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LifeStance Health Group, Inc. Common Stock LFST

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-06T14:33:15.254Z

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 · 2026-11-06T14:32:14.854273379Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-06T14:33:14.113131+00:00

Share price$13.54
1D+3.4%
$13.04$13.18$13.31$13.44$13.585:30 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$0.33$0.75$1.17$1.60$2.02$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELFST PRICE$0.42$0.43$0.39$0.52$0.65$0.77$0.91$1.07$0.59$0.38$0.38$0.40$0.48$0.55$0.63$0.71$0.79$1.01$1.24$1.47$1.90
PutsCheap0.82×
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ18.17149.5%37.3%10.85165.9%24.2%
25Δ16.44121.2%24.6%12.2088.5%12.7%
30Δ14.9782.3%13.4%12.6671.4%9.3%
35Δ14.6886.0%12.3%13.0558.6%6.5%
40Δ14.4089.7%11.1%13.2457.2%5.8%
45Δ14.1193.4%10.0%13.4255.8%5.0%
50Δ13.6154.4%4.2%
55Δ13.8053.0%3.4%
60Δ13.9851.6%2.6%
65Δ14.2553.8%2.2%
70Δ14.5356.4%1.8%
75Δ12.8341.5%1.5%14.8159.0%1.5%
80Δ12.6340.4%1.2%15.2865.8%1.2%

20Δ

Calls
Pseudo strike
18.17
IV
149.5%
B/E move
37.3%
Puts
Pseudo strike
10.85
IV
165.9%
B/E move
24.2%

25Δ

Calls
Pseudo strike
16.44
IV
121.2%
B/E move
24.6%
Puts
Pseudo strike
12.20
IV
88.5%
B/E move
12.7%

30Δ

Calls
Pseudo strike
14.97
IV
82.3%
B/E move
13.4%
Puts
Pseudo strike
12.66
IV
71.4%
B/E move
9.3%

35Δ

Calls
Pseudo strike
14.68
IV
86.0%
B/E move
12.3%
Puts
Pseudo strike
13.05
IV
58.6%
B/E move
6.5%

40Δ

Calls
Pseudo strike
14.40
IV
89.7%
B/E move
11.1%
Puts
Pseudo strike
13.24
IV
57.2%
B/E move
5.8%

45Δ

Calls
Pseudo strike
14.11
IV
93.4%
B/E move
10.0%
Puts
Pseudo strike
13.42
IV
55.8%
B/E move
5.0%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.61
IV
54.4%
B/E move
4.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.80
IV
53.0%
B/E move
3.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
13.98
IV
51.6%
B/E move
2.6%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.25
IV
53.8%
B/E move
2.2%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
14.53
IV
56.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
12.83
IV
41.5%
B/E move
1.5%
Puts
Pseudo strike
14.81
IV
59.0%
B/E move
1.5%

80Δ

Calls
Pseudo strike
12.63
IV
40.4%
B/E move
1.2%
Puts
Pseudo strike
15.28
IV
65.8%
B/E move
1.2%

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%