LTH Moves

Life Time Group Holdings LTH 47.75 0.36 0.76%

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Expected move

November 05, 2026 close · $47.75

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.4% ±$1.16	$46.59 – $48.91	$46.37 – $49.13	$45.27 – $50.23
2 sessions	±3.4% ±$1.60	$46.15 – $49.35	$45.80 – $49.70	$44.29 – $51.21
3 sessions	±4.2% ±$2.02	$45.73 – $49.77	$45.34 – $50.16	$43.44 – $52.06
1 week	±5.4% ±$2.57	$45.18 – $50.32	$44.61 – $50.89	$42.27 – $53.23
2 weeks	±7.5% ±$3.61	$44.14 – $51.36	$43.29 – $52.21	$40.05 – $55.45
3 weeks	±8.7% ±$4.16	$43.59 – $51.91	$42.57 – $52.93	$38.95 – $56.55
1 month	±9.8% ±$4.66	$43.09 – $52.41	$41.94 – $53.56	$37.88 – $57.62

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta

The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move

±12.33%

Average actual move

9.65%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
August 05, 2025	±12.33%	-9.65%	0.78×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →