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Life Time Group Holdings Inc LTH

CONSUMER CYCLICAL · LEISURE
i

Market dataready · fetched 2026-10-23T04:07:29.288Z

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 · ready · quarter 2026-06-30 · fetched 2026-10-23T04:07:28.777204+00:00

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$0.58$3.20$5.82$8.44$11.06$33.64$37.65$41.65$45.66$49.6620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LTH spot · $41.99LTH PRICE$0.95$0.89$0.86$1.23$1.59$1.96$2.33$2.69$3.06$3.43$4.12$4.97$5.83$1.05$1.15$1.25$1.49$1.88$2.28$2.67$3.06$3.46$3.85$5.41$7.69$10.30
PutsExpensive1.43×
CallsExpensive1.25×
SkewBearish+5.76 pp
Implied moveBearish±$5.00
TiltBearish14.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.5886.1%29.9%34.0688.7%21.4%
25Δ49.0862.1%19.0%36.4172.8%16.0%
30Δ44.9440.4%9.1%38.7756.9%10.6%
35Δ44.2642.0%8.3%40.3548.5%7.5%
40Δ43.5943.6%7.6%41.0848.4%6.7%
45Δ42.9245.1%6.9%41.8148.2%5.9%
50Δ42.2446.7%6.1%42.5448.1%5.1%
55Δ41.5748.3%5.4%43.2747.9%4.3%
60Δ40.9049.8%4.7%43.9947.8%3.5%
65Δ40.2251.4%4.0%44.7247.6%2.7%
70Δ39.2752.6%3.3%46.4654.8%2.3%
75Δ38.1853.7%2.8%48.8066.3%2.1%
80Δ37.0854.8%2.2%51.5675.5%1.7%

20Δ

Calls
Pseudo strike
53.58
IV
86.1%
B/E move
29.9%
Puts
Pseudo strike
34.06
IV
88.7%
B/E move
21.4%

25Δ

Calls
Pseudo strike
49.08
IV
62.1%
B/E move
19.0%
Puts
Pseudo strike
36.41
IV
72.8%
B/E move
16.0%

30Δ

Calls
Pseudo strike
44.94
IV
40.4%
B/E move
9.1%
Puts
Pseudo strike
38.77
IV
56.9%
B/E move
10.6%

35Δ

Calls
Pseudo strike
44.26
IV
42.0%
B/E move
8.3%
Puts
Pseudo strike
40.35
IV
48.5%
B/E move
7.5%

40Δ

Calls
Pseudo strike
43.59
IV
43.6%
B/E move
7.6%
Puts
Pseudo strike
41.08
IV
48.4%
B/E move
6.7%

45Δ

Calls
Pseudo strike
42.92
IV
45.1%
B/E move
6.9%
Puts
Pseudo strike
41.81
IV
48.2%
B/E move
5.9%

50Δ

Calls
Pseudo strike
42.24
IV
46.7%
B/E move
6.1%
Puts
Pseudo strike
42.54
IV
48.1%
B/E move
5.1%

55Δ

Calls
Pseudo strike
41.57
IV
48.3%
B/E move
5.4%
Puts
Pseudo strike
43.27
IV
47.9%
B/E move
4.3%

60Δ

Calls
Pseudo strike
40.90
IV
49.8%
B/E move
4.7%
Puts
Pseudo strike
43.99
IV
47.8%
B/E move
3.5%

65Δ

Calls
Pseudo strike
40.22
IV
51.4%
B/E move
4.0%
Puts
Pseudo strike
44.72
IV
47.6%
B/E move
2.7%

70Δ

Calls
Pseudo strike
39.27
IV
52.6%
B/E move
3.3%
Puts
Pseudo strike
46.46
IV
54.8%
B/E move
2.3%

75Δ

Calls
Pseudo strike
38.18
IV
53.7%
B/E move
2.8%
Puts
Pseudo strike
48.80
IV
66.3%
B/E move
2.1%

80Δ

Calls
Pseudo strike
37.08
IV
54.8%
B/E move
2.2%
Puts
Pseudo strike
51.56
IV
75.5%
B/E move
1.7%

Options history

No recorded observations