Data through close

LNC max pain, gamma exposure (GEX) & options open interest

As of close · rank #844 by open interest · snapshot page

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LNC's nearest-expiration max pain is 40.00 for 2026-10-16, its GEX flip is 40.18, net GEX is 34,460, its put/call open-interest ratio is 1.46. These are whole-chain derived aggregates as of Oct 2, 2026 close.

Close
40.30
prev 39.73
Gamma max
46.31
+14.9% from close
Delta neutral
40.91
+1.5% from close
Gamma neutral
40.18
-0.3% from close
Open interest
65,421
+0.4% vs prev
Contracts listed
206
123 calls · 109 puts

Whole-chain analytics

Derived after the close from the same dated options chain. Signed gamma exposure uses calls positive and puts negative; it is a model convention, not observed dealer inventory.

Nearest max pain
40.00
-0.7% from close
2026-10-16
GEX flip
40.18
-0.3% from close
Net GEX
34,460
52,674 per 100k OI
Call wall
40.00
-0.7% from close
Put wall
42.50
+5.5% from close
Put/call OI
1.46
38,843 puts / 26,578 calls

Advanced options analysis

Complete derived analysis from the dated chain, normalized where possible for comparison across tickers. Catalyst intensity measures unusual pricing and activity; it does not identify an event, predict direction, or establish that an investment is attractive.

Catalyst intensity
–
cross-sectional score / 100
Directional score
–
IV rank
32.3
within trailing 52-week range
Front / back ATM IV
+34.4% / +36.1%
-1.7 pp front premium
Expected move
+6.7%
14 DTE · one standard deviation
ATM straddle / spot
+5.2%
front-window midpoint premium
25Δ risk reversal
-160.1 pp
put IV minus call IV
IV butterfly
-0.4 pp
front-window smile convexity
Volume / open interest
0.01
491 contracts traded
Normalized net delta
-0.016
option-holder convention
Modeled dealer delta
0.015
opposite-side scenario
Vanna / 100k OI
5,342
volatility-sensitive delta
Charm / 100k OI
138,744
time-decay-sensitive delta
IV surface range
195.5 pp
published contour maximum minus minimum

Download the complete dated analysis JSON .

LNC closed 14.9% below its gamma max of 46.31. It is 1.5% below the delta neutral price of 40.91. Total open interest is 65,421, +0.4% versus the previous session. What gamma max means · What delta neutral means

History

Full history since 2020: drag to pan, scroll to zoom, hover for values. Open full-screen chart

Analysis visualizations

Derived from the 2026-10-02 options chain. Select an analysis to explore its chart.

Gamma walls

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In today's screens

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Neighbours by open interest

← PBF (#843) ENB (#845) →

Questions people ask about LNC

Where is LNC's gamma max today?

As of Oct 2, 2026, the gamma max for LNC is 46.31, +14.9% from the 40.30 close. Gamma max is the underlying price at which the summed gamma of every open contract is largest; how it is computed and why it matters.

Is LNC above or below its delta neutral price?

LNC closed below delta neutral: 40.30 against a delta neutral price of 40.91. The delta neutral price is where the summed delta of the whole chain is zero; the definition.

How much open interest does LNC have?

65,421 contracts of open interest across 206 listed contracts on Oct 2, 2026, +0.4% versus the previous session. What open interest measures.

Levels are recomputed after every trading day from licensed end-of-day options data; only derived aggregates are published. Methodology · Data and licence · Not investment advice.