LII (Lennox International Inc.)
Expected Move & Straddle Price History
The expected move for LII 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).
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.
Current LII Expected Move
30-Day Straddle
$31.65
7-Day Straddle
$13.60
Avg IV
0.4%
IV Rank
13%
Implied one-standard-deviation move through the next 30 days. Compare to LII'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.
LII Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260911 | $31.65 | $13.60 | 0.4% | 13% |
| 20260910 | $33.25 | $17.30 | 0.4% | 11% |
| 20260909 | $31.95 | $16.60 | 0.4% | 10% |
| 20260908 | $33.35 | $19.40 | 0.4% | 8% |
| 20260904 | $33.10 | $19.85 | 0.4% | 0% |
| 20260903 | $34.65 | $19.60 | 0.4% | 0% |
| 20260902 | $20.40 | $20.40 | 1.0% | 100% |
| 20260901 | $21.10 | $21.10 | 0.9% | 97% |
| 20260831 | $22.35 | $22.35 | 0.9% | 90% |
| 20260828 | $23.45 | $23.45 | 0.8% | 73% |
| 20260827 | $24.70 | $24.70 | 0.8% | 76% |
| 20260826 | $26.00 | $26.00 | 0.8% | 70% |
| 20260825 | $27.20 | $27.20 | 0.8% | 75% |
| 20260824 | $28.70 | $28.70 | 0.7% | 64% |
| 20260821 | $30.75 | $4.60 | 0.7% | 59% |
| 20260820 | $32.95 | $8.28 | 0.6% | 47% |
| 20260819 | $31.55 | $10.50 | 0.6% | 47% |
| 20260818 | $30.55 | $12.50 | 0.7% | 48% |
| 20260817 | $33.75 | $13.95 | 0.6% | 45% |
| 20260814 | $34.90 | $15.90 | 0.6% | 38% |
| 20260813 | $36.00 | $17.80 | 0.6% | 42% |
| 20260812 | $37.00 | $18.10 | 0.6% | 42% |
| 20260811 | $39.00 | $21.05 | 0.6% | 35% |
| 20260810 | $39.30 | $21.70 | 0.6% | 39% |
| 20260806 | $47.40 | $28.25 | 0.6% | 35% |
| 20260805 | $29.30 | $29.30 | 0.7% | 58% |
| 20260804 | $30.25 | $30.25 | 0.7% | 59% |
| 20260803 | $32.55 | $32.55 | 0.6% | 47% |
| 20260731 | $31.80 | $31.80 | 0.7% | 59% |
| 20260730 | $32.90 | $32.90 | 0.7% | 52% |
| 20260729 | $35.30 | $35.30 | 0.7% | 49% |
| 20260728 | $49.40 | $49.40 | 0.5% | 24% |
| 20260727 | $51.30 | $51.30 | 0.5% | 26% |
| 20260724 | $52.45 | $52.45 | 0.5% | 20% |
| 20260723 | $53.05 | $53.05 | 0.5% | 21% |
| 20260722 | $54.80 | $54.80 | 0.5% | 21% |
| 20260721 | $55.60 | $55.60 | 0.5% | 21% |
| 20260720 | $57.80 | $57.80 | 0.5% | 20% |
| 20260716 | $58.80 | $12.15 | 0.5% | 16% |
| 20260715 | $57.60 | $15.05 | 0.5% | 15% |
| 20260714 | $60.00 | $17.00 | 0.5% | 16% |
| 20260713 | $58.65 | $19.40 | 0.5% | 14% |
| 20260710 | $60.45 | $20.45 | 0.5% | 15% |
| 20260709 | $59.05 | $23.25 | 0.4% | 7% |
| 20260708 | $59.15 | $25.55 | 0.5% | 13% |
| 20260707 | $62.65 | $27.30 | 0.5% | 13% |
| 20260706 | $63.60 | $29.30 | 0.5% | 13% |
| 20260702 | $33.15 | $33.15 | 0.5% | 22% |
| 20260701 | $33.50 | $33.50 | 0.5% | 24% |
| 20260630 | $35.05 | $35.05 | 0.6% | 33% |
| 20260629 | $37.45 | $37.45 | 0.4% | 11% |
| 20260626 | $39.25 | $39.25 | 0.5% | 19% |
| 20260625 | $39.25 | $39.25 | 0.4% | 8% |
| 20260624 | $40.65 | $40.65 | 0.5% | 12% |
| 20260623 | $38.30 | $38.30 | 0.4% | 7% |
| 20260622 | $39.90 | $39.90 | 0.4% | 8% |
| 20260618 | $42.30 | $6.10 | 0.4% | 8% |
| 20260617 | $42.85 | $13.80 | 0.4% | 3% |
| 20260616 | $44.85 | $16.55 | 0.4% | 5% |
| 20260615 | $45.55 | $18.75 | 0.4% | 3% |