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Lantheus Holdings, Inc. Common Stock LNTH

i

Market dataready · fetched 2026-11-11T15:57:01.041Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2027-06-17

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 · 2026-11-11T15:56:54.402794012Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:56:58.943364+00:00

Share price$101.48
1D-0.1%
$101.41$101.47$101.52$101.58$101.635:30 AM6:30 AM9:00 AM1:00 PMLNTH
Sold putSold call

Lantheus Holdings, Inc. Common Stock options

Live interpolated LNTH call and put midpoint premiums by absolute delta.Lantheus Holdings, Inc. Common Stock$1.32$2.27$3.21$4.16$5.10$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELNTH PRICE$1.56$1.82$2.09$2.36$2.67$2.99$3.31$3.64$3.96$4.28$4.83$1.43$1.68$1.94
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ95.0015.4%7.8%
25Δ97.2413.9%5.8%
30Δ109.4710.9%9.4%99.4812.4%3.9%
35Δ108.1310.4%8.3%
40Δ106.799.8%7.3%
45Δ105.449.3%6.2%
50Δ104.508.8%5.6%
55Δ103.748.4%5.2%
60Δ102.998.0%4.8%
65Δ102.247.6%4.3%
70Δ101.497.2%3.9%
75Δ100.746.8%3.5%
80Δ99.746.7%3.0%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
95.00
IV
15.4%
B/E move
7.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
97.24
IV
13.9%
B/E move
5.8%

30Δ

Calls
Pseudo strike
109.47
IV
10.9%
B/E move
9.4%
Puts
Pseudo strike
99.48
IV
12.4%
B/E move
3.9%

35Δ

Calls
Pseudo strike
108.13
IV
10.4%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
106.79
IV
9.8%
B/E move
7.3%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
105.44
IV
9.3%
B/E move
6.2%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
104.50
IV
8.8%
B/E move
5.6%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
103.74
IV
8.4%
B/E move
5.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
102.99
IV
8.0%
B/E move
4.8%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
102.24
IV
7.6%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
101.49
IV
7.2%
B/E move
3.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
100.74
IV
6.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
99.74
IV
6.7%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend11.39%
Daily close
LNTH8.6%15.1%21.7%2026-08-21: 10.20%2026-09-22: 11.46%2026-09-23: 11.71%2026-09-24: 10.15%2026-09-25: 10.40%2026-09-28: 11.04%2026-09-29: 11.54%2026-09-30: 10.76%2026-10-01: 11.03%2026-10-02: 12.44%2026-10-05: 15.13%2026-10-06: 12.69%2026-10-07: 14.86%2026-10-08: 13.53%2026-10-09: 16.21%2026-10-13: 15.96%2026-10-14: 20.75%2026-10-16: 9.50%2026-10-19: 10.54%2026-10-23: 9.50%2026-10-26: 10.21%2026-10-28: 11.39%Aug 21Oct 5Oct 28
22 observations2026-08-21 — 2026-10-28
Table
DateIV (%)
10.20%
11.46%
11.71%
10.15%
10.40%
11.04%
11.54%
10.76%
11.03%
12.44%
15.13%
12.69%
14.86%
13.53%
16.21%
15.96%
20.75%
9.50%
10.54%
9.50%
10.21%
11.39%