IntraAlpha
Create free account Start free

Laboratory Corporation of America Holdings LH

HEALTHCARE · DIAGNOSTICS & RESEARCH
i

Market dataready · fetched 2026-10-22T10:50:27.791Z

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 · 2026-10-22T10:00:29.695520861Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T10:50:24.810768+00:00

Share price$323.00
1D
Price history unavailable.

Laboratory Corporation of America Holdings options

Live interpolated LH call and put midpoint premiums by absolute delta.Laboratory Corporation of America Holdings$2.27$9.33$16.39$23.46$30.52$286.99$305.37$323.74$342.12$360.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LH spot · $323.00LH PRICE$3.03$4.04$5.06$6.43$7.81$9.33$11.18$13.04$15.36$18.05$20.87$24.57$28.49$3.57$4.84$6.12$7.54$8.96$10.48$12.12$13.75$15.92$18.38$20.85$24.48$28.13
PutsFair1.04×
CallsFair0.98×
SkewBullish-0.89 pp
Implied moveBearish±$23.30
TiltBearish2.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ350.1331.0%9.3%300.6033.4%8.0%
25Δ345.1630.8%8.1%305.1533.4%7.0%
30Δ340.2230.5%6.9%309.7133.5%6.0%
35Δ336.4230.8%6.1%313.7633.0%5.2%
40Δ332.6731.2%5.4%317.7832.5%4.4%
45Δ328.9431.6%4.7%321.5931.9%3.7%
50Δ325.2832.0%4.2%325.1531.3%3.1%
55Δ321.6132.4%3.6%328.7130.6%2.5%
60Δ317.7032.9%3.1%332.3930.2%2.0%
65Δ313.5933.6%2.7%336.1630.1%1.6%
70Δ309.3634.3%2.2%339.9230.0%1.2%
75Δ304.4034.9%1.8%344.5930.0%0.9%
80Δ299.2435.5%1.5%349.2730.0%0.6%

20Δ

Calls
Pseudo strike
350.13
IV
31.0%
B/E move
9.3%
Puts
Pseudo strike
300.60
IV
33.4%
B/E move
8.0%

25Δ

Calls
Pseudo strike
345.16
IV
30.8%
B/E move
8.1%
Puts
Pseudo strike
305.15
IV
33.4%
B/E move
7.0%

30Δ

Calls
Pseudo strike
340.22
IV
30.5%
B/E move
6.9%
Puts
Pseudo strike
309.71
IV
33.5%
B/E move
6.0%

35Δ

Calls
Pseudo strike
336.42
IV
30.8%
B/E move
6.1%
Puts
Pseudo strike
313.76
IV
33.0%
B/E move
5.2%

40Δ

Calls
Pseudo strike
332.67
IV
31.2%
B/E move
5.4%
Puts
Pseudo strike
317.78
IV
32.5%
B/E move
4.4%

45Δ

Calls
Pseudo strike
328.94
IV
31.6%
B/E move
4.7%
Puts
Pseudo strike
321.59
IV
31.9%
B/E move
3.7%

50Δ

Calls
Pseudo strike
325.28
IV
32.0%
B/E move
4.2%
Puts
Pseudo strike
325.15
IV
31.3%
B/E move
3.1%

55Δ

Calls
Pseudo strike
321.61
IV
32.4%
B/E move
3.6%
Puts
Pseudo strike
328.71
IV
30.6%
B/E move
2.5%

60Δ

Calls
Pseudo strike
317.70
IV
32.9%
B/E move
3.1%
Puts
Pseudo strike
332.39
IV
30.2%
B/E move
2.0%

65Δ

Calls
Pseudo strike
313.59
IV
33.6%
B/E move
2.7%
Puts
Pseudo strike
336.16
IV
30.1%
B/E move
1.6%

70Δ

Calls
Pseudo strike
309.36
IV
34.3%
B/E move
2.2%
Puts
Pseudo strike
339.92
IV
30.0%
B/E move
1.2%

75Δ

Calls
Pseudo strike
304.40
IV
34.9%
B/E move
1.8%
Puts
Pseudo strike
344.59
IV
30.0%
B/E move
0.9%

80Δ

Calls
Pseudo strike
299.24
IV
35.5%
B/E move
1.5%
Puts
Pseudo strike
349.27
IV
30.0%
B/E move
0.6%

Options history

No recorded observations