What move does the options market price into LifeStance Health's report?

Implied ±19.4%, either direction · provisional.

How often does LifeStance Health move more than the options market prices?

3 of the last 8 reports moved at least as far as the implied move.

LFSTNasdaqServices-Health Services

LifeStance Health Group, Inc. (LFST) earnings date, market-implied expected move, and options open interest by expiry

14.21

pre 14.99 +5.49%

Pre-market07:27 ETdelayed

Open14.30Volume4.1MMkt cap$5.4BP/E107.29

Day14.30 – 14.99100%52-wk4.79 – 14.31100%

LFST

LifeStance Health Group, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±19.4%implied · straddle

11.4516.97

spot 14.21exp Mar 19ATM strike 14ATM straddle 3.25IV 48%

Nov 4 closeprovisional

Expected move

Inputs

Next report

Feb 24

after close · in 111 days

est.Q4 FY26

Calendar

Next report

Last report

Nov 5

before open

confirmedNov 3 close

Implied vs realized

Largest filed tie

15.00%

of LFST revenue · Elevance Health

customerLFST 10-K

Largest filed tie

13F top-10 QoQ

−1.15%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

290 managers

Top fund weight

0.06%

LFST weight · IWM

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

LifeStance Health (LFST) is expected to report on Feb 24 after close (estimated date).

Implied vs realized

8 reports

3 of 8≥ implied

avg implied: ±10.9%
avg realized: ±10.6%

Nov 7 '24Nov 7 '24confirmed±7.7%▲+7.71%×1.00

Feb 27 '25Feb 27 '25confirmed±11.3%▲+3.06%×0.27

May 7 '25May 7 '25confirmed±8.4%▼−15.88%×1.88

Aug 7 '25Aug 7 '25confirmed±13.1%▼−1.03%×0.08

Q3 FY25Nov 6 '25confirmed±12.6%▲+29.94%×2.37

Q1 FY26Feb 25 '26confirmed±11.4%▲+3.78%×0.33

May 7 '26May 7 '26confirmed±12.5%▲+20.24%×1.62

Q2 FY26Aug 6 '26confirmed±10.0%▲+2.80%×0.28

quarterimplied−30%0+30%realized×

Q2 FY26±10.0%▲+2.80%×0.28

May '26±12.5%

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 5 expiries · Nov 4 close

0.03OI · 5 expiries · Nov 4 closeP/C open interest · Mar 19 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

68−23%Nov 2015d0.08903+2%0.08

0—Dec 1843d0.0038+6%0.00

89−6%Jan 1571d0.017,4800%0.01

report · Feb 24 · after close · est.

410%Mar 19134d1,5820%

80%Apr 16162d0.1080−4%0.10

ExpiryPutsCallsP/C

Nov 2015d68−23%903+2%0.08

Dec 1843d0—38+6%0.00

Jan 1571d89−6%7,4800%0.01

report · Feb 24 · after close · est.

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±19.4%

Funds 4

IWM±0.0%

UWM±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

5.42%as filednet margin · revenue +7.90% QoQ · +26.08% YoY

Revenue

$435M+7.90% QoQ

Gross profit

$435M+7.90% QoQ

100.00% margin

Operating income

$31M+37.56% QoQ

7.04% margin

Pre-tax income

$27M+38.95% QoQ

Net income

$24M+65.78% QoQ

5.42% margin

Operating expenses

$405M+6.17% QoQ

Other operating $282M

SG&A $108M

Depreciation $14M

Other expense

$3M

Tax

$4M−30.31% QoQ

Revenue$435M+7.90%

Gross profit

$435M+7.90%

100.00% margin

Operating income

$31M+37.56%

7.04% margin

Pre-tax income

$27M+38.95%

Net income

$24M+65.78%

5.42% margin

Cost of revenue

Operating expenses

$405M+6.17%

Other operating $282M

SG&A $108M

Depreciation $14M

Other expense

$3M

Tax$4M−30.31%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jun 30 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 4 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 07:15 ET

Intraday

Event sensitivity

FOMC ×1.51· ±3.1% vs ±2.1% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±3.1%7 of 24×1.51

PPIproducer prices±2.4%6 of 10×1.14

NFPjobs report±2.2%2 of 10×1.05

CPIconsumer prices±2.1%5 of 10×1.00

CPROFcorporate profits±1.7%7 of 12×0.82

GDPgross domestic product±1.6%12 of 19×0.75

PCEpersonal income & outlays±1.5%11 of 19×0.70

Bar = avg |move| to ±4% · tick = ±2.1% avg day · ×base = |move| ÷ ±2.1% · min 6 releases

Earnings history

EPS 0.06 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 6 '26 · confirmed	0.06	—
Q1 FY26	Feb 25 '26 · confirmed	0.04	—
Q3 FY25	Nov 6 '25 · confirmed	0.00	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod