How often does Life Time move more than the options market prices?

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

LTHNYSEServices-Membership Sports & Recreation Clubs

Life Time Group Holdings, Inc. (LTH) earnings date, market-implied expected move, and options open interest by expiry

47.39

+2.82 · +6.33%

post 47.39 0.00%

Closed16:00 ET

Open45.17Volume3.8MMkt cap$10.0BP/E25.07EPS1.89

Day45.17 – 47.7586%52-wk24.14 – 47.32100%

LTH

Life Time Group Holdings, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

No implied move.

Expected move

Inputs

Next report

Feb 23

before open · in 110 days

est.Q4 FY26

Calendar

Next report

Last report

+5.12%

vs ±7.9% implied · ×0.65

shaded = implied · ▲▼ = realized

Oct 29 '26 · confirmed

Implied vs realized

Largest filed tie

—

13F top-10 QoQ

−17.10%

shares held · 10 largest managers

13F · Jun 30 '26128d lag

370 managers

Top fund weight

0.19%

LTH weight · IWM

N-PORTJun 30 '26

4 funds

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

Life Time (LTH) is expected to report on Feb 23 before open (estimated date).

Implied vs realized

8 reports

2 of 8≥ implied

avg implied: ±10.0%
avg realized: ±5.6%

Feb 27 '25Feb 27 '25confirmed±11.4%▼−0.98%×0.09

May 8 '25May 8 '25confirmed±10.4%▼−6.70%×0.65

Aug 5 '25Aug 5 '25confirmed±8.8%▼−9.65%×1.10

Nov 4 '25Nov 4 '25confirmed±9.8%▲+5.27%×0.54

Feb 24 '26Feb 24 '26confirmed±11.5%▼−1.97%×0.17

Q1 FY26May 5 '26confirmed±8.7%▲+11.80%×1.36

Q2 FY26Jul 30 '26confirmed±11.3%▼−3.28%×0.29

Q3 FY26Oct 29 '26confirmed±7.9%▲+5.12%×0.65

quarterimplied−15%0+15%realized×

Q3 FY26±7.9%▲+5.12%×0.65

Q2 FY26±11.3%

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

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

0.96OI · 3 expiries · Nov 3 closeP/C open interest · Apr 16 · first expiry after the report

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

761+6%Nov 2015d0.601,265−54%0.60

4,4530%Jan 1571d1.722,589+28%1.72

report · Feb 23 · before open · est.

601+5%Apr 16162d627+58%

ExpiryPutsCallsP/C

Nov 2015d761+6%1,265−54%0.60

Jan 1571d4,4530%2,589+28%1.72

report · Feb 23 · before open · est.

Apr 16162d601+5%

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

Positioning

Linked exposure

No implied move.

Linked exposure

Revenue flow

as filedQ3 FY26

11.92%as filednet margin · revenue +3.18% QoQ · +14.17% YoY

Revenue

$894M+3.18% QoQ

Gross profit

$419M+1.64% QoQ

46.89% margin

Operating income

$158M+5.54% QoQ

17.68% margin

Pre-tax income

$144M+6.95% QoQ

Net income

$106M+5.07% QoQ

11.92% margin

Cost of revenue

$475M+4.58% QoQ

Operating expenses

$261M−0.59% QoQ

Other operating $110M

Depreciation $85M

SG&A $66M

Other expense

$14M

Tax

$37M+12.72% QoQ

Revenue$894M+3.18%

Gross profit

$419M+1.64%

46.89% margin

Operating income

$158M+5.54%

17.68% margin

Pre-tax income

$144M+6.95%

Net income

$106M+5.07%

11.92% margin

Cost of revenue

$475M+4.58%

Operating expenses

$261M−0.59%

Other operating $110M

Depreciation $85M

SG&A $66M

Other expense

$14M

Tax$37M+12.72%

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

Revenue flow

Intraday

15m bars

Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

FOMC ×1.10· ±2.0% vs ±1.8% · 24 releases

eventrelease day|move|up · n×base

FOMCrate decision±2.0%10 of 24×1.10

PCEpersonal income & outlays±1.9%11 of 20×1.09

GDPgross domestic product±1.6%13 of 20×0.91

PPIproducer prices±1.5%6 of 11×0.82

CPROFcorporate profits±1.1%7 of 12×0.63

NFPjobs report±1.1%6 of 10×0.59

CPIconsumer prices±1.0%8 of 11×0.58

Bar = avg |move| to ±2% · tick = ±1.8% avg day · ×base = |move| ÷ ±1.8% · min 6 releases

Earnings history

EPS 0.46 · consensus —

Quarter	Reported	EPS	Consensus
Q3 FY26	Oct 29 '26 · confirmed	0.46	—
Q2 FY26	Jul 30 '26 · confirmed	0.45	—
Q1 FY26	May 5 '26 · confirmed	0.39	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod