LIDR · Expected Move

AEye, Inc. Class A Common Stock

The expected move for LIDR 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).

LIDR straddle price & implied vol

36 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 LIDR Expected Move
30-Day Straddle
$1.88
7-Day Straddle
$1.88
30-Day ATM IV
—
IV Rank
—
Implied one-standard-deviation move through the next 30 days. Compare to LIDR'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.
LIDR Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20240719 $1.88 $1.88 — —
20240718 $1.88 $1.88 — —
20240717 $1.88 $1.88 — —
20240716 $1.88 $1.88 — —
20240715 $1.88 $1.88 — —
20240712 $1.88 $1.88 — —
20240710 $1.88 $1.88 — —
20240709 $1.88 $1.88 — —
20240705 $1.88 $1.88 — —
20240703 $1.88 $1.88 — —
20240702 $1.88 $1.88 — —
20240701 $1.88 $1.88 — —
20240628 $1.88 $1.88 — —
20240627 $1.88 $1.88 — —
20240626 $1.88 $1.88 — —
20240625 $1.88 $1.88 — —
20240624 $1.88 $1.88 — —
20240621 $1.88 $1.88 — —
20240620 $1.88 $1.88 — —
20240618 $1.85 $1.85 — —
20240617 $1.92 $1.92 — —
20240614 $1.85 $1.85 — —
20240613 $1.85 $1.85 — —
20240611 $1.85 $1.85 — —
20240610 $1.85 $1.85 — —
20240607 $2.57 $2.57 — —
20240606 $2.77 $2.77 — —
20240605 $2.77 $2.77 — —
20240604 $2.92 $2.92 — —
20240603 $2.70 $2.70 — —
20240531 $2.92 $2.92 — —
20240530 $2.90 $2.90 — —
20240529 $2.90 $2.90 — —
20240528 $2.85 $2.85 — —
20240524 $2.98 $2.98 — —
20240523 $2.98 $2.98 — —

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.