LH · Expected Move

Labcorp Holdings Inc.

The expected move for LH 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).

LH 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 LH Expected Move
30-Day Straddle
$23.40
7-Day Straddle
$3.67
30-Day ATM IV
29.5%
IV Rank
69%
Implied one-standard-deviation move through the next 30 days. Compare to LH'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.
LH Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261016 $23.40 $3.67 29.5% 69%
20261015 $23.85 $6.47 28.4% 61%
20261014 $23.15 $5.28 28.6% 62%
20261013 $23.60 $8.03 29.0% 66%
20261012 $24.55 $9.20 29.4% 69%
20261009 $24.70 $8.75 28.6% 62%
20261008 $25.35 $11.40 28.5% 61%
20261007 $25.00 $10.85 28.6% 62%
20261006 $25.15 $11.25 28.4% 61%
20261005 $25.25 $11.25 28.3% 60%
20261002 $11.85 $11.85 27.5% 53%
20261001 $13.55 $13.55 26.9% 49%
20260930 $13.35 $13.35 27.4% 53%
20260929 $13.30 $13.30 27.1% 51%
20260928 $14.00 $14.00 27.3% 52%
20260925 $15.15 $15.15 26.7% 47%
20260924 $14.30 $14.30 25.5% 38%
20260923 $15.10 $15.10 25.4% 37%
20260922 $15.10 $15.10 24.7% 31%
20260921 $15.90 $15.90 24.7% 31%
20260918 $16.80 $2.88 23.6% 23%
20260917 $17.45 $5.28 23.4% 21%
20260916 $18.55 $7.90 23.6% 22%
20260915 $17.90 $6.95 23.2% 19%
20260914 $17.80 $8.60 23.5% 22%
20260911 $18.80 $8.00 24.2% 27%
20260910 $18.25 $9.62 23.5% 22%
20260909 $19.10 $9.85 23.3% 20%
20260908 $20.30 $11.32 23.3% 21%
20260904 $19.90 $11.15 22.1% 11%
20260903 $20.00 $11.95 21.9% 9%
20260902 $12.05 $12.05 21.5% 6%
20260901 $12.50 $12.50 21.6% 6%
20260831 $13.75 $13.75 22.3% 12%
20260828 $13.80 $13.80 21.4% 5%
20260827 $14.25 $14.25 21.2% 4%
20260826 $15.15 $15.15 22.0% 10%
20260825 $15.50 $15.50 22.1% 11%
20260824 $15.65 $15.65 22.3% 12%
20260821 $17.05 $4.67 22.3% 12%
20260820 $16.30 $4.48 21.4% 5%
20260819 $16.30 $6.12 21.5% 6%
20260818 $16.25 $6.28 21.6% 7%
20260817 $17.15 $8.55 21.8% 8%
20260814 $16.25 $8.10 20.7% 0%
20260813 $17.45 $9.65 21.6% 0%
20260812 $18.90 $9.78 22.4% 0%
20260811 $18.85 $10.97 22.7% 0%
20260810 $20.30 $11.20 24.5% 16%
20260807 — — 23.4% 6%
20260806 $22.60 $14.35 25.7% 27%
20260805 $14.75 $14.75 25.6% 26%
20260804 $15.25 $15.25 25.7% 27%
20260803 $15.00 $15.00 26.3% 33%
20260731 $15.25 $15.25 25.9% 29%
20260730 $16.15 $16.15 25.2% 22%
20260729 $22.55 $22.55 33.4% 98%
20260728 $22.00 $22.00 31.7% 82%
20260727 $20.85 $20.85 31.5% 80%
20260724 $20.65 $20.65 30.8% 74%

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.