LE · Expected Move
Lands' End, Inc. Common Stock
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).
LE 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 LE Expected Move
30-Day Straddle
$1.23
7-Day Straddle
$1.23
30-Day ATM IV
51.2%
IV Rank
10%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.23 | $1.23 | 51.2% | 10% |
| 20261021 | $1.10 | $1.10 | 68.3% | 38% |
| 20261020 | $1.60 | $1.60 | — | — |
| 20261019 | $0.92 | $0.92 | 79.9% | 56% |
| 20261016 | $1.52 | $2.77 | 61.0% | 26% |
| 20261015 | $2.25 | $0.97 | 63.3% | 30% |
| 20261014 | $1.55 | $0.50 | 60.8% | 26% |
| 20261013 | $1.55 | $2.27 | 59.3% | 23% |
| 20261012 | $1.67 | $3.30 | 61.1% | 26% |
| 20261009 | $1.48 | $1.12 | 61.3% | 26% |
| 20261008 | $1.88 | $1.05 | — | — |
| 20261007 | $1.82 | $1.35 | — | — |
| 20261006 | $1.95 | $1.15 | 70.4% | 41% |
| 20261005 | $1.97 | $1.18 | 67.0% | 36% |
| 20261002 | $1.20 | $1.20 | 75.7% | 50% |
| 20261001 | $1.12 | $1.12 | 60.1% | 24% |
| 20260930 | $1.10 | $1.10 | 56.0% | 18% |
| 20260929 | $0.83 | $0.83 | 65.1% | 32% |
| 20260928 | $1.18 | $1.18 | 75.0% | 49% |
| 20260925 | $0.95 | $0.95 | 59.6% | 23% |
| 20260924 | $1.18 | $1.18 | 61.4% | 26% |
| 20260923 | $0.95 | $0.95 | 59.0% | 23% |
| 20260922 | $1.75 | $1.75 | 92.3% | 77% |
| 20260921 | $0.73 | $0.73 | 67.5% | 36% |
| 20260918 | $1.85 | $0.90 | — | — |
| 20260917 | $1.30 | $0.75 | 67.3% | 36% |
| 20260916 | $1.50 | $0.50 | — | — |
| 20260915 | $1.80 | $0.70 | — | — |
| 20260914 | $1.82 | $1.20 | — | — |
| 20260911 | $1.88 | $0.95 | 72.2% | 44% |
| 20260910 | $1.58 | $1.30 | 83.2% | 62% |
| 20260909 | $1.78 | $1.45 | 75.7% | 50% |
| 20260908 | $1.65 | $1.25 | — | — |
| 20260904 | $1.90 | $1.45 | 69.3% | 39% |
| 20260903 | $2.12 | $2.25 | 81.1% | 58% |
| 20260902 | $1.90 | $1.90 | 88.1% | 70% |
| 20260901 | $1.77 | $1.77 | 83.5% | 62% |
| 20260831 | $2.25 | $2.25 | 81.8% | 60% |
| 20260828 | $1.55 | $1.55 | 68.5% | 23% |
| 20260827 | $1.80 | $1.80 | 71.6% | 26% |
| 20260826 | $2.12 | $2.12 | 73.4% | 28% |
| 20260825 | $1.70 | $1.70 | 72.5% | 27% |
| 20260824 | $1.40 | $1.40 | 60.4% | 15% |
| 20260821 | $2.52 | $1.73 | 88.8% | 42% |
| 20260820 | $1.90 | $1.00 | 72.8% | 27% |
| 20260819 | $2.50 | $1.65 | 81.0% | 35% |
| 20260818 | $2.20 | $1.35 | 67.7% | 22% |
| 20260817 | $2.23 | $1.38 | 76.4% | 30% |
| 20260814 | $2.40 | $2.05 | 62.9% | 17% |
| 20260813 | $2.10 | $1.98 | 69.5% | 24% |
| 20260812 | $2.12 | $1.93 | 65.5% | 17% |
| 20260811 | $2.58 | $2.80 | 85.5% | 34% |
| 20260810 | $1.95 | $2.12 | 66.4% | 13% |
| 20260807 | — | — | 61.4% | 10% |
| 20260806 | $3.25 | $2.25 | 86.1% | 25% |
| 20260805 | $2.40 | $2.40 | 80.9% | 22% |
| 20260804 | $1.62 | $1.62 | 63.8% | 11% |
| 20260803 | $2.45 | $2.45 | 59.0% | 9% |
| 20260731 | $2.42 | $2.42 | 71.2% | 16% |
| 20260730 | $2.53 | $2.53 | 67.6% | 14% |
More on LE
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.