30
0.00
2
7
99.6%
0.046
0.0133
-0.025
0.007
0.001
55.00
0.10
0.00
0.55
0.00
3
529
123.8%
0.066
0.0143
-0.041
0.009
0.001
60.00
0.05
0.00
0.55
0.00
0
0
143.8%
0.058
0.0112
-0.043
0.008
0.001
Puts
Strike
Last
Bid
Ask
Chg
Vol
OI
IV
Delta
Gamma
Theta
Vega
Rho
17.50
0.25
0.00
0.05
0.00
0
1
156.3%
-0.005
0.0012
-0.005
0.001
-0.000
20.00
0.02
0.00
0.05
0.00
1
2
131.3%
-0.006
0.0017
-0.006
0.001
-0.000
22.50
0.45
0.00
0.00
0.00
6
0
50.0%
0.000
0.0000
0.000
0.000
0.000
25.00
0.05
0.00
0.05
0.00
2
33
87.5%
-0.009
0.0037
-0.005
0.002
-0.000
27.50
0.02
0.00
0.05
0.00
7
141
68.0%
-0.010
0.0056
-0.005
0.002
-0.000
30.00
0.05
0.00
0.10
0.00
27
752
56.3%
-0.024
0.0140
-0.008
0.004
-0.000
32.50
0.15
0.10
0.15
-0.01
1
931
48.6%
-0.077
0.0409
-0.018
0.010
-0.001
35.00
0.50
0.35
0.50
-0.15
20
1,507
43.1%
-0.236
0.0985
-0.033
0.022
-0.004
37.50
2.00
1.20
2.20
0.00
50
640
64.5%
-0.512
0.0854
-0.064
0.029
-0.008
40.00
4.11
3.00
4.60
0.00
7
55
62.5%
-0.713
0.0752
-0.052
0.025
-0.012
42.50
5.48
5.30
7.50
0.00
2
25
88.7%
-0.759
0.0485
-0.068
0.023
-0.013
45.00
8.50
7.80
9.90
0.00
10
79
105.6%
-0.798
0.0368
-0.072
0.020
-0.015
47.50
13.57
12.00
14.20
0.00
2
13
194.1%
-0.678
0.0255
-0.176
0.026
-0.015
How to Read the Chain
Use this market-close chain snapshot to compare liquidity, pricing, IV, and per-contract greeks across the active expiration.
How to scan it
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
What matters first
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
What can mislead you
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.
Greeks are close-of-day estimates, and blank greek cells usually mean usable implied volatility was unavailable for that contract.