LAD · Expected Move

Lithia Motors, Inc.

The expected move for LAD 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).

LAD straddle price & implied vol

60 sessions

Bars: 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 LAD Expected Move
30-Day Straddle
$23.50
7-Day Straddle
$23.50
30-Day ATM IV
39.4%
IV Rank
41%
Implied one-standard-deviation move through the next 30 days. Compare to LAD'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.
LAD Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261030 $23.50 $23.50 39.4% 41%
20261029 $22.95 $22.95 38.7% 37%
20261028 $22.80 $22.80 39.2% 40%
20261027 $23.25 $23.25 38.9% 41%
20261026 $23.60 $23.60 38.4% 38%
20261023 $26.55 $26.55 39.8% 48%
20261022 $26.75 $26.75 40.6% 53%
20261021 $23.95 $23.95 38.9% 43%
20261020 $34.15 $34.15 49.2% 100%
20261019 $31.55 $31.55 45.2% 95%
20261016 $34.35 $7.15 45.8% 99%
20261015 $34.25 $9.10 45.5% 97%
20261014 $32.95 $8.35 45.9% 100%
20261013 $32.65 $9.88 44.0% 100%
20261012 $32.10 $10.90 42.4% 99%
20261009 $32.75 $10.75 41.3% 89%
20261008 $33.50 $12.55 41.9% 94%
20261007 $32.70 $12.35 40.2% 80%
20261006 $33.35 $13.50 39.6% 75%
20261005 $33.35 $14.60 37.6% 57%
20261002 $15.90 $15.90 37.1% 53%
20261001 $17.05 $17.05 37.0% 52%
20260930 $15.70 $15.70 36.9% 51%
20260929 $16.70 $16.70 37.0% 52%
20260928 $19.40 $19.40 38.2% 62%
20260925 $19.95 $19.95 35.7% 40%
20260924 $20.75 $20.75 36.6% 48%
20260923 $20.65 $20.65 35.3% 37%
20260922 $21.25 $21.25 35.0% 34%
20260921 $22.30 $22.30 34.8% 32%
20260918 $23.10 $6.10 32.6% 13%
20260917 $24.70 $6.80 33.8% 24%
20260916 $29.50 $9.25 37.9% 60%
20260915 $28.85 $11.40 35.1% 35%
20260914 $29.30 $12.65 34.5% 30%
20260911 $29.75 $14.30 33.5% 22%
20260910 $32.05 $15.85 34.6% 31%
20260909 $31.45 $16.50 33.7% 23%
20260908 $33.55 $18.50 35.5% 39%
20260904 $35.30 $20.85 33.5% 21%
20260903 $36.50 $21.45 35.2% 32%
20260902 $22.20 $22.20 35.7% 35%
20260901 $22.35 $22.35 35.9% 36%
20260831 $22.70 $22.70 35.4% 31%
20260828 $23.95 $23.95 34.7% 26%
20260827 $26.30 $26.30 35.9% 35%
20260826 $26.60 $26.60 35.9% 35%
20260825 $26.80 $26.80 34.9% 27%
20260824 $27.30 $27.30 35.2% 30%
20260821 $27.70 $3.52 34.0% 21%
20260820 $28.75 $7.20 34.5% 25%
20260819 $28.90 $9.25 33.8% 19%
20260818 $29.20 $11.70 34.9% 28%
20260817 $30.70 $12.75 35.3% 30%
20260814 $31.60 $14.05 33.7% 19%
20260813 $33.10 $15.30 34.9% 27%
20260812 $33.20 $16.85 34.7% 26%
20260811 $34.75 $18.10 35.7% 33%
20260810 $35.60 $19.10 36.0% 35%
20260807 — — 35.8% 34%

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.