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Lantheus Holdings, Inc. Common Stock LNTH

i

Market datapartial · fetched 2026-11-05T19:12:02.883Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-05T19:10:01.231089339Z

FundamentalsAlpha Vantage · unavailable

Share price$100.99
1D-0.2%
$100.83$100.92$101.02$101.11$101.205:30 AM6:30 AM9:00 AM1:00 PMLNTH
Sold putSold call

Lantheus Holdings, Inc. Common Stock options

Live interpolated LNTH call and put midpoint premiums by absolute delta.Lantheus Holdings, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICELNTH PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend11.39%
Daily close
LNTH8.6%15.1%21.7%2026-08-21: 10.20%2026-09-22: 11.46%2026-09-23: 11.71%2026-09-24: 10.15%2026-09-25: 10.40%2026-09-28: 11.04%2026-09-29: 11.54%2026-09-30: 10.76%2026-10-01: 11.03%2026-10-02: 12.44%2026-10-05: 15.13%2026-10-06: 12.69%2026-10-07: 14.86%2026-10-08: 13.53%2026-10-09: 16.21%2026-10-13: 15.96%2026-10-14: 20.75%2026-10-16: 9.50%2026-10-19: 10.54%2026-10-23: 9.50%2026-10-26: 10.21%2026-10-28: 11.39%Aug 21Oct 5Oct 28
22 observations2026-08-21 — 2026-10-28
Table
DateIV (%)
10.20%
11.46%
11.71%
10.15%
10.40%
11.04%
11.54%
10.76%
11.03%
12.44%
15.13%
12.69%
14.86%
13.53%
16.21%
15.96%
20.75%
9.50%
10.54%
9.50%
10.21%
11.39%