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Life Time Group Holdings, Inc. LTH

i

Market dataready · fetched 2026-11-12T15:14:32.451Z

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 · 2026-11-12T15:14:10.210363944Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-12T15:14:31.607444+00:00

Share price$47.06
1D-1.3%
$46.43$46.76$47.09$47.42$47.755:30 AM6:30 AM9:00 AM1:00 PMLTH
Sold putSold call

Life Time Group Holdings, Inc. options

Live interpolated LTH call and put midpoint premiums by absolute delta.Life Time Group Holdings, Inc.$0.24$1.59$2.93$4.28$5.63$41.94$44.40$46.87$49.33$51.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTH spot · $47.05LTH PRICE$0.39$0.53$0.70$0.88$1.05$1.23$1.40$1.58$1.75$1.93$2.10$2.28$2.68$0.49$0.58$0.84$1.16$1.48$1.81$2.13$2.46$2.78$3.11$3.43$4.13$5.24
PutsExpensive1.17×
CallsCheap0.83×
SkewBearish+14.27 pp
Implied moveBearish±$3.54
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ50.7453.8%8.7%43.0466.8%9.6%
25Δ49.6948.2%6.7%44.5855.0%6.5%
30Δ49.2647.4%6.2%45.3952.6%5.3%
35Δ48.8246.5%5.6%45.9353.7%4.8%
40Δ48.3945.7%5.1%46.4754.9%4.4%
45Δ47.9644.9%4.5%47.0156.1%3.9%
50Δ47.5244.1%4.0%47.5657.2%3.5%
55Δ47.0943.2%3.4%48.1058.4%3.0%
60Δ46.6642.4%2.9%48.6459.5%2.6%
65Δ46.2341.6%2.3%49.1860.7%2.1%
70Δ45.7940.8%1.8%49.7261.8%1.6%
75Δ45.3640.0%1.2%50.5963.3%1.3%
80Δ44.7340.9%0.8%51.8465.1%1.0%

20Δ

Calls
Pseudo strike
50.74
IV
53.8%
B/E move
8.7%
Puts
Pseudo strike
43.04
IV
66.8%
B/E move
9.6%

25Δ

Calls
Pseudo strike
49.69
IV
48.2%
B/E move
6.7%
Puts
Pseudo strike
44.58
IV
55.0%
B/E move
6.5%

30Δ

Calls
Pseudo strike
49.26
IV
47.4%
B/E move
6.2%
Puts
Pseudo strike
45.39
IV
52.6%
B/E move
5.3%

35Δ

Calls
Pseudo strike
48.82
IV
46.5%
B/E move
5.6%
Puts
Pseudo strike
45.93
IV
53.7%
B/E move
4.8%

40Δ

Calls
Pseudo strike
48.39
IV
45.7%
B/E move
5.1%
Puts
Pseudo strike
46.47
IV
54.9%
B/E move
4.4%

45Δ

Calls
Pseudo strike
47.96
IV
44.9%
B/E move
4.5%
Puts
Pseudo strike
47.01
IV
56.1%
B/E move
3.9%

50Δ

Calls
Pseudo strike
47.52
IV
44.1%
B/E move
4.0%
Puts
Pseudo strike
47.56
IV
57.2%
B/E move
3.5%

55Δ

Calls
Pseudo strike
47.09
IV
43.2%
B/E move
3.4%
Puts
Pseudo strike
48.10
IV
58.4%
B/E move
3.0%

60Δ

Calls
Pseudo strike
46.66
IV
42.4%
B/E move
2.9%
Puts
Pseudo strike
48.64
IV
59.5%
B/E move
2.6%

65Δ

Calls
Pseudo strike
46.23
IV
41.6%
B/E move
2.3%
Puts
Pseudo strike
49.18
IV
60.7%
B/E move
2.1%

70Δ

Calls
Pseudo strike
45.79
IV
40.8%
B/E move
1.8%
Puts
Pseudo strike
49.72
IV
61.8%
B/E move
1.6%

75Δ

Calls
Pseudo strike
45.36
IV
40.0%
B/E move
1.2%
Puts
Pseudo strike
50.59
IV
63.3%
B/E move
1.3%

80Δ

Calls
Pseudo strike
44.73
IV
40.9%
B/E move
0.8%
Puts
Pseudo strike
51.84
IV
65.1%
B/E move
1.0%

Options history

IV · four-Friday blend40.33%
Daily EOD
LTH39.0%42.8%46.6%2026-10-19: 45.45%2026-10-20: 43.43%2026-10-21: 45.65%2026-10-22: 43.79%2026-10-23: 42.91%2026-10-26: 44.01%2026-10-27: 46.12%2026-10-28: 44.13%2026-10-29: 39.52%2026-10-30: 40.33%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
45.45%
43.43%
45.65%
43.79%
42.91%
44.01%
46.12%
44.13%
39.52%
40.33%