LendingClub Corporation (LC) Options Chain

The options chain displays all available contracts with real-time quotes, Greeks, volume, and open interest for each strike and expiration. It is the primary tool for options trade selection.

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

Total OI

0

Total Volume

0

Front Expiration

21 days

Second Expiration

56 days

ATM IV

62.7%

Avg Bid/Ask Spread

35.77%

As of Jun 26, 2026, LendingClub Corporation (LC) has 0 open contracts and 0 contracts traded. The nearest expiration is 21 days out, followed by 56 days. ATM implied volatility is 62.7%. Average bid/ask spread across the chain is 35.77%: wider spreads, size positions conservatively. The options chain aggregates every listed strike and expiration, letting traders evaluate skew, term structure, and liquidity in a single view.

How LC options chain Data Feeds Strategy Selection

Strategy selection on LendingClub Corporation options does not derive from any single metric in isolation. The options chain 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 chain 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 chain depth

The listed-expirations table above shows every expiration available for LendingClub Corporation options with its days-to-expiration count and ATM implied volatility. Front-month expirations carry the most volume, the highest gamma, and the tightest bid-ask spreads; longer-dated tenors carry less liquidity but more vega exposure. LC front expiration sits at 21 days - the typical hedging horizon for monthly options. The backwardated slope of -0.028 means near-dated IV is pricing acute event risk.

LC chain mechanics and execution

Options are listed at standardized strike intervals (typically $1 for sub-$25 underlyings, $2.50-$5 for mid-cap, $10-$50 for large-cap), and the deltas of each listed strike are determined by where IV lies relative to the strike's moneyness. Average bid/ask spread on the LC chain is 35.77% - a measure of liquidity. Tighter spreads on liquid strikes mean lower transaction costs; wider spreads on long-dated or far-OTM strikes mean execution drag can dominate the math. The chain table on the SPA side shows the full per-strike, per-expiration grid; this SSR page summarizes the listed expirations and the front-month context to anchor the structural read.

Using the LC chain to build structures

Strategy selection starts with the chain: directional theses use single-leg calls or puts, range-bound theses use credit spreads or iron condors, vol theses use straddles or strangles, calendar theses use diagonal spreads. LC's current 17.98% expected move anchors wing placement - structures with wings at the implied band collect the modal-outcome premium under lognormal assumptions. Cross-reference with the gamma-exposure profile to understand where dealer hedging will reinforce or fight your position, and with the volatility-skew chart to confirm the strikes you're trading sit at the IV levels your strategy assumes.

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

LC listed expirations

Per-expiration ATM implied volatility for LC options. Each row is one listed expiration with its days-to-expiration count and ATM IV pulled from the same term-structure feed that powers the SPA's expiration filter. Front-month expirations carry the highest gamma, the tightest bid-ask spreads, and the most volume; longer-dated tenors carry less liquidity but more vega.