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 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 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
| Date | 30D Straddle | 7D Straddle | ATM IV | IV 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 | — | — |
More on LIDR
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.