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LifeStance Health Group, Inc. Common Stock LFST

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-03T14:41:37.290Z

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 · 2026-11-03T14:41:16.113346533Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T14:41:36.369341+00:00

Share price$13.38
1D+0.5%
$13.32$13.36$13.40$13.44$13.485:30 AM6:30 AM9:00 AM1:00 PMLFST
Sold putSold call

LifeStance Health Group, Inc. Common Stock options

Live interpolated LFST call and put midpoint premiums by absolute delta.LifeStance Health Group, Inc. Common Stock$0.31$0.93$1.55$2.17$2.80$10.48$11.95$13.41$14.87$16.3420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive LFST spot · $13.38LFST PRICE$0.38$0.38$0.39$0.44$0.50$0.66$0.83$1.00$1.17$1.33$1.50$1.66$1.90$0.39$0.42$0.49$0.57$0.65$0.80$0.96$1.11$1.33$1.61$1.89$2.24$2.62
PutsExpensive1.97×
CallsExpensive1.78×
SkewBullish-2.45 pp
Implied moveBearish±$1.79
TiltBearish10.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ17.79131.7%35.8%11.27108.6%18.7%
25Δ15.8096.2%21.0%11.9889.3%13.6%
30Δ14.8777.3%14.1%12.3582.8%11.4%
35Δ14.4571.3%11.4%12.7076.6%9.3%
40Δ14.0365.3%8.6%13.0471.5%7.3%
45Δ13.7769.6%7.8%13.3172.1%6.5%
50Δ13.5174.6%7.2%13.5872.8%5.6%
55Δ13.2679.7%6.6%13.8573.4%4.8%
60Δ13.0184.8%6.0%14.1674.8%4.0%
65Δ12.7183.0%5.0%14.5377.1%3.4%
70Δ12.4180.9%4.0%14.8979.4%2.8%
75Δ12.1278.9%3.0%15.3280.3%2.2%
80Δ11.7877.4%2.2%15.7880.5%1.6%

20Δ

Calls
Pseudo strike
17.79
IV
131.7%
B/E move
35.8%
Puts
Pseudo strike
11.27
IV
108.6%
B/E move
18.7%

25Δ

Calls
Pseudo strike
15.80
IV
96.2%
B/E move
21.0%
Puts
Pseudo strike
11.98
IV
89.3%
B/E move
13.6%

30Δ

Calls
Pseudo strike
14.87
IV
77.3%
B/E move
14.1%
Puts
Pseudo strike
12.35
IV
82.8%
B/E move
11.4%

35Δ

Calls
Pseudo strike
14.45
IV
71.3%
B/E move
11.4%
Puts
Pseudo strike
12.70
IV
76.6%
B/E move
9.3%

40Δ

Calls
Pseudo strike
14.03
IV
65.3%
B/E move
8.6%
Puts
Pseudo strike
13.04
IV
71.5%
B/E move
7.3%

45Δ

Calls
Pseudo strike
13.77
IV
69.6%
B/E move
7.8%
Puts
Pseudo strike
13.31
IV
72.1%
B/E move
6.5%

50Δ

Calls
Pseudo strike
13.51
IV
74.6%
B/E move
7.2%
Puts
Pseudo strike
13.58
IV
72.8%
B/E move
5.6%

55Δ

Calls
Pseudo strike
13.26
IV
79.7%
B/E move
6.6%
Puts
Pseudo strike
13.85
IV
73.4%
B/E move
4.8%

60Δ

Calls
Pseudo strike
13.01
IV
84.8%
B/E move
6.0%
Puts
Pseudo strike
14.16
IV
74.8%
B/E move
4.0%

65Δ

Calls
Pseudo strike
12.71
IV
83.0%
B/E move
5.0%
Puts
Pseudo strike
14.53
IV
77.1%
B/E move
3.4%

70Δ

Calls
Pseudo strike
12.41
IV
80.9%
B/E move
4.0%
Puts
Pseudo strike
14.89
IV
79.4%
B/E move
2.8%

75Δ

Calls
Pseudo strike
12.12
IV
78.9%
B/E move
3.0%
Puts
Pseudo strike
15.32
IV
80.3%
B/E move
2.2%

80Δ

Calls
Pseudo strike
11.78
IV
77.4%
B/E move
2.2%
Puts
Pseudo strike
15.78
IV
80.5%
B/E move
1.6%

Options history

IV · four-Friday blend49.54%
Daily EOD
LFST43.9%49.2%54.4%2026-10-19: 47.15%2026-10-20: 53.70%2026-10-21: 52.74%2026-10-22: 51.23%2026-10-23: 44.66%2026-10-26: 48.88%2026-10-27: 52.61%2026-10-28: 47.44%2026-10-29: 52.14%2026-10-30: 49.54%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
47.15%
53.70%
52.74%
51.23%
44.66%
48.88%
52.61%
47.44%
52.14%
49.54%