LE (Lands' End, Inc. Common Stock)

Expected Move & Straddle Price History

The expected move for LE 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 LE Expected Move
30-Day Straddle
$2.12
7-Day Straddle
$2.25
Avg IV
1.2%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to LE'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.
LE Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260903 $2.12 $2.25 1.2% 8%
20260902 $1.90 $1.90 2.8% 95%
20260901 $1.77 $1.77 2.4% 73%
20260831 $2.25 $2.25 2.7% 87%
20260828 $1.55 $1.55 1.9% 46%
20260827 $1.80 $1.80 2.3% 68%
20260826 $2.12 $2.12 2.1% 57%
20260825 $1.70 $1.70 2.1% 59%
20260824 $1.40 $1.40 2.1% 56%
20260821 $2.52 $1.73 1.7% 34%
20260820 $1.90 $1.00 1.9% 46%
20260819 $2.50 $1.65 1.7% 34%
20260818 $2.20 $1.35 2.0% 49%
20260817 $2.23 $1.38 1.8% 39%
20260814 $2.40 $2.05 1.6% 28%
20260813 $2.10 $1.98 1.8% 41%
20260812 $2.12 $1.93 1.7% 36%
20260811 $2.58 $2.80 1.5% 27%
20260810 $1.95 $2.12 1.6% 32%
20260806 $3.25 $2.25 1.4% 21%
20260805 $2.40 $2.40 1.4% 22%
20260804 $1.62 $1.62 1.5% 23%
20260803 $2.45 $2.45 1.3% 14%
20260731 $2.42 $2.42 1.2% 12%
20260730 $2.53 $2.53 1.4% 23%
20260729 $2.53 $2.53 1.5% 25%
20260728 $2.52 $2.52 1.2% 8%
20260727 $2.53 $2.53 1.2% 8%
20260724 $2.60 $2.60 1.1% 5%
20260723 $2.02 $2.02 1.2% 11%
20260722 $2.10 $2.10 1.1% 3%
20260721 $2.17 $2.17 1.2% 9%
20260720 $2.08 $2.08 1.2% 10%
20260716 $2.20 $1.40 1.1% 5%
20260715 $2.12 $1.62 1.3% 16%
20260714 $3.20 $2.17 1.3% 15%
20260713 $2.45 $1.40 1.3% 14%
20260710 $2.50 $2.60 1.1% 7%
20260709 $3.08 $1.80 1.5% 25%
20260708 $2.00 $1.38 1.0% 0%
20260707 $2.20 $1.45 1.0% 0%
20260706 $2.10 $1.70 1.1% 7%
20260702 $1.05 $1.05 2.3% 67%
20260701 $0.90 $0.90 2.3% 69%
20260630 $0.98 $0.98 2.4% 71%
20260629 $1.50 $1.50 2.9% 100%
20260626 $1.45 $1.45 2.0% 55%
20260625 $2.27 $2.27 2.1% 64%
20260624 $1.93 $1.93 2.0% 54%
20260623 $2.02 $2.02 1.9% 51%
20260622 $2.48 $2.48 2.5% 85%
20260618 $1.55 $0.25 1.8% 46%
20260617 $1.98 $0.62 2.2% 67%
20260616 $1.08 $1.18 1.9% 54%
20260615 $2.38 $0.68 1.6% 38%
20260613 $1.55 $0.98 1.5% 34%
20260612 $1.55 $0.98 2.0% 58%
20260611 $1.73 $1.05 1.6% 40%
20260610 $1.67 $0.60 1.5% 34%
20260609 $1.58 $0.80 1.6% 39%