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
$48.50
7-Day Straddle
$22.90
Avg IV
0.4%
IV Rank
5%
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 |
|---|---|---|---|---|
| 20260613 | $48.50 | $22.90 | 0.4% | 5% |
| 20260612 | $48.55 | $22.90 | 0.4% | 4% |
| 20260611 | $49.55 | $23.45 | 0.4% | 7% |
| 20260610 | $51.20 | $27.50 | 0.4% | 9% |
| 20260609 | $50.60 | $28.25 | 0.4% | 3% |
| 20260608 | $53.40 | $29.50 | 0.4% | 9% |
| 20260605 | $53.95 | $30.25 | 0.4% | 4% |
| 20260604 | $55.90 | $30.90 | 0.4% | 6% |
| 20260603 | $57.35 | $35.15 | 0.4% | 7% |
| 20260602 | $35.50 | $35.50 | 0.7% | 57% |
| 20260601 | $37.35 | $37.35 | 0.7% | 50% |
| 20260529 | $37.90 | $37.90 | 0.6% | 47% |
| 20260528 | $37.40 | $37.40 | 0.6% | 33% |
| 20260527 | $39.35 | $39.35 | 0.6% | 48% |
| 20260526 | $40.85 | $40.85 | 0.6% | 45% |
| 20260510 | $48.85 | $22.75 | 0.5% | 26% |
| 20260508 | $48.85 | $22.75 | 0.5% | 24% |
| 20260507 | $51.70 | $24.55 | 0.5% | 23% |
| 20260506 | $53.75 | $28.95 | 0.5% | 27% |
| 20260505 | $53.65 | $28.85 | 0.5% | 24% |
| 20260504 | $57.20 | $31.75 | 0.5% | 25% |
| 20260502 | $33.95 | $33.95 | 0.9% | 100% |
| 20260501 | $34.55 | $34.55 | 0.7% | 83% |
| 20260430 | $36.05 | $36.05 | 0.6% | 62% |
| 20260429 | $36.90 | $36.90 | 0.5% | 40% |
| 20260428 | $47.85 | $47.85 | 0.7% | 85% |
| 20260427 | $49.45 | $49.45 | 0.7% | 82% |
| 20260424 | $49.30 | $49.30 | 0.7% | 75% |
| 20260423 | $49.80 | $49.80 | 0.7% | 71% |
| 20260422 | $48.70 | $48.70 | 0.7% | 73% |
| 20260421 | $51.80 | $51.80 | 0.7% | 70% |
| 20260420 | $52.40 | $52.40 | 0.6% | 63% |
| 20260417 | $52.55 | $6.38 | 0.6% | 54% |
| 20260416 | $50.50 | $11.68 | 0.6% | 55% |
| 20260415 | $51.35 | $16.40 | 0.6% | 58% |
| 20260414 | $49.90 | $15.40 | 0.6% | 59% |
| 20260413 | $50.90 | $16.25 | 0.5% | 44% |
| 20260410 | $53.70 | $20.10 | 0.6% | 53% |
| 20260409 | $50.40 | $20.85 | 0.6% | 52% |
| 20260408 | $50.80 | $23.30 | 0.6% | 48% |
| 20260407 | $53.15 | $27.05 | 0.5% | 47% |
| 20260406 | $53.65 | $27.85 | 0.5% | 46% |
| 20260402 | $56.10 | $33.60 | 0.7% | 74% |
| 20260401 | $30.30 | $30.30 | 0.6% | 61% |
| 20260331 | $32.80 | $32.80 | 0.6% | 58% |
| 20260330 | $33.65 | $33.65 | 0.6% | 60% |
| 20260327 | $36.70 | $36.70 | 0.6% | 63% |
| 20260326 | $37.05 | $37.05 | 0.7% | 75% |
| 20260325 | $34.85 | $34.85 | 0.5% | 36% |
| 20260324 | $35.05 | $35.05 | 0.5% | 34% |
| 20260323 | $35.60 | $35.60 | 0.5% | 34% |
| 20260320 | $38.95 | $5.90 | 0.5% | 34% |
| 20260319 | $39.10 | $10.97 | 0.5% | 29% |
| 20260318 | $40.40 | $14.95 | 0.5% | 31% |
| 20260317 | $42.55 | $17.85 | 0.5% | 30% |
| 20260316 | $42.65 | $18.00 | 0.5% | 29% |
| 20260313 | $45.95 | $22.15 | 0.5% | 30% |
| 20260312 | $47.15 | $24.90 | 0.5% | 31% |
| 20260311 | $47.15 | $27.55 | 0.4% | 21% |
| 20260310 | $50.05 | $28.95 | 0.4% | 21% |