LEN (Lennar Corporation Class A)

Expected Move & Straddle Price History

The expected move for LEN 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 LEN Expected Move
30-Day Straddle
$8.45
7-Day Straddle
$3.33
Avg IV
0.5%
IV Rank
3%
Implied one-standard-deviation move through the next 30 days. Compare to LEN'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.
LEN Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260622 $8.45 $3.33 0.5% 3%
20260618 $7.55 $3.88 0.6% 35%
20260617 $7.70 $4.35 0.6% 34%
20260616 $8.30 $4.68 0.5% 19%
20260615 $8.05 $2.88 0.6% 31%
20260613 $7.90 $3.85 0.5% 7%
20260612 $8.05 $4.25 0.5% 4%
20260611 $10.75 $7.17 0.6% 49%
20260610 $9.70 $6.62 0.5% 23%
20260609 $10.15 $7.20 0.5% 20%
20260608 $10.15 $5.75 0.5% 17%
20260605 $11.15 $6.58 0.6% 34%
20260604 $10.45 $7.15 0.5% 25%
20260603 $10.50 $6.85 0.5% 29%
20260602 $10.60 $7.35 0.5% 29%
20260601 $10.95 $3.58 0.5% 23%
20260529 $9.50 $3.77 0.5% 28%
20260528 $9.15 $4.08 0.5% 18%
20260527 $9.75 $5.03 0.5% 26%
20260526 $8.95 $4.30 0.5% 23%
20260522 $9.00 $3.65 0.7% 58%
20260521 $8.80 $3.83 0.7% 71%
20260520 $9.20 $4.30 0.7% 68%
20260519 $8.70 $4.33 0.7% 73%
20260518 $8.90 $3.23 0.6% 55%
20260515 $7.42 $3.65 0.5% 9%
20260514 $7.95 $4.12 0.5% 11%
20260513 $8.05 $4.57 0.4% 8%
20260512 $8.15 $5.00 0.5% 13%
20260511 $8.55 $3.38 0.5% 15%
20260510 $9.00 $3.88 0.5% 18%
20260508 $7.65 $3.88 0.5% 14%
20260507 $8.00 $4.17 0.5% 15%
20260506 $8.60 $4.85 0.5% 16%
20260505 $8.15 $4.88 0.5% 14%
20260504 $8.15 $3.33 0.5% 15%
20260502 $7.90 $3.85 0.4% 13%
20260501 $7.90 $3.88 0.5% 15%
20260430 $8.05 $4.25 0.5% 17%
20260429 $8.55 $4.95 0.5% 14%
20260428 $8.60 $5.25 0.5% 13%
20260427 $8.90 $3.83 0.5% 13%
20260424 $8.70 $4.42 0.5% 17%
20260423 $8.95 $4.67 0.5% 16%
20260422 $9.25 $5.45 0.5% 18%
20260421 $9.35 $5.90 0.5% 16%
20260420 $8.80 $4.25 0.5% 12%
20260417 $8.55 $4.22 0.8% 65%
20260416 $8.20 $4.72 0.8% 70%
20260415 $8.20 $5.00 0.8% 58%
20260414 $8.90 $5.30 0.8% 58%
20260413 $8.90 $3.23 0.8% 65%
20260410 $8.40 $3.85 0.5% 14%
20260409 $8.75 $4.42 0.5% 17%
20260408 $8.25 $5.03 0.5% 17%
20260407 $9.75 $5.40 0.5% 18%
20260406 $9.70 $3.92 0.5% 16%
20260402 $8.90 $4.35 0.5% 21%
20260401 $9.40 $4.92 0.5% 22%
20260331 $9.70 $5.18 0.5% 19%