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
$0.40
7-Day Straddle
$1.53
Avg IV
2.5%
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 |
|---|---|---|---|---|
| 20260604 | $0.40 | $1.53 | 2.5% | 59% |
| 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% |
| 20260424 | $7.85 | $0.20 | 2.3% | 55% |
| 20260423 | $0.50 | $0.25 | 1.9% | 38% |
| 20260422 | $0.75 | $0.62 | 1.9% | 40% |
| 20260421 | $0.93 | $0.60 | 2.2% | 51% |
| 20260420 | $0.68 | $0.43 | 1.6% | 26% |
| 20260417 | $0.47 | $0.30 | 1.4% | 18% |
| 20260416 | $0.53 | $0.25 | 1.8% | 33% |
| 20260415 | $1.55 | $0.15 | 1.5% | 23% |
| 20260414 | $0.33 | $0.15 | 1.5% | 20% |
| 20260413 | $0.47 | $0.12 | 1.6% | 24% |
| 20260410 | $0.57 | $0.12 | 1.9% | 38% |
| 20260409 | $0.47 | $0.55 | 1.7% | 32% |
| 20260408 | $0.60 | $0.25 | 2.3% | 57% |
| 20260407 | $0.33 | $0.20 | 2.5% | 68% |
| 20260406 | $0.70 | $0.10 | 2.6% | 72% |
| 20260402 | $0.50 | $0.42 | 1.9% | 38% |
| 20260401 | $1.00 | $0.42 | 1.8% | 34% |
| 20260331 | $0.53 | $0.22 | 2.4% | 60% |
| 20260330 | $0.50 | $0.40 | 1.8% | 37% |
| 20260327 | $0.75 | $1.35 | 2.6% | 72% |
| 20260326 | $0.75 | $3.38 | 3.2% | 100% |
| 20260325 | $0.55 | $0.88 | 2.8% | 96% |
| 20260324 | $0.57 | $0.55 | 2.5% | 80% |
| 20260323 | $0.80 | $0.10 | 2.6% | 83% |
| 20260320 | $0.47 | $0.17 | 2.2% | 63% |
| 20260319 | $0.43 | $0.28 | 2.0% | 52% |
| 20260318 | $0.43 | $0.32 | 2.1% | 55% |
| 20260317 | $7.75 | $0.30 | 1.9% | 49% |
| 20260316 | $0.23 | $0.15 | 1.8% | 39% |
| 20260313 | $7.88 | $7.65 | 2.9% | 100% |