LDI (loanDepot, Inc.)
Expected Move & Straddle Price History
The expected move for LDI 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).
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.
Current LDI Expected Move
30-Day Straddle
$0.70
7-Day Straddle
$2.27
Avg IV
3.2%
IV Rank
59%
Implied one-standard-deviation move through the next 30 days. Compare to LDI'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.
LDI Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260908 | $0.70 | $2.27 | 3.2% | 59% |
| 20260904 | $0.62 | $0.10 | 2.6% | 39% |
| 20260903 | $1.48 | $0.12 | 1.9% | 17% |
| 20260902 | $0.60 | $0.12 | 2.5% | 38% |
| 20260901 | $0.45 | $0.28 | 2.6% | 41% |
| 20260831 | $0.47 | $0.15 | 2.9% | 51% |
| 20260828 | $0.47 | $0.17 | 3.0% | 54% |
| 20260827 | $0.25 | $0.15 | 2.6% | 39% |
| 20260826 | $2.33 | $1.97 | 2.9% | 49% |
| 20260825 | $7.58 | $0.12 | 2.0% | 21% |
| 20260824 | $1.47 | $1.68 | 2.3% | 31% |
| 20260821 | $0.45 | $3.90 | 3.2% | 60% |
| 20260820 | $0.20 | $1.97 | 2.7% | 42% |
| 20260819 | $0.35 | $0.22 | 2.5% | 37% |
| 20260818 | $2.00 | $0.65 | 2.9% | 49% |
| 20260817 | $0.47 | $0.15 | 2.8% | 45% |
| 20260814 | $0.85 | $0.12 | 3.8% | 80% |
| 20260813 | $1.00 | $0.97 | 3.8% | 78% |
| 20260812 | $0.57 | $0.15 | 3.6% | 71% |
| 20260811 | $2.33 | $0.17 | 4.0% | 86% |
| 20260810 | $2.33 | $2.08 | 3.0% | 52% |
| 20260806 | $0.85 | $2.42 | 2.3% | 31% |
| 20260805 | $0.50 | $0.12 | 1.9% | 18% |
| 20260804 | $0.85 | $0.45 | 4.2% | 93% |
| 20260803 | $0.77 | $0.20 | 4.4% | 100% |
| 20260731 | $0.85 | $0.25 | 2.8% | 53% |
| 20260730 | $1.00 | $0.57 | 3.6% | 81% |
| 20260729 | $0.95 | $0.65 | 3.7% | 86% |
| 20260728 | $0.75 | $7.83 | 3.5% | 76% |
| 20260727 | $0.75 | $0.12 | 4.1% | 100% |
| 20260724 | $0.45 | $0.10 | 2.3% | 44% |
| 20260723 | $0.17 | $2.10 | 2.1% | 36% |
| 20260722 | $2.05 | $0.17 | 1.8% | 23% |
| 20260721 | $2.05 | $0.20 | 2.0% | 30% |
| 20260720 | $0.25 | $0.12 | 2.3% | 45% |
| 20260716 | $2.67 | $2.60 | 2.5% | 55% |
| 20260715 | $1.62 | $1.42 | 2.2% | 38% |
| 20260714 | $0.55 | $1.48 | 3.0% | 79% |
| 20260713 | $0.50 | $0.17 | 3.3% | 92% |
| 20260710 | $0.97 | $0.12 | 2.9% | 75% |
| 20260709 | $0.45 | $7.55 | 3.3% | 92% |
| 20260708 | $0.75 | $0.28 | 3.1% | 82% |
| 20260707 | $2.33 | $0.30 | 3.1% | 81% |
| 20260706 | $0.40 | $1.38 | 2.4% | 48% |
| 20260702 | $0.47 | $2.20 | 3.5% | 100% |
| 20260701 | $0.47 | $2.42 | 3.0% | 85% |
| 20260630 | $0.47 | $1.55 | 3.1% | 95% |
| 20260629 | $0.47 | $0.45 | 3.1% | 90% |
| 20260626 | $2.33 | $0.25 | 2.4% | 53% |
| 20260625 | $1.45 | $2.00 | 2.7% | 72% |
| 20260624 | $1.38 | $1.43 | 2.8% | 75% |
| 20260623 | $0.42 | $0.17 | 2.6% | 63% |
| 20260622 | $0.45 | $0.15 | 2.9% | 79% |
| 20260618 | $0.48 | $0.30 | 1.7% | 17% |
| 20260617 | $0.25 | $10.07 | 1.8% | 21% |
| 20260616 | $0.35 | $0.40 | 1.4% | 0% |
| 20260615 | $0.45 | $0.25 | 1.8% | 21% |
| 20260613 | $1.43 | $0.20 | 2.9% | 79% |
| 20260612 | $1.43 | $0.17 | 2.9% | 79% |
| 20260611 | $3.27 | $0.42 | 1.8% | 21% |