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Life Time Group Holdings, Inc. LTH

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Market datapartial · fetched 2026-10-23T03:15:03.923Z

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 · 2026-10-22T23:00:00.002675707Z

FundamentalsAlpha Vantage · unavailable

Share price$41.99
1D+3.9%
AH$40.29$40.91$41.53$42.15$42.775:30 AM6:30 AM9:00 AM1:00 PM2:00 PMLTH
Sold putSold callAH

Life Time Group Holdings, Inc. options

Live interpolated LTH call and put midpoint premiums by absolute delta.Life Time Group Holdings, Inc.$0.57$3.21$5.84$8.47$11.10$33.75$37.69$41.64$45.58$49.5320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTH spot · $41.99LTH PRICE$0.95$0.89$0.86$1.22$1.59$1.96$2.32$2.69$3.06$3.43$4.11$4.96$5.82$1.05$1.15$1.25$1.49$1.88$2.28$2.67$3.07$3.46$3.86$5.45$7.72$10.34
PutsExpensive1.41×
CallsExpensive1.23×
SkewBearish+5.96 pp
Implied moveBearish±$5.00
TiltBearish14.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.5884.5%29.9%34.0688.3%21.4%
25Δ49.0961.0%19.0%36.4272.2%16.0%
30Δ44.9439.7%9.1%38.7856.1%10.6%
35Δ44.2741.2%8.3%40.3547.7%7.5%
40Δ43.5942.8%7.6%41.0847.6%6.7%
45Δ42.9244.3%6.9%41.8147.4%5.9%
50Δ42.2545.8%6.2%42.5447.3%5.1%
55Δ41.5847.4%5.4%43.2747.2%4.2%
60Δ40.9048.9%4.7%44.0047.0%3.4%
65Δ40.2350.4%4.0%44.7346.9%2.6%
70Δ39.2851.6%3.3%46.4954.1%2.3%
75Δ38.1952.7%2.8%48.8365.4%2.1%
80Δ37.0953.7%2.2%51.6174.4%1.7%

20Δ

Calls
Pseudo strike
53.58
IV
84.5%
B/E move
29.9%
Puts
Pseudo strike
34.06
IV
88.3%
B/E move
21.4%

25Δ

Calls
Pseudo strike
49.09
IV
61.0%
B/E move
19.0%
Puts
Pseudo strike
36.42
IV
72.2%
B/E move
16.0%

30Δ

Calls
Pseudo strike
44.94
IV
39.7%
B/E move
9.1%
Puts
Pseudo strike
38.78
IV
56.1%
B/E move
10.6%

35Δ

Calls
Pseudo strike
44.27
IV
41.2%
B/E move
8.3%
Puts
Pseudo strike
40.35
IV
47.7%
B/E move
7.5%

40Δ

Calls
Pseudo strike
43.59
IV
42.8%
B/E move
7.6%
Puts
Pseudo strike
41.08
IV
47.6%
B/E move
6.7%

45Δ

Calls
Pseudo strike
42.92
IV
44.3%
B/E move
6.9%
Puts
Pseudo strike
41.81
IV
47.4%
B/E move
5.9%

50Δ

Calls
Pseudo strike
42.25
IV
45.8%
B/E move
6.2%
Puts
Pseudo strike
42.54
IV
47.3%
B/E move
5.1%

55Δ

Calls
Pseudo strike
41.58
IV
47.4%
B/E move
5.4%
Puts
Pseudo strike
43.27
IV
47.2%
B/E move
4.2%

60Δ

Calls
Pseudo strike
40.90
IV
48.9%
B/E move
4.7%
Puts
Pseudo strike
44.00
IV
47.0%
B/E move
3.4%

65Δ

Calls
Pseudo strike
40.23
IV
50.4%
B/E move
4.0%
Puts
Pseudo strike
44.73
IV
46.9%
B/E move
2.6%

70Δ

Calls
Pseudo strike
39.28
IV
51.6%
B/E move
3.3%
Puts
Pseudo strike
46.49
IV
54.1%
B/E move
2.3%

75Δ

Calls
Pseudo strike
38.19
IV
52.7%
B/E move
2.8%
Puts
Pseudo strike
48.83
IV
65.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
37.09
IV
53.7%
B/E move
2.2%
Puts
Pseudo strike
51.61
IV
74.4%
B/E move
1.7%

Options history

No recorded observations