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
$0.25
7-Day Straddle
$0.12
Avg IV
2.3%
IV Rank
45%
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 |
|---|---|---|---|---|
| 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% |
| 20260610 | $0.42 | $0.17 | 2.7% | 68% |
| 20260609 | $0.07 | $0.25 | 2.9% | 83% |
| 20260608 | $2.33 | $0.17 | 2.6% | 62% |
| 20260605 | $0.75 | $0.15 | 3.2% | 95% |
| 20260604 | $0.42 | $1.40 | 2.4% | 51% |
| 20260603 | $2.20 | $0.25 | 3.0% | 88% |
| 20260602 | $0.42 | $2.00 | 2.1% | 35% |
| 20260601 | $2.33 | $0.40 | 3.0% | 87% |
| 20260529 | $0.50 | $1.35 | 1.8% | 21% |
| 20260528 | $0.45 | $0.38 | 1.9% | 27% |
| 20260527 | $0.50 | $0.40 | 1.5% | 5% |
| 20260526 | $0.50 | $0.50 | 2.1% | 38% |
| 20260522 | $0.70 | $0.30 | 2.6% | 67% |
| 20260521 | $0.45 | $0.23 | 2.8% | 77% |
| 20260520 | $0.45 | $0.25 | 2.8% | 75% |
| 20260519 | $0.28 | $1.43 | 3.0% | 84% |
| 20260518 | $0.48 | $0.30 | 2.9% | 83% |
| 20260515 | $0.53 | $1.25 | 1.5% | 4% |
| 20260514 | $0.47 | $0.40 | 2.0% | 32% |
| 20260513 | $2.33 | $0.80 | 2.0% | 32% |
| 20260512 | $0.57 | $0.33 | 2.0% | 30% |
| 20260511 | $0.68 | $0.23 | 1.8% | 26% |
| 20260510 | $10.38 | $0.20 | 2.1% | 41% |
| 20260508 | $0.35 | $0.20 | 2.9% | 82% |
| 20260507 | $0.60 | $0.22 | 2.4% | 55% |
| 20260506 | $0.50 | $0.20 | 2.5% | 60% |
| 20260505 | $0.72 | $1.45 | 2.5% | 58% |
| 20260504 | $0.57 | $0.17 | 2.7% | 69% |
| 20260502 | $7.78 | $7.62 | 2.5% | 60% |
| 20260501 | $7.78 | $7.62 | 2.3% | 49% |
| 20260430 | $0.72 | $0.20 | 2.0% | 36% |
| 20260429 | $0.62 | $0.22 | 2.9% | 80% |
| 20260428 | $0.47 | $0.45 | 2.4% | 57% |
| 20260427 | $7.88 | $0.17 | 2.6% | 65% |