LEN · Expected Move
Lennar Corporation Class A
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).
LEN 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 LEN Expected Move
30-Day Straddle
$9.40
7-Day Straddle
$5.58
30-Day ATM IV
44.3%
IV Rank
81%
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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261104 | $9.40 | $5.58 | 44.3% | 81% |
| 20261103 | $9.20 | $6.60 | 46.2% | 96% |
| 20261102 | $9.25 | $4.08 | 43.3% | 73% |
| 20261030 | $8.00 | $4.40 | 41.9% | 63% |
| 20261029 | $7.12 | $4.42 | 38.3% | 34% |
| 20261028 | $8.40 | $5.50 | 45.1% | 88% |
| 20261027 | $7.30 | $5.60 | 39.7% | 46% |
| 20261026 | $8.55 | $4.30 | 43.8% | 78% |
| 20261023 | $8.25 | $4.72 | 43.6% | 76% |
| 20261022 | $8.45 | $5.15 | 44.6% | 83% |
| 20261021 | $7.45 | $4.65 | 42.2% | 65% |
| 20261020 | $8.25 | $5.38 | 44.4% | 75% |
| 20261019 | $7.45 | $3.15 | 42.7% | 63% |
| 20261016 | $8.00 | $3.90 | 45.7% | 84% |
| 20261015 | $7.60 | $3.92 | 43.3% | 67% |
| 20261014 | $7.70 | $3.80 | 44.2% | 50% |
| 20261013 | $7.40 | $4.18 | 42.5% | 42% |
| 20261012 | $7.35 | $2.77 | 42.4% | 42% |
| 20261009 | $7.05 | $3.33 | 40.5% | 32% |
| 20261008 | $7.70 | $3.90 | 43.4% | 47% |
| 20261007 | $7.90 | $4.12 | 43.3% | 46% |
| 20261006 | $7.40 | $4.12 | 42.2% | 41% |
| 20261005 | $7.10 | $2.90 | 40.9% | 34% |
| 20261002 | $7.00 | $4.03 | 41.1% | 35% |
| 20261001 | $6.88 | $3.80 | 38.0% | 20% |
| 20260930 | $7.30 | $4.32 | 39.1% | 25% |
| 20260929 | $7.50 | $4.58 | 39.0% | 25% |
| 20260928 | $7.35 | $3.10 | 39.2% | 26% |
| 20260925 | $6.28 | $3.40 | 36.4% | 13% |
| 20260924 | $7.20 | $3.75 | 39.3% | 26% |
| 20260923 | $6.45 | $3.50 | 33.9% | 0% |
| 20260922 | $7.60 | $4.28 | 39.5% | 18% |
| 20260921 | $7.00 | $2.58 | 37.5% | 7% |
| 20260918 | $6.25 | $3.02 | 36.3% | 0% |
| 20260917 | $6.58 | $4.05 | 36.7% | 1% |
| 20260916 | $8.25 | $5.97 | 45.0% | 48% |
| 20260915 | $8.25 | $6.60 | 44.9% | 47% |
| 20260914 | $8.15 | $5.08 | 43.8% | 41% |
| 20260911 | $7.65 | $5.40 | 43.3% | 38% |
| 20260910 | $8.25 | $6.05 | 46.5% | 56% |
| 20260909 | $8.20 | $5.15 | 44.0% | 42% |
| 20260908 | $8.70 | $5.85 | 46.7% | 57% |
| 20260904 | $7.20 | $3.25 | 40.6% | 23% |
| 20260903 | $7.53 | $3.73 | 41.0% | 25% |
| 20260902 | $7.88 | $3.83 | 39.9% | 19% |
| 20260901 | $8.60 | $4.65 | 44.5% | 45% |
| 20260831 | $8.25 | $2.25 | 42.5% | 33% |
| 20260828 | $7.90 | $3.17 | 40.3% | 21% |
| 20260827 | $7.00 | $4.72 | 37.4% | 5% |
| 20260826 | $8.30 | $4.08 | 41.4% | 27% |
| 20260825 | $8.40 | $3.83 | 41.0% | 25% |
| 20260824 | $9.32 | $3.00 | 43.0% | 36% |
| 20260821 | $7.70 | $3.85 | 38.9% | 13% |
| 20260820 | $7.85 | $3.80 | 40.7% | 23% |
| 20260819 | $8.32 | $3.92 | 39.9% | 19% |
| 20260818 | $8.05 | $4.03 | 40.8% | 24% |
| 20260817 | $8.45 | $3.98 | 40.7% | 23% |
| 20260814 | $7.50 | $3.50 | 39.7% | 18% |
| 20260813 | $7.47 | $4.03 | 39.8% | 18% |
| 20260812 | $7.12 | $3.73 | 36.6% | 0% |
More on LEN
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.