LFUS · Expected Move
Littelfuse Inc
The expected move for LFUS 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).
LFUS straddle price & implied vol
59 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: average implied volatility (right axis).
Current LFUS Expected Move
30-Day Straddle
$30.55
7-Day Straddle
$30.55
Avg IV
63.1%
IV Rank
8%
Implied one-standard-deviation move through the next 30 days. Compare to LFUS'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.
LFUS Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260929 | $30.55 | $30.55 | 63.1% | 8% |
| 20260928 | $31.65 | $31.65 | 60.3% | 5% |
| 20260925 | $32.10 | $32.10 | 58.6% | 3% |
| 20260924 | $33.95 | $33.95 | 56.9% | 1% |
| 20260923 | $35.10 | $35.10 | 57.8% | 2% |
| 20260922 | $37.90 | $37.90 | 58.7% | 3% |
| 20260921 | $36.85 | $36.85 | 58.2% | 3% |
| 20260918 | $38.20 | $4.28 | 56.4% | 1% |
| 20260917 | $40.00 | $9.15 | 56.5% | 1% |
| 20260916 | $42.05 | $13.15 | 57.6% | 2% |
| 20260915 | $42.80 | $17.00 | 59.3% | 4% |
| 20260914 | $44.40 | $19.05 | 57.9% | 2% |
| 20260911 | $49.70 | $20.45 | 56.3% | 1% |
| 20260910 | $50.35 | $23.35 | 56.5% | 1% |
| 20260909 | $53.90 | $26.10 | 57.7% | 2% |
| 20260908 | $55.25 | $27.55 | 58.4% | 3% |
| 20260904 | $56.50 | $29.80 | 55.7% | 0% |
| 20260903 | $57.60 | $32.50 | 56.5% | 0% |
| 20260902 | $34.35 | $34.35 | 104.8% | 47% |
| 20260901 | $35.30 | $35.30 | 100.7% | 43% |
| 20260831 | $36.15 | $36.15 | 95.2% | 36% |
| 20260828 | $38.20 | $38.20 | 89.6% | 30% |
| 20260827 | $41.55 | $41.55 | 93.0% | 35% |
| 20260826 | $42.45 | $42.45 | 89.6% | 32% |
| 20260825 | $43.15 | $43.15 | 84.4% | 27% |
| 20260824 | $42.25 | $42.25 | 87.3% | 30% |
| 20260821 | $46.60 | $5.25 | 81.0% | 23% |
| 20260820 | $49.10 | $11.50 | 85.8% | 28% |
| 20260819 | $48.90 | $15.50 | 79.9% | 22% |
| 20260818 | $49.65 | $20.45 | 77.6% | 19% |
| 20260817 | $55.10 | $23.10 | 81.9% | 24% |
| 20260814 | $54.45 | $21.40 | 80.6% | 23% |
| 20260813 | $58.05 | $25.95 | 78.2% | 22% |
| 20260812 | $62.60 | $31.55 | 81.7% | 28% |
| 20260811 | $70.35 | $36.45 | 82.3% | 30% |
| 20260810 | $74.30 | $40.70 | 85.7% | 34% |
| 20260806 | $81.50 | $51.40 | 81.4% | 30% |
| 20260805 | $50.90 | $50.90 | 85.1% | 34% |
| 20260804 | $52.85 | $52.85 | 83.8% | 33% |
| 20260803 | $49.85 | $49.85 | 80.3% | 29% |
| 20260731 | $49.75 | $49.75 | 75.8% | 25% |
| 20260730 | $49.90 | $49.90 | 71.4% | 21% |
| 20260729 | $52.00 | $52.00 | 76.8% | 26% |
| 20260728 | $53.90 | $53.90 | 80.3% | 30% |
| 20260727 | $56.40 | $56.40 | 77.9% | 27% |
| 20260724 | $56.85 | $56.85 | 74.1% | 23% |
| 20260723 | $60.65 | $60.65 | 74.8% | 24% |
| 20260722 | $60.60 | $60.60 | 73.9% | 23% |
| 20260721 | $60.25 | $60.25 | 72.0% | 21% |
| 20260720 | $61.00 | $61.00 | 72.9% | 22% |
| 20260716 | $59.25 | $13.80 | 68.5% | 18% |
| 20260715 | $61.20 | $18.70 | 67.0% | 16% |
| 20260714 | $62.25 | $21.85 | 72.0% | 21% |
| 20260713 | $63.40 | $28.60 | 76.9% | 26% |
| 20260710 | $63.30 | $24.25 | 65.2% | 14% |
| 20260709 | $64.95 | $28.55 | 66.6% | 16% |
| 20260708 | $65.70 | $29.05 | 66.0% | 15% |
| 20260707 | $66.40 | $31.80 | 65.2% | 14% |
| 20260706 | $70.05 | $35.10 | 64.8% | 14% |
More on LFUS
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.