LNC Moves

Lincoln National Corp LNC 39.16 -2.44 -5.87%

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Expected move

November 05, 2026 close · $39.16

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$0.72	$38.44 – $39.88	$38.29 – $40.03	$37.62 – $40.70
2 sessions	±2.6% ±$1.00	$38.16 – $40.16	$37.95 – $40.37	$37.00 – $41.32
3 sessions	±3.2% ±$1.26	$37.90 – $40.42	$37.66 – $40.66	$36.47 – $41.85
1 week	±4.1% ±$1.60	$37.56 – $40.76	$37.20 – $41.12	$35.75 – $42.57
2 weeks	±5.7% ±$2.25	$36.91 – $41.41	$36.38 – $41.94	$34.36 – $43.96
3 weeks	±6.8% ±$2.66	$36.50 – $41.82	$35.86 – $42.46	$33.55 – $44.77
1 month	±7.8% ±$3.03	$36.13 – $42.19	$35.37 – $42.95	$32.72 – $45.60

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±7.28%

Average actual move

3.14%

Beyond the implied move

0 / 2

Median IV change

-17.12%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±6.91%	-4.47%	0.65×	—
May 08, 2025	±7.65%	-1.82%	0.24×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →