LDI · Expected Move
loanDepot, Inc.
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).
LDI 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 LDI Expected Move
30-Day Straddle
$0.28
7-Day Straddle
$0.15
30-Day ATM IV
130.8%
IV Rank
8%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261026 | $0.28 | $0.15 | 130.8% | 8% |
| 20261023 | $0.55 | $5.15 | 167.6% | 15% |
| 20261022 | $0.20 | $0.12 | 136.8% | 9% |
| 20261021 | $1.38 | $1.38 | 257.7% | 31% |
| 20261020 | $2.58 | $0.12 | 294.5% | 37% |
| 20261019 | $0.12 | $0.08 | 195.8% | 20% |
| 20261016 | $0.62 | $0.45 | — | — |
| 20261015 | $0.53 | $0.10 | 170.1% | 15% |
| 20261014 | $3.83 | $5.08 | 440.7% | 64% |
| 20261013 | $7.88 | $0.12 | 176.3% | 16% |
| 20261012 | $2.33 | $0.12 | 202.3% | 21% |
| 20261009 | $20.00 | $0.45 | 618.8% | 96% |
| 20261008 | $2.75 | $1.45 | — | — |
| 20261007 | $2.35 | $0.20 | — | — |
| 20261006 | $4.35 | $0.15 | 86.5% | 0% |
| 20261005 | $2.05 | $0.12 | 148.9% | 7% |
| 20261002 | $1.38 | $0.90 | — | — |
| 20261001 | $2.00 | $0.20 | 399.4% | 56% |
| 20260930 | $0.38 | $0.20 | 203.1% | 21% |
| 20260929 | $2.33 | $0.15 | 525.9% | 79% |
| 20260928 | $0.50 | $0.33 | 543.3% | 82% |
| 20260925 | $3.95 | $3.90 | — | — |
| 20260924 | $4.00 | $0.22 | 184.4% | 18% |
| 20260923 | $1.93 | $0.62 | — | — |
| 20260922 | $2.45 | $1.68 | — | — |
| 20260921 | $2.38 | $0.20 | — | — |
| 20260918 | $0.68 | $0.28 | — | — |
| 20260917 | $2.05 | $0.35 | 290.7% | 37% |
| 20260916 | $0.25 | $1.60 | 222.3% | 25% |
| 20260915 | $2.23 | $2.23 | — | — |
| 20260914 | $0.45 | $1.05 | 317.0% | 42% |
| 20260911 | $1.73 | $0.23 | 289.5% | 37% |
| 20260910 | $0.62 | $2.12 | 119.6% | 6% |
| 20260909 | $0.75 | $0.33 | — | — |
| 20260908 | $0.70 | $2.27 | 313.9% | 41% |
| 20260904 | $0.62 | $0.10 | 291.0% | 37% |
| 20260903 | $1.48 | $0.12 | 155.3% | 12% |
| 20260902 | $0.60 | $0.12 | 173.7% | 16% |
| 20260901 | $0.45 | $0.28 | 503.1% | 75% |
| 20260831 | $0.47 | $0.15 | 418.0% | 60% |
| 20260828 | $0.47 | $0.17 | 363.3% | 50% |
| 20260827 | $0.25 | $0.15 | 256.2% | 31% |
| 20260826 | $2.33 | $1.97 | 232.7% | 26% |
| 20260825 | $7.58 | $0.12 | 249.8% | 29% |
| 20260824 | $1.47 | $1.68 | 214.5% | 23% |
| 20260821 | $0.45 | $3.90 | 524.8% | 79% |
| 20260820 | $0.20 | $1.97 | 178.1% | 17% |
| 20260819 | $0.35 | $0.22 | 465.8% | 68% |
| 20260818 | $2.00 | $0.65 | 455.9% | 67% |
| 20260817 | $0.47 | $0.15 | 442.6% | 64% |
| 20260814 | $0.85 | $0.12 | 415.8% | 59% |
| 20260813 | $1.00 | $0.97 | 441.8% | 64% |
| 20260812 | $0.57 | $0.15 | 189.1% | 19% |
| 20260811 | $2.33 | $0.17 | 223.8% | 25% |
| 20260810 | $2.33 | $2.08 | 226.4% | 25% |
| 20260807 | — | — | 383.1% | 53% |
| 20260806 | $0.85 | $2.42 | 192.4% | 19% |
| 20260805 | $0.50 | $0.12 | 159.3% | 13% |
| 20260804 | $0.85 | $0.45 | 359.1% | 49% |
| 20260803 | $0.77 | $0.20 | 386.4% | 54% |
More on LDI
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.