LABCORP HOLDINGS INC. (LH) Options Risk Score

Run a full LH options risk analysis

See the complete risk breakdown — news catalysts, SEC filings, legal proceedings, earnings overlap, IV vs HV, options flow and Expected Move — all in one scan.

Is it risky to sell options on LABCORP HOLDINGS INC. (LH) right now?

Over a 4-week expiry window, LABCORP HOLDINGS INC. (LH) scores 74 out of 100 for options catalyst risk (HIGH). What pushes it there: an upcoming earnings report, 9 recent news items, 10 active legal filings, 4 recent SEC events and 19 clinical-trial catalysts, all landing inside the 4-week window. A HIGH reading (70+) means LH has a dated event inside the window, so an option sold here carries gap risk that time decay alone will not pay for. The score ranks event exposure, not the likely direction of the move.

LH shows an IV Rank of 65, putting implied volatility in the middle of its one-year range — options are moderately priced, with a current implied volatility of about 30%. IV Rank answers how LH options are priced against their own history, which is the starting point for choosing between selling and buying premium.

The 2026-11-03 earnings report sits inside a standard monthly expiry for LH, so implied volatility should stay bid into the date and drop sharply once it passes.

LABCORP HOLDINGS INC. (LH) current implied volatility and IV Rank

The most recent read on LABCORP HOLDINGS INC. (LH) puts its IV Rank at 65 with implied volatility around 30%, alongside a TickerRisk options-risk score of 74/100. LH's options are priced near the middle of their own yearly range — unremarkable volatility, so the trade has to stand on its own thesis rather than on rich or cheap premium.

For what this number does and does not tell you about LH's options, see IV Rank explained.

LABCORP HOLDINGS INC. (LH) next earnings date — 2026-11-03

LABCORP HOLDINGS INC. (LH) reports earnings on 2026-11-03 — about 58 days away, which falls inside a typical options expiry window. LH's IV Rank is currently 65. Earnings are the single biggest scheduled catalyst for an overnight gap: implied volatility usually runs up into the report and collapses immediately after (the IV crush). Selling premium into the event captures that crush but exposes you to the gap; buying premium needs a move large enough to beat the elevated IV you paid.

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