LBRT · Expected Move
Liberty Energy Inc.
The expected move for LBRT 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).
LBRT 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 LBRT Expected Move
30-Day Straddle
$2.92
7-Day Straddle
$0.30
30-Day ATM IV
72.1%
IV Rank
100%
Implied one-standard-deviation move through the next 30 days. Compare to LBRT'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.
LBRT Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261016 | $2.92 | $0.30 | 72.1% | 100% |
| 20261015 | $2.92 | $0.70 | 68.9% | 84% |
| 20261014 | $3.00 | $0.75 | 66.1% | 70% |
| 20261013 | $3.17 | $0.93 | 65.1% | 65% |
| 20261012 | $3.12 | $1.10 | 63.6% | 58% |
| 20261009 | $3.35 | $1.25 | 63.5% | 57% |
| 20261008 | $3.35 | $1.23 | 64.1% | 60% |
| 20261007 | $3.52 | $1.50 | 63.6% | 58% |
| 20261006 | $3.77 | $1.73 | 67.0% | 75% |
| 20261005 | $3.50 | $1.77 | 63.5% | 57% |
| 20261002 | $1.82 | $1.82 | 63.7% | 58% |
| 20261001 | $1.85 | $1.85 | 63.7% | 58% |
| 20260930 | $1.88 | $1.88 | 62.7% | 53% |
| 20260929 | $1.97 | $1.97 | 62.8% | 53% |
| 20260928 | $2.02 | $2.02 | 63.0% | 55% |
| 20260925 | $2.05 | $2.05 | 59.6% | 37% |
| 20260924 | $2.00 | $2.00 | 58.2% | 30% |
| 20260923 | $2.03 | $2.03 | 58.0% | 29% |
| 20260922 | $2.12 | $2.12 | 59.4% | 36% |
| 20260921 | $2.33 | $2.33 | 59.3% | 36% |
| 20260918 | $2.55 | $0.82 | 58.5% | 32% |
| 20260917 | $2.78 | $0.57 | 64.4% | 61% |
| 20260916 | $2.88 | $0.90 | 64.7% | 63% |
| 20260915 | $2.95 | $1.20 | 63.9% | 59% |
| 20260914 | $2.88 | $1.27 | 62.9% | 54% |
| 20260911 | $3.40 | $1.38 | 65.9% | 69% |
| 20260910 | $3.15 | $1.45 | 60.4% | 41% |
| 20260909 | $3.20 | $1.75 | 58.1% | 30% |
| 20260908 | $3.20 | $1.88 | 58.1% | 31% |
| 20260904 | $3.27 | $1.90 | 56.5% | 23% |
| 20260903 | $3.22 | $1.82 | 57.2% | 27% |
| 20260902 | $1.80 | $1.80 | 56.2% | 22% |
| 20260901 | $1.95 | $1.95 | 58.2% | 32% |
| 20260831 | $2.22 | $2.22 | 57.9% | 30% |
| 20260828 | $1.95 | $1.95 | 58.5% | 33% |
| 20260827 | $1.98 | $1.98 | 55.7% | 19% |
| 20260826 | $2.20 | $2.20 | 56.3% | 22% |
| 20260825 | $2.02 | $2.02 | 56.7% | 24% |
| 20260824 | $2.00 | $2.00 | 54.2% | 12% |
| 20260821 | $2.45 | $0.60 | 57.0% | 26% |
| 20260820 | $2.47 | $0.70 | 57.7% | 28% |
| 20260819 | $2.60 | $0.78 | 56.5% | 22% |
| 20260818 | $2.65 | $1.20 | 52.6% | 4% |
| 20260817 | $2.80 | $1.18 | 53.9% | 10% |
| 20260814 | $2.90 | $1.38 | 53.8% | 9% |
| 20260813 | $2.75 | $1.42 | 52.3% | 2% |
| 20260812 | $2.95 | $1.50 | 54.0% | 9% |
| 20260811 | $3.02 | $1.82 | 56.3% | 19% |
| 20260810 | $3.12 | $1.98 | 58.0% | 26% |
| 20260807 | — | — | 60.8% | 38% |
| 20260806 | $3.52 | $2.30 | 65.6% | 53% |
| 20260805 | $2.20 | $2.20 | 66.7% | 57% |
| 20260804 | $2.42 | $2.42 | 64.6% | 49% |
| 20260803 | $2.33 | $2.33 | 62.6% | 41% |
| 20260731 | $2.55 | $2.55 | 64.9% | 50% |
| 20260730 | $2.45 | $2.45 | 69.3% | 67% |
| 20260729 | $2.27 | $2.27 | 63.2% | 44% |
| 20260728 | $2.42 | $2.42 | 65.0% | 51% |
| 20260727 | $2.12 | $2.12 | 62.4% | 41% |
| 20260724 | $2.52 | $2.52 | 64.7% | 46% |
More on LBRT
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.