LendingClub Corporation (LC) Options Greeks

Options Greeks measure sensitivity to various factors: Delta (price), Gamma (delta change), Theta (time decay), and Vega (volatility). They are essential for risk management and position sizing.

LendingClub Corporation (LC) operates in the Financial Services sector, specifically the Financial - Credit Services industry, with a market capitalization near $2.22B, listed on NYSE, employing roughly 1,002 people, carrying a beta of 1.97 to the broader market. LendingClub Corporation is a digital marketplace bank that provides a broad range of financial products and services. Led by Scott C. Sanborn, public since 2014-12-11.

Snapshot as of Jun 26, 2026.

Spot Price

$20.04

Net Gamma

$0

Net Delta

$0

Net Vega

$0

ATM IV

62.7%

As of Jun 26, 2026, LendingClub Corporation (LC) aggregate Greeks are net delta $0, net gamma $0, net vega $0, ATM IV 62.7%. Delta measures directional exposure, gamma measures the rate of delta change, and vega measures sensitivity to implied volatility. Net aggregate Greeks summarize the total dealer book across all strikes and expirations.

How LC options greeks Data Feeds Strategy Selection

Strategy selection on LendingClub Corporation options does not derive from any single metric in isolation. The options greeks view above sits inside a broader read: ATM IV currently sits at 62.7% and dealer gamma exposure is positive, so dealer hedging is mechanically mean-reverting. Combine the options greeks data here with the volatility-skew surface, dealer-gamma exposure, max-pain level, and upcoming-events calendar to build a positioning thesis. Risk-defined structures (credit spreads, debit spreads, iron condors) are usually safer than naked positions while the regime is uncertain; the data on this page anchors the inputs but does not by itself constitute a trade thesis.

How to read the LC Greeks profile

The chart above shows per-strike dealer-Greek exposures aggregated across calls and puts for the front expiration. Current net dealer gamma is $0 - a positive (mean-reverting) hedging regime. Net dealer delta of $0 indicates long-delta dealer book - dealers are net long the underlying as a hedge. Net vega of $0 measures dealer P&L sensitivity to IV shifts - a 1-point IV move shifts book value by approximately $0.

LC Greeks regime and dealer hedging

Aggregate dealer Greeks compress 4 sensitivities (delta, gamma, theta, vega) into a single read on hedging behavior. In the current positive-gamma regime, dealer hedging is structurally mean-reverting: as LC moves higher, dealers sell into rallies; as it moves lower, dealers buy into dips. This is the mechanical basis for the "pin to max pain" pattern. Gamma decays as expiration approaches; near-dated Greek exposures dominate the hedging flow.

Using LC Greeks data for strategy selection

The Greeks profile is the input to most quantitative options strategies. Premium-selling structures (covered calls, iron condors, cash-secured puts) are negative-gamma, positive-theta, negative-vega - they pay you for being patient about realized volatility but get hit when realized exceeds implied. Premium-buying structures (long calls, long puts, long straddles, ratio backspreads) are positive-gamma, negative-theta, positive-vega - they pay you when realized exceeds implied but bleed time decay otherwise. Combine the regime read with the Greeks decomposition on this page to size structures correctly.

Learn how options Greeks is reported and how to read the data →