LGIH · Expected Move

LGI Homes, Inc.

The expected move for LGIH 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).

LGIH straddle price & implied vol

60 sessions

Bars: 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 LGIH Expected Move
30-Day Straddle
$7.43
7-Day Straddle
$7.43
30-Day ATM IV
65.7%
IV Rank
74%
Implied one-standard-deviation move through the next 30 days. Compare to LGIH'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.
LGIH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261022 $7.43 $7.43 65.7% 74%
20261021 $5.95 $5.95 65.4% 72%
20261020 $7.45 $7.45 70.2% 95%
20261019 $6.62 $6.62 68.0% 84%
20261016 $8.03 $3.40 69.3% 91%
20261015 $7.03 $2.80 62.8% 60%
20261014 $7.00 $2.68 65.0% 71%
20261013 $7.15 $2.35 61.9% 56%
20261012 $6.90 $3.58 57.5% 35%
20261009 $7.22 $3.83 60.5% 49%
20261008 $7.80 $4.20 65.4% 72%
20261007 $7.47 $3.55 61.1% 52%
20261006 $7.50 $4.42 59.3% 44%
20261005 $7.95 $3.62 59.1% 43%
20261002 $4.00 $4.00 59.3% 44%
20261001 $5.30 $5.30 60.0% 47%
20260930 $4.73 $4.73 58.3% 39%
20260929 $5.55 $5.55 57.7% 36%
20260928 $4.90 $4.90 58.1% 38%
20260925 $5.00 $5.00 55.6% 27%
20260924 $5.53 $5.53 56.0% 28%
20260923 $4.90 $4.90 52.1% 10%
20260922 $5.80 $5.80 53.5% 16%
20260921 $5.65 $5.65 55.0% 23%
20260918 $6.40 $3.12 55.0% 21%
20260917 $6.72 $1.85 61.0% 46%
20260916 $6.30 $3.33 55.2% 22%
20260915 $6.55 $3.05 56.2% 26%
20260914 $6.93 $3.92 58.7% 36%
20260911 $7.28 $3.95 59.3% 39%
20260910 $6.83 $3.95 57.0% 29%
20260909 $7.85 $4.33 55.4% 23%
20260908 $7.70 $4.15 54.9% 20%
20260904 $7.95 $4.80 54.2% 18%
20260903 $8.32 $4.70 55.4% 22%
20260902 $4.60 $4.60 53.2% 13%
20260901 $4.62 $4.62 50.0% 0%
20260831 $6.28 $6.28 59.7% 36%
20260828 $6.60 $6.60 55.7% 17%
20260827 $6.53 $6.53 54.5% 12%
20260826 $6.35 $6.35 54.4% 11%
20260825 $6.70 $6.70 55.4% 16%
20260824 $6.83 $6.83 56.9% 22%
20260821 $7.03 $2.40 55.4% 16%
20260820 $7.50 $3.52 54.3% 11%
20260819 $7.62 $2.92 55.9% 18%
20260818 $8.28 $4.05 61.4% 42%
20260817 $8.15 $3.60 58.6% 30%
20260814 $8.45 $3.92 57.5% 25%
20260813 $8.65 $4.88 57.8% 26%
20260812 $8.45 $4.78 57.8% 26%
20260811 $8.75 $4.90 57.6% 25%
20260810 $8.53 $5.33 57.7% 26%
20260807 — — 60.1% 36%
20260806 $9.98 $6.28 60.6% 38%
20260805 $6.15 $6.15 59.6% 34%
20260804 $6.78 $6.78 58.2% 28%
20260803 $7.40 $7.40 67.6% 68%
20260731 $7.10 $7.10 65.2% 58%
20260730 $8.00 $8.00 67.3% 67%

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.