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Lifestance Health Group Inc LFST

HEALTHCARE · MEDICAL CARE FACILITIES
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Market dataready · fetched 2026-10-22T07:12:45.474Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options 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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:07.93621011Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T07:12:43.506861+00:00

Share price$12.33
1D+2.2%
AH$12.01$12.11$12.22$12.32$12.425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLFST
Sold putSold callAH

Lifestance Health Group Inc options

Live interpolated LFST call and put midpoint premiums by absolute delta.Lifestance Health Group Inc$0.03$1.42$2.81$4.20$5.60$9.31$10.81$12.31$13.81$15.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LFST spot · $12.33LFST PRICE$0.18$0.38$0.43$0.47$0.52$0.71$0.93$1.14$1.35$1.42$1.48$1.54$1.64$0.38$0.39$0.50$0.60$0.71$0.88$1.06$1.24$1.40$1.54$1.69$1.84$5.19
PutsExpensive1.51×
CallsExpensive1.51×
SkewBearish+1.26 pp
Implied moveBearish±$1.99
TiltBearish17.7% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ14.0749.9%15.6%10.3386.7%19.2%
25Δ14.9282.0%24.1%11.0667.9%13.5%
30Δ14.3173.9%19.5%11.3866.5%11.8%
35Δ13.7065.7%14.9%11.6965.2%10.0%
40Δ13.0957.6%10.4%12.0163.9%8.3%
45Δ12.7862.8%9.4%12.3164.9%7.4%
50Δ12.5170.3%9.0%12.6065.8%6.4%
55Δ12.2577.8%8.6%12.9066.8%5.4%
60Δ11.9984.5%8.2%13.1765.1%4.5%
65Δ11.7477.1%6.7%13.4262.1%3.6%
70Δ11.4969.6%5.1%13.6859.1%2.8%
75Δ11.2462.2%3.6%13.9356.2%1.9%
80Δ10.9656.1%2.2%17.19115.5%2.7%

20Δ

Calls
Pseudo strike
14.07
IV
49.9%
B/E move
15.6%
Puts
Pseudo strike
10.33
IV
86.7%
B/E move
19.2%

25Δ

Calls
Pseudo strike
14.92
IV
82.0%
B/E move
24.1%
Puts
Pseudo strike
11.06
IV
67.9%
B/E move
13.5%

30Δ

Calls
Pseudo strike
14.31
IV
73.9%
B/E move
19.5%
Puts
Pseudo strike
11.38
IV
66.5%
B/E move
11.8%

35Δ

Calls
Pseudo strike
13.70
IV
65.7%
B/E move
14.9%
Puts
Pseudo strike
11.69
IV
65.2%
B/E move
10.0%

40Δ

Calls
Pseudo strike
13.09
IV
57.6%
B/E move
10.4%
Puts
Pseudo strike
12.01
IV
63.9%
B/E move
8.3%

45Δ

Calls
Pseudo strike
12.78
IV
62.8%
B/E move
9.4%
Puts
Pseudo strike
12.31
IV
64.9%
B/E move
7.4%

50Δ

Calls
Pseudo strike
12.51
IV
70.3%
B/E move
9.0%
Puts
Pseudo strike
12.60
IV
65.8%
B/E move
6.4%

55Δ

Calls
Pseudo strike
12.25
IV
77.8%
B/E move
8.6%
Puts
Pseudo strike
12.90
IV
66.8%
B/E move
5.4%

60Δ

Calls
Pseudo strike
11.99
IV
84.5%
B/E move
8.2%
Puts
Pseudo strike
13.17
IV
65.1%
B/E move
4.5%

65Δ

Calls
Pseudo strike
11.74
IV
77.1%
B/E move
6.7%
Puts
Pseudo strike
13.42
IV
62.1%
B/E move
3.6%

70Δ

Calls
Pseudo strike
11.49
IV
69.6%
B/E move
5.1%
Puts
Pseudo strike
13.68
IV
59.1%
B/E move
2.8%

75Δ

Calls
Pseudo strike
11.24
IV
62.2%
B/E move
3.6%
Puts
Pseudo strike
13.93
IV
56.2%
B/E move
1.9%

80Δ

Calls
Pseudo strike
10.96
IV
56.1%
B/E move
2.2%
Puts
Pseudo strike
17.19
IV
115.5%
B/E move
2.7%

Options history

No recorded observations