L · Expected Move
Loews Corporation
The expected move for L is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
L straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current L Expected Move
30-Day Straddle
$7.05
7-Day Straddle
$4.75
30-Day ATM IV
25.5%
IV Rank
88%
Implied one-standard-deviation move through the next 30 days. Compare to L's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
L Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261109 | $7.05 | $4.75 | 25.5% | 88% |
| 20261106 | $6.88 | $5.40 | 25.2% | 85% |
| 20261105 | $6.40 | $5.93 | 23.3% | 68% |
| 20261104 | $4.20 | $4.20 | 21.3% | 49% |
| 20261103 | $4.10 | $4.10 | 22.0% | 55% |
| 20261102 | $4.58 | $4.58 | 21.7% | 52% |
| 20261030 | $5.60 | $5.60 | 23.8% | 72% |
| 20261029 | $5.57 | $5.57 | 22.7% | 62% |
| 20261028 | $4.82 | $4.82 | 21.9% | 54% |
| 20261027 | $5.55 | $5.55 | 22.3% | 58% |
| 20261026 | $5.18 | $5.18 | 21.4% | 49% |
| 20261023 | $6.22 | $6.22 | 22.4% | 59% |
| 20261022 | $5.45 | $5.45 | 21.6% | 52% |
| 20261021 | $5.25 | $5.25 | 19.7% | 34% |
| 20261020 | $5.42 | $5.42 | 19.9% | 35% |
| 20261019 | $5.22 | $5.22 | 19.9% | 36% |
| 20261016 | $5.32 | $1.42 | 19.6% | 33% |
| 20261015 | $5.82 | $1.60 | 21.8% | 53% |
| 20261014 | $6.03 | $2.02 | 20.9% | 44% |
| 20261013 | $6.22 | $2.45 | 22.3% | 58% |
| 20261012 | $6.00 | $2.85 | 20.4% | 40% |
| 20261009 | $6.32 | $3.35 | 20.6% | 42% |
| 20261008 | $5.58 | $3.80 | 20.2% | 38% |
| 20261007 | $6.75 | $3.25 | 22.4% | 59% |
| 20261006 | $6.48 | $3.95 | 21.4% | 49% |
| 20261005 | $5.82 | $3.05 | 18.7% | 24% |
| 20261002 | $2.55 | $2.55 | 19.4% | 31% |
| 20261001 | $3.75 | $3.75 | 20.5% | 41% |
| 20260930 | $3.42 | $3.42 | 19.8% | 34% |
| 20260929 | $3.45 | $3.45 | 19.0% | 27% |
| 20260928 | $3.17 | $3.17 | 19.7% | 33% |
| 20260925 | $3.23 | $3.23 | 18.1% | 19% |
| 20260924 | $3.85 | $3.85 | 20.6% | 42% |
| 20260923 | $4.20 | $4.20 | 21.4% | 50% |
| 20260922 | $5.30 | $5.30 | 22.8% | 63% |
| 20260921 | $4.53 | $4.53 | 20.0% | 37% |
| 20260918 | $5.35 | $2.10 | 22.3% | 58% |
| 20260917 | $5.08 | $1.75 | 22.3% | 58% |
| 20260916 | $5.33 | $1.85 | 22.3% | 58% |
| 20260915 | $4.78 | $2.05 | 20.0% | 36% |
| 20260914 | $5.20 | $2.33 | 21.0% | 46% |
| 20260911 | $4.70 | $2.45 | 18.1% | 19% |
| 20260910 | $4.60 | $2.75 | 17.9% | 17% |
| 20260909 | $5.60 | $2.85 | 21.0% | 46% |
| 20260908 | $5.38 | $3.23 | 19.7% | 34% |
| 20260904 | $4.83 | $3.17 | 17.7% | 15% |
| 20260903 | $4.92 | $2.78 | 16.1% | 0% |
| 20260902 | $3.35 | $3.35 | 19.8% | 21% |
| 20260901 | $3.28 | $3.28 | 18.8% | 9% |
| 20260831 | $3.10 | $3.10 | 20.4% | 28% |
| 20260828 | $4.00 | $4.00 | 19.1% | 13% |
| 20260827 | $3.53 | $3.53 | 18.0% | 0% |
| 20260826 | $4.38 | $4.38 | 18.8% | 7% |
| 20260825 | $4.58 | $4.58 | 19.8% | 19% |
| 20260824 | $4.12 | $4.12 | 18.1% | 0% |
| 20260821 | $4.78 | $0.95 | 19.7% | 14% |
| 20260820 | $5.55 | $1.95 | 21.1% | 31% |
| 20260819 | $5.67 | $2.62 | 20.8% | 28% |
| 20260818 | $5.25 | $5.12 | 18.5% | 0% |
| 20260817 | $5.95 | $3.60 | 18.6% | 0% |
More on L
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.