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Labcorp Holdings Inc. LH

i

Market dataready · fetched 2026-11-11T14:49:59.937Z

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: 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 data

PriceAlpaca · sip · 2026-11-11T14:49:02.400105451Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T14:49:59.339996+00:00

Share price$371.57
1D+0.3%
$370.71$371.11$371.51$371.91$372.315:30 AM6:30 AM9:00 AM1:00 PMLH
Sold putSold call

Labcorp Holdings Inc. options

Live interpolated LH call and put midpoint premiums by absolute delta.Labcorp Holdings Inc.$1.53$6.29$11.05$15.81$20.57$347.10$358.80$370.50$382.20$393.9120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LH spot · $371.56LH PRICE$2.05$2.64$3.23$3.99$4.95$5.91$6.87$7.83$9.40$11.00$12.60$14.21$16.95$2.37$2.97$3.79$4.64$5.48$6.35$7.74$9.13$10.52$11.91$14.21$16.71$19.20
PutsExpensive1.32×
CallsExpensive1.13×
SkewBearish+2.10 pp
Implied moveBearish±$14.62
TiltBearish6.2% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ388.8332.1%5.2%354.7935.7%5.2%
25Δ385.3630.9%4.4%359.4133.3%4.1%
30Δ381.8929.7%3.6%362.2732.6%3.5%
35Δ378.9929.1%3.1%364.8832.1%3.0%
40Δ376.7829.3%2.7%367.4931.6%2.6%
45Δ374.5729.4%2.4%370.0931.1%2.1%
50Δ372.3629.6%2.1%372.4731.2%1.8%
55Δ370.1529.7%1.7%374.8431.3%1.6%
60Δ367.7329.9%1.5%377.2231.4%1.3%
65Δ365.3030.1%1.3%379.5931.6%1.0%
70Δ362.8730.3%1.1%382.6531.9%0.8%
75Δ360.4430.5%0.8%385.8432.3%0.7%
80Δ357.0530.7%0.7%389.0432.7%0.5%

20Δ

Calls
Pseudo strike
388.83
IV
32.1%
B/E move
5.2%
Puts
Pseudo strike
354.79
IV
35.7%
B/E move
5.2%

25Δ

Calls
Pseudo strike
385.36
IV
30.9%
B/E move
4.4%
Puts
Pseudo strike
359.41
IV
33.3%
B/E move
4.1%

30Δ

Calls
Pseudo strike
381.89
IV
29.7%
B/E move
3.6%
Puts
Pseudo strike
362.27
IV
32.6%
B/E move
3.5%

35Δ

Calls
Pseudo strike
378.99
IV
29.1%
B/E move
3.1%
Puts
Pseudo strike
364.88
IV
32.1%
B/E move
3.0%

40Δ

Calls
Pseudo strike
376.78
IV
29.3%
B/E move
2.7%
Puts
Pseudo strike
367.49
IV
31.6%
B/E move
2.6%

45Δ

Calls
Pseudo strike
374.57
IV
29.4%
B/E move
2.4%
Puts
Pseudo strike
370.09
IV
31.1%
B/E move
2.1%

50Δ

Calls
Pseudo strike
372.36
IV
29.6%
B/E move
2.1%
Puts
Pseudo strike
372.47
IV
31.2%
B/E move
1.8%

55Δ

Calls
Pseudo strike
370.15
IV
29.7%
B/E move
1.7%
Puts
Pseudo strike
374.84
IV
31.3%
B/E move
1.6%

60Δ

Calls
Pseudo strike
367.73
IV
29.9%
B/E move
1.5%
Puts
Pseudo strike
377.22
IV
31.4%
B/E move
1.3%

65Δ

Calls
Pseudo strike
365.30
IV
30.1%
B/E move
1.3%
Puts
Pseudo strike
379.59
IV
31.6%
B/E move
1.0%

70Δ

Calls
Pseudo strike
362.87
IV
30.3%
B/E move
1.1%
Puts
Pseudo strike
382.65
IV
31.9%
B/E move
0.8%

75Δ

Calls
Pseudo strike
360.44
IV
30.5%
B/E move
0.8%
Puts
Pseudo strike
385.84
IV
32.3%
B/E move
0.7%

80Δ

Calls
Pseudo strike
357.05
IV
30.7%
B/E move
0.7%
Puts
Pseudo strike
389.04
IV
32.7%
B/E move
0.5%

Options history

IV · four-Friday blend24.46%
Daily EOD
LH22.6%25.2%27.9%2026-10-19: 26.95%2026-10-20: 26.92%2026-10-21: 26.97%2026-10-22: 27.00%2026-10-23: 27.05%2026-10-26: 27.51%2026-10-27: 27.31%2026-10-28: 22.98%2026-10-29: 23.12%2026-10-30: 24.46%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
26.95%
26.92%
26.97%
27.00%
27.05%
27.51%
27.31%
22.98%
23.12%
24.46%