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Labcorp Holdings Inc. LH

i

Market datapartial · fetched 2026-10-22T06:26:19.778Z

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 · 2026-10-21T23:00:00.002257441Z

FundamentalsAlpha Vantage · unavailable

Share price$323.75
1D+1.6%
AH$318$320$322$323$3255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLH
Sold putSold callAH

Labcorp Holdings Inc. options

Live interpolated LH call and put midpoint premiums by absolute delta.Labcorp Holdings Inc.$2.14$9.93$17.72$25.51$33.30$286.32$305.13$323.94$342.75$361.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LH spot · $323.75LH PRICE$2.99$3.97$4.96$6.27$7.63$9.04$10.84$12.64$14.70$17.30$19.90$23.23$26.75$3.65$4.95$6.26$7.73$9.20$10.81$12.51$14.21$16.72$19.31$22.39$26.28$31.05
PutsExpensive1.08×
CallsCheap0.94×
SkewBearish+1.57 pp
Implied moveBearish±$23.35
TiltBearish7.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ350.4330.4%9.2%300.8934.0%8.2%
25Δ345.5030.1%7.9%305.5434.1%7.2%
30Δ340.6629.8%6.8%310.1734.2%6.1%
35Δ336.8430.0%6.0%314.3133.8%5.3%
40Δ333.1730.3%5.3%318.4433.3%4.5%
45Δ329.5230.6%4.6%322.3032.8%3.8%
50Δ325.9630.9%4.0%326.0032.2%3.2%
55Δ322.4031.1%3.5%329.7031.5%2.6%
60Δ318.7131.5%3.0%333.6231.5%2.1%
65Δ314.7432.0%2.6%337.5731.6%1.7%
70Δ310.7732.5%2.1%341.9131.8%1.3%
75Δ306.2032.7%1.8%346.8932.1%1.0%
80Δ301.4832.9%1.4%352.7032.7%0.6%

20Δ

Calls
Pseudo strike
350.43
IV
30.4%
B/E move
9.2%
Puts
Pseudo strike
300.89
IV
34.0%
B/E move
8.2%

25Δ

Calls
Pseudo strike
345.50
IV
30.1%
B/E move
7.9%
Puts
Pseudo strike
305.54
IV
34.1%
B/E move
7.2%

30Δ

Calls
Pseudo strike
340.66
IV
29.8%
B/E move
6.8%
Puts
Pseudo strike
310.17
IV
34.2%
B/E move
6.1%

35Δ

Calls
Pseudo strike
336.84
IV
30.0%
B/E move
6.0%
Puts
Pseudo strike
314.31
IV
33.8%
B/E move
5.3%

40Δ

Calls
Pseudo strike
333.17
IV
30.3%
B/E move
5.3%
Puts
Pseudo strike
318.44
IV
33.3%
B/E move
4.5%

45Δ

Calls
Pseudo strike
329.52
IV
30.6%
B/E move
4.6%
Puts
Pseudo strike
322.30
IV
32.8%
B/E move
3.8%

50Δ

Calls
Pseudo strike
325.96
IV
30.9%
B/E move
4.0%
Puts
Pseudo strike
326.00
IV
32.2%
B/E move
3.2%

55Δ

Calls
Pseudo strike
322.40
IV
31.1%
B/E move
3.5%
Puts
Pseudo strike
329.70
IV
31.5%
B/E move
2.6%

60Δ

Calls
Pseudo strike
318.71
IV
31.5%
B/E move
3.0%
Puts
Pseudo strike
333.62
IV
31.5%
B/E move
2.1%

65Δ

Calls
Pseudo strike
314.74
IV
32.0%
B/E move
2.6%
Puts
Pseudo strike
337.57
IV
31.6%
B/E move
1.7%

70Δ

Calls
Pseudo strike
310.77
IV
32.5%
B/E move
2.1%
Puts
Pseudo strike
341.91
IV
31.8%
B/E move
1.3%

75Δ

Calls
Pseudo strike
306.20
IV
32.7%
B/E move
1.8%
Puts
Pseudo strike
346.89
IV
32.1%
B/E move
1.0%

80Δ

Calls
Pseudo strike
301.48
IV
32.9%
B/E move
1.4%
Puts
Pseudo strike
352.70
IV
32.7%
B/E move
0.6%

Options history

No recorded observations