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
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 LFUS Expected Move
30-Day Straddle
$46.00
7-Day Straddle
$23.80
30-Day ATM IV
48.2%
IV Rank
26%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261113 | $46.00 | $23.80 | 48.2% | 26% |
| 20261112 | $47.45 | $24.85 | 47.8% | 24% |
| 20261111 | $47.20 | $25.85 | 47.1% | 21% |
| 20261110 | $47.95 | $28.40 | 49.0% | 29% |
| 20261109 | $48.80 | $28.95 | 49.2% | 30% |
| 20261106 | $48.80 | $31.50 | 51.6% | 40% |
| 20261105 | $49.05 | $33.90 | 53.5% | 49% |
| 20261104 | $30.80 | $30.80 | 46.7% | 19% |
| 20261103 | $38.25 | $38.25 | 49.6% | 32% |
| 20261102 | $35.65 | $35.65 | 48.5% | 27% |
| 20261030 | $36.85 | $36.85 | 47.5% | 22% |
| 20261029 | $35.60 | $35.60 | 44.1% | 8% |
| 20261028 | $36.30 | $36.30 | 45.6% | 14% |
| 20261027 | $49.10 | $49.10 | 58.8% | 72% |
| 20261026 | $44.25 | $44.25 | 55.2% | 56% |
| 20261023 | $43.35 | $43.35 | 55.3% | 57% |
| 20261022 | $42.30 | $42.30 | 53.6% | 49% |
| 20261021 | $44.65 | $44.65 | 50.3% | 35% |
| 20261020 | $44.85 | $44.85 | 50.1% | 34% |
| 20261019 | $46.35 | $46.35 | 50.7% | 36% |
| 20261016 | $47.15 | $4.70 | 50.3% | 35% |
| 20261015 | $48.95 | $9.60 | 49.8% | 33% |
| 20261014 | $51.25 | $12.50 | 50.4% | 35% |
| 20261013 | $52.20 | $13.80 | 48.4% | 27% |
| 20261012 | $52.70 | $15.45 | 48.8% | 28% |
| 20261009 | $56.25 | $18.95 | 47.7% | 24% |
| 20261008 | $57.25 | $21.95 | 48.1% | 25% |
| 20261007 | $58.40 | $22.35 | 47.4% | 22% |
| 20261006 | $61.30 | $23.85 | 47.1% | 21% |
| 20261005 | $62.45 | $24.80 | 47.5% | 23% |
| 20261002 | $28.25 | $28.25 | 46.2% | 15% |
| 20261001 | $28.00 | $28.00 | 45.6% | 8% |
| 20260930 | $28.70 | $28.70 | 45.9% | 9% |
| 20260929 | $30.55 | $30.55 | 46.5% | 11% |
| 20260928 | $31.65 | $31.65 | 46.7% | 11% |
| 20260925 | $32.10 | $32.10 | 44.1% | 5% |
| 20260924 | $33.95 | $33.95 | 45.1% | 7% |
| 20260923 | $35.10 | $35.10 | 44.6% | 6% |
| 20260922 | $37.90 | $37.90 | 46.4% | 10% |
| 20260921 | $36.85 | $36.85 | 45.5% | 8% |
| 20260918 | $38.20 | $4.28 | 42.3% | 0% |
| 20260917 | $40.00 | $9.15 | 44.0% | 2% |
| 20260916 | $42.05 | $13.15 | 46.0% | 8% |
| 20260915 | $42.80 | $17.00 | 46.0% | 8% |
| 20260914 | $44.40 | $19.05 | 47.1% | 10% |
| 20260911 | $49.70 | $20.45 | 46.0% | 8% |
| 20260910 | $50.35 | $23.35 | 48.5% | 14% |
| 20260909 | $53.90 | $26.10 | 50.1% | 18% |
| 20260908 | $55.25 | $27.55 | 50.6% | 19% |
| 20260904 | $56.50 | $29.80 | 49.1% | 16% |
| 20260903 | $57.60 | $32.50 | 50.0% | 18% |
| 20260902 | $34.35 | $34.35 | 50.7% | 20% |
| 20260901 | $35.30 | $35.30 | 50.9% | 20% |
| 20260831 | $36.15 | $36.15 | 50.3% | 19% |
| 20260828 | $38.20 | $38.20 | 49.9% | 18% |
| 20260827 | $41.55 | $41.55 | 51.0% | 20% |
| 20260826 | $42.45 | $42.45 | 51.3% | 21% |
| 20260825 | $43.15 | $43.15 | 51.6% | 22% |
| 20260824 | $42.25 | $42.25 | 51.3% | 21% |
| 20260821 | $46.60 | $5.25 | 51.2% | 21% |
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.