LifeStance Health Group, Inc. Common Stock LFST
i
Market dataready · fetched 2026-11-11T13:44:39.366Z
Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20
Calculation methodologyOptions historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.
History dataPriceAlpaca · sip · 2026-11-11T12:07:38.448064356Z
FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T13:44:38.880596+00:00
LifeStance Health Group, Inc. Common Stock options
Table
| Delta | Calls | Puts | ||||
|---|---|---|---|---|---|---|
| Pseudo strike | IV | B/E move | Pseudo strike | IV | B/E move | |
| 20Δ | 12.68 | 105.6% | 14.2% | |||
| 25Δ | 15.53 | 59.8% | 9.1% | 13.09 | 102.1% | 11.9% |
| 30Δ | 15.29 | 60.3% | 7.8% | 13.50 | 84.2% | 9.0% |
| 35Δ | 15.06 | 60.8% | 6.6% | 13.92 | 66.3% | 6.1% |
| 40Δ | 14.86 | 61.9% | 5.8% | 14.11 | 60.2% | 5.0% |
| 45Δ | 14.68 | 63.2% | 5.2% | 14.25 | 56.8% | 4.4% |
| 50Δ | 14.50 | 64.5% | 4.6% | 14.38 | 53.5% | 3.8% |
| 55Δ | 14.31 | 65.8% | 4.0% | 14.52 | 50.1% | 3.1% |
| 60Δ | 14.13 | 67.1% | 3.4% | 14.65 | 46.8% | 2.5% |
| 65Δ | 13.89 | 71.3% | 2.9% | 14.79 | 43.4% | 1.9% |
| 70Δ | 13.54 | 82.0% | 2.6% | 14.93 | 40.0% | 1.2% |
| 75Δ | 13.18 | 92.7% | 2.4% | 15.22 | 41.4% | 0.8% |
| 80Δ | 12.65 | 109.2% | 2.1% | 15.71 | 48.4% | 0.6% |
20Δ
- Pseudo strike
- IV
- B/E move
- Pseudo strike
- 12.68
- IV
- 105.6%
- B/E move
- 14.2%
25Δ
- Pseudo strike
- 15.53
- IV
- 59.8%
- B/E move
- 9.1%
- Pseudo strike
- 13.09
- IV
- 102.1%
- B/E move
- 11.9%
30Δ
- Pseudo strike
- 15.29
- IV
- 60.3%
- B/E move
- 7.8%
- Pseudo strike
- 13.50
- IV
- 84.2%
- B/E move
- 9.0%
35Δ
- Pseudo strike
- 15.06
- IV
- 60.8%
- B/E move
- 6.6%
- Pseudo strike
- 13.92
- IV
- 66.3%
- B/E move
- 6.1%
40Δ
- Pseudo strike
- 14.86
- IV
- 61.9%
- B/E move
- 5.8%
- Pseudo strike
- 14.11
- IV
- 60.2%
- B/E move
- 5.0%
45Δ
- Pseudo strike
- 14.68
- IV
- 63.2%
- B/E move
- 5.2%
- Pseudo strike
- 14.25
- IV
- 56.8%
- B/E move
- 4.4%
50Δ
- Pseudo strike
- 14.50
- IV
- 64.5%
- B/E move
- 4.6%
- Pseudo strike
- 14.38
- IV
- 53.5%
- B/E move
- 3.8%
55Δ
- Pseudo strike
- 14.31
- IV
- 65.8%
- B/E move
- 4.0%
- Pseudo strike
- 14.52
- IV
- 50.1%
- B/E move
- 3.1%
60Δ
- Pseudo strike
- 14.13
- IV
- 67.1%
- B/E move
- 3.4%
- Pseudo strike
- 14.65
- IV
- 46.8%
- B/E move
- 2.5%
65Δ
- Pseudo strike
- 13.89
- IV
- 71.3%
- B/E move
- 2.9%
- Pseudo strike
- 14.79
- IV
- 43.4%
- B/E move
- 1.9%
70Δ
- Pseudo strike
- 13.54
- IV
- 82.0%
- B/E move
- 2.6%
- Pseudo strike
- 14.93
- IV
- 40.0%
- B/E move
- 1.2%
75Δ
- Pseudo strike
- 13.18
- IV
- 92.7%
- B/E move
- 2.4%
- Pseudo strike
- 15.22
- IV
- 41.4%
- B/E move
- 0.8%
80Δ
- Pseudo strike
- 12.65
- IV
- 109.2%
- B/E move
- 2.1%
- Pseudo strike
- 15.71
- IV
- 48.4%
- B/E move
- 0.6%
Options history
Table
| Date | IV (%) |
|---|---|
| 47.15% | |
| 53.70% | |
| 52.74% | |
| 51.23% | |
| 44.66% | |
| 48.88% | |
| 52.61% | |
| 47.44% | |
| 52.14% | |
| 49.54% |
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